Stefan Frey

Leibniz Universität Hannover

Koenigsworther Platz 1

30167 Hannover , DE 30167

Germany

Centre for Financial Research (CFR)

Albertus-Magnus Platz

Cologne, 50923

Germany

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 18,786

in Total Papers Downloads

2,093

CITATIONS
Rank 16,371

SSRN RANKINGS

Top 16,371

in Total Papers Citations

21

Scholarly Papers (4)

1.

Measuring Mutual Fund Herding - A Structural Approach

Journal of International Financial Markets, Institutions and Money, Volume 32, September 2014, Pages 219–239,
Number of pages: 36 Posted: 05 Mar 2008 Last Revised: 08 Jan 2015
Stefan Frey, Patrick Herbst and Andreas Walter
Leibniz Universität Hannover, University of Stirling - Department of Accounting and Finance and University of Giessen - Department of Financial Services
Downloads 686 (27,423)
Citation 7

Abstract:

Herding, LSV measure, mutual funds, trading behavior

2.

The Impact of Iceberg Orders in Limit Order Books

AFA 2009 San Francisco Meetings Paper
Number of pages: 49 Posted: 27 Mar 2008 Last Revised: 02 Jun 2009
Stefan Frey and Patrik Sandås
Leibniz Universität Hannover and University of Virginia
Downloads 544 (28,544)
Citation 5

Abstract:

Hidden Liquidity, Iceberg Orders, Limit Order Markets, Transparency

3.

Liquidity Supply and Adverse Selection in a Pure Limit Order Book Market

EFA 2005 Moscow Meetings Paper
Number of pages: 34 Posted: 01 Mar 2005 Last Revised: 01 Jul 2009
Stefan Frey and Joachim Grammig
Leibniz Universität Hannover and Eberhard Karls Universitaet Tübingen
Downloads 389 (57,645)
Citation 4

Abstract:

Limit order book market, liquidity supply, adverse selection

The Influence of Buy-Side Analysts on Mutual Fund Trading

Number of pages: 40 Posted: 16 Feb 2009 Last Revised: 27 Jan 2014
Stefan Frey and Patrick Herbst
Leibniz Universität Hannover and University of Stirling - Department of Accounting and Finance
Downloads 223 (114,903)
Citation 5

Abstract:

Buy-side analysts, analyst recommendations, mutual funds, investment decisions, investment performance

The Influence of Buy-Side Analysts on Mutual Fund Trading

Journal of Banking and Finance, Volume 49, December 2014, Pages 442–458,
Posted: 21 Oct 2010 Last Revised: 08 Jan 2015
Stefan Frey and Patrick Herbst
Leibniz Universität Hannover and University of Stirling - Department of Accounting and Finance

Abstract:

Buy-Side Analysts, Analyst Recommendations, Mutual Funds, Investment Decisions, Investment Performance