Heiko Jacobs

University of Duisburg-Essen, Campus Essen

Universitätsstr. 9

Essen, 45141

Germany

http://sites.google.com/site/heikojacobsfinance/

SCHOLARLY PAPERS

13

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15,290

CITATIONS
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Top 22,857

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12

Scholarly Papers (13)

1.

How Should Individual Investors Diversify? An Empirical Evaluation of Alternative Asset Allocation Policies

Journal of Financial Markets, 19, 62-85
Number of pages: 47 Posted: 13 Sep 2009 Last Revised: 10 Jul 2014
Heiko Jacobs, Sebastian Müller and Martin Weber
University of Duisburg-Essen, Campus Essen, German Graduate School of Management and Law and University of Mannheim - Department of Banking and Finance
Downloads 4,894 (1,511)
Citation 4

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portfolio theory, household finance, asset allocation, international diversification, heuristics

2.
Downloads 2,908 ( 3,729)

Expected Skewness and Momentum

Number of pages: 40 Posted: 29 Apr 2015 Last Revised: 03 Aug 2016
Heiko Jacobs, Tobias Regele and Martin Weber
University of Duisburg-Essen, Campus Essen, Allianz SE - Allianz Global Investors Europe and University of Mannheim - Department of Banking and Finance
Downloads 2,908 (3,656)

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Momentum, skewness, market efficiency, return predictability, behavioral finance

Expected Skewness and Momentum

CEPR Discussion Paper No. DP10601
Number of pages: 64 Posted: 19 May 2015
Heiko Jacobs, Tobias Regele and Martin Weber
University of Duisburg-Essen, Campus Essen, Allianz SE - Allianz Global Investors Europe and University of Mannheim - Department of Banking and Finance
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behavioral finance, market efficiency, momentum, return predictability, skewness

3.

Anomalies Across the Globe: Once Public, No Longer Existent?

Journal of Financial Economics, Forthcoming
Number of pages: 46 Posted: 02 Aug 2016 Last Revised: 21 Oct 2018
Heiko Jacobs and Sebastian Müller
University of Duisburg-Essen, Campus Essen and German Graduate School of Management and Law
Downloads 1,641 (9,758)

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return predictability, international stock markets, arbitrage, publication impact, anomalies, trading strategies, market segmentation

4.

On the Determinants of Pairs Trading Profitability

Journal of Financial Markets, Forthcoming
Number of pages: 44 Posted: 06 Jan 2015
Heiko Jacobs and Martin Weber
University of Duisburg-Essen, Campus Essen and University of Mannheim - Department of Banking and Finance
Downloads 1,089 (18,589)
Citation 1

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Pairs trading, relative-value arbitrage, return predictability, international stock markets, limited attention, limits to arbitrage

5.

Media Makes Momentum

Review of Financial Studies, Forthcoming
Number of pages: 83 Posted: 16 Mar 2012 Last Revised: 01 Apr 2015
Goethe University Frankfurt - Department of Finance, University of Duisburg-Essen, Campus Essen and German Graduate School of Management and Law
Downloads 1,055 (19,456)
Citation 2

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Momentum, media, overreaction, attention effects, investor biases

6.

What Explains the Dynamics of 100 Anomalies?

Journal of Banking and Finance, Volume 57, Pages 65–85
Number of pages: 55 Posted: 15 Feb 2015 Last Revised: 08 Nov 2015
Heiko Jacobs
University of Duisburg-Essen, Campus Essen
Downloads 959 (22,457)

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anomalies, limits to arbitrage, sentiment, return predictability, behavioral finance

7.

Losing Sight of the Trees for the Forest? Attention Allocation and Anomalies

Quantitative Finance, Forthcoming
Number of pages: 36 Posted: 18 Mar 2012 Last Revised: 20 Jun 2016
Heiko Jacobs and Martin Weber
University of Duisburg-Essen, Campus Essen and University of Mannheim - Department of Banking and Finance
Downloads 637 (39,530)

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Behavioral finance, return predictability, limited attention, attention allocation, anomalies

8.

Alphabetic Bias, Investor Recognition, and Trading Behavior

Review of Finance, 2016, 20, 693-723
Number of pages: 49 Posted: 04 Feb 2014 Last Revised: 20 Jun 2016
Heiko Jacobs and Alexander Hillert
University of Duisburg-Essen, Campus Essen and Goethe University Frankfurt - Department of Finance
Downloads 603 (42,559)

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trading behavior, behavioral finance, name effects, limited attention, ordering effects

9.

The Trading Volume Impact of Local Bias: Evidence from a Natural Experiment

Review of Finance, 16, 867-901.
Number of pages: 49 Posted: 27 Dec 2009 Last Revised: 11 Jun 2013
Heiko Jacobs and Martin Weber
University of Duisburg-Essen, Campus Essen and University of Mannheim - Department of Banking and Finance
Downloads 469 (58,651)
Citation 5

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Local bias, trading activity, investor recognition, investor distraction, holiday effect, natural experiment

10.

Market Maturity and Mispricing

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 48 Posted: 20 Jun 2016
Heiko Jacobs
University of Duisburg-Essen, Campus Essen
Downloads 351 (82,793)

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anomalies, return predictability, behavioral finance, international stock markets, emerging markets

11.

...And Nothing Else Matters? On the Dimensionality and Predictability of International Stock Returns

Number of pages: 44 Posted: 03 Oct 2016 Last Revised: 21 Nov 2018
Heiko Jacobs and Sebastian Müller
University of Duisburg-Essen, Campus Essen and German Graduate School of Management and Law
Downloads 328 (89,423)

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Anomalies, international stock markets, multidimensionality, market efficiency, return predictability

12.

Beta and Biased Beliefs

Number of pages: 38 Posted: 20 Jun 2016 Last Revised: 29 Apr 2019
Heiko Jacobs
University of Duisburg-Essen, Campus Essen
Downloads 297 (99,615)

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international stock markets, beta anomaly, risk/return trade-off, investor biases, behavioral finance

13.

Journalist Disagreement

Journal of Financial Markets, Forthcoming
Number of pages: 49 Posted: 24 Sep 2018
Goethe University Frankfurt - Department of Finance, University of Duisburg-Essen, Campus Essen and German Graduate School of Management and Law
Downloads 59 (351,681)

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Media, Journalists, Textual Analysis, Differences of Opinion, Return Predictability