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Buy low, sell high? : do private equity fund managers have market timing abilities?

Jenkinson, Tim; Morkoetter, Stefan; Schori, Tobias H.; … - In: Journal of banking & finance 138 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013461772

Excess return sources of active property management : a case study

Füss, Roland; Richt, Johannes; Thomas, Matthias - In: Journal of property investment & finance 30 (2012) 4, pp. 354-374

Persistent link: https://www.econbiz.de/10009619264

When investors enjoy less policy risk : divided government, economic policy change, and stock market volatility in Germany, 1970 - 2005

Bechtel, Michael; Füss, Roland - In: Swiss political science review : SPSR 14 (2008) 2, pp. 287-314

Persistent link: https://www.econbiz.de/10003776999

Macroeconomic determinants of commodity futures returns

Adams, Zeno; Füss, Roland; Kaiser, Dieter G. - In: The handbook of commodity investing, (pp. 87-112). 2008

Persistent link: https://www.econbiz.de/10003794999

A higher-moment CAPM of Korean stock return

Wölfle, Marco; Füss, Roland - In: International journal of trade and global markets 3 (2010) 1, pp. 24-51

Persistent link: https://www.econbiz.de/10003932725

How "informative" is the information ratio for evaluating mutual fund managers?

Bossert, Thomas; Füss, Roland; Rindler, Philipp; … - In: The journal of investing 19 (2010) 1, pp. 67-81

Persistent link: https://www.econbiz.de/10003961493

Short and long-term interactions between venture capital returns and the macroeconomy : evidence for the United States

Füss, Roland; Schweizer, Denis - In: Review of quantitative finance and accounting 38 (2012) 3, pp. 391-410

Persistent link: https://www.econbiz.de/10009532181

The sources of risk spillovers among US REITs : financial characteristics and regional proximity

Adams, Zeno; Füss, Roland; Schindler, Felix - 2013 - This version: June 2013

Persistent link: https://www.econbiz.de/10010407017

Sentiment Risk Premia in the Cross-Section of Global Equity

Füss, Roland; Guidolin, Massimo; Koeppel, Christian - 2020

This paper introduces a new sentiment-augmented asset pricing model and provides a com-prehensive understanding of the role of this sentiment-driven risk factors. We ﬁnd that news andsocial media search-based indicators are signiﬁcantly related to excess returns of internationalequity...

Persistent link: https://www.econbiz.de/10012832768

Sentiment risk premia in the cross-section of global equity and currency returns

Füss, Roland; Guidolin, Massimo; Koeppel, Christian - 2019 - This version: August 28, 2019

Persistent link: https://www.econbiz.de/10012101492