Prof. Dr. Hendrik Scholz
Prof. Dr. Hendrik Scholz
Chair of Finance and Banking
Curriculum vitae
After training as a banker with Dresdner Bank AG in Hanover, Hendrik Scholz (born in 1969) studied business administration at the University of Göttingen and at Colorado College in Colorado Springs, USA. After receiving his Diplom in 1997, he worked as a research associate at the Department of Finance and Banking at the University of Göttingen, earning his doctoral degree there in 2002. He went on to work as a research fellow at the Department of General Business Management, Finance, and Banking Management at the Catholic University of Eichstätt-Ingolstadt from 2002 to 2008, obtaining his habilitation in business administration there in 2007. From 2008 to 2009, he worked as a senior research fellow at the Catholic University of Eichstätt-Ingolstadt. He has been Chair of Finance and Banking at Friedrich-Alexander-Universität Erlangen-Nürnberg since 2009.
His research focuses on portfolio management, investment fund performance analysis, evaluation and analysis of innovative financial products, and capital market oriented finance and bank management.
2019
- , , :
ESG and corporate credit spreads
(2019)
URL: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3179468
(Working Paper) - , , , :
Jensen's Alpha and the Market Timing Puzzle
In: Review of Financial Economics 37 (2019), p. 234-255
ISSN: 1058-3300
DOI: 10.1002/rfe.1033
(Working Paper) - , , , :
Withholding-Tax Non-Compliance: The Case of Cum-Ex Stock-Market Transactions
(2019)
DOI: 10.1007/s10797-017-9457-0
URL: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2960015
(Working Paper) - , , :
Currency Conversion of Fama/French Factors: How and Why?
(2019)
URL: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3437648
(Working Paper) - , :
Integrating sustainability risks in asset management: The role of ESG exposures and ESG ratings
In: Journal of Asset Management (2019)
ISSN: 1470-8272
DOI: 10.1057/s41260-019-00139-z
URL: https://rdcu.be/bXnLJ
(Working Paper) - , :
Reversal and momentum patterns in weekly stock returns: European evidence
In: Review of Financial Economics 37 (2019), p. 272-296
ISSN: 1058-3300
DOI: 10.1002/rfe.1037
(Working Paper) - , :
Determinants of home bias: Evidence from European equity funds
(2019)
(Working Paper)
2018
- , , :
Momentum in the European corporate bond market: The role of bond-specific returns
In: Journal of Fixed Income 27 (2018), p. 54-70
ISSN: 1059-8596
DOI: 10.3905/jfi.2018.27.3.054
(Working Paper) - , :
Alpha Momentum and Price Momentum
In: International Journal of Financial Studies 6 (2018), p. 1-28
ISSN: 2227-7072
DOI: 10.3390/ijfs6020049
(Working Paper) - , :
A return-based approach to identify home bias of European equity funds
In: European Journal of Finance (2018)
ISSN: 1351-847X
DOI: 10.1080/1351847X.2017.1415946
(Working Paper) - , , :
Success and Failure on the Corporate Bond Fund Market
In: Journal of Asset Management 19 (2018), p. 429-443
ISSN: 1470-8272
DOI: 10.1057/s41260-018-0086-7
(Working Paper)
2017
- , , , :
Spillover effects from the Volkswagen emissions scandal: An analysis of stock, corporate bond, and credit default swap markets
(2017)
(Working Paper)
2016
- , , :
Jensen Alpha and Market Climate
In: Journal of Asset Management 17 (2016), p. 195-214
ISSN: 1470-8272
DOI: 10.1057/jam.2016.4 - , , :
Does Style-Shifting Activity Predict Performance? Evidence from Equity Mutual Funds
In: Quarterly Review of Economics and Finance 59 (2016), p. 112-130
ISSN: 1062-9769
DOI: 10.1016/j.qref.2015.03.003
2019
- , , , :
Jensen's Alpha and the Market Timing Puzzle
In: Review of Financial Economics 37 (2019), p. 234-255
ISSN: 1058-3300
DOI: 10.1002/rfe.1033
(Working Paper) - , :
Integrating sustainability risks in asset management: The role of ESG exposures and ESG ratings
In: Journal of Asset Management (2019)
ISSN: 1470-8272
DOI: 10.1057/s41260-019-00139-z
URL: https://rdcu.be/bXnLJ
(Working Paper) - , :
Reversal and momentum patterns in weekly stock returns: European evidence
In: Review of Financial Economics 37 (2019), p. 272-296
ISSN: 1058-3300
DOI: 10.1002/rfe.1037
(Working Paper)
2018
- , , :
Momentum in the European corporate bond market: The role of bond-specific returns
In: Journal of Fixed Income 27 (2018), p. 54-70
ISSN: 1059-8596
DOI: 10.3905/jfi.2018.27.3.054
(Working Paper) - , :
Alpha Momentum and Price Momentum
In: International Journal of Financial Studies 6 (2018), p. 1-28
ISSN: 2227-7072
DOI: 10.3390/ijfs6020049
(Working Paper) - , :
A return-based approach to identify home bias of European equity funds
In: European Journal of Finance (2018)
ISSN: 1351-847X
DOI: 10.1080/1351847X.2017.1415946
(Working Paper) - , , :
Success and Failure on the Corporate Bond Fund Market
In: Journal of Asset Management 19 (2018), p. 429-443
ISSN: 1470-8272
DOI: 10.1057/s41260-018-0086-7
(Working Paper)
2016
- , , :
Jensen Alpha and Market Climate
In: Journal of Asset Management 17 (2016), p. 195-214
ISSN: 1470-8272
DOI: 10.1057/jam.2016.4 - , , :
Does Style-Shifting Activity Predict Performance? Evidence from Equity Mutual Funds
In: Quarterly Review of Economics and Finance 59 (2016), p. 112-130
ISSN: 1062-9769
DOI: 10.1016/j.qref.2015.03.003
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Prof. Dr. Hendrik Scholz
- Phone number: +49 911 5302-648
- Email: hendrik.scholz@fau.de