Simon Rottke

University of Amsterdam - Finance Group

Roetersstraat 18

Amsterdam, 1018 WB

Netherlands

  • University of Amsterdam - Finance Group

SCHOLARLY PAPERS

4

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SSRN CITATIONS
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11

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4

Scholarly Papers (4)

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1.

The Cross-Section of Risk and Return

Downloads 1,266 ( 16,729)
Citation 6

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 1,225 (17,263)
Citation 5

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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 41 (463,121)
Citation 1

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2.

Overconfidence, Information Diffusion, and Mispricing Persistence

Downloads 322 (101,736)

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 313 (104,329)

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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
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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
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 76 (339,683)
Citation 4

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Household Finance, Consumption, Savings, Children, Retirement Preparedness

4.

Streaks in Daily Returns

Number of pages: 58 Posted: 08 Jul 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
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streaks, return extrapolation, investor behavior