Tobias Regele

Allianz SE - Allianz Global Investors Europe

Bockenheimer Landstrasse 42-44

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Expected Skewness and Momentum

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Citation 12

Expected Skewness and Momentum

Number of pages: 40 Posted: 29 Apr 2015 Last Revised: 03 Aug 2016
Heiko Jacobs, Tobias Regele and Martin Weber
University of Duisburg-Essen, Campus Essen, Allianz SE - Allianz Global Investors Europe and University of Mannheim - Department of Banking and Finance
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Citation 21

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Momentum, skewness, market efficiency, return predictability, behavioral finance

Expected Skewness and Momentum

CEPR Discussion Paper No. DP10601
Number of pages: 64 Posted: 19 May 2015
Heiko Jacobs, Tobias Regele and Martin Weber
University of Duisburg-Essen, Campus Essen, Allianz SE - Allianz Global Investors Europe and University of Mannheim - Department of Banking and Finance
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behavioral finance, market efficiency, momentum, return predictability, skewness

2.

Exploiting Uncertainty with Market Timing in Corporate Bond Markets

Journal of Asset Management 19 (2), 79-92, 2018
Number of pages: 1 Posted: 24 Jul 2017 Last Revised: 22 Aug 2018
Demir Bektic and Tobias Regele
Technical University of Darmstadt and Allianz SE - Allianz Global Investors Europe
Downloads 75 (522,125)

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Market efficiency, market timing, predictability, behavioral finance, technical analysis

3.

Expected Skewness and Momentum

CEPR Discussion Paper No. DP11455
Number of pages: 43 Posted: 30 Aug 2016
Tobias Regele and Martin Weber
Allianz SE - Allianz Global Investors Europe and University of Mannheim - Department of Banking and Finance
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behavioral finance, Market Efficiency, Momentum, return predictability, Skewness