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Daniel Hoechle
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Robust standard errors for panel regressions with cross-sectional dependence
D Hoechle
The stata journal 7 (3), 281-312, 2007
26882007
How much of the diversification discount can be explained by poor corporate governance?
D Hoechle, M Schmid, I Walter, D Yermack
Journal of financial economics 103 (1), 41-60, 2012
4032012
Is there really no conglomerate discount?
M Ammann, D Hoechle, M Schmid
Journal of Business Finance & Accounting 39 (1‐2), 264-288, 2012
942012
Financial advice and bank profits
D Hoechle, S Ruenzi, N Schaub, M Schmid
The Review of Financial Studies 31 (11), 4447-4492, 2018
682018
The impact of financial advice on trade performance and behavioral biases
D Hoechle, S Ruenzi, N Schaub, M Schmid
Review of Finance 21 (2), 871-910, 2017
682017
Robust standard errors for panel regressions with cross-sectional dependence. The Stata Journal, 7 (3), 281-312
D Hoechle
View at, 2007
672007
A generalization of the calendar time portfolio approach and the performance of private investors
D Hoechle, H Zimmermann
WWZ Working Paper, 2007
41*2007
Which, why, and for how long do IPOs underperform?
D Hoechle, M Schmid
Available at SSRN 1098368, 2008
302008
XTSCC: Stata module to calculate robust standard errors for panels with cross-sectional dependence
D Hoechle
Boston College Department of Economics, 2018
272018
Don't Answer the Phone-Financial Advice and Individual Investors' Performance
D Hoechle, S Ruenzi, N Schaub, M Schmid
Working paper, 2013
182013
Time stamp errors and the stock price reaction to analyst recommendation and forecast revisions
D Hoechle, N Schaub, M Schmid
Available at SSRN 2768194, 2015
152015
Predicting and explaining IPO underperformance
D Hoechle, MM Schmid
Basel University, Academic Working Paper, 2009
142009
XTFMB: Stata module to execute Fama-MacBeth two-step panel regression
D Hoechle
Boston College Department of Economics, 2011
92011
Does Unobservable Heterogeneity Matter for Portfolio-Based Asset Pricing Tests?
M Schmid, D Hoechle, H Zimmermann
Available at SSRN 3569485, 2020
72020
The Long-Term Performance of IPOs Revisited
D Hoechle, L Karthaus, M Schmid
Available at SSRN 2929733, 2021
52021
The pre-announcement effect of analyst recommendations: The impact of time stamp errors
D Hoechle, N Schaub, M Schmid
Working Paper, Swiss Institute of Banking and Finance, 2012
52012
Financial advice and bank profits
S Ruenzi, D Hoechle, N Schaub, M Schmid
32017
Correcting alpha misattribution in portfolio sorts
D Hoechlea, M Schmidc, H Zimmermanna
SSRN Working Paper, 3190310, 2018
22018
Do Firm Fixed Effects Matter in Empirical Asset Pricing
D Hoechle, M Schmid, H Zimmermann
European Financial Management Association, 2018 Annual Meetings, 2018
22018
Das Anlageverhalten von Privatinvestoren: erste Ergebnisse eines schweizerischen Panels
H Zimmermann, D Hoechle
WWZ Forschungsbericht, 2009
12009
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