Research Overview
The chair's objective is to conduct fundamental research at the highest academic level that has impact on practitioners and can give rise to thorough policy decisions.
Our research interest focuses on empirical asset pricing , the evaluation of mutual funds and hedge funds , financial technology , and investor behavior .
We have presented research at the worldwide top academic finance conferences , published nine papers in Financial Times (FT) Top 50 journals , and secured two major third-party grants (overall amount of approx. 800'000 EUR).
Main Publications Authors Title Journal Year Cakici, Fieberg, Neumaier , Poddig, Zaremba The Devil in the Details: How Sensitive are Pockets of Predictability to Methodological Choices? Critical Finance Review 2026 Cakici, Fieberg, Neumaier , Poddig, Zaremba Pockets of Predictability: A Replication Journal of Finance 2025 Hornuf, Momtaz, Nam, Yuan Cybercrime on the Ethereum Blockchain Journal of Banking and Finance 2025 Käfer, Mörke, Weigert , Wiest A Bayesian Stochastic Discount Factor for the Cross-Section of Individual Equity Options Journal of Financial & Quantitative Analysis 2025 Maitre, Pugachyov, Weigert Social Media-Based Attention and the Cross-Section of Cryptocurrency Returns Journal of Banking and Finance 2025 Braun, Braun, Weigert Extreme Weather Risk and the Cross-Section of Expected Stock Returns Journal of Risk and Insurance 2025 Bali, Weigert Hedge Funds and the Positive Idiosyncratic Volatility Effect Review of Finance 2024 Agarwal, Ruenzi, Weigert Unobserved Performance of Hedge Funds Journal of Finance 2024 Bali, Beckmeyer, Mörke, Weigert Option Return Predictability with Machine Learning and Big Data Review of Financial Studies 2023 Chabi-Yo, Huggenberger, Weigert Multivariate Crash Risk Journal of Financial Economics 2022 Ruenzi, Ungeheuer, Weigert Joint Extreme Events in Equity Returns and Liquidity and their Cross-Sectional Pricing Implications Journal of Banking and Finance 2020 Chabi-Yo, Ruenzi, Weigert Crash Sensitivity and the Cross-Section of Expected Stock Returns Journal of Financial & Quantitative Analysis 2018 Finke, Weigert Does Foreign Information Predict the Returns of Multinational Firms Worldwide? Review of Finance 2017 Agarwal, Ruenzi, Weigert Tail Risk in Hedge Funds: A Unique View From Portfolio Holdings Journal of Financial Economics 2017 Weigert Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide Review of Asset Pricing Studies 2016
Current Working Papers Authors Title Ammann, Cochardt, Straumann, Weigert Back to the Roots: Ancestral Origin and Mutual Fund Manager Portfolio Choice Fausch, Frigg, Ruenzi, Weigert Machine Learning Mutual Fund Flows Müller. Pugachyov, Weigert Forecasting Mutual Fund Performance - Combining Return-Based with Portfolio Holdings-Based Predictors Bali, Goyal, Mörke, Weigert In Search of Seasonality in Intraday and Overnight Option Returns Breitung, Mazidi, Müller, Weigert Machine Learning the Performance of Mutual Funds on a Global Scale Momtaz, Wiklund, Yuan Artificial Intelligence and Crowdfunding
