Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung und Banken

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Weitere Forschung (Lehrstuhl für Betriebswirtschaftslehre, insbes. Finanzierung und Banken)

Publikationen (Download BibTeX)

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Hühn, H.L., & Scholz, H. (2019). Reversal and momentum patterns in weekly stock returns: European evidence. Review of Financial Economics, 37(2), 272-296.
Bunnenberg, S., Rohleder, M., Scholz, H., & Wilkens, M. (2019). Jensen's Alpha and the Market Timing Puzzle. Review of Financial Economics, 37(2), 234-255.
Büttner, T., Holzmann, C., Kreidl, F., & Scholz, H. (2019). Withholding-Tax Non-Compliance: The Case of Cum-Ex Stock-Market Transactions.
Barth, F., Hübel, B., & Scholz, H. (2019). ESG and corporate credit spreads.
Hübel, B., & Scholz, H. (2019). Integrating sustainability risks in asset management: The role of ESG exposures and ESG ratings.
Maier, M., & Scholz, H. (2019). Determinants of home bias: Evidence from European equity funds.
Barth, F., Scholz, H., & Stegmeier, M. (2018). Momentum in the European corporate bond market: The role of bond-specific returns. Journal of Fixed Income, 27(3), 54-70. https://dx.doi.org/10.3905/jfi.2018.27.3.054
Rohleder, M., Scholz, H., & Wilkens, M. (2018). Success and Failure on the Corporate Bond Fund Market. Journal of Asset Management, 19(6), 429-443.
Maier, M., & Scholz, H. (2018). A return-based approach to identify home bias of European equity funds. European Journal of Finance. https://dx.doi.org/10.1080/1351847X.2017.1415946
Barth, F., Eckert, C., Gatzert, N., & Scholz, H. (2017). Spillover effects from the Volkswagen emissions scandal: An analysis of stock, corporate bond, and credit default swap markets.
Hühn, H.L., & Scholz, H. (2016). Alpha Momentum and Price Momentum.
Herrmann, U., Rohleder, M., & Scholz, H. (2016). Does Style-Shifting Activity Predict Performance? Evidence from Equity Mutual Funds. Quarterly Review of Economics and Finance, 59, 112-130. https://dx.doi.org/10.1016/j.qref.2015.03.003
Breloer, B., Hühn, H.L., & Scholz, H. (2016). Jensen Alpha and Market Climate. Journal of Asset Management, 17, 195-214. https://dx.doi.org/10.1057/jam.2016.4
Breloer, B., Scholz, H., & Wilkens, M. (2014). Performance of International and Global Equity Mutual Funds: Do Country Momentum and Sector Momentum Matter? Journal of Banking & Finance, 43, 58-77. https://dx.doi.org/10.1016/j.jbankfin.2014.01.041
Herrmann, U., & Scholz, H. (2013). Short-Term Persistence in Hybrid Mutual Fund Performance: The Role of Style-Shifting Abilities. Journal of Banking & Finance, 37(7), 2314-2328. https://dx.doi.org/10.1016/j.jbankfin.2013.01.022
Czaja, M.-G., Kaufmann, P., & Scholz, H. (2013). Enhancing the Profitability of Earnings Momentum Strategies: The Role of Price Momentum, Information Diffusion and Earnings Uncertainty. Journal of Investment Strategies, 2(4), 3-57.
Bunnenberg, S., Scholz, H., & Wilkens, M. (2012). The Sharpe Ratio's Market Climate Bias: Theoretical and Empirical Evidence from US Equity Mutual Funds. Journal of Asset Management, 13(4), 227-242. https://dx.doi.org/10.1057/jam.2012.11
Rohleder, M., Scholz, H., & Wilkens, M. (2011). Survivorship Bias and Mutual Fund Performance: Relevance, Significance, and Methodical Differences. Review of Finance, 15(2), 441-474. https://dx.doi.org/10.1093/rof/rfq023
Scholz, H., Simon, S., & Wilkens, M. (2010). Maturity Transformation Strategies and Interest Rate Risk of Financial Institutions: Evidence from the German Market. In Black H., Blenman L., Kane E. (Eds.), Banking and Capital Markets: New International Perspectives (pp. 155-182). New Jersey: World Scientific Pub Co.
Czaja, M.-G., Scholz, H., & Wilkens, M. (2010). Interest Rate Risk Rewards in Stock Returns of Financial Corporations: Evidence from Germany. European Financial Management, 16(1), 124–154. https://dx.doi.org/10.1111/j.1468-036X.2008.00455.x

Zuletzt aktualisiert 2019-24-04 um 10:18