Ulrich Hammerich

University of Bremen - Department of Finance

Max-von-Laue-Str. 1

Bremen, D-28359

Germany

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 51,449

SSRN RANKINGS

Top 51,449

in Total Papers Downloads

803

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Ideas:
“  In my present research, I connect traditional asset pricing and asset management methodologies with quantifiable cultural dimensions to pioneer culture-based respectively culture-neutral asset pricing and asset management. See also research on: https://www.researchgate.net/profile/Ulrich_Hammerich  ”

Scholarly Papers (5)

1.

Nominal Stock Price Investing

Number of pages: 59 Posted: 05 Oct 2016 Last Revised: 20 Nov 2018
Ulrich Hammerich, Christian Fieberg and Thorsten Poddig
University of Bremen - Department of Finance, University of Bremen - Department of Business Administration and University of Bremen
Downloads 350 (88,367)

Abstract:

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

2.

Beyond Backtesting: The Historical Evidence Trap

Number of pages: 6 Posted: 20 May 2015
Ulrich Hammerich
University of Bremen - Department of Finance
Downloads 230 (138,013)
Citation 1

Abstract:

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backtesting, market efficiency, investment performance, technological advance

3.

A Bargain Hunter's Dream: High-Priced Stocks

Number of pages: 7 Posted: 05 Aug 2015
Ulrich Hammerich
University of Bremen - Department of Finance
Downloads 120 (241,689)

Abstract:

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behavioral finance, stock pricing, stock selection, market efficiency, investment style

4.

The Boasting Effect: How Interpersonal Utility Affects Stock Prices

Number of pages: 9 Posted: 16 Jun 2015
Ulrich Hammerich
University of Bremen - Department of Finance
Downloads 64 (357,802)
Citation 1

Abstract:

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nonfinancial shareholder utility, glamour stocks, behavioral finance, interpersonal communication, irrational investor behavior, disposition effect, social network, social appreciation, peer pressure, stock overpricing, stock bubble development, expected utility, prospect theory, market efficiency

5.

Price, Cultural Dimensions, and the Cross-Section of Expected Stock Returns

Number of pages: 70 Posted: 16 Oct 2019
Ulrich Hammerich
University of Bremen - Department of Finance
Downloads 39 (444,140)

Abstract:

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nominal price effect, cultural finance, behavioral finance, asset pricing, market anomalies