Publikationen Prof. Roland Füss

Publikationen in begutachteten akademischen Zeitschriften


Fuchs, Florian, Roland Füss, Tim Jenkinson, and Stefan Morkoetter (2022), Should Investors Care Where Private Equity Managers Went To School?, Review of Corporate Finance, 2, Vol. 2: No. 3,  451-492.


Füss, Roland, and Daniel Ruf (2022), Information Precision and Return Co-movements in Private Commercial Real Estate Markets, Journal of Banking and Finance, Vol. 138, January, 106402.


Füss, Roland, and Daniel Ruf (2021), Bank Systemic Risk Exposure and Office Market Interconnectedness, Journal of Banking and Finance, Vol.133, December, 106311.

Birkeland, Kristoffer B., Allan D. D’Silva, Roland Füss, and Are Oust (2021), The Predictability of House Prices: “Man Against the Machine”, International Real Estate Review, Vol. 24, No. 2, 139-183.

Füss, Roland, Jan Koller, and Alois Weigand (2021), Determining Land Values from Residential Rents, Land, 10(336),, open access.

Balemi, Nadia, Roland Füss, and Alois Weigand (2021), COVID-19’s impact on real estate markets: review and outlook, Financial Markets and Portfolio Management, Vol. 35, No. 4, 495-513 (open acces:

Fischer, Marcel, Roland Füss, and Simon Stehle (2021), Local House Price Comovements, Real Estate Economics, Vol. 49, No. S1, 169-198.

Fuchs, Florian, Roland Füss, Tim Jenkinson, and Stefan Morkoetter (2021), Winning a Deal in Private Equity: Do Educational Ties Matter? Journal of Corporate Finance, 66, February, 101740.

Das, Prashant, Roland Füss, Benjamin Hanle, and Isabel Russ (2020), The Cross-Over Effect of Irrational Sentiments in Housing, Commercial Property, and Stock Markets, Journal of Banking and Finance, Vol. 114, May, 105799.

Füss, Roland, Ferdinand Mager, Michael Stein, and Lu Zhao (2018), Financial Crises, Price Discovery, and Information Transmission: A High-Frequency Perspective, Financial Markets and Portfolio Management, Vol. 32, No. 4, 333-365 (Lead article).
Füss, Roland, Markus Grabellus, Ferdinand Mager, and Michael Stein (2017), Something in the Air: Information Density, Surprises, and Price Jumps, Journal of International Financial Markets, Institutions & Money, 53. 50-75.
Adams, Zeno, Roland Füss and Thorsten Glück (2017), Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance, Journal of Banking and Finance, Vol. 84, No. 11. 9-24. Internet Appendix

Aepli, Matthias D., Roland Füss, Tom Erik S. Henriksen, and Florentina Parachiv (2017), Modelling the Multivariate Dynamic Dependence Structure of Commodity Futures Portfolios, Journal of Commodity Markets, Vol. 6, No. 1. 66-87.

Füss, Roland, and Jan Koller (2016), The Role of Spatial and Temporal Structure for Residential Rent Predictions, International Journal of Forecasting, Vol. 32, No. 4. 1352-1368.

Füss, Roland, Thomas Gehrig, and Philipp Rindler (2016), Changing Risk Perception and the Time-Varying Price of Risk, Review of Finance, 2016, Volume 20, Issue 4. 1549–1585.

Füss, Roland, Ulrich Hommel, and Jan-Carl Plagge (2016), Determinants of Liquidity (Re-)Allocation and the Decision to Cross-List or Cross-Delist, International Journal of Finance and Economics, Vol. 21, No. 4. 447-472. Internet Appendix

Füss, Roland, and Joachim Zietz (2016), The Economic Drivers of Differences in House Price Inflation Rates across MSAs, Journal of Housing Economics, Vol. 31, No. 1. 35-53. Internet Appendix

Füss, Roland, Steffen Mahringer, and Marcel Prokopczuk (2015), Electricity Derivatives Pricing with Forward-Looking Information, Journal of Economic Dynamics and Control, Vol. 58, September. 34-57.


Adams, Zeno, Roland Füss, and Felix Schindler (2015), The Sources of Risk Spillovers among U.S. REITs: Financial Characteristics and Regional Proximity, Real Estate Economics, Vol. 43, No. 1. 67-100.

Füss, Roland, Felix Miebs, and Fabian Trübenbach (2014), A Jackknife-Type Estimator for Portfolio Revision, Journal of Banking and Finance, Vol. 43, No. 6. 14-28. Internet Appendix

Füss, Roland, Ulrich Hommel, and Jan-Carl Plagge (2014), Valuation Effects from the Termination of Cross-Listings, Journal of Financial Perspectives, Vol. 2, No. 1. 177-193. Internet Appendix

Füss, Roland, Ferdinand Mager, and Lu Zhao (2014), The Effect of Macroeconomic News and Monetary Policy Surprises on U.S. REIT and Stock Prices, Real Estate Finance, Vol. 30(4). 142-154.

Adams, Zeno, Roland Füss, and Reint Gropp (2014), Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach, Journal of Financial and Quantitative Analysis, Vol. 49, No. 3. 575-598. Internet Appendix

Zhu, Bing, Roland Füss, and Nico Rottke (2013), Spatial Linkages in Returns and Volatilities among U.S. Regional Housing Markets, Real Estate Economics, Vol. 41, No. 1. 29-64.

Adams, Zeno, Roland Füss, and Volker Wohlschieß (2012), Investment Choice and Performance Potential in the Mutual Fund Industry, Journal of Asset Management, Vol. 13, No. 2. 84-101.

Füss, Roland, Johannes Richter, and Matthias Thomas (2012), Excess Return Sources of Active Property Management: A Case Study, Journal of Property Investment and Finance, Vol. 30, No. 4. 354-374.

Adams, Zeno, and Roland Füss (2012), Disentangling the Short and Long-Run Effects of Occupied Stock in the Rental Adjustment Process, Journal of Real Estate Finance and Economics, Vol. 44, No. 4. 570-590.

Füss, Roland, and Denis Schweizer (2012), Short and Long-term Interactions between Venture Capital Returns and the Macroeconomy: Evidence for the United States, Review of Quantitative Finance and Accounting, Vol. 38, No. 3. 391-410.

Füss, Roland, Michael Stein, and Joachim Zietz (2012), A Regime-Switching Approach to Modeling Rental Prices of U.K. Real Estate Sectors, Real Estate Economics, Vol. 40, No. 1. 317-350.

Füss, Roland, and Olena Nikitina (2011), Explaining Yield Curve Dynamics, Journal of Fixed Income, Vol. 20, No. 3. 68-87.

Füss, Roland, Ferdinand Mager, Holger Wohlenberg, and Lu Zhao (2011), The Impact of Macroeconomic Announcements on Implied Volatility, Applied Financial Economics, Vol. 21, No. 21. 1571-1580.

Füss, Roland, and Felix Schindler (2011), Diversifikationsvorteile verbriefter Immobilienanlagen in einem Mixed-Asset-Portfolio, Perspektiven der Wirtschaftspolitik, Vol. 12, No. 2. 170-191.

Richter, Johannes, Matthias Thomas, and Roland Füss (2011), German Real Estate Return Distributions: Is There Anything Normal? Journal of Real Estate Portfolio Management, Vol. 17, No. 2. 161-179.

Zhu, Bing, Roland Füss, and Nico Rottke (2011), The Predictive Power of Anisotropic Spatial Correlation Modeling in Housing Prices, Journal of Real Estate Finance and Economics, Vol. 42, No. 4. 542-565.

Füss, Roland, Nico Rottke, and Joachim Zietz (2011), What Drives CEOs to Take on More Risk? Some Evidence from the Laboratory of REITs, Journal of Applied Corporate Finance, Vol. 23, No. 1. 80-94.

Bechtel, Michael M., and Roland Füss (2010), Capitalizing on Partisan Politics: The Political Economy of Sector-Specific Redistribution in Germany, Journal of Money, Credit and Banking, Vol. 42, No. 2-3. 203-235 (Lead article).

Füss, Roland, Julia Hille, Philipp Rindler, Jörg Schmidt, and Michael Schmidt (2010), From Rising Stars and Falling Angels: On the Relation between Performance and Ratings of European Mutual Funds, Journal of Wealth Management, Vol. 13, No. 1. 75-90.

Füss, Roland, Zeno Adams, and Dieter Kaiser (2010), The Predictive Power of Value-at-Risk Models in Commodity Futures Markets, Journal of Asset Management, Vol. 11, No. 4. 244-260.

Drobetz, Wolfgang, Roland Füss, and Michael Stein (2010), Fixed-Income Hedge-Funds-Strategien in Bondportfolios: Eine Anwendung des Copula-Opinion-Pooling-Ansatzes, Bank-Archiv – Zeitschrift für das gesamte Bank- und Börsenwesen (Journal of Banking and Financial Research), Vol. 58, No. 2. 103-110.

Bossert, Thomas, Roland Füss, Philipp Rindler, and Christoph Schneider (2010), How “Informative” is the Information Ratio to Evaluate Mutual Fund Managers?, Journal of Investing, Vol. 19, No. 1. 67-81.

Adams, Zeno, and Roland Füss (2010), Macroeconomic Determinants of International Housing Markets, Journal of Housing Economics, Vol. 19, No. 1. 38-50.

Wölfle, Marco, and Roland Füss (2009), A Higher-Moment CAPM of Korean Stock Returns, International Journal of Trade and Global Markets, Vol. 3, No. 1. 24-51.

Füss, Roland, Dieter G. Kaiser, and Anthony Strittmatter (2009), Measuring Funds of Hedge Funds Performance Using Quantile Regressions: Do Experience and Size Matter?, Journal of Alternative Investments, Vol. 12, No. 2. 41-53.

Stein, Michael, Roland Füss, and Wolfgang Drobetz (2009), Fixed Income Portfolio Allocation including Hedge Fund Strategies: A Copula Opinion Pooling Approach, Journal of Fixed Income, Vol. 18, No. 4. 78-91.

Bechtel, Michael M., and Roland Füss (2008), When Investors Enjoy Less Policy Risk: Divided Government, Economic Policy Change, and Stock Market Volatility in Germany. 1970-2005, Swiss Political Science Review, Vol. 14, No. 2. 287-314.

Füss, Roland, and Michael M. Bechtel (2008), Partisan Politics and Stock Market Performance: The Effect of Expected Government Partisanship on Stock Returns in the 2002 German Federal Election, Public Choice, Vol. 135, No. 3-4. 131-50.

Füss, Roland, and Achim Hecker (2008), Profiling White-Collar Crime: Evidence from German-Speaking Countries, Corporate Ownership and Control, Vol. 5, No. 4 (Summer). 149-161.

Hecker, Achim, Roland Füss, and Stephan Gundel (2008), Relevanz, Charakteristika und Klassifikation wirtschaftskrimineller Delikte, Zeitschrift Führung und Organisation, 03/2008. 143-149.

Morawski, Jaroslaw, Heinz Rehkugler, and Roland Füss (2008), The Nature of Listed Real Estate Companies - Property or Equity Market?, Financial Markets and Portfolio Management, Vol. 22, No. 2. 101-126.

Füss, Roland, Christian Hoppe, and Dieter G. Kaiser (2007), Die Benchmark-Problematik von Commodity-Futures-Indizes, Finanz Betrieb, 11/2007. 682-700.

Füss, Roland, and Dieter G. Kaiser (2007), The Tactical and Strategic Value of Hedge Fund Strategies: A Cointegration Approach, Financial Markets and Portfolio Management, Vol. 21, No. 1. 425-444.

Füss, Roland (2007), Die Prognose von Immobilienpreisen mit Hilfe von ARIMA-Modellen - Eine vergleichende Studie für den britischen und US-amerikanischen Gewerbeimmobilienmarkt, Zeitschrift für Immobilienökonomie (German Journal of Property Research), 01/2007. 21-42.

Füss, Roland, Dieter G. Kaiser, and Zeno Adams (2007), Value at Risk, GARCH Modelling and the Forecasting of Hedge Fund Return Volatility, Journal of Derivatives and Hedge Funds (formerly Derivatives Use, Trading & Regulation), Vol. 13, No. 1 (May). 2-25.

Füss, Roland, and Achim Hecker (2006), Die Zusammenarbeit zwischen Interner Revision und externen Abschlussprüfern: Anforderungen, Nutzen und realisierbare Formen, Zeitschrift für Corporate Governance, Vol. 1, No. 3. 104-110.

Füss, Roland, Achim Hecker, and Stephan Gundel (2006), Korruption – Ursachen, Formen und Konsequenzen, ZIR - Zeitschrift Interne Revision, No. 02/2006 (April). 46-50.

Füss, Roland, and Björn Lenzner (2006), Die Vorteilhaftigkeit von Dividendenstrategien, Finanz Betrieb, 02/2006. 126-136.

Füss, Roland, and Alexandra A. Nowak (2006), Venture Capital Cycles: Empirical Evidence from the USA, Kredit und Kapital, Vol. 39, No. 2. 183-210.

Hecker, Achim, and Roland Füss (2006), Die Interne Revision im deutschen Mittelstand – Eine empirische Bestandsaufnahme, Zeitschrift für Corporate Governance, Vol. 1, No. 2. 67-71.

Füss, Roland (2005), Financial Liberalization and Stock Price Behaviour in Asian Emerging Markets, Economic Change and Restructuring (formerly Economics of Planning), Vol. 38 (March), No. 1. 37-62.

Füss, Roland, and Frank Herrmann (2005), Long-term Interdependence between Hedge Fund Strategies and Stock Market Indices, Managerial Finance, Vol. 31, No. 12 (December). 29-45.

Füss, Roland, Heinz Rehkugler, and Wolfgang Disch (2005), Fund of Hedge Funds: Portfolioallokation und Performance, Bank-Archiv - Zeitschrift für das gesamte Bank- und Börsenwesen (Journal of Banking and Financial Research), Vol. 53, No. 4. 249-258.

Füss, Roland, Heinz Rehkugler, and Wolfgang Disch (2005), Hedge Funds als Anlagealternative: Chancen und Risiken, Finanz Betrieb, 01/2005. 40-56.