Andreas Ziegler

University of Kassel

Fachbereich 05

Nora-Platiel-Straße 1

34109 Kassel, Hessen 34127

Germany

SCHOLARLY PAPERS

3

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SSRN CITATIONS
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Top 24,318

in Total Papers Citations

21

CROSSREF CITATIONS

30

Scholarly Papers (3)

1.

Common Risk Factors in International Stock Markets

Financial Markets and Portfolio Management, 2019, Volume 33, Issue 3, pp 213–241
Number of pages: 79 Posted: 12 Jan 2011 Last Revised: 13 Jan 2020
University of Zurich - Department of Business Administration, ETH Zürich, Bank for International Settlements (BIS) - Monetary and Economic Department, University of Zurich - Department of Finance and University of Kassel
Downloads 3,202 (7,337)
Citation 42

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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 Business Administration, ETH Zürich, Bank for International Settlements (BIS) - Monetary and Economic Department, University of Zurich - Department of Finance and University of Kassel
Downloads 641 (77,789)
Citation 3

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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 Business Administration, Bank for International Settlements (BIS) - Monetary and Economic Department, ETH Zürich, University of Zurich - Department of Finance and University of Kassel
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asset pricing anomalies, international equity markets, momentum, size, transaction costs

3.

Self-Interest and Support of Climate-Related Transport Policy Measures: An Empirical Analysis for Citizens in Germany and Sweden

ZEW - Centre for European Economic Research Discussion Paper No. 24-028
Number of pages: 61 Posted: 29 May 2024
Baden-Wuerttemberg Cooperative State University, University of Kassel, Department of Economics, University of Gothenburg, ZEW – Leibniz Centre for European Economic Research and University of Kassel
Downloads 4 (1,119,874)

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Climate change, transport policy measures, individual support, multivariate probit models, simulated maximum likelihood estimation