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Humboldt-Universität zu Berlin - Finance Group

 

Publications in Refereed Journals

 

Michael Halling, Pegaret Pichler and Alex Stomper: The Politics of Related Lending. Journal of Financial and Quantitative Analysis, 2016, Vol. 51(1), pp. 333-358.

Daniel Streitz: The Impact of Credit Default Swap Trading on Loan Syndication. Review of Finance, 2016, Vol. 20(1), pp. 265 – 286.

Tim Adam, Chitru Fernando and Jesus Salas: Why Do Firms Engage in Selective Hedging? Evidence from the Gold Mining Industry. Journal of Banking and Finance, available online June 10th 2015.

Tim Adam, Chitru Fernando and Evgenia Golubeva: Managerial Overconfidence and Corporate Risk Management. Journal of Banking and Finance, 2015, Vol. 60, pp. 195 – 208.

Tobias Berg, Anthony Saunders and Sascha Steffen: The Total Costs of Corporate Borrowing in the Loan Market: Don’t Ignore the Fees. Journal of Finance, 2015, Accepted Author Manuscript.

Tobias Berg and C. Kaserer: Does Contingent Capital Induce Excessive Risk. Journal of Financial Intermediation, 2015, Vol. 24(3), pp. 356 – 385.

András Danis, Daniel Rettl and Toni Whited: Refinancing, Profitability, and Capital Structure. Journal of Financial Economics, 2014, Vol. 114(3), pp. 405 – 620.  

Tim Adam and Andre Güttler: Pitfalls and Perils of Financial Innovation: Evidence from CDS Usage in the Mutual Fund Industry. Journal of Banking & Finance, Vol. 55, pp. 204 – 214.

Tobias Berg and C. Kaserer: Extracting the Equity Premium from CDS Spreads. Journal of Derivatives2013, Vol. 21(1), pp. 8 – 26.

Alex Stomper, X. Giroud, H. Mueller and A. Westerkamp: Snow and Leverage. Review of Financial Studies, 2012, Vol. 25(3),  pp. 680 – 710.

Tobias Berg, Bernhard Gehra and Michael Kunisch: A Certification Model for Regulatory Arbitrage: Will Regulatory Arbitrage Persist under Basel III? Journal of Fixed Income, 2011, Vol. 21(2), pp. 39 – 56.

Tobias Berg: From Actual to Risk-neutral Default Probabilities: Merton and Beyond. Journal of Credit Risk2010, Vol. 6(1), pp. 55 – 86.

Tobias Berg: The Term Structure of Risk Premia: New Evidence from the Financial Crisis, ECB Working Paper, 2010, No. 1165.

Tim Adam: Capital Expenditures, Financial Constraints, and the Use of Options. Journal of Financial Economics2009, Vol. 92(2), pp. 238 – 251.

Tim Adam and Chitru Fernando: Can Companies Use Hedging Programs to Profit from the Market? Evidence from Gold Producers. Journal of Applied Corporate Finance, 2008, Vol. 20(4), pp. 91 – 102.

Tim Adam and Vidhan Goyal: The Investment Opportunity Set and its Proxy Variables: Theory and Evidence. Journal of Financial Research, 2008, Vol. 31(1), pp. 41 – 63.

Alex Stomper, P. Pichler and C. Zulehner: Why Leverage Affects Pricing. Review of Financial Studies, 2008, Vol. 21(4), pp. 1733 – 1765.

Tim Adam, Sudipto Dasgupta and Sheridan Titman: Financial Constraints, Competition, and Hedging in Industry Equilibrium. Journal of Finance, 2007, Vol. 62(5), 2445 – 2473.

Tim Adam and Chitru Fernando: Hedging, Speculation and Shareholder Value, Journal of Financial Economics, 2006, Vol. 81, pp. 283 – 309.

Alex Stomper: IPO pricing with Bookbuilding and a When-Issued Market. Journal of Financial and Quantitative Analysis, 2006, Vol. 41(4), pp. 829 – 862.

Alex Stomper: A Theory of Banks' Industry Expertise, Market Power, and Credit Risk. Management Science, 2006, Vol. 52(10), pp. 1618 – 1633.

Tim Adam: Risk Management and the Credit Risk Premium. Journal of Banking and Finance, 2002, Vol. 26(2-3), pp. 243 – 269.

Tim Adam: Do Firms Use Derivatives to Reduce Their Dependence on External Capital Markets? Review of Finance (formerly European Finance Review), 2002, Vol. 6(2), pp. 163 – 187.

Alex Stomper: Capital Structure, Information Acquisition, and Investment Decisions in an Industry Framework. Review of Finance, 1999, Vol. 2, pp. 251 – 271.

 

Non-refereed publications

 

Tim Adam and Christian Debus: Rohstoff- und Energierisikomanagement in Industrie und Handelsunternehmen, Ergebnisse einer Umfrage bei Unternehmen in Deutschland, Österreich und der Schweiz. KPMG Survey, 2014.

Tim Adam, Chitru Fernando and Evgenia Golubeva: Do Managers Exhibit Loss Aversion in their Risk Management Practices? Evidence from the Gold Mining Industry. Advances in Financial Risk Management, J.A. Batten, P. MacKay and N. Wagner eds., Palgrave Macmillan, 2013, pp. 105 – 126.

Tim Adam and Amrita Nain: Strategic Risk Management and Product Market Competition. In Advances in Financial Risk Management, J.A. Batten, P. MacKay and N. Wagner eds., Palgrave Macmillan, 2013, pp. 3 – 29.

Alex Stomper, K. Gugler, S. Kalss and J. Zechner: The Separation of Ownership and Control: an Austrian Perspective. In Becht, M., and C. Mayer (ed.), The Control of Corporate Europe, 2001, Oxford University Press.