Simon Rottke

University of Amsterdam - Finance Group

Roetersstraat 18

Amsterdam, 1018 WB

Netherlands

Tinbergen Institute

Burg. Oudlaan 50

Rotterdam, 3062 PA

Netherlands

  • University of Amsterdam - Finance Group

  • Tinbergen Institute

SCHOLARLY PAPERS

7

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Top 20,803

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5,221

TOTAL CITATIONS
Rank 10,285

SSRN RANKINGS

Top 10,285

in Total Papers Citations

57

Scholarly Papers (7)

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1.

The Cross-Section of Risk and Return

Downloads 2,048 (16,869)
Citation 41

The Cross-Section of Risk and Return

Columbia Business School Research Paper No. 18-4, 2019
Number of pages: 68 Posted: 06 Dec 2017 Last Revised: 06 Nov 2019
Kent D. Daniel, Lira Mota, Simon Rottke and Tano Santos
Columbia University - Columbia Business School, Finance, Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Amsterdam - Finance Group and Columbia Business School
Downloads 1,946 (17,992)
Citation 36

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Factor Models, Unpriced Risk, Characteristics, Covariances

The Cross-Section of Risk and Return

NBER Working Paper No. w24164
Number of pages: 69 Posted: 03 Jan 2018 Last Revised: 12 Jul 2023
Kent D. Daniel, Lira Mota, Simon Rottke and Tano Santos
Columbia University - Columbia Business School, Finance, Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Amsterdam - Finance Group and Columbia Business School
Downloads 102 (571,330)
Citation 5

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2.

The Dynamics of Disagreement

Downloads 1,033 (47,021)
Citation 3

The Dynamics of Disagreement

Review of Financial Studies, 10th Miami Behavioral Finance Conference
Number of pages: 56 Posted: 24 Dec 2018 Last Revised: 15 Aug 2022
Kent D. Daniel, Alexander Klos and Simon Rottke
Columbia University - Columbia Business School, Finance, University of Kiel - Institute for Quantitative Business and Economics Research (QBER) and University of Amsterdam - Finance Group
Downloads 843 (61,371)

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disagreement, differences of opinion, short-sale constraints, momentum, long-term reversal, mispricing persistence

The Dynamics of Disagreement

NBER Working Paper No. w25346
Number of pages: 57 Posted: 11 Dec 2018 Last Revised: 22 May 2023
Kent D. Daniel, Alexander Klos and Simon Rottke
Columbia University - Columbia Business School, Finance, University of Kiel - Institute for Quantitative Business and Economics Research (QBER) and University of Amsterdam - Finance Group
Downloads 190 (338,395)
Citation 3

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3.

Streaks in Daily Returns

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 68 Posted: 08 Jul 2020 Last Revised: 07 Sep 2023
Alexander Klos, Alexandra Koehl and Simon Rottke
University of Kiel - Institute for Quantitative Business and Economics Research (QBER), Allianz Global Investors and University of Amsterdam - Finance Group
Downloads 971 (51,462)

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streaks, return extrapolation, investor behavior

4.

How exposed are hedge funds to prime broker risk?

Swedish House of Finance Research Paper No. 19-8
Number of pages: 61 Posted: 19 Jun 2019 Last Revised: 17 Mar 2025
Magnus Dahlquist, Simon Rottke and Valeri Sokolovski
Stockholm School of Economics, University of Amsterdam - Finance Group and University of Alberta - School of Business
Downloads 730 (75,460)
Citation 4

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Intermediary risk, Prime brokerage, Systematic risk, Idiosyncratic risk

5.

Optimists, pessimists and stock prices

Annual Review of Financial Economics, in press
Number of pages: 29 Posted: 08 Feb 2024
Kent D. Daniel, Alexander Klos and Simon Rottke
Columbia University - Columbia Business School, Finance, University of Kiel - Institute for Quantitative Business and Economics Research (QBER) and University of Amsterdam - Finance Group
Downloads 300 (216,561)
Citation 4

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disagreement, share lending, short-selling, mispricing

6.

Savings and Consumption When Children Move Out

Review of Finance, Volume 20, Issue 6, pp. 2349-2377, October 2016, DOI: 10.1093/rof/rfv064 , SOEPpaper No. 621
Number of pages: 58 Posted: 28 Jan 2014 Last Revised: 06 Dec 2017
Simon Rottke and Alexander Klos
University of Amsterdam - Finance Group and University of Kiel - Institute for Quantitative Business and Economics Research (QBER)
Downloads 118 (504,456)
Citation 5

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Household Finance, Consumption, Savings, Children, Retirement Preparedness

7.

Financial Intermediary Risk and the Cross-section of Hedge-fund Returns

Number of pages: 27 Last Revised: 17 Mar 2025
Magnus Dahlquist, Simon Rottke, Valeri Sokolovski and Erik Sverdrup
Stockholm School of Economics, University of Amsterdam - Finance Group, University of Alberta - School of Business and Stanford University
Downloads 21

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Intermediary risk, systematic risk, hedge funds