Patrick Lehmann

Humboldt University of Berlin

Unter den Linden 6

Berlin, AK Berlin 10099

Germany

http://www.wiwi.hu-berlin.de/finance

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 10,877

SSRN RANKINGS

Top 10,877

in Total Papers Downloads

5,243

SSRN CITATIONS
Rank 44,873

SSRN RANKINGS

Top 44,873

in Total Papers Citations

0

CROSSREF CITATIONS

15

Scholarly Papers (3)

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 (6,876)
Citation 9

Abstract:

Loading...

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 (7,619)
Citation 9

Abstract:

Loading...

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

3.

In Germany the CAPM is Alive and Well

Number of pages: 67 Posted: 16 Oct 2012
Roman Brückner, Patrick Lehmann and Richard Stehle
Humboldt University of Berlin - School of Business and Economics, Humboldt University of Berlin and Humboldt University of Berlin - School of Business and Economics
Downloads 631 (50,139)
Citation 6

Abstract:

Loading...

CAPM, Characteristics, Size, Book-to-Market, Germany