Martin Rohleder

University of Augsburg

Universitaetsstr. 16

Augsburg, 86159

Germany

SCHOLARLY PAPERS

24

DOWNLOADS
Rank 6,262

SSRN RANKINGS

Top 6,262

in Total Papers Downloads

9,873

SSRN CITATIONS
Rank 23,039

SSRN RANKINGS

Top 23,039

in Total Papers Citations

25

CROSSREF CITATIONS

17

Ideas:
“  I'm currently working on mutual funds and climate finance  ”

Scholarly Papers (24)

1.

Carbon Risk

Number of pages: 78 Posted: 10 Mar 2017 Last Revised: 19 Aug 2020
University of Augsburg, University of Augsburg, University of St. Gallen - School of Finance, Queen's University - Smith School of Business, University of Augsburg and University of Augsburg
Downloads 4,967 (2,500)
Citation 22

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Carbon risk, climate finance, climate change, economic transition, asset pricing

2.

The Effects of Mutual Fund Decarbonization on Stock Prices and Carbon Emissions

Journal of Banking and Finance, Volume 134, January 2022, 106352
Number of pages: 1 Posted: 22 Jun 2020 Last Revised: 08 Jul 2022
Martin Rohleder, Marco Wilkens and Jonas Zink
University of Augsburg, University of Augsburg and University of Augsburg
Downloads 1,405 (19,555)
Citation 1

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Mutual funds, decarbonization, divestment, price pressure, carbon intensity, climate change, carbon emissions, impact investing

3.

Jensen’s Alpha and the Market Timing Puzzle

Review of Financial Economics, 37 (2), 234-255.
Number of pages: 40 Posted: 25 Aug 2008 Last Revised: 01 May 2021
Reutlingen University - ESB Business SchoolTalanx AG - HDI Global SE, University of Augsburg, Friedrich-Alexander-Universität Erlangen-Nürnberg and University of Augsburg
Downloads 630 (60,036)
Citation 3

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Mutual fund performance; stock selection; market timing; total performance; conditional performance

4.

Ownership Comes with Responsibility – the Impact of Ownership Characteristics on CSR

Number of pages: 56 Posted: 15 Jun 2020 Last Revised: 21 Jan 2021
Lukas Benz, Stefan Paulus, Martin Rohleder and Marco Wilkens
University of Augsburg, University of Augsburg - Department of Finance and Banking, University of Augsburg and University of Augsburg
Downloads 490 (82,195)

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Ownership, Institutional Investor, Shareholder Engagement, ESG, Corporate Social Responsibility

5.

Diseconomies of Scale in Quantitative and Fundamental Investment Styles

Journal of Financial and Quantitative Analysis, forthcoming
Number of pages: 48 Posted: 18 Mar 2017 Last Revised: 23 Jun 2022
University of Virginia - Darden School of Business, University of Augsburg, University of Augsburg - Department of Finance and Banking and University of Augsburg
Downloads 347 (122,291)

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Diseconomies of scale, quantitative, fundamental, performance, flows, hierarchy costs, information processing, separate accounts, institutional investing

6.

Maturity-Matched Bond Fund Performance

Financial Analysts Journal, 77(2): 83-96.
Number of pages: 25 Posted: 02 Dec 2016 Last Revised: 01 May 2021
Markus Natter, Martin Rohleder and Marco Wilkens
University of Augsburg, University of Augsburg and University of Augsburg
Downloads 342 (124,276)

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Active fund performance, interest rate risk, expected return, duration, flows

7.

Bond Fund Disappearance: What’s Return Got to Do with it?

Number of pages: 47 Posted: 18 Jun 2011 Last Revised: 14 May 2012
Martin Rohleder, Hendrik Scholz and Marco Wilkens
University of Augsburg, Friedrich-Alexander-Universität Erlangen-Nürnberg and University of Augsburg
Downloads 287 (149,424)

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fund disappearance, bond mutual fund performance, survivorship bias

8.

Mutual Fund Stock-Picking Skill: New Evidence from Valuation versus Liquidity-Motivated Trading

Financial Management 2018, 47(2), 309-347
Number of pages: 44 Posted: 26 Nov 2015 Last Revised: 13 Jun 2018
University of Augsburg, University of Augsburg, University of Augsburg and University of Augsburg
Downloads 257 (166,924)
Citation 1

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Mutual fund trading, valuation, liquidity, skill, flow risk, wisdom of crowds

9.

Success and Failure on the Corporate Bond Fund Market

Journal of Asset Management 19(6), 429-443.
Number of pages: 43 Posted: 02 Aug 2014 Last Revised: 28 Mar 2019
Martin Rohleder, Hendrik Scholz and Marco Wilkens
University of Augsburg, Friedrich-Alexander-Universität Erlangen-Nürnberg and University of Augsburg
Downloads 237 (180,494)
Citation 1

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Corporate bond funds, performance, disappearance and survival, fund size, flow

10.

Bond Fund Performance: Does Management Activity Pay?

Number of pages: 61 Posted: 06 Dec 2017 Last Revised: 21 Jul 2018
Martin Rohleder
University of Augsburg
Downloads 211 (201,439)

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Bond funds, activity, duration-adjusted performance, complex instruments, quant vs. fundamental

11.

Survivorship Bias and Mutual Fund Performance: Relevance, Significance, and Methodical Differences

Review of Finance 2011, 15 (2), 441-474
Number of pages: 53 Posted: 08 Mar 2008 Last Revised: 18 Mar 2018
Martin Rohleder, Hendrik Scholz and Marco Wilkens
University of Augsburg, Friedrich-Alexander-Universität Erlangen-Nürnberg and University of Augsburg
Downloads 194 (217,549)
Citation 1

Abstract:

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Mutual Fund Performance, Survivorship Bias

12.

The Impact of Corporate Social Responsibility on Firm Value - The Role of Shareholder Preferences

Number of pages: 51 Posted: 08 Jan 2021 Last Revised: 05 Jul 2022
Stefan Paulus and Martin Rohleder
University of Augsburg - Department of Finance and Banking and University of Augsburg
Downloads 115 (329,943)

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firm value, corporate social responsibility, shareholder preferences, environmental performance, capital market separation

13.

Shedding Light on the Exposure of Mutual Funds – Which Investments Drive Mutual Fund Characteristics?

Journal of Asset Management, 20 (6), 534-551.
Number of pages: 32 Posted: 10 Apr 2019 Last Revised: 01 May 2021
Lukas Benz, Martin Rohleder, Janik Syryca and Marco Wilkens
University of Augsburg, University of Augsburg, University of Augsburg and University of Augsburg
Downloads 81 (412,535)
Citation 1

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equity mutual funds, risk, performance, derivatives, complex investments, holdings

14.

The Benefits of Option Use by Mutual Funds

Journal of Financial Intermediation 2016, 26, 142-168
Number of pages: 57 Posted: 24 Sep 2014 Last Revised: 28 Mar 2019
University of Augsburg, University of Augsburg, University of Augsburg and University of Augsburg
Downloads 49 (529,186)
Citation 4

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Mutual funds, performance, options, hedging

15.

Does Style-Shifting Activity Predict Performance? Evidence from Equity Mutual Funds

The Quarterly Review of Economics and Finance 2016, 59, 112-130
Number of pages: 52 Posted: 04 Jun 2015 Last Revised: 18 Mar 2018
Ulf Herrmann, Martin Rohleder and Hendrik Scholz
Friedrich-Alexander-University (FAU) Erlangen-Nürnberg, University of Augsburg and Friedrich-Alexander-Universität Erlangen-Nürnberg
Downloads 48 (533,725)

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Mutual fund performance, Equity funds, Management activity, Style-shifting, Performance prediction

16.

Internet Appendix of the Paper 'Jensen's Alpha and the Market Timing Puzzle'

Review of Financial Economics, 37 (2), 234-255.
Number of pages: 10 Posted: 30 Nov 2016 Last Revised: 01 May 2021
Reutlingen University - ESB Business SchoolTalanx AG - HDI Global SE, University of Augsburg, Friedrich-Alexander-Universität Erlangen-Nürnberg and University of Augsburg
Downloads 45 (547,776)

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Conditional performance evaluation; time-varying investment skill

17.

Bond Mutual Funds and Complex Investments

Journal of Asset Management 2017, 18(6), 433-456
Number of pages: 43 Posted: 15 Mar 2016 Last Revised: 18 Mar 2018
University of Augsburg, University of Augsburg, University of Augsburg and University of Augsburg
Downloads 41 (567,699)
Citation 1

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Mutual fund performance, bond funds performance, derivatives interest rate futures

18.

Local Religiosity and Stock Liquidity

Number of pages: 85 Posted: 30 Jan 2022
Oliver Entrop, Martin Rohleder and Marco Seruset
University of Passau, University of Augsburg and University of Passau - Business Administration and Economics
Downloads 39 (577,969)

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Religiosity, Liquidity, Information Asymmetry, Bid-Ask Spread, Geographic Location, Religious Social Norms

19.

Management of Flow Risk in Mutual Funds

Review of Quantitative Finance and Accounting 2017, 45(1), 31-56.
Number of pages: 46 Posted: 03 Apr 2014 Last Revised: 18 Mar 2018
Martin Rohleder, Dominik Schulte and Marco Wilkens
University of Augsburg, University of Augsburg and University of Augsburg
Downloads 28 (643,136)
Citation 4

Abstract:

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Mutual fund performance, mutual fund flows, derivatives

20.

Measuring the Performance of Government Bond Portfolios With Investable Level, Slope, and Curvature Factors

Number of pages: 31 Posted: 18 Jul 2022
Martin Rohleder
University of Augsburg
Downloads 19 (710,213)

Abstract:

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Bond funds, separate accounts, performance, yield curve, level, slope, curvature

21.

Systemic Interest Rate and Market Risk at U.S. Banks

Journal of Business Economics (ZfB) 2016, 86 (8), 933-961
Number of pages: 36 Posted: 26 Nov 2015 Last Revised: 18 Mar 2018
Ludwig von la Hausse, Martin Rohleder and Marco Wilkens
University of Augsburg, University of Augsburg and University of Augsburg
Downloads 14 (752,782)

Abstract:

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interest rate risk, market risk, banks, banking system

22.

The Relation between Past Flows and Future Performance: Simple Investment Strategies in the Mutual Fund Sector

International Journal of Financial Studies 2015, 3 (1), 3-30
Number of pages: 24 Posted: 08 Jul 2011 Last Revised: 18 Mar 2018
Martin Rohleder
University of Augsburg
Downloads 14 (752,782)

Abstract:

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mutual fund performance, fund flows, trading strategies

23.

Fraternal twins – Should investors be careful?

Review of Financial Economics, Forthcoming
Number of pages: 38 Posted: 09 Feb 2022
Martin Rohleder, Hendrik Tentesch, Rene Weh and Marco Wilkens
University of Augsburg, University of Augsburg - Department of Finance and Banking, University of Augsburg - Department of Finance and Banking and University of Augsburg
Downloads 11 (780,705)

Abstract:

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Mutual funds, performance, portfolio holdings, separate accounts

24.

Measuring the Performance of Government Bond Portfolios with Index-Based Level, Slope, and Curvature Factors

Number of pages: 33 Posted: 14 Aug 2022
Martin Rohleder
University of Augsburg
Downloads 2

Abstract:

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Bond funds, separate accounts, performance, yield curve, level, slope, curvature