Simon Rottke

University of Amsterdam - Finance Group

Roetersstraat 18

Amsterdam, 1018 WB

Netherlands

Tinbergen Institute

Burg. Oudlaan 50

Rotterdam, 3062 PA

Netherlands

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 21,325

SSRN RANKINGS

Top 21,325

in Total Papers Downloads

4,505

SSRN CITATIONS
Rank 11,002

SSRN RANKINGS

Top 11,002

in Total Papers Citations

140

CROSSREF CITATIONS

7

Scholarly Papers (6)

1.
Downloads 1,872 (17,039)
Citation 70

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 1,780 (18,142)
Citation 36

Abstract:

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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 92 (522,360)
Citation 5

Abstract:

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2.
Downloads 977 (44,662)

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 797 (58,151)

Abstract:

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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 180 (308,937)

Abstract:

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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 830 (55,880)

Abstract:

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streaks, return extrapolation, investor behavior

4.

Hedge Funds and Prime Broker Risk

Swedish House of Finance Research Paper No. 19-8
Number of pages: 51 Posted: 19 Jun 2019 Last Revised: 09 Jan 2024
Stockholm School of Economics, University of Amsterdam - Finance Group, University of Alberta - School of Business and Stanford University
Downloads 550 (94,944)
Citation 4

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Hedge funds, financial intermediary risk, prime brokers, systematic risk, idiosyncratic risk.

5.

Optimists, Pessimists and Stock Prices

Number of pages: 32 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 165 (333,683)

Abstract:

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disagreement, short-selling, short-sale constraints, 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 111 (455,578)
Citation 4

Abstract:

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Household Finance, Consumption, Savings, Children, Retirement Preparedness