Peter Steffen Schmidt

University of Zurich - Department of Banking and Finance

Schönberggasse 1

Zürich, 8001

Switzerland

University of Bern - Institute for Financial Management

Engehaldenstrasse 4

Bern, CH-3012

Switzerland

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 19,436

SSRN RANKINGS

Top 19,436

in Total Papers Downloads

1,963

CITATIONS
Rank 36,241

SSRN RANKINGS

Top 36,241

in Total Papers Citations

5

Scholarly Papers (4)

1.

On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications

Swiss Finance Institute Research Paper No. 10-58
Number of pages: 83 Posted: 12 Jan 2011 Last Revised: 11 Feb 2017
University of Zurich - Department of Banking and Finance, ETH Zürich, Bank for International Settlements (BIS) - Monetary and Economic Department, University of Zurich - Department of Banking and Finance and University of Kassel
Downloads 933 (9,298)
Citation 5

Abstract:

Risk factors; value; size; momentum; international equity markets; asset pricing anomalies

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 Banking and Finance, ETH Zürich, Bank for International Settlements (BIS) - Monetary and Economic Department, University of Zurich - Department of Banking and Finance and University of Kassel
Downloads 404 (57,475)
Citation 1

Abstract:

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

Size and Momentum Profitability in International Stock Markets

CEPR Discussion Paper No. DP10804
Number of pages: 108 Posted: 08 Sep 2015
University of Zurich - Department of Banking and Finance, Bank for International Settlements (BIS) - Monetary and Economic Department, ETH Zurich, University of Zurich - Department of Banking and Finance and University of Kassel
Downloads 0
Citation 1

Abstract:

asset pricing anomalies, international equity markets, momentum, size, transaction costs

3.

Verified Emissions and Stock Prices: Is There a Link? - An Empirical Analysis of the European Emission Trading Scheme

CER-ETH – Center of Economic Research at ETH Zurich, Working Paper 12/165,
Number of pages: 50 Posted: 28 Aug 2012
Peter Steffen Schmidt and Therese Werner
University of Zurich - Department of Banking and Finance and ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich
Downloads 44 (295,339)

Abstract:

Event study, European emission trading scheme, Regulation, Verified Emissions, Emissions trade

Preaching Water But Drinking Wine? Relative Performance Evaluation in International Banking

University of Zurich, Department of Economics, Working Paper No. 208
Number of pages: 29 Posted: 04 Nov 2015 Last Revised: 02 Sep 2016
Dragan Ilic, Sonja Pisarov and Peter Steffen Schmidt
University of Basel, University of Zurich and University of Zurich - Department of Banking and Finance
Downloads 21 (450,688)

Abstract:

Relative performance evaluation, executive compensation, peers, banks, disclosure

Preaching Water But Drinking Wine? Relative Performance Evaluation in International Banking

University of Zurich, Department of Economics, Working Paper No. 208, Revised Version
Number of pages: 32 Posted: 01 Sep 2016
Dragan Ilic, Sonja Pisarov and Peter Steffen Schmidt
University of Basel, University of Zurich and University of Zurich - Department of Banking and Finance
Downloads 12 (502,755)

Abstract:

Relative performance evaluation, executive compensation, peers, banks, disclosure