Simon Behrendt

Zeppelin University

Am Seemooser Horn 20

Friedrichshafen, Lake Constance 88045

Germany

  • Zeppelin University

SCHOLARLY PAPERS

8

DOWNLOADS

881

SSRN CITATIONS
Rank 39,347

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Top 39,347

in Total Papers Citations

15

CROSSREF CITATIONS

3

Scholarly Papers (8)

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1.

How to Gauge Investor Behavior? A Comparison of Online Investor Sentiment Measures

Number of pages: 42 Posted: 12 Jul 2019 Last Revised: 06 Jan 2021
Daniele Ballinari and Simon Behrendt
University of Basel and Zeppelin University
Downloads 230 (205,593)

Abstract:

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Investor Sentiment, Twitter, StockTwits, Stock Returns, Portfolio returns

2.

Wikipedia Search Momentum and Stock Returns

Number of pages: 42 Posted: 02 Aug 2018
Simon Behrendt and David Zimmermann
Zeppelin University and Universität Witten/Herdecke
Downloads 187 (247,639)
Citation 1

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Wikipedia, stock market, investor behavior, transfer entropy

3.

Nonlinearity Matters: The Stock Price – Trading Volume Relation Revisited

Number of pages: 32 Posted: 14 Sep 2019 Last Revised: 17 Sep 2019
Simon Behrendt and Alexander Schmidt
Zeppelin University and Normative
Downloads 148 (301,938)
Citation 2

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stock returns, trading volume, nonlinear dynamics, information transfer

4.

Tax-Response Heterogeneity and the Effects of Double Taxation Treaties on the Location Choices of Multinational Firms

CESifo Working Paper Series No. 6869
Number of pages: 39 Posted: 21 Mar 2018
Simon Behrendt, Georg Wamser and Georg Wamser
Zeppelin University and University of TuebingenETH Zurich
Downloads 111 (374,570)

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location choice, multinational firm, double taxation treaties, corporate income taxes

5.

A Note on Adaptive Group Lasso for Structural Break Time Series

Number of pages: 32 Posted: 25 Nov 2019 Last Revised: 31 Mar 2020
Simon Behrendt and Karsten Schweikert
Zeppelin University and University of Hohenheim
Downloads 78 (469,148)
Citation 14

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change-points, model selection, nonstationary autoregressive process, structural breaks

6.

What Are You Searching For? On the Equivalence of Proxies for Online Investor Attention

Number of pages: 20 Posted: 25 Sep 2019
Simon Behrendt and Philipp Prange
Zeppelin University and Zeppelin University
Downloads 47 (600,699)

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Google, Wikipedia, online investor attention, information transfer

7.

Structural Breaks in Online Investor Sentiment: A Note on the Nonstationarity of Financial Chatter

Number of pages: 14 Posted: 02 Nov 2019
Daniele Ballinari and Simon Behrendt
University of Basel and Zeppelin University
Downloads 43 (622,414)
Citation 1

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investor sentiment, structural breaks, nonstationarity, group Lasso

8.

Structural Breaks in Realized Volatility: A Cautionary Tale

Number of pages: 18 Posted: 21 Aug 2019
Simon Behrendt
Zeppelin University
Downloads 37 (656,992)
Citation 1

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realized volatility, Box-Cox transformation, structural breaks, group Lasso