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Philipp Kurmann

Researcher at University of Giessen

Publications -  12
Citations -  219

Philipp Kurmann is an academic researcher from University of Giessen. The author has contributed to research in topics: Open-end fund & Hedge fund. The author has an hindex of 8, co-authored 12 publications receiving 194 citations.

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Bank Risk Factors and Changing Risk Exposures of Banks: Capital Market Evidence Before and During the Financial Crisis

TL;DR: In this article, the authors analyzed the magnitude and changes in risk exposures that are reflected in bank stock returns within the European Monetary Union (EMU) and the United States (US) between 1990 and 2011.
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Bank risk factors and changing risk exposures: Capital market evidence before and during the financial crisis

TL;DR: In this article, the authors analyzed the capital market assessment of bank risk factors in Europe and the United States for the 1990-2011 period and found that bank risk exposures are multi-dimensional and time-varying but well reflected in bank stock returns.
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The Listing and Delisting of German Firms on NYSE and NASDAQ: Were There Any Benefits?

TL;DR: In this article, the authors examined the NYSE and NASDAQ listing and delisting decisions of German companies in the context of the market segmentation and bonding theories and found no systemic evidence that the German companies experienced reductions in their cost of capital or increases in their market values as a result of the cross listings.
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Capacity effects and winner fund performance: the relevance and interactions of fund size and family characteristics

TL;DR: In this paper, the authors analyzed the existence of capacity effects and performance persistence for US equity mutual funds for the period from 1992 to 2007, focusing on winner funds and distinguish between capacity effects from both size and inflows and explore their interactions with two measures of family size.
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Time-Varying Systematic and Idiosyncratic Risk Exposures of US Bank Holding Companies

TL;DR: In this article, the authors studied the time-varying risk exposures of US bank holding companies for the 1986-2012 period by decomposing total bank risk into systematic banking-industry risk, systematic market-wide risk, and idiosyncratic bank risk.