Stefan Ruenzi

University of Mannheim - Department of International Finance

L9, 1-2

Mannheim, 68131

Germany

SCHOLARLY PAPERS

27

DOWNLOADS
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Top 2,341

in Total Papers Downloads

12,135

CITATIONS
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SSRN RANKINGS

Top 4,624

in Total Papers Citations

114

Scholarly Papers (27)

1.
Downloads 1,175 ( 13,271)
Citation 43

Tournaments in Mutual Fund Families

EFA 2003 Annual Conference Paper; CFR Working Paper No. 04-02
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 1,175 (13,010)
Citation 43

Abstract:

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

Abstract:

G20, G23, J49

2.

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 976 (9,245)
Citation 1

Abstract:

Managerial Ownership, Asset Pricing with Large Shareholders, Managerial Discretion

3.

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

Number of pages: 30 Posted: 06 Feb 2008
University of Cologne, Centre for Financial Research (CFR), University of Mannheim - Department of Finance and University of Mannheim - Department of International Finance
Downloads 897 (17,459)

Abstract:

Diversity, Teams, Gender, Mutual Funds, Performance

4.

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 872 (17,867)
Citation 8

Abstract:

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

5.

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

EFMA 2004 Basel Meetings Paper
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 815 (21,281)
Citation 5

Abstract:

Mutual Funds, Fund Families, Performance Flow Relationship

6.

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 748 (14,472)
Citation 2

Abstract:

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

7.

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 485 (43,740)
Citation 23

Abstract:

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

8.

The Impact of Investor Sentiment on the German Stock Market

Number of pages: 30 Posted: 04 Aug 2010 Last Revised: 07 Sep 2010
University of Cologne - Department of Finance, University of Mannheim - Department of Finance and University of Mannheim - Department of International Finance
Downloads 470 (42,184)
Citation 2

Abstract:

Investor Sentiment, Stock Returns, German Stock Market

9.

Sex Matters: Gender Bias in the Mutual Fund Industry

Number of pages: 71 Posted: 09 Nov 2011 Last Revised: 22 May 2017
Alexandra Niessen-Ruenzi and Stefan Ruenzi
University of Mannheim - Department of Finance and University of Mannheim - Department of International Finance
Downloads 467 (23,858)
Citation 1

Abstract:

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

10.

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: 81 Posted: 01 Apr 2013 Last Revised: 04 Jun 2017
Stefan Ruenzi, Michael Ungeheuer and Florian Weigert
University of Mannheim - Department of International Finance, University of Mannheim - Department of International Finance and University of St. Gallen - School of Finance
Downloads 363 (36,584)

Abstract:

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

11.

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 302 (73,943)
Citation 4

Abstract:

Mutual Funds, Team Management, Investment Behaviour

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 298 (82,068)
Citation 4

Abstract:

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

Abstract:

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

13.

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 186 (128,394)
Citation 1

Abstract:

CEO-Ownership, Asset Pricing, Large Shareholders

14.

Advertising, Attention, and Financial Markets

Number of pages: 77 Posted: 02 Jan 2015 Last Revised: 25 Jan 2016
Florens Focke, Stefan Ruenzi and Michael Ungeheuer
University of Mannheim - Department of International Finance, University of Mannheim - Department of International Finance and University of Mannheim - Department of International Finance
Downloads 175 (56,178)

Abstract:

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

15.

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
University of Basel - Department of Finance, University of Mannheim - Department of International Finance, University of St. Gallen - Swiss Institute of Banking and Finance and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads 104 (91,424)

Abstract:

financial advice, individual investors, trade performance, behavioral biases

16.

Corporate Fraud Risk and Stock Market Performance

Number of pages: 44 Posted: 28 Jul 2015 Last Revised: 08 Jan 2016
Copenhagen Business School - Department of Finance, University of Mannheim - Department of Finance and University of Mannheim - Department of International Finance
Downloads 100 (88,137)

Abstract:

Corporate Fraud, Earnings Overstatements, Stock Returns

17.

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

Number of pages: 72 Posted: 16 Nov 2014 Last Revised: 30 Mar 2016
Goethe University Frankfurt - Department of Finance, University of Mannheim - Department of Finance and University of Mannheim - Department of International Finance
Downloads 85 (91,788)

Abstract:

Fund Flows, Textual Analysis, Shareholder Letters, Investment Styles, Form N-CSR, Fund Performance

18.

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 48 (60,407)

Abstract:

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

19.

Family Matters: Rankings within Fund Families and Fund Inflows

Journal of Business Finance & Accounting, Vol. 35, Issue 1-2, pp. 177-199, January-March 2008
Number of pages: 23 Posted: 15 Feb 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
Downloads 10 (492,929)
Citation 8

Abstract:

20.

Overconfidence Among Professional Investors: Evidence from Mutual Fund Managers

Journal of Business Finance & Accounting, Vol. 38, Nos. 5‐6, pp. 684-712, 2011,
Number of pages: 29 Posted: 07 Jul 2011
Alexander Puetz and Stefan Ruenzi
University of Cologne - Department of Finance and University of Mannheim - Department of International Finance
Downloads 2 (531,584)

Abstract:

professional investors, overconfidence, behavioral biases, mutual funds

21.

Daily Winners and Losers

Number of pages: 59 Posted: 14 Mar 2017
Alok Kumar, Stefan Ruenzi and Michael Ungeheuer
University of Miami - School of Business Administration, University of Mannheim - Department of International Finance and University of Mannheim - Department of International Finance
Downloads 0 (69,957)

Abstract:

Investor Attention, Stock Rankings, Retail Investors, Idiosyncratic Volatility Puzzle

22.

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
University of Mannheim - Department of Finance, UNSW Australia Business School, School of Banking and Finance, University of Mannheim - Department of International Finance and University of Otago - Department of Accountancy and Finance
Downloads 0 (362,778)

Abstract:

23.

Commonality in Liquidity: A Demand-Side Explanation

Review of Financial Studies, Forthcoming
Number of pages: 61 Posted: 09 Mar 2016
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 0 (223,323)
Citation 10

Abstract:

Liquidity, Commonality, Mutual Funds

24.

A Friendly Turn: Advertising Bias in the News Media

Number of pages: 60 Posted: 06 Mar 2016
University of Mannheim - Department of International Finance, University of Mannheim - Department of Finance and University of Mannheim - Department of International Finance
Downloads 0 (244,918)
Citation 1

Abstract:

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

25.

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 Australia Business School, School of Banking and Finance, University of New South Wales (UNSW) and University of Mannheim - Department of International Finance
Downloads 0 (324,946)

Abstract:

26.

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
University of Mannheim - Department of Finance, UNSW Australia Business School, School of Banking and Finance and University of Mannheim - Department of International Finance
Downloads 0 (248,594)

Abstract:

27.

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

Abstract: