• HFRC Forschung

Publikationen von Wissenschaftlern des HFRC

Publication Year
The impact of liquidity crises on cash flow sensitivities
Refereed Article, Quarterly Review of Economics and Finance, forthcoming

by Wolfgang Drobetz, Rebekka Haller, Iwan Meier, Vefa Tarhan

2017
Determinants of management earnings forecasts: The case of global shipping IPOs
Refereed Article, European Financial Management, forthcoming

by Wolfgang Drobetz, Dimitrios Gounopoulos, Andreas G. Merikas, Anna Merika

2017
Can investors benefit from the performance of alternative UCITS?
Refereed Article, Financial Markets and Portfolio Management, Vol. 31, p. 69-111

by Michael BusackWolfgang Drobetz, Jan Tille

2017
A bootstrap-based comparison of portfolio insurance strategies
Refereed Article, European Journal of Finance, Vol. 23, p. 31-59

by Hubert DichtlWolfgang Drobetz, Martin Wambach

2017
Cash flow sensitivities during normal and crisis times: Evidence from shipping
Refereed Article, Transportation Research: Part A, Vol. 90, p. 26-49

by Wolfgang Drobetz, Rebekka Haller, Iwan Meier

2016
Timing the stock market: Does it really make no sense?
Refereed Article, Journal of Behavioral and Experimental Finance, Vol. 10, p. 80-104

by Hubert DichtlWolfgang Drobetz, Lawrence Kryzanowski

2016
Systematic risk behavior in cyclical industries: The case of shipping
Refereed Article, Transportation Research: Part E, Vol. 88, p. 129-145

by Wolfgang Drobetz, Christina Menzel, Henning Schröder

2016
Corporate finance in Germany: Structural adjustments and current developments
Refereed Article, Journal of Applied Corporate Finance, Vol. 27, p. 44-57

by Wolfgang Bessler, Wolfgang Drobetz

2016
Equity issues and stock repurchases of initial public offerings
Refereed Article, European Financial Management, Vol. 22, p. 31-62

by Wolfgang Bessler, Wolfgang Drobetz, Martin Seim, Jan Zimmermann

2016
Testing rebalancing strategies for stock-bond portfolios across different asset allocations
Refereed Article, Applied Economics, Vol. 48, p. 772-788

by Hubert DichtlWolfgang Drobetz, Martin Wambach

2016
Heterogeneity in the speed of capital structure adjustment across countries and over the business cycle
Refereed Article, European Financial Management, Vol. 21, p. 936-973

by Wolfgang Drobetz, Dirk C. Schilling, Henning Schröder

2015
Sell in May and go away: Still good advice for investors?
Refereed Article, International Review of Financial Analysis, Vol. 38, p. 29-43

by Hubert DichtlWolfgang Drobetz

2015
Corporate social responsibility disclosure: The case of international shipping
Refereed Article, Transportation Research Part E, Vol. 71, p. 18-44

by Wolfgang Drobetz, Andreas Merikas, Anna Merika, Mike G. Tsionas

2014
Equity issues and stock repurchases of initial public offerings
Refereed Article, European Financial Management, Forthcoming

by Wolfgang Bessler, Wolfgang Drobetz, Martin Seim, Jan Zimmermann

2014
Where is the value added of rebalancing? A systematic comparison of alternative rebalancing strategies
Refereed Article, Financial Markets and Portfolio Management, Vol. 28, p. 209-231

by Hubert Dichtl, Wolfgang Drobetz, Martin Wambach

2014
The returns to hedge fund investments in Germany
Refereed Article, European Financial Management, Vol. 21, p. 106-147

by Wolfgang Bessler, Wolfgang Drobetz, Julian Holler

2015
Do alternative UCITS deliver what they promise? A comparison of alternative UCITS and hedge funds
Refereed Article, Applied Financial Economics, Vol. 24, p. 949-965

by Michael Busack, Wolfgang Drobetz, Jan Tille

2014
The returns to hedge fund activism in Germany
Refereed Article, European Financial Management, Forthcoming

by Wolfgang Drobetz, Wolfgang Bessler, Julian Holler

2013
The international zero-leverage phenomenon
Refereed Article, Journal of Corporate Finance, Vol. 23, p. 196-221

by Wolfgang Drobetz, Wolfgang Bessler, Iwan Meier, Rebekka Haller

2013
Capital structure decisions of globally-listed shipping companies
Refereed Article, Transportation Research Part E, Vol. 52, p. 49-76

by Wolfgang Drobetz, Dimitrios Gounopoulos, Andreas G. Merikas, Henning Schröder

2013
Are stock markets really so inefficient? The case of the Halloween indicator
Refereed Article, Finance Research Letters, Vol. 11, p. 112-121

by  Hubert DichtlWolfgang Drobetz

2013
Zur Rendite-Risiko-Beziehung am deutschen Aktienmarkt: Eine empirische Analyse der Beziehung zwischen dem deutschen Aktienindex DAX und dem Volatilitätsindex VDAX
Refereed Article, Kredit und Kapital, Vol. 45, p. 373-406

by Hubert Dichtl, Wolfgang Drobetz

2012
Valuation models: A practical appraisal
Non-Refereed Article, Marine Money

by Wolfgang Drobetz, Andreas G. Merikas, Christos Sigalas, Basil M. Karatzas

2012
Aktien oder Renten? Die Erfolgsstrategie. Eine Sammlung von Aufsätzen aus 10 Jahren
Book, Uhlenbruch Verlag

by Hubert Dichtl, Christian Schlenger

2012
Better than two - Von Balanced Returns zu Absolute Returns
Non-Refereed Article, Absolut report

by Hubert Dichtl, Christian Schlenger

2012
Efficient hedge fund style allocations: A rules-based model
Refereed Article, Journal of Derivatives and Hedge Funds, Vol. 18, p. 254-300

by Wolfgang Drobetz, Dieter Kaiser, Jasper Zimbehl

2012
Dynamics of time-varying volatility in the dry bulk and tanker freight markets
Refereed Article, Applied Financial Economics, Vol. 22, p. 1367-1384

by Wolfgang Drobetz, Tim Richter, Martin Wambach

2012
Share repurchases of initial public offerings: Motives, valuation, and the impact of market regulation
Refereed Article, European Journal of Finance, Vol. 20, p. 232-263

by Wolfgang Drobetz, Wolfgang Bessler, Martin Seim

2014
Die Konstruktion eines Performanceindex für geschlossene Schiffsfonds
Refereed Article, Kredit und Kapital, Vol. 45, p. 79-113

by Wolfgang Drobetz, Lars Tegtmeier, Mihail Topalov

2012
Portfolio insurance and prospect theory investors. Popularity and optimal design of capital protected financial products
Refereed Article, Journal of Banking & Finance, Vol. 35, p. 1683-1697

by Hubert Dichtl, Wolfgang Drobetz

2011
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