Selected Essays in Empirical Asset Pricing

Christian Funke aims at developing a better understanding of a central asset pricing issue: the stock price discovery process in capital markets. Using U.S. capital market data, he investigates the importance of mergers and acquisitions (M&A) for stock prices and examines economic links between customer and supplier firms. The empirical investigations document return predictability and show that capital markets are not perfectly efficient.

Dr. Christian Funke completed his doctoral studies under the supervision of Prof. Dr. Lutz Johanning at the European Business School Oestrich Winkel. He is portfolio manager and partner at Source For Alpha, a quantitative asset management boutique.