Philipp Finter

University of Cologne - Department of Finance

Cologne, 50923

Germany

University of Cologne - Centre for Financial Research (CFR)

Albertus-Magnus Platz

Cologne, 50923

Germany

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

The Cross-Section of German Stock Returns: New Data and New Evidence

Number of pages: 36 Posted: 04 Aug 2010
University of Cologne - Faculty of Management, Economics and Social Sciences, University of Cologne - Department of Finance, University of Cologne - Department of Finance & Centre for Financial Research (CFR), University of Bonn and University of Mannheim - Finance Area
Downloads 763 (31,297)
Citation 8

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Asset Pricing, Fama, French, Carhart, Characteristics, Risk Factors, Value, Size, Momentum, Germany

The Cross-Section of German Stock Returns: New Data and New Evidence

Schmalenbach Business Review, Vol. 64, January 2012, pp. 20-43
Number of pages: 24 Posted: 04 Apr 2012
University of Cologne - Faculty of Management, Economics and Social Sciences, University of Cologne - Department of Finance, University of Cologne - Department of Finance & Centre for Financial Research (CFR), University of Bonn - The Bonn Graduate School of Economics and University of Mannheim - Finance Area
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Asset Pricing, Carhart, Fama, French, Germany, Characteristics, Momentum, Risk Factors, Size, Value

2.

The Impact of Investor Sentiment on the German Stock Market

Number of pages: 30 Posted: 04 Aug 2010 Last Revised: 07 Sep 2010
University of Cologne - Department of Finance, University of Mannheim - Department of Finance and University of Mannheim - Department of International Finance
Downloads 568 (47,208)
Citation 5

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Investor Sentiment, Stock Returns, German Stock Market

Determinants of Expected Stock Returns: Large Sample Evidence from the German Market

Number of pages: 37 Posted: 06 Aug 2010 Last Revised: 28 Jul 2011
Sabine Artmann, Philipp Finter and Alexander Kempf
University of Cologne - Faculty of Management, Economics and Social Sciences, University of Cologne - Department of Finance and University of Cologne - Department of Finance & Centre for Financial Research (CFR)
Downloads 311 (96,484)
Citation 1

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asset pricing, characteristics, risk factors, multifactor models, Germany

Determinants of Expected Stock Returns: Large Sample Evidence from the German Market

Journal of Business Finance & Accounting, Vol. 39, Issue 5‐6, pp. 758-784, 2012
Number of pages: 27 Posted: 05 Jul 2012
Sabine Artmann, Philipp Finter and Alexander Kempf
University of Cologne - Faculty of Management, Economics and Social Sciences, University of Cologne - Department of Finance and University of Cologne - Department of Finance & Centre for Financial Research (CFR)
Downloads 3 (660,012)
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asset pricing, characteristics, risk factors, multifactor models, Germany