Christian Koeppel

University of St. Gallen

Langgasse 1

St. Gallen, 9008

Switzerland

SCHOLARLY PAPERS

3

DOWNLOADS

1,183

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Sentiment Risk Premia in the Cross-Section of Global Equity

University of St.Gallen, School of Finance Research Paper No. 2019/13
Number of pages: 71 Posted: 28 May 2020 Last Revised: 02 Oct 2020
Roland Füss, Massimo Guidolin and Christian Koeppel
University of St. Gallen - School of Finance, University of Liverpool Management School and University of St. Gallen
Downloads 581 (64,670)

Abstract:

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Asset pricing, behavioral finance, financial markets, investor sentiment, sentiment risk premium

2.

Does Social Media Sentiment Matter in the Pricing of U.S. Stocks?

Number of pages: 60 Posted: 03 Feb 2021
Christian Koeppel
University of St. Gallen
Downloads 436 (92,038)

Abstract:

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Asset pricing, behavioral finance, financial markets, investor sentiment, sentiment risk premium, GMM

3.

Diversifying Estimation Errors: An Efficient Averaging Rule for Portfolio Optimization

University of St.Gallen, School of Finance Research Paper No.2021/05
Number of pages: 71 Posted: 11 Feb 2021 Last Revised: 17 May 2021
Roland Füss, Christian Koeppel and Felix Miebs
University of St. Gallen - School of Finance, University of St. Gallen and University of Applied Sciences Cologne
Downloads 166 (242,505)

Abstract:

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Averaging; diversification; estimation error; portfolio optimization; shrinkage