Stefan Ruenzi

University of Mannheim - Department of International Finance

L9, 1-2

Mannheim, 68131

Germany

SCHOLARLY PAPERS

30

DOWNLOADS
Rank 1,977

SSRN RANKINGS

Top 1,977

in Total Papers Downloads

20,064

SSRN CITATIONS
Rank 5,148

SSRN RANKINGS

Top 5,148

in Total Papers Citations

172

CROSSREF CITATIONS

92

Scholarly Papers (30)

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 2,148 (8,484)
Citation 20

Abstract:

Loading...

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 1,879 (10,566)
Citation 25

Abstract:

Loading...

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

3.

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 and Stefan Ruenzi
University of Mannheim - Department of Finance and University of Mannheim - Department of International Finance
Downloads 1,574 (13,977)
Citation 16

Abstract:

Loading...

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

4.

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 1,512 (14,913)
Citation 9

Abstract:

Loading...

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

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 1,240 (20,194)
Citation 30

Abstract:

Loading...

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
University of Cologne, Centre for Financial Research (CFR), University of Mannheim - Department of Finance and University of Mannheim - Department of International Finance
Downloads 1,203 (21,152)
Citation 3

Abstract:

Loading...

Diversity, Teams, Gender, Mutual Funds, Performance

7.
Downloads 1,191 ( 21,482)
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 1,191 (21,113)
Citation 44

Abstract:

Loading...

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:

Loading...

G20, G23, J49

8.

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 941 (30,211)
Citation 1

Abstract:

Loading...

Mutual Funds, Fund Families, Performance Flow Relationship

9.

Advertising, Attention, and Financial Markets

Review of Financial Studies, Forthcoming
Number of pages: 137 Posted: 02 Jan 2015 Last Revised: 09 Dec 2019
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 867 (33,875)
Citation 8

Abstract:

Loading...

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

10.

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: 12 Mar 2020
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 842 (35,295)
Citation 9

Abstract:

Loading...

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

11.

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 763 (40,409)
Citation 19

Abstract:

Loading...

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

12.

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

Number of pages: 95 Posted: 16 Nov 2014 Last Revised: 18 May 2021
Goethe University Frankfurt - Department of Finance, University of Mannheim - Department of Finance and University of Mannheim - Department of International Finance
Downloads 694 (45,891)
Citation 7

Abstract:

Loading...

Fund Flows, Textual Analysis, Shareholder Letters, Fund Performance

13.

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 691 (46,178)
Citation 2

Abstract:

Loading...

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

14.

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 623 (52,966)
Citation 11

Abstract:

Loading...

Investor Sentiment, Stock Returns, German Stock Market

15.

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 560 (60,562)
Citation 21

Abstract:

Loading...

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

16.

Corporate Fraud Risk and Stock Market Performance

Number of pages: 61 Posted: 28 Jul 2015 Last Revised: 07 May 2019
Copenhagen Business School - Department of Finance, University of Mannheim - Department of Finance and University of Mannheim - Department of International Finance
Downloads 464 (76,458)
Citation 1

Abstract:

Loading...

Corporate Fraud, Earnings Overstatements, Stock Returns

17.

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
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 435 (82,508)
Citation 14

Abstract:

Loading...

financial advice, individual investors, trade performance, behavioral biases

18.

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
University of Mannheim - Department of Finance, University of Mannheim - Department of Finance and University of Mannheim - Department of International Finance
Downloads 425 (84,804)
Citation 3

Abstract:

Loading...

Gender, Competition, Role models, Stereotype threat

19.

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 404 (89,940)
Citation 1

Abstract:

Loading...

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 376 (96,883)
Citation 6

Abstract:

Loading...

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:

Loading...

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

21.

Unobserved Performance of Hedge Funds

University of St.Gallen, School of Finance Research Paper No. 2018/25
Number of pages: 77 Posted: 28 Dec 2018 Last Revised: 16 Apr 2020
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 318 (117,713)

Abstract:

Loading...

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

22.

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 222 (169,383)
Citation 4

Abstract:

Loading...

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

23.

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 205 (182,535)

Abstract:

Loading...

CEO-Ownership, Asset Pricing, Large Shareholders

24.

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 176 (209,185)
Citation 17

Abstract:

Loading...

Liquidity, Commonality, Mutual Funds

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
University of Mannheim - Department of Finance, UNSW Business School and University of Mannheim - Department of International Finance
Downloads 135 (260,462)
Citation 1

Abstract:

Loading...

26.

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 97 (328,801)

Abstract:

Loading...

27.

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 Business School, University of Mannheim - Department of International Finance and University of Queensland - Business School
Downloads 66 (411,724)

Abstract:

Loading...

28.

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 (702,615)
Citation 2
  • Add to Cart

Abstract:

Loading...

29.

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 3 (757,446)
Citation 2
  • Add to Cart

Abstract:

Loading...

professional investors, overconfidence, behavioral biases, mutual funds

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

Abstract:

Loading...