Simon Rottke

University of Amsterdam - Finance Group

Roetersstraat 18

Amsterdam, 1018 WB

Netherlands

Tinbergen Institute

Burg. Oudlaan 50

Rotterdam, 3062 PA

Netherlands

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 25,672

SSRN RANKINGS

Top 25,672

in Total Papers Downloads

2,730

SSRN CITATIONS
Rank 22,653

SSRN RANKINGS

Top 22,653

in Total Papers Citations

39

CROSSREF CITATIONS

4

Scholarly Papers (4)

1.
Downloads 1,550 ( 16,371)
Citation 20

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, Columbia University - Columbia Business School, Finance, University of Amsterdam - Finance Group and Columbia Business School
Downloads 1,500 (16,890)
Citation 14

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
Kent D. Daniel, Lira Mota, Simon Rottke and Tano Santos
Columbia University - Columbia Business School, Finance, Columbia University - Columbia Business School, Finance, University of Amsterdam - Finance Group and Columbia Business School
Downloads 50 (522,331)
Citation 5

Abstract:

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2.
Downloads 567 ( 66,796)

The Dynamics of Disagreement

10th Miami Behavioral Finance Conference
Number of pages: 54 Posted: 24 Dec 2018 Last Revised: 06 Nov 2021
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 545 (69,392)

Abstract:

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

Overconfidence, Information Diffusion, and Mispricing Persistence

NBER Working Paper No. w25346
Number of pages: 58 Posted: 11 Dec 2018 Last Revised: 04 Apr 2021
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 22 (690,845)

Abstract:

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3.

Streaks in Daily Returns

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 61 Posted: 08 Jul 2020 Last Revised: 14 Feb 2022
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 527 (73,216)

Abstract:

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streaks, return extrapolation, investor behavior

4.

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 86 (389,416)
Citation 4

Abstract:

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Household Finance, Consumption, Savings, Children, Retirement Preparedness