Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung und Banken

Lange Gasse 20
90403 Nürnberg

Research Fields

Weitere Forschung (Lehrstuhl für Betriebswirtschaftslehre, insbes. Finanzierung und Banken)
Capital Markets Research
Portfolio Management

Publications (Download BibTeX)

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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
Maier, M., & Scholz, H. (2018). 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
Büttner, T., Holzmann, C., Kreidl, F., & Scholz, H. (2018). Withholding-Tax Non-Compliance: The Case of Cum-Ex Stock-Market Transactions.
Barth, F., Eckert, C., Gatzert, N., & Scholz, H. (2017). Spillover effects from the Volkswagen emissions scandal: A comprehensive analysis of stock, corporate bond, and credit default swap markets.
Hübel, B., & Scholz, H. (2017). Stocks without sustainability rating: Characteristics and performance impact on socially responsible portfolios.
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
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
Hühn, H.L., & Scholz, H. (2015). Reversal and momentum patterns in weekly stock returns: European evidence.
Rohleder, M., Scholz, H., & Wilkens, M. (2014). Success and Failure on the Corporate Bond Fund Market.
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
Bunnenberg, S., Rohleder, M., Scholz, H., & Wilkens, M. (2012). Jensen's Alpha and the Market Timing Puzzle.
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
Entrop, O., Scholz, H., & Wilkens, M. (2009). The Price-setting Behavior of Banks: An Analysis of Open-end Leverage Certificates on the German Market. Journal of Banking & Finance, 33, 874–882. https://dx.doi.org/10.1016/j.jbankfin.2008.09.019

Last updated on 2018-08-11 at 09:28