Peter Steffen Schmidt

University of Zurich - Department of Banking and Finance

Schönberggasse 1

Zürich, 8001

Switzerland

University of Geneva - Geneva Finance Research Institute (GFRI)

40 Boulevard du Pont d'Arve

Geneva 4, Geneva 1211

Switzerland

  • University of Zurich - Department of Banking and Finance

  • University of Geneva - Geneva Finance Research Institute (GFRI)

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 9,947

SSRN RANKINGS

Top 9,947

in Total Papers Downloads

5,677

SSRN CITATIONS
Rank 19,220

SSRN RANKINGS

Top 19,220

in Total Papers Citations

14

CROSSREF CITATIONS

39

Scholarly Papers (5)

Actions:
Email selected abstracts
1.

Common Risk Factors in International Stock Markets

Financial Markets and Portfolio Management, 2019, Volume 33, Issue 3, pp 213–241
Number of pages: 79 Posted: 12 Jan 2011 Last Revised: 13 Jan 2020
Peter Steffen Schmidt, Urs von Arx, Andreas Schrimpf, Alexander F. Wagner and Andreas Ziegler
University of Zurich - Department of Banking and Finance, ETH Zürich, Bank for International Settlements (BIS) - Monetary and Economic Department, University of Zurich - Department of Banking and Finance and University of Kassel
Downloads 2,535 (6,139)
Citation 42

Abstract:

Loading...

Risk factors; value; size; momentum; profitability; investment; international equity markets; asset pricing anomalies; trading costs

2.

ESG Rating Disagreement and Stock Returns

Swiss Finance Institute Research Paper No. 19-67, European Corporate Governance Institute – Finance Working Paper No. 651/2020
Number of pages: 48 Posted: 10 Aug 2019 Last Revised: 02 Feb 2021
Rajna Gibson, Philipp Krueger and Peter Steffen Schmidt
University of Geneva - Geneva Finance Research Institute (GFRI), University of Geneva - Geneva Finance Research Institute (GFRI) and University of Zurich - Department of Banking and Finance
Downloads 2,450 (6,506)
Citation 19

Abstract:

Loading...

ESG ratings, disagreement, non-financial information, heterogeneous beliefs, stock returns, equity cost of capital, stock volatility, sustainable finance

3.

Size and Momentum Profitability in International Stock Markets

Downloads 548 ( 59,722)
Citation 2

Size and Momentum Profitability in International Stock Markets

Swiss Finance Institute Research Paper No. 15-29
Number of pages: 41 Posted: 21 Aug 2015 Last Revised: 11 Feb 2017
Peter Steffen Schmidt, Urs von Arx, Andreas Schrimpf, Alexander F. Wagner and Andreas Ziegler
University of Zurich - Department of Banking and Finance, ETH Zürich, Bank for International Settlements (BIS) - Monetary and Economic Department, University of Zurich - Department of Banking and Finance and University of Kassel
Downloads 548 (59,049)
Citation 2

Abstract:

Loading...

Size; momentum; international equity markets; asset pricing anomalies; trading costs

Size and Momentum Profitability in International Stock Markets

CEPR Discussion Paper No. DP10804
Number of pages: 108 Posted: 08 Sep 2015
Peter Steffen Schmidt, Andreas Schrimpf, Urs von Arx, Alexander F. Wagner and Andreas Ziegler
University of Zurich - Department of Banking and Finance, Bank for International Settlements (BIS) - Monetary and Economic Department, ETH Zürich, University of Zurich - Department of Banking and Finance and University of Kassel
Downloads 0
  • Add to Cart

Abstract:

Loading...

asset pricing anomalies, international equity markets, momentum, size, transaction costs

4.

Verified Emissions and Stock Prices: Is There a Link? - An Empirical Analysis of the European Emission Trading Scheme

CER-ETH – Center of Economic Research at ETH Zurich, Working Paper 12/165
Number of pages: 50 Posted: 28 Aug 2012
Peter Steffen Schmidt and Therese Werner
University of Zurich - Department of Banking and Finance and ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich
Downloads 81 (355,659)
Citation 1

Abstract:

Loading...

Event study, European emission trading scheme, Regulation, Verified Emissions, Emissions trade

5.

Preaching Water But Drinking Wine? Relative Performance Evaluation in International Banking

Downloads 63 (408,252)
Citation 3

Preaching Water But Drinking Wine? Relative Performance Evaluation in International Banking

University of Zurich, Department of Economics, Working Paper No. 208
Number of pages: 29 Posted: 04 Nov 2015 Last Revised: 02 Sep 2016
Dragan Ilic, Sonja Pisarov and Peter Steffen Schmidt
University of Basel, University of Zurich and University of Zurich - Department of Banking and Finance
Downloads 34 (538,099)
Citation 6

Abstract:

Loading...

Relative performance evaluation, executive compensation, peers, banks, disclosure

Preaching Water But Drinking Wine? Relative Performance Evaluation in International Banking

University of Zurich, Department of Economics, Working Paper No. 208, Revised Version
Number of pages: 32 Posted: 01 Sep 2016
Dragan Ilic, Sonja Pisarov and Peter Steffen Schmidt
University of Basel, University of Zurich and University of Zurich - Department of Banking and Finance
Downloads 29 (566,972)

Abstract:

Loading...

Relative performance evaluation, executive compensation, peers, banks, disclosure