Hauptinhalt

  1. Publikationen
  2. Vorträge
  3. Projekte

Artikel in wissenschaftlichen Zeitschriften

  • Grammig, J., Jank, S., 2016. Creative Destruction and Asset Prices, Journal of Financial and Quantitative Analysis. (forthcoming)

  • Dimpfl, T., Jank, S., 2016. Can Internet Search Queries Help to Predict Stock Market Volatility?, European Financial Management Vol. 22(2), S. 171-192.

  • Jank, S., 2015. Changes in the composition of publicly traded firms: implications for the dividend-price ratio and return predictability, Management Science Vol. 61(6), S. 1362-1377.

  • Jank, S., Wedow, M., 2015. Sturm und Drang in money market funds: when money market funds cease to be narrow, Journal of Financial Stability Vol. 16, S. 59-70.

  • Jank, S., Wedow, M., 2013. Purchase and Redemption Decisions of Mutual Fund Investors and the Role of Fund Families, European Journal of Finance Vol. 19(2), S. 127-144.

  • Jank, S., 2012. Mutual Fund Flows, Expected Returns, and the Real Economy, Journal of Banking and Finance Vol. 36(11), S. 3060-3070.

Bücher / Monografien / Hochschulschriften

  • Jank, S., 2012. Asset Pricing and Investor Behavior, Diss., Tübingen, Eberhard Karls Univ.

Arbeitsberichte / Working Papers

Vorträge/Poster auf wissenschaftlichen Konferenzen

  • Baltzer, M., Jank, S., Smajlbegovic, E.
    Who trades on momentum?

     Börse Stuttgart, 3rd European Retail Investment Conference, 2015, Stuttgart.
     Centre for Financial Research Cologne, 14th Colloquium on Financial Markets, 2015, Köln.
     Swiss Society for Financial Market Research, 18th SGF Conference, 2015, Zürich.
     Erasmus Univ. Rotterdam, 1st Research in Behavioural Finance Conference, 2014, Rotterdam.

  • Grammig, J., Jank, S.
    Creative Destruction and Asset Prices

     European Finance Association, 40th Annual Conference, 2013, Cambridge.
     Karlsruhe Institute of Technology, 12th Symposium on Finance, Banking, and Insurance, 2011, Karlsruhe.
     German Finance Association, 18. Annual Meeting of the German Finance Association, 2011, Regensburg.
     European Economic Association, 26th Annual Congress, 2011, Oslo.
     Warwick Business School, Frontiers of Finance 2011: Recent Advances in Finance - Workshop Week, 2011, Warwick.
     Financial Intermediation Research Society, 6th Annual Conference, 2011, Sydney.
     Eastern Finance Association, Annual Meeting, 2011, Savannah.
     Swiss Society for Financial Market Research, 14th SGF Conference, 2011, Zürich.
     Centre for Financial Research Cologne, 10. Kölner Finanzmarktkolloquium: Asset Management, 2011, Köln.
     Midwest Finance Association, 60th Annual Meetings, 2011, Chicago.

  • Jank, S.
    Changes in the Composition of Publicly Traded Firms: Implications for the Dividend-Price Ratio and Return Predictability

     European Economic Association, 28th Annual Congress of the EEA, 2013, Gothenburg.
     International Finance and Banking Society, 5th International IFABS Conference: The Search for Financial Stability: Models, Policies and Prospects, 2013, Nottingham.
     German Finance Association, 19th Annual Meeting of the German Finance Associaton, 2012, Hannover.

  • Dimpfl, T., Jank, S.
    Can Internet Search Queries Help to Predict Stock Market Volatility?

     Hannover Center of Finance e.V., 20th Forecasting Financial Markets Conference, 2013, Hannover.
     European Financial Data Institute, French Finance Association, Paris December 2012 Finance Meeting, 10th International Paris Finance Meeting, 2012, Paris.
     Warwick Business School, Frontiers of Finance, 2012, Coventry.
     Verein für Socialpolitik, Gesellschaft für Wirtschafts- und Sozialwissenschaften, Neue Wege und Herausforderungen für den Arbeitsmarkt des 21. Jahrhunderts: Jahrestagung, 2012, Göttingen.
     European Economic Association/Econometric Society, 27th Annual Congress/66th European Meeting, 2012, Malaga.
     Centre for European Economic Research, ZEW Conference: The Role of Expectations in Financial Markets, 2012, Mannheim.
     Swiss Society for Financial Market Research, 15th SGF Conference, 2012, Zürich.

  • Jank, S.
    Mutual Fund Flows, Expected Returns, and the Real Economy

     European Economic Association, 26th Annual Congress, 2011, Oslo.
     Rotterdam School of Management, Erasmus Univ., 5th Conference on Professional Asset Management, 2011, Rotterdam.
     Centre for Financial Research Cologne, 10. Kölner Finanzmarktkolloquium: Asset Management, 2011, Köln.

  • Jank, S.
    Are There Disadvantaged Clienteles in Mutual Funds?

     Financial Management Association, 2010 FMA Annual Meeting, 2010, New York.
     German Finance Association, 17th Annual Meeting of the German Finance Association, 2010, Hamburg.
     Centre for Financial Research Cologne, 9. Kölner Finanzmarktkolloquium: Asset Management, 2010, Köln.
     Midwest Finance Association, 59th Annual Meeting, 2010, Las Vegas.
     London Business School, European Winter Finance Conference, 2010, Andermatt.

  • Jank, S., Wedow, M.
    Sturm und Drang in Money Market Funds: When Money Market Funds Cease to be Narrow

     Deutsche Gesellschaft für Finanzwirtschaft, 16th Annual Meeting, 2009, Frankfurt.
     Financial Management Association, 2009 FMA European Conference, 2009, Turin.
     The Financial Intermediation Research Society, 4th Annual Conference: Conference on Banking, Corporate Finance and Intermediation, 2009, Prag.
     Midwest Finance Association, 58th Annual Meetings, 2009, Chicago.
     Center for Financial Studies, Center for Economic Policy Research, Deutsche Bundesbank, CFS Research Conference: Risk Transfer: Challenges for Financial Institutions and Markets, 2008, Frankfurt.

Wissenschaftliche Einzelvorträge

  • Jank, S., Smajlbegovic, E., Baltzer, M.
    Who trades on momentum?, Univ. Mannheim, Forschungsseminar Financial Markets, 12.12.2014, Mannheim.

Vorträge in der Praxis

  • Jank, S.
    Können Google-Suchanfragen Volatilitätsprognosen verbessern?, Center for Financial Research Cologne, CFR Research Workshop, 20.03.2013, Düsseldorf.

  • Jank, S.
    Warum sind Mittelzuflüsse in Aktienfonds korreliert mit Aktienmarktrenditen?, Center for Financial Research Cologne, BVI Bundesverband Investment und Asset Management e.V., BVI-CFR Event: Herausforderungen im Asset Management, 06.12.2011, Frankfurt.