Stefan Ruenzi

University of Mannheim - Department of International Finance

L9, 1-2

Mannheim, 68131

Germany

  • University of Mannheim - Department of International Finance

SCHOLARLY PAPERS

30

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25,254

SSRN CITATIONS
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Top 4,143

in Total Papers Citations

324

CROSSREF CITATIONS

78

Scholarly Papers (30)

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1.

CEO Ownership and Stock Market Performance, and Managerial Discretion

Journal of Finance, Forthcoming
Number of pages: 102 Posted: 16 Feb 2009 Last Revised: 08 May 2013
Ulf von Lilienfeld-Toal and Stefan Ruenzi
Luxembourg School of Finance and University of Mannheim - Department of International Finance
Downloads 2,553 (9,496)
Citation 20

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Managerial Ownership, Asset Pricing with Large Shareholders, Managerial Discretion

2.

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 Neuchatel - Institute of Financial Analysis
Downloads 2,073 (13,309)
Citation 25

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

3.

Daily Winners and Losers

Number of pages: 134 Posted: 14 Mar 2017 Last Revised: 23 Apr 2021
Alok Kumar, Stefan Ruenzi and Michael Ungeheuer
University of Miami - Miami Herbert Business School, University of Mannheim - Department of International Finance and Aalto University
Downloads 1,939 (14,808)
Citation 10

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Salient stock returns, investor attention, idiosyncratic volatility puzzle, retail investors.

4.

Sex Matters: Gender Bias in the Mutual Fund Industry

Number of pages: 50 Posted: 09 Nov 2011 Last Revised: 31 Aug 2017
Alexandra Niessen-Ruenzi, Alexandra Niessen-Ruenzi and Stefan Ruenzi
University of Mannheim, Department of FinanceUniversity of Mannheim - Department of Finance and University of Mannheim - Department of International Finance
Downloads 1,933 (14,885)
Citation 16

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Mutual Funds; Investor Behavior; Gender Bias; Implicit Association Test

5.

Team Management and Mutual Funds

CFR Working Paper No. 05-10
Number of pages: 53 Posted: 06 Oct 2005
Michaela Baer, Alexander Kempf and Stefan Ruenzi
University of Cologne, Centre for Financial Research (CFR), University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Mannheim - Department of International Finance
Downloads 1,595 (20,049)
Citation 32

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Mutual Funds, Team Management, Performance, Risk-Taking, Investment Style, Fund Flows

6.

The Impact of Work Group Diversity on Performance: Large Sample Evidence from the Mutual Fund Industry

Number of pages: 30 Posted: 06 Feb 2008
Michaela Baer, Alexandra Niessen-Ruenzi, Alexandra Niessen-Ruenzi and Stefan Ruenzi
University of Cologne, Centre for Financial Research (CFR), University of Mannheim, Department of FinanceUniversity of Mannheim - Department of Finance and University of Mannheim - Department of International Finance
Downloads 1,415 (24,023)
Citation 5

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Diversity, Teams, Gender, Mutual Funds, Performance

7.

Mutual Fund Shareholder Letters: Flows, Performance, and Managerial Behavior

SAFE Working Paper No. 380
Number of pages: 109 Posted: 16 Nov 2014 Last Revised: 21 Oct 2023
Alexander Hillert, Alexandra Niessen-Ruenzi, Alexandra Niessen-Ruenzi and Stefan Ruenzi
Goethe University Frankfurt - Department of Finance, University of Mannheim, Department of FinanceUniversity of Mannheim - Department of Finance and University of Mannheim - Department of International Finance
Downloads 1,257 (28,608)
Citation 7

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Fund Flows, Textual Analysis, Shareholder Letters, Investment Styles

8.

Tournaments in Mutual Fund Families

Downloads 1,215 (30,015)
Citation 44

Tournaments in Mutual Fund Families

Number of pages: 36 Posted: 01 Sep 2003
Alexander Kempf and Stefan Ruenzi
University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Mannheim - Department of International Finance
Downloads 1,215 (29,544)
Citation 44

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Intra-Firm Competition, Mutual Funds, Risk-Taking, Rank-Order Tournaments, Family Tournament

Tournaments in Mutual-Fund Families

Review of Financial Studies, Vol. 21, Issue 2, pp. 1013-1036, 2008
Posted: 26 Jun 2008
Alexander Kempf and Stefan Ruenzi
University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Mannheim - Department of International Finance

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G20, G23, J49

9.

Unobserved Performance of Hedge Funds

University of St.Gallen, School of Finance Research Paper No. 2018/25, Journal of Finance, Forthcoming
Number of pages: 73 Posted: 28 Dec 2018 Last Revised: 06 Sep 2023
Vikas Agarwal, Stefan Ruenzi and Florian Weigert
Georgia State University, University of Mannheim - Department of International Finance and University of Neuchatel - Institute of Financial Analysis
Downloads 1,155 (32,393)
Citation 1

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Hedge Fund Skill, Confidential Holdings, Derivative Usage, Short Selling, Unobserved Performance

10.

Advertising, Attention, and Financial Markets

Review of Financial Studies, Forthcoming
Number of pages: 137 Posted: 02 Jan 2015 Last Revised: 31 Mar 2022
Florens Focke, Stefan Ruenzi and Michael Ungeheuer
University of Mannheim - Department of International Finance, University of Mannheim - Department of International Finance and Aalto University
Downloads 1,035 (37,811)
Citation 22

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Advertising, Investor Attention, Wikipedia, Turnover, Liquidity, Returns

11.

Family Matters: The Performance Flow Relationship in the Mutual Fund Industry

Number of pages: 26 Posted: 10 May 2004
Alexander Kempf and Stefan Ruenzi
University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Mannheim - Department of International Finance
Downloads 992 (40,200)
Citation 12

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Mutual Funds, Fund Families, Performance Flow Relationship

12.

Joint Extreme Events in Equity Returns and Liquidity and their Cross-Sectional Pricing Implications

Journal of Banking and Finance, Forthcoming
Number of pages: 89 Posted: 01 Apr 2013 Last Revised: 31 Mar 2022
Stefan Ruenzi, Michael Ungeheuer and Florian Weigert
University of Mannheim - Department of International Finance, Aalto University and University of Neuchatel - Institute of Financial Analysis
Downloads 899 (46,012)
Citation 9

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

13.

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 Neuchatel - Institute of Financial Analysis
Downloads 887 (46,971)
Citation 19

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

14.

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 Neuchatel - Institute of Financial Analysis
Downloads 818 (52,415)
Citation 5

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

15.

The Impact of Role Models on Women's Self-Selection in Competitive Environments

Number of pages: 45 Posted: 14 Dec 2017 Last Revised: 25 Mar 2020
Kristina Meier, Alexandra Niessen-Ruenzi, Alexandra Niessen-Ruenzi and Stefan Ruenzi
University of Mannheim - Department of Finance, University of Mannheim, Department of FinanceUniversity of Mannheim - Department of Finance and University of Mannheim - Department of International Finance
Downloads 745 (59,401)
Citation 3

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Gender, Competition, Role models, Stereotype threat

16.

The Impact of Investor Sentiment on the German Stock Market

Number of pages: 30 Posted: 04 Aug 2010 Last Revised: 07 Sep 2010
Philipp Finter, Philipp Finter, Alexandra Niessen-Ruenzi, Alexandra Niessen-Ruenzi and Stefan Ruenzi
University of Cologne - Department of FinanceUniversity of Cologne - Centre for Financial Research (CFR), University of Mannheim, Department of FinanceUniversity of Mannheim - Department of Finance and University of Mannheim - Department of International Finance
Downloads 708 (63,566)
Citation 16

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Investor Sentiment, Stock Returns, German Stock Market

17.

Employment Risk, Compensation Incentives and Managerial Risk Taking: Evidence from the Mutual Fund Industry

Number of pages: 36 Posted: 26 Feb 2007
Alexander Kempf, Tanja Thiele and Stefan Ruenzi
University of Cologne - Department of Finance & Centre for Financial Research (CFR), University of Cologne - Centre for Financial Research (CFR) and University of Mannheim - Department of International Finance
Downloads 601 (78,159)
Citation 21

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Managerial Risk Taking, Employment Risk, Compensation Incentives, Mutual Funds, Restrictions

18.

Corporate Fraud Risk and Stock Market Performance

Number of pages: 61 Posted: 28 Jul 2015 Last Revised: 07 May 2019
Lena Jaroszek, Alexandra Niessen-Ruenzi, Alexandra Niessen-Ruenzi and Stefan Ruenzi
Copenhagen Business School - Department of Finance, University of Mannheim, Department of FinanceUniversity of Mannheim - Department of Finance and University of Mannheim - Department of International Finance
Downloads 560 (85,392)
Citation 1

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Corporate Fraud, Earnings Overstatements, Stock Returns

19.

The Impact of Financial Advice on Trade Performance and Behavioral Biases

Review of Finance, Forthcoming
Number of pages: 52 Posted: 14 Dec 2014 Last Revised: 28 Jun 2017
Daniel Hoechle, Stefan Ruenzi, Nic Schaub and Markus Schmid
FHNW School of Business - Institute for Finance, University of Mannheim - Department of International Finance, WHU - Otto Beisheim School of Management and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads 533 (91,049)
Citation 14

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financial advice, individual investors, trade performance, behavioral biases

20.

Is a Team Different from the Sum of its Parts? Evidence from Mutual Fund Managers

Number of pages: 43 Posted: 05 Mar 2008 Last Revised: 30 Mar 2011
Michaela Baer, Alexander Kempf and Stefan Ruenzi
University of Cologne, Centre for Financial Research (CFR), University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Mannheim - Department of International Finance
Downloads 471 (105,520)
Citation 1

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Mutual Funds, Team Management, Investment Behaviour

21.

Status Quo Bias and the Number of Alternatives: An Empirical Illustration from the Mutual Fund Industry

Downloads 462 (108,311)
Citation 6

Status Quo Bias and the Number of Alternatives: An Empirical Illustration from the Mutual Fund Industry

CFR Working Paper No. 05-07
Number of pages: 34 Posted: 19 Oct 2005
Alexander Kempf and Stefan Ruenzi
University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Mannheim - Department of International Finance
Downloads 462 (106,975)
Citation 6

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Status Quo Bias, Mutual Funds, Number of Alternatives, Performance Flow Relationship

Status Quo Bias and the Number of Alternatives: An Empirical Illustration from the Mutual Fund Industry

Journal of Behavioral Finance, Vol. 7, No. 4, pp. 204-213, 2006
Posted: 04 Dec 2006
Alexander Kempf and Stefan Ruenzi
University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Mannheim - Department of International Finance

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Status Quo Bias, Mutual Funds, Number of Alternatives, Performance Flow Relationship

22.

A Friendly Turn: Advertising Bias in the News Media

Number of pages: 60 Posted: 06 Mar 2016
Florens Focke, Alexandra Niessen-Ruenzi, Alexandra Niessen-Ruenzi and Stefan Ruenzi
University of Mannheim - Department of International Finance, University of Mannheim, Department of FinanceUniversity of Mannheim - Department of Finance and University of Mannheim - Department of International Finance
Downloads 288 (182,170)
Citation 3

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Media, Advertising Bias, Newspapers, Commercial Bias, Computer Linguistics

23.

Commonality in Liquidity: A Demand-Side Explanation

Review of Financial Studies, Forthcoming
Number of pages: 61 Posted: 09 Mar 2016 Last Revised: 15 Jul 2017
Andrew Koch, Stefan Ruenzi and Laura T. Starks
University of Pittsburgh - Finance Group, University of Mannheim - Department of International Finance and University of Texas at Austin - Department of Finance
Downloads 234 (223,917)
Citation 39

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Liquidity, Commonality, Mutual Funds

24.

Why Managers Hold Shares of Their Firm: An Empirical Analysis

Number of pages: 40 Posted: 19 Mar 2008
Ulf von Lilienfeld-Toal and Stefan Ruenzi
Luxembourg School of Finance and University of Mannheim - Department of International Finance
Downloads 227 (230,562)

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CEO-Ownership, Asset Pricing, Large Shareholders

25.

Information Effects of the Basel Bank Capital and Risk Pillar 3 Disclosures on Equity Analyst Research – An Exploratory Examination

CIFR Paper No. 70/2015
Number of pages: 30 Posted: 08 Oct 2015
Alexandra Niessen-Ruenzi, Alexandra Niessen-Ruenzi, Jerry T. Parwada and Stefan Ruenzi
University of Mannheim, Department of FinanceUniversity of Mannheim - Department of Finance, UNSW Business School and University of Mannheim - Department of International Finance
Downloads 199 (260,449)
Citation 2

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26.

Financial Advice and Retirement Savings

Number of pages: 53 Posted: 30 Jan 2023
Daniel Hoechle, Stefan Ruenzi, Nic Schaub and Markus Schmid
FHNW School of Business - Institute for Finance, University of Mannheim - Department of International Finance, WHU - Otto Beisheim School of Management and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads 132 (367,479)

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financial advice, retirement savings, stock market participation

27.

The Impact of Pillar 3 Disclosures on Asymmetric Information and Liquidity in Bank Stocks: Multi-Country Evidence

CIFR Paper No. 82/2015
Number of pages: 27 Posted: 10 Oct 2015
Jerry T. Parwada, Kathryn Lau and Stefan Ruenzi
UNSW Business School, University of New South Wales (UNSW) and University of Mannheim - Department of International Finance
Downloads 130 (371,755)

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28.

The Social Transmission of Non-Infectious Diseases: Evidence from the Opioid Epidemic

Number of pages: 66 Posted: 09 Jun 2022 Last Revised: 27 Jul 2022
Kai Mäckle and Stefan Ruenzi
University of Mannheim - Graduate School of Economic and Social Sciences and University of Mannheim - Department of International Finance
Downloads 106 (431,839)

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Opioids, Opioid Epidemic, Illicit Drugs, Social Networks, Social Connectedness Index

29.

Does Mandatory Risk Information Disclosure Affect Bank Debt Design? Cross-Country Evidence from Yankee Bond Covenants

CIFR Paper No. 107/2016
Number of pages: 34 Posted: 20 Apr 2016
Alexandra Niessen-Ruenzi, Alexandra Niessen-Ruenzi, Jerry T. Parwada, Stefan Ruenzi and Eric K. M. Tan
University of Mannheim, Department of FinanceUniversity of Mannheim - Department of Finance, UNSW Business School, University of Mannheim - Department of International Finance and University of Queensland
Downloads 92 (475,124)

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30.

Mutual Fund Growth in Standard and Specialist Market Segments

Financial Markets and Portfolio Management, Vol. 19, No. 2, pp. 151-165, 2005
Posted: 09 Sep 2005
Stefan Ruenzi
University of Mannheim - Department of International Finance

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