Research Interests

• Investor behavior
• Mutual funds and hedge funds
• Short selling
• Empirical asset pricing

Refereed Publications

• Baltzer, M., S. Jank and E. Smajlbegovic (2019), Who trades on momentum?, Journal of Financial Markets, Vol. 42, pp. 56-74.
• Grammig, J. and S. Jank (2016), Creative Destruction and Asset Prices, Journal of Financial and Quantitative Analysis, Vol. 51(6), pp. 1739-1768.
• Dimpfl, T. and S. Jank (2016), Can Internet Search Queries Help to Predict Stock Market Volatility?, European Financial Management ,Vol. 22(2), pp. 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), pp. 1362-1377.
• Jank, S. and M. Wedow (2015), Sturm und Drang in money market funds: When money market funds cease to be narrow, Journal of Financial Stability, Vol. 16, pp. 59-70.
• Jank, S. and M. Wedow (2013), Purchase and Redemption Decisions of Mutual Fund Investors and the Role of Fund Families, European Journal of Finance, Vol. 19(2), pp. 127-144.
• Jank, S. (2012), Mutual Fund Flows, Expected Returns, and the Real Economy, Journal of Banking and Finance, Vol. 36(11), pp. 3060-3070.

Other Working Papers and Publications

• Jank, S. and E. Smajlbegovic, (2015), Dissecting Short-Sale Performance: Evidence from Large Position Disclosures, CFR Working Paper 15-15.