Simon Rottke

University of Amsterdam - Finance Group

Roetersstraat 18

Amsterdam, 1018 WB

Netherlands

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 25,625

SSRN RANKINGS

Top 25,625

in Total Papers Downloads

2,341

SSRN CITATIONS
Rank 24,448

SSRN RANKINGS

Top 24,448

in Total Papers Citations

35

CROSSREF CITATIONS

4

Scholarly Papers (4)

1.
Downloads 1,434 ( 15,979)
Citation 18

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 Business School - Finance and Economics, Columbia University - Columbia Business School, Finance, University of Amsterdam - Finance Group and Columbia Business School
Downloads 1,386 (16,532)
Citation 10

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 Business School - Finance and Economics, Columbia University - Columbia Business School, Finance, University of Amsterdam - Finance Group and Columbia Business School
Downloads 48 (481,004)
Citation 5

Abstract:

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2.

Streaks in Daily Returns

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 58 Posted: 08 Jul 2020 Last Revised: 13 Oct 2020
Alexander Klos, Alexandra Koehl and Simon Rottke
University of Kiel - Institute for Quantitative Business and Economics Research (QBER), University of Kiel - Institute for Quantitative Business and Economics Research (QBER) and University of Amsterdam - Finance Group
Downloads 436 (81,304)

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streaks, return extrapolation, investor behavior

Overconfidence, Information Diffusion, and Mispricing Persistence

10th Miami Behavioral Finance Conference
Number of pages: 97 Posted: 24 Dec 2018 Last Revised: 04 Feb 2020
Kent D. Daniel, Alexander Klos and Simon Rottke
Columbia Business School - Finance and Economics, University of Kiel - Institute for Quantitative Business and Economics Research (QBER) and University of Amsterdam - Finance Group
Downloads 377 (95,480)

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overconfidence, information diffusion, short-sale constraints, momentum, value, mispricing

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 Business School - Finance and Economics, University of Kiel - Institute for Quantitative Business and Economics Research (QBER) and University of Amsterdam - Finance Group
Downloads 12 (706,058)

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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 82 (361,015)
Citation 4

Abstract:

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Household Finance, Consumption, Savings, Children, Retirement Preparedness