Integrating sustainability risks in asset management: the role of ESG exposures and ESG ratings von Hübel, Benjamin, Scholz, Hendrik

Volltext

Exploiting the dividend month premium: evidence from Germany von Kreidl, Felix, Scholz, Hendrik

Volltext

Alpha momentum and price momentum von Hühn, Hannah Lea, Scholz, Hendrik

Volltext

MesSBAR—Multicopter and Instrumentation for Air Quality Research von Bretschneider, Lutz, Schlerf, Andreas, Baum, Anja, Bohlius, Henning, Buchholz, Marcel, Düsing, Sebastian, Ebert, Volker, Erraji, Hassnae, Frost, Paul, Käthner, Ralf, Krüger, Thomas, Lange, Anne Caroline, Langner, Marcel, Nowak, Andreas, Pätzold, Falk, Rüdiger, Julian, Saturno, Jorge, Scholz, Hendrik, Schuldt, Tobias, Seldschopf, Rickmar, Sobotta, Andre, Tillmann, Ralf, Wehner, Birgit, Wesolek, Christian, Wolf, Katharina, Lampert, Astrid

Volltext

Withholding-tax non-compliance: the case of cum-ex stock-market transactions von Buettner, Thiess, Holzmann, Carolin, Kreidl, Felix, Scholz, Hendrik

Volltext

Short-term persistence in hybrid mutual fund performance: The role of style-shifting abilities von Herrmann, Ulf, Scholz, Hendrik

Volltext

Spillover effects from the Volkswagen emissions scandal: An analysis of stock and corporate bond markets von Barth, Florian, Eckert, Christian, Gatzert, Nadine, Scholz, Hendrik

Volltext

Does style-shifting activity predict performance? Evidence from equity mutual funds von Herrmann, Ulf, Rohleder, Martin, Scholz, Hendrik

Volltext

Performance of international and global equity mutual funds: Do country momentum and sector momentum matter? von Breloer, Bernhard, Scholz, Hendrik, Wilkens, Marco

Volltext

Jensen's alpha and the market‐timing puzzle von Bunnenberg, Sebastian, Rohleder, Martin, Scholz, Hendrik, Wilkens, Marco

Volltext

Success and failure on the corporate bond fund market von Rohleder, Martin, Scholz, Hendrik, Wilkens, Marco

Volltext

Survivorship Bias and Mutual Fund Performance: Relevance, Significance, and Methodical Differences von Rohleder, Martin, Scholz, Hendrik, Wilkens, Marco

Volltext

Refinements to the Sharpe ratio: Comparing alternatives for bear markets von Scholz, Hendrik

Volltext

Reversal and momentum patterns in weekly stock returns: European evidence von Hühn, Hannah Lea, Scholz, Hendrik

Volltext

The price-setting behavior of banks: An analysis of open-end leverage certificates on the German market von Entrop, Oliver, Scholz, Hendrik, Wilkens, Marco

Volltext

Interest rate risk of German financial institutions: the impact of level, slope, and curvature of the term structure von Czaja, Marc-Gregor, Scholz, Hendrik, Wilkens, Marco

Volltext

The Sharpe ratio's market climate bias: Theoretical and empirical evidence from US equity mutual funds von Krimm, Sebastian, Scholz, Hendrik, Wilkens, Marco

Volltext

Jensen alpha and market climate von Breloer, Bernhard, Lea Hühn, Hannah, Scholz, Hendrik

Volltext

VOIP QUALITY MEASUREMENT ENHANCEMENTS USING THE INTERNET CONTROL MESSAGE PROTOCOL von SCHOLZ, Hendrik

Volltext bestellen

Interest Rate Risk Rewards in Stock Returns of Financial Corporations: Evidence from Germany von Czaja, Marc-Gregor, Scholz, Hendrik, Wilkens, Marco

Volltext