Heinz Zimmermann

University of Basel - Center for Economic Science (WWZ) - Department of Finance

Peter Merian Weg 6

Basel, 4002

Switzerland

SCHOLARLY PAPERS

27

DOWNLOADS
Rank 2,621

SSRN RANKINGS

Top 2,621

in Total Papers Downloads

13,770

SSRN CITATIONS
Rank 3,403

SSRN RANKINGS

Top 3,403

in Total Papers Citations

219

CROSSREF CITATIONS

102

Scholarly Papers (27)

Corporate Governance and Expected Stock Returns: Evidence from Germany

ECGI - Finance Working Paper No. 11/2003
Number of pages: 51 Posted: 19 Feb 2003
Wolfgang Drobetz, Andreas Schillhofer and Heinz Zimmermann
University of Hamburg, Greenhill & Co. and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 3,608 (2,716)
Citation 63

Abstract:

Loading...

Corporate Governance, principal-agent theory, asset pricing

Corporate Governance and Expected Stock Returns: Evidence from Germany

EFMA 2003 Helsinki Meetings
Number of pages: 46 Posted: 05 May 2003
Wolfgang Drobetz, Andreas Schillhofer and Heinz Zimmermann
University of Hamburg, Greenhill & Co. and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 964 (23,186)
Citation 16

Abstract:

Loading...

corporate governance, principal-agent theory, asset pricing

Corporate Governance and Expected Stock Returns: Evidence from Germany

European Financial Management, Vol. 10, No. 2, pp. 267-293, June 2004
Number of pages: 28 Posted: 20 Jun 2004
Wolfgang Drobetz, Andreas Schillhofer and Heinz Zimmermann
University of Hamburg, Greenhill & Co. and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 29 (499,728)
  • Add to Cart

Abstract:

Loading...

2.

An Integrated Framework of Corporate Governance and Firm Valuation - Evidence from Switzerland

ECGI - Finance Working Paper No. 34/2004
Number of pages: 59 Posted: 27 Jan 2004
University of Basel, University of Hamburg, University of St. Gallen - Swiss Institute of Banking and Finance and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 3,109 (3,570)
Citation 66

Abstract:

Loading...

Corporate governance; Ownership structure; Firm valuation; Endogeneity

3.

Should Chairman and CEO Be Separated? Leadership Structure and Firm Performance in Switzerland

Number of pages: 24 Posted: 07 Apr 2005 Last Revised: 15 Jun 2013
Markus Schmid and Heinz Zimmermann
University of St. Gallen - Swiss Institute of Banking and Finance and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 1,058 (20,548)
Citation 3

Abstract:

Loading...

Leadership structure, Firm valuation, Corporate governance, Managerial Shareholdings

4.

Listed Private Equity

Number of pages: 26 Posted: 18 Mar 2009
LPX GmbH, LPX GmbH, University of Basel - Center for Economic Science (WWZ) - Department of Finance and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 1,003 (22,243)
Citation 2

Abstract:

Loading...

Listed Private Equity, Private Equity

Hedge Fund Activism and Information Disclosure: The Case of Germany

Number of pages: 45 Posted: 12 Feb 2010 Last Revised: 17 Dec 2015
Peter Weber and Heinz Zimmermann
University of Basel - Center for Economic Science (WWZ) - Department of Finance and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 911 (25,185)

Abstract:

Loading...

Shareholder activism, Hedge funds, Corporate governance

Hedge Fund Activism and Information Disclosure: The Case of Germany

European Financial Management, Vol. 19, Issue 5, pp. 1017-1050, 2013
Number of pages: 34 Posted: 11 Oct 2013
Peter Weber and Heinz Zimmermann
University of Basel - Center for Economic Science (WWZ) - Department of Finance and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 0
Citation 1
  • Add to Cart

Abstract:

Loading...

shareholder activism, hedge funds, corporate governance, mandatory disclosure

An Integrated Framework of Corporate Governance and Firm Valuation

Number of pages: 44 Posted: 01 Aug 2005
University of Basel, University of St. Gallen - Swiss Institute of Banking and Finance, University of Hamburg and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 736 (33,976)
Citation 7

Abstract:

Loading...

Corporate governance, principal-agent problems, ownership structure, firm valuation, endogeneity

An Integrated Framework of Corporate Governance and Firm Valuation

European Financial Management, Vol. 12, No. 2, pp. 249-283, March 2006
Number of pages: 36 Posted: 08 May 2006
University of Basel, University of St. Gallen - Swiss Institute of Banking and Finance, University of Hamburg and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 17 (576,253)
Citation 1
  • Add to Cart

Abstract:

Loading...

7.

Managerial Incentives and Firm Valuation - Evidence from Switzerland

Number of pages: 45 Posted: 23 Aug 2005
Markus Schmid and Heinz Zimmermann
University of St. Gallen - Swiss Institute of Banking and Finance and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 338 (91,195)
Citation 5

Abstract:

Loading...

Corporate governance, ownership structure, equity-based compensation, firm valuation, endogeneity

8.

Credit Risk Transfer, Hedge Funds, and the Supply of Liquidity

LAW AND ECONOMICS OF RISK IN FINANCE, Peter Nobel and Marina Gets, eds., pp. 41-72, Schulthess, Zürich, 2007, U. of St. Gallen Law & Economics Working Paper No. 2008-14
Number of pages: 33 Posted: 27 May 2008 Last Revised: 07 Aug 2008
Heinz Zimmermann
University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 326 (94,937)
Citation 1

Abstract:

Loading...

transfer of credit risk, hedge funds

9.

The Impact of Speculation on Commodity Futures – A Review of the Findings of 100 Empirical Studies

Number of pages: 19 Posted: 10 Feb 2016
Marco Haase, Yvonne Seiler and Heinz Zimmermann
University of Basel - Center for Economic Science (WWZ) - Department of Finance, Lucerne University of Applied Sciences and Arts, School of Business, Institute of Financial Services Zug (IFZ) and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 290 (107,916)

Abstract:

Loading...

The First- and Second-Hand Effect of Analysts' Stock Recommendations - Evidence from the Swiss Stock Market

Number of pages: 40 Posted: 31 Jan 2005
Philipp M. Schlumpf, Markus Schmid and Heinz Zimmermann
University of Basel - Department of Finance, University of St. Gallen - Swiss Institute of Banking and Finance and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 260 (120,430)

Abstract:

Loading...

Stock recommendations, Second-hand information, Analysts, Price pressure and information hypotheses

The First- and Second-Hand Effect of Analysts' Stock Recommendations: Evidence from the Swiss Stock Market

European Financial Management, Vol. 14, Issue 5, pp. 962-988, November 2008
Number of pages: 27 Posted: 16 Oct 2008
Philipp M. Schlumpf, Markus Schmid and Heinz Zimmermann
University of Basel - Department of Finance, University of St. Gallen - Swiss Institute of Banking and Finance and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 2 (689,196)
  • Add to Cart

Abstract:

Loading...

11.

On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective

Number of pages: 43 Posted: 10 Jul 2013 Last Revised: 10 Mar 2015
Markus Hertrich and Heinz Zimmermann
University of Basel - Center for Economic Science (WWZ) - Department of Finance and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 203 (154,342)
Citation 7

Abstract:

Loading...

central banking, credibility, currency option, Euro/Swiss Franc floor, Vanna-Volga method, barrier

Trust and Success in Venture Capital Financing - An Empirical Analysis with German Survey Data

Number of pages: 38 Posted: 25 Jun 2008 Last Revised: 15 Jun 2013
Stefan Duffner, Heinz Zimmermann and Markus Schmid
Goldman Sachs Group, Inc., University of Basel - Center for Economic Science (WWZ) - Department of Finance and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads 194 (160,890)
Citation 6

Abstract:

Loading...

Venture Capital, Trust and success, Survey, Endogeneity

Trust and Success in Venture Capital Financing - An Empirical Analysis with German Survey Data

Kyklos, Vol. 62, No. 1, pp. 15-43, February 2009
Number of pages: 29 Posted: 19 Jan 2009
Stefan Duffner, Markus Schmid and Heinz Zimmermann
Goldman Sachs Group, Inc., University of St. Gallen - Swiss Institute of Banking and Finance and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 2 (689,196)
Citation 1
  • Add to Cart

Abstract:

Loading...

13.

The Cross-Section of Positively Weighted Portfolios

Number of pages: 29 Posted: 04 Mar 2007
Daniel Niedermayer and Heinz Zimmermann
University of Basel and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 154 (197,155)

Abstract:

Loading...

asset pricing, CAPM, Roll Critique, mean-variance analysis, short-sale constraint, market proxy

14.

Permanent and Transitory Price Shocks in Commodity Futures Markets and Their Relation to Storage and Speculation

Number of pages: 40 Posted: 05 Mar 2013
Marco Haase, Yvonne Seiler and Heinz Zimmermann
University of Basel - Center for Economic Science (WWZ) - Department of Finance, Lucerne University of Applied Sciences and Arts, School of Business, Institute of Financial Services Zug (IFZ) and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 149 (202,552)
Citation 3

Abstract:

Loading...

Commodity futures prices, cointegration, temporary and permanent price shocks, speculation and storage

15.

Anomaly in Stock-Bond Correlations: The Role of Monetary Policy

Number of pages: 25 Posted: 19 Dec 2015
Jonas Gusset and Heinz Zimmermann
University of Basel - Department of Finance and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 111 (254,116)

Abstract:

Loading...

bond-stock correlation, GARCH models, monetary policy

16.

The Impact of Central Clearing on the Pricing of Sovereign Credit Default Swaps

Number of pages: 33 Posted: 09 Jul 2019
Josephine Molleyres and Heinz Zimmermann
University of Basel - Department of Finance and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 79 (316,594)

Abstract:

Loading...

credit default swaps, central counterparty clearing, sovereign credit risk

17.

Why Not Use SDF - Rather than Beta Models in Performance Measurement?

Number of pages: 39 Posted: 22 Aug 2012 Last Revised: 29 Aug 2012
Jonas Gusset and Heinz Zimmermann
University of Basel - Department of Finance and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 68 (344,513)

Abstract:

Loading...

Performance measurement, conditioning information, mutual funds

18.

Correcting Alpha Misattribution in Portfolio Sorts

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53 Posted: 04 Jun 2018 Last Revised: 10 Jan 2019
Daniel Hoechle, Markus Schmid and Heinz Zimmermann
FHNW School of Business - Institute for Finance, University of St. Gallen - Swiss Institute of Banking and Finance and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 63 (358,492)
Citation 1

Abstract:

Loading...

Portfolio Sorts, Cross-Section of Expected Returns, Tests of Asset Pricing Models, Random Effects Assumption

19.

The Development of Organized Commodity Exchanges in Africa: An Economic Analysis

Chapter in: “Africa’s Population: In search of a Demographic Dividend.”, ed. Hans Groth and John May, (2016) Springer, Forthcoming
Number of pages: 20 Posted: 02 Jun 2016
Heinz Zimmermann and Marco Haase
University of Basel - Center for Economic Science (WWZ) - Department of Finance and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 47 (410,208)

Abstract:

Loading...

organized commodity markets, futures markets, food security, emerging markets Africa

20.

Long-Run Implied Market Fundamentals: An Exploration

Number of pages: 26 Posted: 12 Dec 2019
Heinz Zimmermann
University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 26 (502,465)

Abstract:

Loading...

Stock market valuation, multiples, Gordon model

21.

Is Board Size an Independent Corporate Governance Mechanism?

Kyklos, Vol. 57, No. 3, pp. 327-356, August 2004
Number of pages: 30 Posted: 25 Sep 2004
University of Basel, University of Hamburg, University of Bern - Institute of Economics and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 23 (519,538)
  • Add to Cart

Abstract:

Loading...

22.

Commodity Returns and Their Volatility in Relation to Speculation: A Consistent Empirical Approach

Posted: 28 Sep 2015
Marco Haase, Yvonne Seiler and Heinz Zimmermann
University of Basel - Center for Economic Science (WWZ) - Department of Finance, Lucerne University of Applied Sciences and Arts, School of Business, Institute of Financial Services Zug (IFZ) and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 0 (687,149)

Abstract:

Loading...

Speculation, commodity futures prices, lead-lag relationships

23.

Martingales and Portfolio Decisions: A User's Guide

Financial Markets and Portfolio Management, Vol. 20, No. 1, pp. 75-101, 2006
Posted: 04 Apr 2006
Heinz Zimmermann
University of Basel - Center for Economic Science (WWZ) - Department of Finance

Abstract:

Loading...

Dynamic portfolio selection, martingales, binomial framework

24.

Tracking Error and Tactical Asset Allocation

Financial Analysts Journal, Vol. 57, No. 2, March/April 2001
Posted: 29 Jun 2001
Manuel Ammann and Heinz Zimmermann
University of St. Gallen - School of Finance and University of Basel - Center for Economic Science (WWZ) - Department of Finance

Abstract:

Loading...

25.

Interest Rate Risk of European Financial Corporations

European Financial Management, Vol. 6, No. 4, December 2000
Posted: 16 Nov 2000
Peter Oertmann, Christel Rendu de Lint and Heinz Zimmermann
University of St. Gallen, affiliation not provided to SSRN and University of Basel - Center for Economic Science (WWZ) - Department of Finance

Abstract:

Loading...

Interest rate risk, asset pricing, portfolio management

26.

Interest Rate Risk of Financial Corporations' Equity Returns: A European Perspective

Stern Working Paper Series S-96-51
Posted: 03 Sep 1997
Peter Oertmann, Christel Rendu de Lint and Heinz Zimmermann
University of St. Gallen, affiliation not provided to SSRN and University of Basel - Center for Economic Science (WWZ) - Department of Finance

Abstract:

Loading...

27.

Arbitrage in Smi Stock Index Futures: An Intraday Study

Stern Working Paper Series S-96-47
Posted: 31 Jul 1997
Claudia Zogg-Wetter and Heinz Zimmermann
University of St. Gallen and University of Basel - Center for Economic Science (WWZ) - Department of Finance

Abstract:

Loading...