Prof. Dr. Hendrik Scholz

2022

• Barth F., Huebel B., Scholz H.:
  ESG and corporate credit spreads
  In: The Journal of Risk Finance (2022)
  ISSN: 1526-5943
  DOI: 10.1108/JRF-03-2021-0045
• Glück M., Huebel B., Scholz H.:
  ESG Rating Events and Stock Market Reactions
  (2022)
  (Working Paper)
• Hübel B., Scholz H., Webersinke N.:
  Permutation Tests for Stock Index Performance: Evidence from ESG Indices
  (2022)
  (Working Paper)

2021

• Barth F., Eckert C., Gatzert N., Scholz H.:
  Spillover Effects from the Volkswagen Emissions Scandal: An Analysis of Stock and Corporate Bond Markets
  In: Schmalenbach Journal of Business Research (2021)
  ISSN: 2366-6153
  DOI: 10.1007/s41471-021-00121-9
  URL: https://link.springer.com/article/10.1007/s41471-021-00121-9#Sec18
  (Working Paper)
• Kreidl F., Scholz H.:
  Exploiting the dividend month premium: evidence from Germany
  In: Journal of Asset Management (2021)
  ISSN: 1470-8272
  DOI: 10.1057/s41260-021-00215-3

2020

• Büttner T., Holzmann C., Kreidl F., Scholz H.:
  Withholding-Tax Non-Compliance: The Case of Cum-Ex Stock-Market Transactions
  In: International Tax and Public Finance 27 (2020), p. 1425–1452
  ISSN: 0927-5940
  DOI: 10.1007/s10797-017-9457-0
  URL: https://link.springer.com/article/10.1007/s10797-020-09602-9
  (Working Paper)
• Glück M., Hübel B., Scholz H.:
  Currency Conversion of Fama/French Factors: How and Why?
  In: Journal of Portfolio Management 47 (2020), p. 157 - 175
  ISSN: 0095-4918
  DOI: 10.3905/jpm.2020.1.192
  URL: https://jpm.pm-research.com/content/early/2020/11/17/jpm.2020.1.192
• Hübel B., Scholz H.:
  Integrating sustainability risks in asset management: The role of ESG exposures and ESG ratings
  In: Journal of Asset Management 21 (2020), p. 52-69
  ISSN: 1470-8272
  DOI: 10.1057/s41260-019-00139-z
  URL: https://rdcu.be/bXnLJ
  (Working Paper)

2019

• Bunnenberg S., Rohleder M., Scholz H., Wilkens M.:
  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)
• Hühn HL., Scholz H.:
  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)
• Maier M., Scholz H.:
  Determinants of home bias: Evidence from European equity funds
  (2019)
  (Working Paper)

2018

• Barth F., Scholz H., Stegmeier M.:
  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)
• Hühn HL., Scholz H.:
  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)
• Maier M., Scholz H.:
  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)
• Rohleder M., Scholz H., Wilkens M.:
  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

• Breloer B., Hühn HL., Scholz H.:
  Jensen Alpha and Market Climate
  In: Journal of Asset Management 17 (2016), p. 195-214
  ISSN: 1470-8272
  DOI: 10.1057/jam.2016.4
• Herrmann U., Rohleder M., Scholz H.:
  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