Andreas Ziegler

University of Kassel

Fachbereich 05

Nora-Platiel-Straße 1

34109 Kassel, Hessen 34127

Germany

SCHOLARLY PAPERS

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Scholarly Papers (2)

1.

Common Risk Factors in International Stock Markets

Forthcoming, Financial Markets and Portfolio Management
Number of pages: 78 Posted: 12 Jan 2011 Last Revised: 09 Aug 2019
University of Zurich - Department of Banking and Finance, ETH Zürich, Bank for International Settlements (BIS) - Monetary and Economic Department, University of Zurich - Department of Banking and Finance and University of Kassel
Downloads 2,184 (6,193)
Citation 32

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Risk factors; value; size; momentum; profitability; investment; international equity markets; asset pricing anomalies; trading costs

Size and Momentum Profitability in International Stock Markets

Swiss Finance Institute Research Paper No. 15-29
Number of pages: 41 Posted: 21 Aug 2015 Last Revised: 11 Feb 2017
University of Zurich - Department of Banking and Finance, ETH Zürich, Bank for International Settlements (BIS) - Monetary and Economic Department, University of Zurich - Department of Banking and Finance and University of Kassel
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Citation 2

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Size; momentum; international equity markets; asset pricing anomalies; trading costs

Size and Momentum Profitability in International Stock Markets

CEPR Discussion Paper No. DP10804
Number of pages: 108 Posted: 08 Sep 2015
University of Zurich - Department of Banking and Finance, Bank for International Settlements (BIS) - Monetary and Economic Department, ETH Zurich, University of Zurich - Department of Banking and Finance and University of Kassel
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asset pricing anomalies, international equity markets, momentum, size, transaction costs