Sebastian Bunnenberg

Reutlingen University - ESB Business School

Alteburgstr. 150

Reutlingen, 72762

Germany

Talanx AG - HDI Global SE

HDI-Platz 1

Hannover, 30659

Germany

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

1.

The Sharpe Ratio's Market Climate Bias: Theoretical and Empirical Evidence from US Equity Mutual Funds

Journal of Asset Management, Vol. 13, No. 4, August 2012, pp. 227-242
Number of pages: 1 Posted: 26 Jan 2006 Last Revised: 31 Jul 2012
Sebastian Bunnenberg, Hendrik Scholz and Marco Wilkens
Reutlingen University - ESB Business School, Friedrich-Alexander-Universität Erlangen-Nürnberg and University of Augsburg
Downloads 676 (36,745)

Abstract:

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Performance evaluation, equity mutual funds, Sharpe ratio, bear market, market conditions

2.

Jensen’s Alpha and the Market Timing Puzzle

Review of Financial Economics, Forthcoming
Number of pages: 40 Posted: 25 Aug 2008 Last Revised: 20 Aug 2018
Sebastian Bunnenberg, Martin Rohleder, Hendrik Scholz and Marco Wilkens
Reutlingen University - ESB Business School, University of Augsburg, Friedrich-Alexander-Universität Erlangen-Nürnberg and University of Augsburg
Downloads 542 (49,073)

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Mutual fund performance; stock selection; market timing; total performance; conditional performance

3.

Trusting Difference-in-Differences Estimates More: An Approximate Permutation Test

Number of pages: 30 Posted: 06 Jul 2016 Last Revised: 16 Mar 2018
Sebastian Bunnenberg and Steffen Meyer
Reutlingen University - ESB Business School and University of Southern Denmark - Department of Business and Economics
Downloads 172 (171,100)

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difference-in-differences, policy studies, clustered standard errors, placebo laws, approximate permutation tests

4.

Internet Appendix of the Paper 'Jensen's Alpha and the Market Timing Puzzle'

Review of Financial Economics, Forthcoming
Number of pages: 10 Posted: 30 Nov 2016 Last Revised: 12 Mar 2018
Sebastian Bunnenberg, Martin Rohleder, Hendrik Scholz and Marco Wilkens
Reutlingen University - ESB Business School, University of Augsburg, Friedrich-Alexander-Universität Erlangen-Nürnberg and University of Augsburg
Downloads 41 (413,247)

Abstract:

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Conditional performance evaluation; time-varying investment skill