| An empirical analysis of multivariate copula models M Fischer, C Köck, S Schlüter, F Weigert Quantitative Finance 9 (7), 839-854, 2009 | 202 | 2009 |
| Crash sensitivity and the cross section of expected stock returns F Chabi-Yo, S Ruenzi, F Weigert Journal of Financial and Quantitative Analysis 53 (3), 1059-1100, 2018 | 197 | 2018 |
| Tail risk in hedge funds: A unique view from portfolio holdings V Agarwal, S Ruenzi, F Weigert Journal of Financial Economics 125 (3), 610-636, 2017 | 165 | 2017 |
| Option return predictability with machine learning and big data TG Bali, H Beckmeyer, M Moerke, F Weigert The Review of Financial Studies 36 (9), 3548-3602, 2023 | 97 | 2023 |
| Does female management influence firm performance? Evidence from Luxembourg banks RM Reinert, F Weigert, CH Winnefeld Financial markets and portfolio management 30 (2), 113-136, 2016 | 40 | 2016 |
| Crash aversion and the cross-section of expected stock returns worldwide F Weigert The Review of Asset Pricing Studies 6 (1), 135-178, 2016 | 39 | 2016 |
| Multivariate crash risk F Chabi-Yo, M Huggenberger, F Weigert Journal of Financial Economics 145 (1), 129-153, 2022 | 35 | 2022 |
| Momentum and crash sensitivity S Ruenzi, F Weigert Economics Letters 165, 77-81, 2018 | 32 | 2018 |
| Crash sensitivity and the cross-section of expected stock returns S Ruenzi, F Weigert | 30 | 2013 |
| Regulatory stress testing and bank performance L Ahnert, P Vogt, V Vonhoff, F Weigert European Financial Management 26 (5), 1449-1488, 2020 | 25 | 2020 |
| Extreme downside liquidity risk S Ruenzi, M Ungeheuer, F Weigert School of Finance, Univ. of, 2013 | 24 | 2013 |
| The impact of regulatory stress testing on bank’s equity and CDS performance L Ahnert, P Vogt, V Vonhoff, F Weigert University of St. Gallen, Swiss Institute of Banking and Finance Working Paper, 2018 | 23 | 2018 |
| Does foreign information predict the returns of multinational firms worldwide? C Finke, F Weigert Review of Finance 21 (6), 2199-2248, 2017 | 19 | 2017 |
| Unobserved performance of hedge funds V Agarwal, S Ruenzi, F Weigert The Journal of Finance 79 (5), 3203-3259, 2024 | 16 | 2024 |
| Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications S Ruenzi, M Ungeheuer, F Weigert Journal of Banking & Finance 115, 105809, 2020 | 16 | 2020 |
| Extreme dependence structures and the cross-section of expected stock returns S Ruenzi, F Weigert EFA Meetings Paper, 2011 | 15 | 2011 |
| Multivariate Copula Models at Work: Outperforming the desert island copula? MJ Fischer, C Köck, S Schlüter, F Weigert Diskussionspapier, 2007 | 14 | 2007 |
| Hurricane risk and asset prices A Braun, J Braun, F Weigert SSRN Scholarly Paper ID 3952620, 2021 | 12* | 2021 |
| Cash holdings and the performance of European mutual funds F Graef, P Vogt, V Vonhoff, F Weigert Finance Research Letters 29, 285-291, 2019 | 12 | 2019 |
| Hedge funds and the positive idiosyncratic volatility effect T G. Bali, F Weigert Review of Finance, rfae022, 2024 | 6 | 2024 |