Florian Weigert

University of St. Gallen - School of Finance

Unterer Graben 21

St.Gallen, CH-9000

Switzerland

SCHOLARLY PAPERS

14

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5,390

SSRN CITATIONS
Rank 22,521

SSRN RANKINGS

Top 22,521

in Total Papers Citations

15

CROSSREF CITATIONS

18

Scholarly Papers (14)

1.

Crash Sensitivity and the Cross-Section of Expected Stock Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, University of St.Gallen, School of Finance Research Paper No. 2013/24
Number of pages: 94 Posted: 27 Feb 2012 Last Revised: 12 Jun 2017
Fousseni Chabi-Yo, Stefan Ruenzi and Florian Weigert
University of Massachusetts Amherst - Isenberg School of Management, University of Mannheim - Department of International Finance and University of St. Gallen - School of Finance
Downloads 1,646 (10,213)
Citation 12

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Asset Pricing, Asymmetric Dependence, Copulas, Coskewness, Downside Risk, Tail Risk, Crash Aversion

2.

Extreme Downside Liquidity Risk

26th Australasian Finance and Banking Conference 2013, University of St.Gallen, School of Finance Research Paper No. 2013/26
Number of pages: 78 Posted: 01 Apr 2013 Last Revised: 12 Mar 2018
Stefan Ruenzi, Michael Ungeheuer and Florian Weigert
University of Mannheim - Department of International Finance, Aalto University School of Business and University of St. Gallen - School of Finance
Downloads 728 (34,498)
Citation 9

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Asset Pricing, Crash Aversion, Downside Risk, Liquidity Risk, Tail Risk

3.

Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 74 Posted: 02 Nov 2014 Last Revised: 13 Aug 2016
Vikas Agarwal, Stefan Ruenzi and Florian Weigert
Georgia State University, University of Mannheim - Department of International Finance and University of St. Gallen - School of Finance
Downloads 669 (38,615)
Citation 9

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Hedge Funds, Tail Risk, Portfolio Holdings, Funding Liquidity Risk, Leverage

4.

Momentum and Crash Sensitivity

University of St.Gallen, School of Finance Research Paper No. 2018/1, Economics Letters, Forthcoming
Number of pages: 13 Posted: 28 Dec 2017 Last Revised: 08 Feb 2018
Stefan Ruenzi and Florian Weigert
University of Mannheim - Department of International Finance and University of St. Gallen - School of Finance
Downloads 611 (43,607)
Citation 2

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Asset pricing, asymmetric dependence, copulas, crash sensitivity, momentum, tail risk

5.

Does Female Management Influence Firm Performance? Evidence from Luxembourg Banks

Financial Markets and Portfolio Management (2016), University of St. Gallen, School of Finance Research Paper No. 2015/01
Number of pages: 33 Posted: 14 Jan 2015 Last Revised: 13 Jan 2017
Regina Reinert, Florian Weigert and Christoph Winnefeld
University of St. Gallen, University of St. Gallen - School of Finance and Commission de Surveillance Du Secteur Financier
Downloads 316 (96,888)
Citation 1

Abstract:

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management diversity, female management representation, bank performance

6.

Do Mutual Funds Outperform During Recessions? International (Counter-) Evidence

University of St.Gallen, School of Finance Research Paper No. 2014/15
Number of pages: 57 Posted: 19 Sep 2014 Last Revised: 05 Jun 2015
Christopher Fink, Katharina Raatz and Florian Weigert
University of Mannheim - Finance Area, University of Mannheim and University of St. Gallen - School of Finance
Downloads 245 (126,921)

Abstract:

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International Mutual Fund Performance, Mutual Funds, Recession

7.

Risk Factor Exposure Variation and Mutual Fund Performance

University of St.Gallen, School of Finance Research Paper No. 2018/17
Number of pages: 58 Posted: 30 Aug 2018 Last Revised: 12 Nov 2018
Manuel Ammann, Sebastian Fischer and Florian Weigert
University of St. Gallen - School of Finance, University of St. Gallen - School of Finance and University of St. Gallen - School of Finance
Downloads 209 (148,098)

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Mutual Fund, Market Timing, Factor Timing, Kalman Filter

8.

Does Foreign Information Predict the Returns of Multinational Firms Worldwide?

Review of Finance, Forthcoming, University of St.Gallen, School of Finance Research Paper No. 2015/19
Number of pages: 69 Posted: 22 Sep 2015 Last Revised: 28 Nov 2016
Christian Finke and Florian Weigert
University of St. Gallen - School of Finance and University of St. Gallen - School of Finance
Downloads 199 (155,108)

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Foreign information, return predictability, limited attention

9.

Unobserved Performance of Hedge Funds

University of St.Gallen, School of Finance Research Paper No. 2018/25
Number of pages: 62 Posted: 28 Dec 2018 Last Revised: 19 Mar 2019
Vikas Agarwal, Stefan Ruenzi and Florian Weigert
Georgia State University, University of Mannheim - Department of International Finance and University of St. Gallen - School of Finance
Downloads 168 (180,606)
Citation 1

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Confidential Holdings, Derivative Usage, Discretion, Frequent Trading, Hedge Funds, Managerial Incentives, Short Selling, Unobserved Performance

10.

Have Hedge Funds Solved the Idiosyncratic Volatility Puzzle?

Georgetown McDonough School of Business Research Paper No. 3292347, University of St.Gallen, School of Finance Research Paper
Number of pages: 58 Posted: 12 Dec 2018 Last Revised: 14 May 2019
Turan G. Bali and Florian Weigert
Georgetown University - Robert Emmett McDonough School of Business and University of St. Gallen - School of Finance
Downloads 159 (189,289)
Citation 1

Abstract:

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Hedge Funds, Idiosyncratic Volatility Puzzle, Confidential Holdings, Derivatives, Managerial Incentives, Investment Performance

11.

Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide

Review of Asset Pricing Studies (2016)
Number of pages: 60 Posted: 14 Aug 2013 Last Revised: 13 Jan 2017
Florian Weigert
University of St. Gallen - School of Finance
Downloads 138 (212,757)
Citation 3

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Asset Pricing, Crash Aversion, International Finance, Tail Risk

12.

Multivariate Crash Risk

Number of pages: 81 Posted: 04 Jun 2018 Last Revised: 14 Aug 2019
Fousseni Chabi-Yo, Markus Huggenberger and Florian Weigert
University of Massachusetts Amherst - Isenberg School of Management, University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance and University of St. Gallen - School of Finance
Downloads 111 (250,755)

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Asset Pricing, Asymmetric Dependence, Copulas, Crash Aversion, Downside Risk, Lower Tail Dependence, Tail Risk

13.

The Impact of Regulatory Stress Testing on Bank's Equity and CDS Performance

University of St.Gallen, School of Finance Research Paper No. 2018/15
Number of pages: 35 Posted: 29 May 2018
Lukas Ahnert, Pascal Vogt, Volker Vonhoff and Florian Weigert
University of St. Gallen, Boston Consulting Group - Germany, University of Mannheim - Department of Business Administration and Finance and University of St. Gallen - School of Finance
Downloads 105 (260,700)

Abstract:

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Banks, Stress Testing, Equity Performance, CDS Performance

14.

Cash Holdings and the Performance of European Mutual Funds

Finance Research Letters, Forthcoming
Number of pages: 14 Posted: 18 Feb 2018 Last Revised: 10 Aug 2018
Frank Graef, Pascal Vogt, Volker Vonhoff and Florian Weigert
University of St. Gallen, Boston Consulting Group - Germany, University of Mannheim - Department of Business Administration and Finance and University of St. Gallen - School of Finance
Downloads 86 (296,936)

Abstract:

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Cash Holdings, Mutual Funds, Performance Evaluation