Spängler IQAM Invest — www.spaenglerRes-iqam.at

Publications

Financial Media, Price Discovery, and Merger Arbitrage

Corporate Debt Maturity Profiles

The Persistence of Fee Dispersion among Mutual Funds

Aggregate Jump and Volatility Risk in the Cross-Section of Stock Returns

Vol 70, Issue 2, pp. 577-614

Market Discipline and Internal Governance in the Mutual Fund Industry

Vol. 21, No. 5, pp. 2307-2343

Predictive Regressions with Time-Varying Coefficients

with Michael Halling (University of Utah) 106 (1), 157 - 181

Minimum-Variance Stock Picking - A Shift in Preferences for Minimum-Variance Portfolio Constituents

Optimal portfolios under time-varying Investment opportunities, parameter uncertainty and ambiguity aversion

Debt Maturity and the Dynamics of Leverage

Sovereign Bond Risk Premiums

The Cross‐Section of Credit Risk Premia and Equity Returns

Vol. 69, No. 6, pp. 2419-2469

Up the Stairs, Down the Elevator: Valuation Ratios and Shape Predictability in the Distribution of Stock Returns

Firm Fundamentals and Realized Factor Betas

Natural Experiment in Portfolio Management

The Stability of Dividends and Wages: Effects of Competitor Inflexibility

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