Cornelia Ernst

Technische Universität München (TUM) - Chair of Business and International Financial Management

Munich, 80290

Germany

SCHOLARLY PAPERS

3

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SSRN CITATIONS
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Top 47,276

in Total Papers Citations

0

CROSSREF CITATIONS

11

Scholarly Papers (3)

1.

Measuring Market Liquidity Risk - Which Model Works Best?

CEFS Working Paper Series 2009 No. 1
Number of pages: 28 Posted: 16 Jan 2009 Last Revised: 22 Jun 2016
Cornelia Ernst, Sebastian Stange and Christoph Kaserer
Technische Universität München (TUM) - Chair of Business and International Financial Management, Technische Universität München (TUM) - Chair of Business and International Financial Management and Technische Universität München (TUM)
Downloads 3,028 (3,836)
Citation 9

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Asset liquidity, liquidity cost, price impact, Xetra liquidity measure (XLM), risk measurement, Value-at-Risk, market liquidity risk

2.

Accounting for Non-Normality in Liquidity Risk

The Journal of Risk, Volume 14, Number 3, Spring 2012, pp. 3-21, CEFS Working Paper No. 2008-14
Number of pages: 20 Posted: 16 Dec 2008 Last Revised: 09 Apr 2012
Cornelia Ernst, Sebastian Stange and Christoph Kaserer
Technische Universität München (TUM) - Chair of Business and International Financial Management, Technische Universität München (TUM) - Chair of Business and International Financial Management and Technische Universität München (TUM)
Downloads 734 (35,408)
Citation 6

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Asset liquidity, liquidity cost, market liquidity risk, non-normality, modified Value-at-Risk, Cornish-Fisher expansion

3.

Remuneration of Executives in German Prime Standard Firms - Empirical Evidence (Verguetung von Vorstandsorganen deutscher Aktiengesellschaften: Ergebnisse einer Analyse der deutschen Prime Standard Unternehmen)

Zeitschrift für Corporate Governance, Vol. 2, pp. 901-905, 2009
Number of pages: 8 Posted: 06 Mar 2009
Cornelia Ernst, Marc Steffen Rapp and Michael Wolff
Technische Universität München (TUM) - Chair of Business and International Financial Management, University of Marburg - School of Business & Economics and University of Göttingen
Downloads 578 (48,733)

Abstract:

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Executive compensation, remuneration, Germany