Heiko Jacobs

University of Duisburg-Essen, Campus Essen

Germany

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 2,343

SSRN RANKINGS

Top 2,343

in Total Papers Downloads

17,122

SSRN CITATIONS
Rank 7,501

SSRN RANKINGS

Top 7,501

in Total Papers Citations

90

CROSSREF CITATIONS

80

Scholarly Papers (12)

1.

How Should Individual Investors Diversify? An Empirical Evaluation of Alternative Asset Allocation Policies

Journal of Financial Markets, 19, 62-85
Number of pages: 47 Posted: 13 Sep 2009 Last Revised: 10 Jul 2014
Heiko Jacobs, Sebastian Müller and Martin Weber
University of Duisburg-Essen, Campus Essen, Technische Universität München (TUM) - TUM School of Management and University of Mannheim - Department of Banking and Finance
Downloads 5,729 (1,519)
Citation 25

Abstract:

Loading...

portfolio theory, household finance, asset allocation, international diversification, heuristics

2.
Downloads 3,402 ( 3,702)
Citation 10

Expected Skewness and Momentum

Number of pages: 40 Posted: 29 Apr 2015 Last Revised: 03 Aug 2016
Heiko Jacobs, Tobias Regele and Martin Weber
University of Duisburg-Essen, Campus Essen, Allianz SE - Allianz Global Investors Europe and University of Mannheim - Department of Banking and Finance
Downloads 3,402 (3,626)
Citation 16

Abstract:

Loading...

Momentum, skewness, market efficiency, return predictability, behavioral finance

Expected Skewness and Momentum

CEPR Discussion Paper No. DP10601
Number of pages: 64 Posted: 19 May 2015
Heiko Jacobs, Tobias Regele and Martin Weber
University of Duisburg-Essen, Campus Essen, Allianz SE - Allianz Global Investors Europe and University of Mannheim - Department of Banking and Finance
Downloads 0
  • Add to Cart

Abstract:

Loading...

behavioral finance, market efficiency, momentum, return predictability, skewness

3.

Anomalies Across the Globe: Once Public, No Longer Existent?

Journal of Financial Economics, Forthcoming
Number of pages: 46 Posted: 02 Aug 2016 Last Revised: 21 Oct 2018
Heiko Jacobs and Sebastian Müller
University of Duisburg-Essen, Campus Essen and Technische Universität München (TUM) - TUM School of Management
Downloads 2,099 (8,388)
Citation 34

Abstract:

Loading...

return predictability, international stock markets, arbitrage, publication impact, anomalies, trading strategies, market segmentation

4.

On the Determinants of Pairs Trading Profitability

Journal of Financial Markets, Forthcoming
Number of pages: 44 Posted: 06 Jan 2015
Heiko Jacobs and Martin Weber
University of Duisburg-Essen, Campus Essen and University of Mannheim - Department of Banking and Finance
Downloads 1,247 (19,081)
Citation 4

Abstract:

Loading...

Pairs trading, relative-value arbitrage, return predictability, international stock markets, limited attention, limits to arbitrage

5.

Media Makes Momentum

Review of Financial Studies, Forthcoming
Number of pages: 83 Posted: 16 Mar 2012 Last Revised: 01 Apr 2015
Goethe University Frankfurt - Department of Finance, University of Duisburg-Essen, Campus Essen and Technische Universität München (TUM) - TUM School of Management
Downloads 1,188 (20,547)
Citation 23

Abstract:

Loading...

Momentum, media, overreaction, attention effects, investor biases

6.

What Explains the Dynamics of 100 Anomalies?

Journal of Banking and Finance, Volume 57, Pages 65–85
Number of pages: 55 Posted: 15 Feb 2015 Last Revised: 08 Nov 2015
Heiko Jacobs
University of Duisburg-Essen, Campus Essen
Downloads 1,113 (22,620)
Citation 13

Abstract:

Loading...

anomalies, limits to arbitrage, sentiment, return predictability, behavioral finance

7.

Alphabetic Bias, Investor Recognition, and Trading Behavior

Review of Finance, 2016, 20, 693-723
Number of pages: 49 Posted: 04 Feb 2014 Last Revised: 20 Jun 2016
Heiko Jacobs and Alexander Hillert
University of Duisburg-Essen, Campus Essen and Goethe University Frankfurt - Department of Finance
Downloads 679 (45,297)
Citation 4

Abstract:

Loading...

trading behavior, behavioral finance, name effects, limited attention, ordering effects

8.

The Trading Volume Impact of Local Bias: Evidence from a Natural Experiment

Review of Finance, 16, 867-901.
Number of pages: 49 Posted: 27 Dec 2009 Last Revised: 11 Jun 2013
Heiko Jacobs and Martin Weber
University of Duisburg-Essen, Campus Essen and University of Mannheim - Department of Banking and Finance
Downloads 480 (70,340)
Citation 2

Abstract:

Loading...

Local bias, trading activity, investor recognition, investor distraction, holiday effect, natural experiment

9.

...And Nothing Else Matters? On the Dimensionality and Predictability of International Stock Returns

Number of pages: 44 Posted: 03 Oct 2016 Last Revised: 21 Nov 2018
Heiko Jacobs and Sebastian Müller
University of Duisburg-Essen, Campus Essen and Technische Universität München (TUM) - TUM School of Management
Downloads 463 (73,528)
Citation 10

Abstract:

Loading...

Anomalies, international stock markets, multidimensionality, market efficiency, return predictability

10.

Market Maturity and Mispricing

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 48 Posted: 20 Jun 2016
Heiko Jacobs
University of Duisburg-Essen, Campus Essen
Downloads 417 (83,278)
Citation 11

Abstract:

Loading...

anomalies, return predictability, behavioral finance, international stock markets, emerging markets

11.

International Factor Models

Number of pages: 63 Posted: 11 Feb 2020 Last Revised: 04 Mar 2021
Universität Hamburg, University of Duisburg-Essen, Campus Essen, Technische Universität München (TUM) - TUM School of Management and Ernst & Young GmbH Wirtschaftsprüfungsgesellschaft
Downloads 198 (181,666)

Abstract:

Loading...

Asset pricing, Factor models, International stock markets

12.

Journalist Disagreement

Journal of Financial Markets, Forthcoming
Number of pages: 49 Posted: 24 Sep 2018
Goethe University Frankfurt - Department of Finance, University of Duisburg-Essen, Campus Essen and Technische Universität München (TUM) - TUM School of Management
Downloads 107 (297,797)
Citation 1

Abstract:

Loading...

Media, Journalists, Textual Analysis, Differences of Opinion, Return Predictability