Steffen Windmüller

Technische Universität München (TUM) - School of Management

Arcisstrasse 21

Munich, DE 80333

Germany

http://www.fm.wi.tum.de/index.php?id=188

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 15,699

SSRN RANKINGS

Top 15,699

in Total Papers Downloads

5,953

SSRN CITATIONS

10

CROSSREF CITATIONS

6

Scholarly Papers (4)

1.

Enhanced Momentum Strategies

Journal of Banking and Finance, Forthcoming
Number of pages: 67 Posted: 19 Aug 2019 Last Revised: 30 Jan 2023
Matthias X. Hanauer and Steffen Windmüller
Technische Universität München (TUM) and Technische Universität München (TUM) - School of Management
Downloads 4,557 (4,053)
Citation 11

Abstract:

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Anomalies, Asset pricing, Momentum, International stock markets

2.

Firm Characteristics and Global Stock Returns: A Conditional Asset Pricing Model

Review of Asset Pricing Studies, Forthcoming
Number of pages: 71 Posted: 18 Feb 2021 Last Revised: 07 Feb 2023
Steffen Windmüller
Technische Universität München (TUM) - School of Management
Downloads 583 (88,010)
Citation 5

Abstract:

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Factor model, International stock markets, Return predictability, IPCA

3.

Stock Returns in Global Value Chains: The Role of Upstreamness and Downstreamness

Journal of Empirical Finance, Forthcoming, https://doi.org/10.1016/j.jempfin.2023.101437
Number of pages: 66 Posted: 07 Nov 2019 Last Revised: 02 Nov 2023
University of Münster - Finance Center Muenster, University of Münster - Finance Center Muenster, University of Münster - Finance Center Muenster and Technische Universität München (TUM) - School of Management
Downloads 438 (124,613)
Citation 4

Abstract:

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Asset Pricing, Input Output Table, International Financial Markets, International Trade, Stock Returns, Supply Chain

4.

Anchoring and Global Underreaction to Firm-Specific News

Number of pages: 64 Posted: 05 Mar 2023 Last Revised: 11 Apr 2023
Tobias Kalsbach and Steffen Windmüller
Technische Universität München (TUM) and Technische Universität München (TUM) - School of Management
Downloads 375 (148,761)

Abstract:

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Information and Market Efficiency, Belief, Stock-Returns