Heiko Jacobs

University of Duisburg-Essen, Campus Essen

Germany

SCHOLARLY PAPERS

13

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Top 2,911

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21,865

SSRN CITATIONS
Rank 5,619

SSRN RANKINGS

Top 5,619

in Total Papers Citations

225

CROSSREF CITATIONS

89

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, Technische Universität München (TUM) - TUM School of Management and University of Mannheim - Department of Banking and Finance
Downloads 6,730 (2,036)
Citation 34

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

2.
Downloads 4,209 ( 4,556)
Citation 12

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 4,209 (4,475)
Citation 21

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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 Technische Universität München (TUM) - TUM School of Management
Downloads 2,797 (8,788)
Citation 85

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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 1,579 (21,749)
Citation 4

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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 Technische Universität München (TUM) - TUM School of Management
Downloads 1,483 (23,976)
Citation 40

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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 1,368 (27,027)
Citation 13

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

7.

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 780 (59,751)
Citation 4

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

8.

...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 Technische Universität München (TUM) - TUM School of Management
Downloads 746 (63,397)
Citation 10

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

9.

International Factor Models

Journal of Banking and Finance, Forthcoming
Number of pages: 47 Posted: 11 Feb 2020 Last Revised: 16 May 2023
Universität Hamburg, University of Duisburg-Essen, Campus Essen, Technische Universität München (TUM) - TUM School of Management and Technische Universität München (TUM) - TUM School of Management
Downloads 685 (70,767)
Citation 4

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Asset pricing, Factor models, International stock markets

10.

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 517 (100,807)
Citation 2

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

11.

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 506 (103,488)
Citation 11

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

12.

Synthesizing Information-Driven Insider Trade Signals

Number of pages: 88 Posted: 21 Aug 2023
Jens Heckmann, Heiko Jacobs and Patrick Schwarz
University of Duisburg-Essen - House of Energy Markets and Finance, University of Duisburg-Essen, Campus Essen and University of Duisburg-Essen - House of Energy Markets and Finance
Downloads 277 (202,739)

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Informed trading, insider trading, return predictability, global stock markets

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 Technische Universität München (TUM) - TUM School of Management
Downloads 188 (293,344)
Citation 2

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