Tom Zimmermann

University of Cologne

Albertus-Magnus-Platz

Cologne, 50923

Germany

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 24,405

SSRN RANKINGS

Top 24,405

in Total Papers Downloads

2,379

SSRN CITATIONS
Rank 35,260

SSRN RANKINGS

Top 35,260

in Total Papers Citations

18

CROSSREF CITATIONS

4

Scholarly Papers (5)

1.

Open Source Cross-Sectional Asset Pricing

Number of pages: 65 Posted: 12 Jun 2020 Last Revised: 21 Mar 2021
Andrew Y. Chen and Tom Zimmermann
Board of Governors of the Federal Reserve System and University of Cologne
Downloads 2,127 (8,215)
Citation 4

Abstract:

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stock market anomalies, replication, asset pricing

Publication Bias and the Cross-Section of Stock Returns

FEDS Working Paper No. 2018-033
Number of pages: 73 Posted: 06 Jun 2018 Last Revised: 29 Apr 2020
Andrew Y. Chen and Tom Zimmermann
Board of Governors of the Federal Reserve System and University of Cologne
Downloads 91 (333,682)
Citation 2

Abstract:

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Data mining, Mispricing, Publication bias, Stock return anomalies

Employment Effects of Unconventional Monetary Policy: Evidence from QE

FEDS Working Paper No. 2018-071
Number of pages: 79 Posted: 27 Nov 2018 Last Revised: 21 Feb 2019
Stephan Luck and Tom Zimmermann
Federal Reserve Bank of New York and University of Cologne
Downloads 67 (400,018)
Citation 6

Abstract:

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Bank Lending, Central Banking, Employment, Financial Crisis, Quantitative Easing, Real Effects, Unconventional Monetary Policy

Can Government Demand Stimulate Private Investment? Evidence from U.S. Federal Procurement

CESifo Working Paper No. 7534
Number of pages: 43 Posted: 08 Mar 2019
Shafik Hebous and Tom Zimmermann
International Monetary Fund and University of Cologne
Downloads 36 (526,825)
Citation 1

Abstract:

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investment, federal procurement, financing constraints, spending, multipliers

5.

Bottom-Up Leading Macroeconomic Indicators: An Application to Non-Financial Corporate Defaults Using Machine Learning

FEDS Working Paper No. 2019-070
Number of pages: 40 Posted: 22 Oct 2019
Tyler Pike, Horacio Sapriza and Tom Zimmermann
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and University of Cologne
Downloads 58 (424,770)
Citation 1

Abstract:

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Corporate Default, Early Warning Indicators, Economic Activity, Machine Learning