Prof. Dr. Hendrik Scholz
Chair of Finance and Banking
Curriculum vitae
After training as a banker with Dresdner Bank AG in Hanover, Hendrik Scholz 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.
2023
Currency-Hedged Equity Funds: Performance and Fund Flows
(2023)
DOI: 10.2139/ssrn.4565638
URL: https://ssrn.com/abstract=4565638
(Working Paper)
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Performance of sustainable indices: Are there differences between pre- and post-inception?
(2023)
(Working Paper)
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2022
ESG and corporate credit spreads
In: The Journal of Risk Finance 23 (2022), p. 169-190
ISSN: 1526-5943
DOI: 10.1108/JRF-03-2021-0045
URL: https://www.emerald.com/insight/content/doi/10.1108/JRF-03-2021-0045
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ESG Rating Events and Stock Market Reactions
(2022)
DOI: 10.2139/ssrn.3803254
(Working Paper)
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Permutation Tests for Stock Index Performance: Evidence from ESG Indices
(2022)
DOI: 10.2139/ssrn.3528309
(Working Paper)
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2021
Spillover Effects from the Volkswagen Emissions Scandal: An Analysis of Stock and Corporate Bond Markets
In: Schmalenbach Journal of Business Research 74 (2021), p. 37-76
ISSN: 2366-6153
DOI: 10.1007/s41471-021-00121-9
URL: https://link.springer.com/article/10.1007/s41471-021-00121-9
(Working Paper)
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Exploiting the dividend month premium: evidence from Germany
In: Journal of Asset Management 22 (2021), p. 253-266
ISSN: 1470-8272
DOI: 10.1057/s41260-021-00215-3
URL: https://link.springer.com/article/10.1057/s41260-021-00215-3
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2020
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)
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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
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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)
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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)
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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)
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Determinants of home bias: Evidence from European equity funds
(2019)
DOI: 10.2139/ssrn.3354503
(Working Paper)
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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)
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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)
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A return-based approach to identify home bias of European equity funds
In: European Journal of Finance 24 (2018), p. 1288-1310
ISSN: 1351-847X
DOI: 10.1080/1351847X.2017.1415946
URL: https://www.tandfonline.com/doi/abs/10.1080/1351847X.2017.1415946
(Working Paper)
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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)
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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
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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: +499115302-95648
- Email: hendrik.scholz@fau.de