Roman Brückner

Humboldt University of Berlin - School of Business and Economics

Spandauer Str. 1

Berlin, D-10099

Germany

SCHOLARLY PAPERS

4

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CROSSREF CITATIONS

20

Scholarly Papers (4)

1.

Non-U.S. Multi-Factor Data Sets Should be Used with Caution

Number of pages: 36 Posted: 04 Feb 2014 Last Revised: 03 Nov 2015
Humboldt University of Berlin - School of Business and Economics, Humboldt University of Berlin, Humboldt University of Berlin - School of Business and Economics and Humboldt University of Berlin - School of Business and Economics
Downloads 1,976 (7,616)
Citation 7

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data quality, factor model, risk factors, MSCI indices, Germany

2.

Another German Fama/French Factor Data Set

Number of pages: 10 Posted: 30 Oct 2015
Humboldt University of Berlin - School of Business and Economics, Humboldt University of Berlin, Humboldt University of Berlin - School of Business and Economics and Humboldt University of Berlin - School of Business and Economics
Downloads 1,938 (7,884)
Citation 6

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multi-factor data set, research portfolios, data quality, Germany

3.

In Germany the CAPM is Alive and Well

Number of pages: 67 Posted: 16 Oct 2012
Roman Brückner, Patrick Lehmann and Richard Stehle
Humboldt University of Berlin - School of Business and Economics, Humboldt University of Berlin and Humboldt University of Berlin - School of Business and Economics
Downloads 535 (52,161)
Citation 5

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CAPM, Characteristics, Size, Book-to-Market, Germany

4.

Important Characteristics, Weaknesses and Errors in German Equity Data from Thomson Reuters Datastream and Their Implications for the Size Effect

Number of pages: 39 Posted: 06 Apr 2013
Roman Brückner
Humboldt University of Berlin - School of Business and Economics
Downloads 512 (55,157)
Citation 11

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German Stock Market, Datastream, Data Quality, Size Effect