Simon Rottke

University of Amsterdam - Finance Group

Roetersstraat 18

Amsterdam, 1018 WB

Netherlands

  • University of Amsterdam - Finance Group

SCHOLARLY PAPERS

3

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1,360

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CROSSREF CITATIONS

2

Scholarly Papers (3)

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1.

The Cross-Section of Risk and Return

Downloads 1,049 ( 20,276)

The Cross-Section of Risk and Return

Columbia Business School Research Paper No. 18-4
Number of pages: 52 Posted: 06 Dec 2017 Last Revised: 01 Nov 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 1,016 (20,915)

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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: 53 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 33 (467,912)

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2.

Overconfidence, Information Diffusion, and Mispricing Persistence

Downloads 238 (129,361)

Overconfidence, Information Diffusion, and Mispricing Persistence

Number of pages: 89 Posted: 24 Dec 2018 Last Revised: 02 Jul 2019
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 230 (133,351)

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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
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 8 (625,420)
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3.

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 73 (324,052)
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Household Finance, Consumption, Savings, Children, Retirement Preparedness