Philipp Kaufmann

University of Muenster

Am Stadtgraben 9

Muenster, D-48143

Germany

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 14,993

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Top 14,993

in Total Papers Downloads

2,568

CITATIONS

1

Scholarly Papers (5)

1.

Enhancing the Profitability of Earnings Momentum Strategies: The Role of Price Momentum, Information Diffusion and Earnings Uncertainty

Journal of Investment Strategies, Vol. 2, No. 4, 2013
Number of pages: 51 Posted: 18 Apr 2011 Last Revised: 08 Oct 2013
Marc-Gregor Czaja, Philipp Kaufmann and Hendrik Scholz
Allianz Investment Management, University of Muenster and Friedrich-Alexander-Universität (FAU) Erlangen-Nürnberg
Downloads 843 (17,397)

Abstract:

Analysts’ Earnings Forecast Revisions, Earnings Momentum, Post-Revision Price Drift, Portfolio Management, Market Efficiency

2.

Momentum Profits, Market Cycles, and Rebounds: Evidence from Germany

Quarterly Review of Economics and Finance, Vol. 61, 2016
Number of pages: 56 Posted: 02 Nov 2013 Last Revised: 31 Jul 2016
Martin T. Bohl, Marc-Gregor Czaja and Philipp Kaufmann
University of Muenster, Allianz Investment Management and University of Muenster
Downloads 534 (30,714)

Abstract:

Price and Earnings Momentum, Bull and Bear Markets, Market Rebounds, Momentum Crashes, Time-Varying Performance Measurement

3.

What Drove the Mid-2000s Explosiveness in Alternative Energy Stock Prices? Evidence from U.S., European and Global Indices

International Review of Financial Analysis, Vol. 40, 2015
Number of pages: 39 Posted: 04 Jan 2014 Last Revised: 13 Jun 2015
Martin T. Bohl, Philipp Kaufmann and Pierre L. Siklos
University of Muenster, University of Muenster and Wilfrid Laurier University - School of Business & Economics
Downloads 336 (62,057)

Abstract:

Alternative Energy Stocks, Performance Measurement, Asset Price Bubbles, Explosive Price Behavior, Right-Tailed Unit Root Tests

4.

From Hero to Zero: Evidence of Performance Reversal and Speculative Bubbles in German Renewable Energy Stocks

Energy Economics, Vol. 37, 2013
Number of pages: 34 Posted: 16 Mar 2012 Last Revised: 12 Nov 2014
Martin T. Bohl, Philipp Kaufmann and Patrick M. Stephan
University of Muenster, University of Muenster and University of Münster
Downloads 247 (95,069)

Abstract:

Renewable Energy Stocks, Performance Measurement, Speculative Bubbles, Sup ADF Test, Markov Regime-Switching ADF Test

5.

Do Mutual Fund Managers Exploit the Ramadan Anomaly? Evidence from Turkey

Emerging Markets Review, Vol. 15, 2013
Number of pages: 44 Posted: 22 Dec 2011 Last Revised: 02 May 2013
University of Canterbury - Department of Economics and Finance, University of Muenster, University of Muenster and University of Leicester
Downloads 241 (89,492)
Citation 1

Abstract:

Mutual Fund Performance, Ramadan Effect, Calendar Anomaly, Investor Sentiment, Behavioral Finance, Emerging Markets