Martin H. Schmidt

Humboldt University of Berlin - School of Business and Economics

Spandauer Str. 1

Berlin, D-10099

Germany

http://www.wiwi.hu-berlin.de/professuren/bwl/bb/

SCHOLARLY PAPERS

5

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11

Scholarly Papers (5)

1.

Another German Fama/French Factor Data Set

Number of pages: 10 Posted: 30 Oct 2015
Humboldt University of Berlin - School of Business and Economics, Humboldt University of Berlin, Humboldt University of Berlin - School of Business and Economics and Humboldt University of Berlin - School of Business and Economics
Downloads 2,378 (6,881)
Citation 9

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multi-factor data set, research portfolios, data quality, Germany

2.

Non-U.S. Multi-Factor Data Sets Should be Used with Caution

Number of pages: 36 Posted: 04 Feb 2014 Last Revised: 03 Nov 2015
Humboldt University of Berlin - School of Business and Economics, Humboldt University of Berlin, Humboldt University of Berlin - School of Business and Economics and Humboldt University of Berlin - School of Business and Economics
Downloads 2,234 (7,628)
Citation 9

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data quality, factor model, risk factors, MSCI indices, Germany

3.

Returns on German Stocks 1954 to 2013

Credit and Capital Markets - Kredit und Kapital, 48(3), pp. 427-476.
Number of pages: 40 Posted: 18 Sep 2014 Last Revised: 01 Sep 2015
Richard Stehle and Martin H. Schmidt
Humboldt University of Berlin - School of Business and Economics and Humboldt University of Berlin - School of Business and Economics
Downloads 1,407 (15,996)
Citation 1

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Germany, market portfolio, market index, long-term return, data quality, stock market peculiarities, CDAX

4.

Trading Strategies Based on Past Returns – Evidence from Germany

Financial Markets and Portfolio Management, Vol. 31, Issue 2, p. 201-256, 2017
Number of pages: 51 Posted: 26 Jan 2016 Last Revised: 31 May 2017
Martin H. Schmidt
Humboldt University of Berlin - School of Business and Economics
Downloads 516 (64,664)

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momentum, stock reversal, contrarian, transaction costs, predictability

5.

Do Insiders and Their Imitators Trade Profitably? Index-Specific Evidence from Germany

Number of pages: 52 Posted: 20 Jun 2015 Last Revised: 01 Sep 2015
Jessica King, Martin H. Schmidt and Richard Stehle
Humboldt University of Berlin - School of Business and Economics, Humboldt University of Berlin - School of Business and Economics and Humboldt University of Berlin - School of Business and Economics
Downloads 124 (269,349)

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directors’ dealings, event study, transaction costs, bid-ask spread, DAX, TecDAX