Martin Rohleder

University of Augsburg

Universitaetsstr. 16

Augsburg, 86159

Germany

  • University of Augsburg

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    • Tel: +49 821 598 4120
SCHOLARLY PAPERS

26

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13,513

SSRN CITATIONS
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Top 16,509

in Total Papers Citations

59

CROSSREF CITATIONS

17

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

  • University of Augsburg

    • Email
    • Tel: +49 821 598 4120

Scholarly Papers (26)

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1.

Carbon Risk

Number of pages: 78 Posted: 10 Mar 2017 Last Revised: 19 Aug 2020
Maximilian Görgen, Andrea Jacob, Martin Nerlinger, Ryan Riordan, Martin Rohleder and Marco Wilkens
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 6,671 (1,854)
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 1,564 (19,845)
Citation 1

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

3.

The Impact of Sustainable Investment Funds – Impact Channels, Status Quo of Literature, and Practical Applications

Number of pages: 37 Posted: 15 Sep 2022 Last Revised: 09 May 2023
Marco Wilkens, Stefan Jacob, Martin Rohleder and Jonas Zink
University of Augsburg, University of Augsburg, University of Augsburg and University of Augsburg
Downloads 784 (53,608)

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Impact Investing, Impact Framework, Impact Channels, Impact Literature

4.

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
Sebastian Bunnenberg, Sebastian Bunnenberg, Martin Rohleder, Hendrik Scholz and Marco Wilkens
Reutlingen University - ESB Business SchoolTalanx AG - HDI Global SE, University of Augsburg, Friedrich-Alexander-Universität Erlangen-Nürnberg and University of Augsburg
Downloads 686 (63,891)
Citation 3

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

5.

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, Berlin School of Business and Law, University of Augsburg and University of Augsburg
Downloads 581 (78,876)

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

6.

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
Richard B. Evans, Martin Rohleder, Hendrik Tentesch and Marco Wilkens
University of Virginia - Darden School of Business, University of Augsburg, University of Augsburg - Department of Finance and Banking and University of Augsburg
Downloads 421 (116,405)
Citation 1

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

7.

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 366 (136,554)
Citation 4

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

8.

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 304 (166,623)

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fund disappearance, bond mutual fund performance, survivorship bias

9.

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 291 (174,506)
Citation 1

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Mutual Fund Performance, Survivorship Bias

10.

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
Martin Rohleder, Dominik Schulte, Janik Syryca and Marco Wilkens
University of Augsburg, University of Augsburg, University of Augsburg and University of Augsburg
Downloads 273 (186,242)
Citation 1

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

11.

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 261 (194,889)
Citation 3

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

12.

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 233 (217,767)

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

13.

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
Berlin School of Business and Law and University of Augsburg
Downloads 231 (219,593)
Citation 1

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

14.

Equity Greenium, Futures Pricing, and Lending Fees

Number of pages: 42 Posted: 07 Apr 2023 Last Revised: 27 Jun 2023
Marco Wilkens, Maximilian Görgen and Martin Rohleder
University of Augsburg, University of Augsburg and University of Augsburg
Downloads 177 (279,940)

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Greenium, Stocks, Derivatives, Futures, Arbitrage, Separated Capital Market

15.

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 93 (456,754)
Citation 1

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

16.

Local Religiosity and Stock Liquidity

Number of pages: 86 Posted: 30 Jan 2022 Last Revised: 01 Nov 2022
Oliver Entrop, Martin Rohleder and Marco Seruset
University of Passau, University of Augsburg and University of Passau - Business Administration and Economics
Downloads 88 (472,852)

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

17.

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
Markus Natter, Martin Rohleder, Dominik Schulte and Marco Wilkens
University of Augsburg, University of Augsburg, University of Augsburg and University of Augsburg
Downloads 83 (489,935)
Citation 4

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Mutual funds, performance, options, hedging

18.

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 76 (515,862)
Citation 1

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

19.

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
Markus Natter, Martin Rohleder, Dominik Schulte and Marco Wilkens
University of Augsburg, University of Augsburg, University of Augsburg and University of Augsburg
Downloads 62 (575,065)
Citation 1

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

20.

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
Sebastian Bunnenberg, Sebastian Bunnenberg, Martin Rohleder, Hendrik Scholz and Marco Wilkens
Reutlingen University - ESB Business SchoolTalanx AG - HDI Global SE, University of Augsburg, Friedrich-Alexander-Universität Erlangen-Nürnberg and University of Augsburg
Downloads 59 (589,083)

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Conditional performance evaluation; time-varying investment skill

21.

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 48 (646,926)
Citation 7

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Mutual fund performance, mutual fund flows, derivatives

22.

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

Downloads 47 (652,633)

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 28 (805,228)

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

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

Number of pages: 33 Posted: 09 Nov 2022
Martin Rohleder
University of Augsburg
Downloads 19 (887,407)

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

23.

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 36 (722,193)

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

24.

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 29 (773,932)

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interest rate risk, market risk, banks, banking system

25.

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 28 (781,648)

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mutual fund performance, fund flows, trading strategies

26.

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 21 (840,522)

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Mutual funds, performance, portfolio holdings, separate accounts