Andreas Ziegler

University of Kassel

Fachbereich 05

Nora-Platiel-Straße 1

34109 Kassel, Hessen 34127

Germany

  • University of Kassel

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 19,089

SSRN RANKINGS

Top 19,089

in Total Papers Downloads

3,096

SSRN CITATIONS
Rank 26,463

SSRN RANKINGS

Top 26,463

in Total Papers Citations

4

CROSSREF CITATIONS

30

Scholarly Papers (2)

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 2,547 (6,139)
Citation 42

Abstract:

Loading...

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

2.

Size and Momentum Profitability in International Stock Markets

Downloads 549 ( 59,848)
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 549 (59,171)
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