Prof. Dr. Hendrik Scholz

Research Areas


Empirical Finance, Performance Evaluation of Funds, Bank Management, Valuation of Financial Instruments, Financial Engineering


Short CV


  • Since 2009: Professor of Finance and Banking, University of Erlangen-Nürnberg
  • 2008-2009: Assistent Professor (Akademischer Oberrat), Catholic University of Eichstätt-Ingolstadt
  • 2007: Habilitation in Business Administration, Catholic University of Eichstätt-Ingolstadt
  • 2002-2008: Research associate, Catholic University of Eichstätt-Ingolstadt
  • 2002: Ph.D. in Finance, Georg-August-University of Göttingen
  • 1997-2002: Research associate and doctorial candidate, University of Göttingen
  • 1997: Diploma in Business Administration
  • 1991-1997: Studies in Business Administration and in Business and Human Resource Education, University of Göttingen
  • 1995: Studies abroad at the Colorado College, Colorado Springs, USA
  • 1989-1991: Bank apprenticeship at Dresdner Bank AG, Hannover, Germany

Others


  • Best Paper Award International Business Research Conference, Madrid, 2013 (with Hannah-Lea Hühn)
  • Best Paper Award German Finance Association (DGF) Annual Meeting 2007 (with Oliver Entrop and Marco Wilkens)



Organisation


Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung und Banken


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.
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
Hühn, H.L., & Scholz, H. (2015). Reversal and momentum patterns in weekly stock returns: European evidence.

Last updated on 2018-02-08 at 15:53