Andreas Ziegler

University of Kassel

Fachbereich 05

Nora-Platiel-Straße 1

34109 Kassel, Hessen 34127

Germany

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 20,163

SSRN RANKINGS

Top 20,163

in Total Papers Downloads

3,237

SSRN CITATIONS
Rank 25,551

SSRN RANKINGS

Top 25,551

in Total Papers Citations

7

CROSSREF CITATIONS

30

Scholarly Papers (2)

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
University of Zurich - Department of Business Administration, ETH Zürich, Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University, University of Zurich - Department of Banking and Finance and University of Kassel
Downloads 2,673 (6,276)
Citation 42

Abstract:

Loading...

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

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
University of Zurich - Department of Business Administration, ETH Zürich, Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University, University of Zurich - Department of Banking and Finance and University of Kassel
Downloads 564 (61,821)
Citation 3

Abstract:

Loading...

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

Size and Momentum Profitability in International Stock Markets

Number of pages: 108 Posted: 08 Sep 2015
University of Zurich - Department of Business Administration, Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University, 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