Christian Fieberg

City University of Applied Sciences

Professor

Werderstr. 73

Bremen, DE Bremen 28199

Germany

SCHOLARLY PAPERS

13

DOWNLOADS
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Top 14,509

in Total Papers Downloads

6,422

SSRN CITATIONS

13

CROSSREF CITATIONS

3

Scholarly Papers (13)

1.

Machine Learning Goes Global: Cross-Sectional Return Predictability in International Stock Markets

Number of pages: 54 Posted: 28 Jun 2022 Last Revised: 16 Mar 2023
Nusret Cakici, Christian Fieberg, Daniel Metko and Adam Zaremba
Fordham university, City University of Applied Sciences, University of Bremen and Montpellier Business School
Downloads 1,479 (24,543)
Citation 8

Abstract:

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machine learning, return predictability, international stock markets, the cross-section of stock returns, forecast combination, asset pricing, firm size

2.

Using GPT-4 for Financial Advice

CESifo Working Paper No. 10529
Number of pages: 18 Posted: 06 Jul 2023
Christian Fieberg, Lars Hornuf and David Streich
City University of Applied Sciences, Technische Universität Dresden and Catholic University of Eichstaett-Ingolstadt - Ingolstadt School of Management
Downloads 1,207 (33,103)
Citation 2

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GPT-4, ChatGPT, financial advice, artificial intelligence, portfolio management

Portfolio Optimization for Sustainable Investments

Number of pages: 62 Posted: 04 Jun 2021 Last Revised: 15 Nov 2022
Armin Varmaz, Christian Fieberg and Thorsten Poddig
University of Applied Sciences Bremen, City University of Applied Sciences and University of Bremen
Downloads 1,052 (39,605)
Citation 2

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portfolio optimization, sustainable investment, investor preferences

Portfolio Optimization for Sustainable Investments

Number of pages: 62 Posted: 16 Nov 2022
Armin Varmaz, Christian Fieberg and Thorsten Poddig
University of Applied Sciences Bremen, City University of Applied Sciences and University of Bremen
Downloads 105 (477,161)

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portfolio optimization, sustainable investment, investor preferences

4.

Pockets of Predictability: A Replication

Journal of Finance, Forthcoming
Number of pages: 21 Posted: 16 Feb 2024
Fordham university, City University of Applied Sciences, University of Bremen, University of Bremen and Montpellier Business School
Downloads 767 (62,400)
Citation 1

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return predictability, stock market, time-varying expected returns, out-of-sample forecasts, kernel regression, market timing

5.

Nominal Stock Price Investing

Number of pages: 59 Posted: 05 Oct 2016 Last Revised: 20 Nov 2018
IndependentUniversity of Bremen - Department of Finance, City University of Applied Sciences and University of Bremen
Downloads 470 (114,873)

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nominal price effect, behavioral finance, asset pricing, low beta, skewness of returns

6.

A Trend Factor for the Cross-Section of Cryptocurrency Returns

Number of pages: 74 Posted: 09 Nov 2023 Last Revised: 30 Nov 2023
City University of Applied Sciences, University of Bremen, University of Bremen, Concordia University, Quebec and Montpellier Business School
Downloads 457 (119,101)
Citation 3

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cryptocurrency markets, asset pricing, anomalies, return predictability, technical analysis, the cross-section of returns

7.

Do Anomalies Really Predict Market Returns? New Data and New Evidence

Review of Finance, Forthcoming
Number of pages: 48 Posted: 01 Sep 2023
Nusret Cakici, Christian Fieberg, Daniel Metko and Adam Zaremba
Fordham university, City University of Applied Sciences, University of Bremen and Montpellier Business School
Downloads 258 (220,937)
Citation 1

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equity anomalies, return predictability, machine learning, international stock markets, equity premium

8.

Forecasting Corporate Defaults in the German Stock Market

Number of pages: 42 Posted: 02 Sep 2016
Richard Mertens, Thorsten Poddig and Christian Fieberg
University of Bremen - Department of Business Administration, University of Bremen and City University of Applied Sciences
Downloads 248 (229,844)

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Default Risk, Credit Risk

9.

Are Characteristics Covariances? A Comment on Instrumented Principal Component Analysis

CESifo Working Paper No. 8377
Number of pages: 43 Posted: 23 Jun 2020
Christian Fieberg, Lars Hornuf, Gerrit Liedtke and Thorsten Poddig
City University of Applied Sciences, Technische Universität Dresden, University of Bremen and University of Bremen
Downloads 231 (246,129)

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cross-section of stock returns, covariances, characteristics, IPCA

10.

Cross-Country Factor Momentum

Economics Letters, 2024, vol. 235, 111552
Number of pages: 9 Posted: 11 Apr 2024
Christian Fieberg, Daniel Metko and Adam Zaremba
City University of Applied Sciences, University of Bremen and Montpellier Business School
Downloads 148 (381,872)

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factor momentum, equity anomalies, return predictability, factor timing, international stock markets

11.

Predicting Returns with Machine Learning Across Horizons, Firms Size, and Time

The Journal of Financial Data Science, Fall 2023, 5 (4) 119 - 144 DOI: 10.3905/jfds.2023.1.139
Posted: 28 Aug 2023
Nusret Cakici, Christian Fieberg, Daniel Metko and Adam Zaremba
Fordham university, City University of Applied Sciences, University of Bremen and Montpellier Business School

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machine learning, return predictability, the cross-section of stock returns, asset pricing, firm size, equity anomalies, long-short portfolios, long-run returns

12.

Political affinity and investors' response to the acquisition premium in cross-border M&A transactions — A moderation analysis

Strategic Management Journal (2021), 42:13, 2477-2492. https://doi.org/10.1002/smj.3325
Posted: 24 Mar 2022
City University of Applied Sciences, University of Hamburg - Faculty of Business, Economics, and Social Sciences, University of Hamburg and University of Exeter Business School - Department of Accounting

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Political Affinity, Mergers, Acquisitions, M&A, acquisition premium, cross-border mergers and acquisitions,investor reaction, moderation analysis

13.

Big is Beautiful: The Information Content of Bank Rating Changes

The Journal of Risk Finance, Vol. 16 Iss 3 pp. 233 - 252.
Posted: 08 Jan 2014 Last Revised: 14 Jan 2016
City University of Applied Sciences, Uniper SEZenTra - Center for Transnational Studies, University of Oldenburg - Finance and Banking and University of Applied Sciences Bremen

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credit rating, event study, too big to fail, SIFI, multi-factor approach

Other Papers (1)

Total Downloads: 79
1.

A Factor Model for the Cross-Section of Country Equity Risk Premia

Number of pages: 33 Posted: 06 Oct 2022
Christian Fieberg, Gerrit Liedtke and Adam Zaremba
City University of Applied Sciences, University of Bremen and Montpellier Business School
Downloads 79

Abstract:

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instrumental principal component analysis, IPCA, international asset pricing, factor model, return predictability, equity anomalies, country equity risk premium, the cross-section of stock returns