Tom Zimmermann

University of Cologne

Albertus-Magnus-Platz

Cologne, 50923

Germany

  • University of Cologne

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 4,258

SSRN RANKINGS

Top 4,258

in Total Papers Downloads

18,681

TOTAL CITATIONS
Rank 3,725

SSRN RANKINGS

Top 3,725

in Total Papers Citations

260

Scholarly Papers (12)

Actions:
Email selected abstracts
1.

Open Source Cross-Sectional Asset Pricing

Downloads 12,846 ( 768)
Citation 181

Open Source Cross-Sectional Asset Pricing

Critical Finance Review, Forthcoming
Number of pages: 69 Posted: 12 Jun 2020 Last Revised: 17 Jun 2021
Andrew Y. Chen and Tom Zimmermann
Board of Governors of the Federal Reserve System and University of Cologne
Downloads 12,501 (806)
Citation 43

Abstract:

Loading...

stock market anomalies, replication, asset pricing

Open Source Cross-Sectional Asset Pricing

FEDS Working Paper No. 2021-37
Number of pages: 66 Posted: 30 Jun 2021 Last Revised: 07 Sep 2021
Andrew Y. Chen and Tom Zimmermann
Board of Governors of the Federal Reserve System and University of Cologne
Downloads 345 (180,957)
Citation 138

Abstract:

Loading...

replications, Stock market anomalies

2.

The Debt-Inflation Channel of the German (Hyper-)inflation

Downloads 1,687 (22,397)
Citation 1

The Debt-Inflation Channel of the German (Hyper-)inflation

Number of pages: 109 Posted: 30 Dec 2022 Last Revised: 17 Jan 2025
Markus K. Brunnermeier, Sergio Correia, Stephan Luck, Emil Verner and Tom Zimmermann
Princeton University - Department of Economics, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Cologne
Downloads 1,664 (22,496)
Citation 1

Abstract:

Loading...

Inflation, macro-finance, macroeconomics, financial frictions, hyperinflation, economic history

The Debt-Inflation Channel of the German Hyperinflation

NBER Working Paper No. w31298
Number of pages: 42 Posted: 05 Jun 2023 Last Revised: 09 Jul 2023
Markus K. Brunnermeier, Sergio Correia, Stephan Luck, Emil Verner and Tom Zimmermann
Princeton University - Department of Economics, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Cologne
Downloads 23 (1,093,861)

Abstract:

Loading...

3.

Does Peer-Reviewed Research Help Predict Stock Returns?

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 55 Posted: 28 Dec 2022 Last Revised: 21 Jun 2024
Andrew Y. Chen, Alejandro Lopez-Lira and Tom Zimmermann
Board of Governors of the Federal Reserve System, University of Florida - Department of Finance, Insurance and Real Estate and University of Cologne
Downloads 1,193 (37,444)

Abstract:

Loading...

Cross-Section of Returns,Return Predictability, Machine Learning, Big Data

4.

Publication Bias and the Cross-Section of Stock Returns

Downloads 222 (38,812)
Citation 30

Publication Bias and the Cross-Section of Stock Returns

FEDS Working Paper No. 2018-33
Number of pages: 73 Posted: 06 Jun 2018 Last Revised: 29 Apr 2020
Andrew Y. Chen and Tom Zimmermann
Board of Governors of the Federal Reserve System and University of Cologne
Downloads 222 (285,427)
Citation 30

Abstract:

Loading...

5.

Deep Parametric Portfolio Policies

Number of pages: 75 Posted: 12 Jul 2022 Last Revised: 21 Feb 2025
Frederik Simon, Sebastian Weibels and Tom Zimmermann
University of Cologne, University of Cologne and University of Cologne
Downloads 1,149 (39,756)
Citation 2

Abstract:

Loading...

Portfolio Choice, Machine Learning, Expected Utility

6.

Employment Effects of Unconventional Monetary Policy: Evidence from QE

Downloads 111 (42,992)
Citation 36

Employment Effects of Unconventional Monetary Policy: Evidence from QE

FEDS Working Paper No. 2018-71
Number of pages: 79 Posted: 27 Nov 2018 Last Revised: 21 Feb 2019
Stephan Luck and Tom Zimmermann
Federal Reserve Bank of New York and University of Cologne
Downloads 111 (518,943)
Citation 36

Abstract:

Loading...

7.

Limits of Disclosure Regulation in the Municipal Bond Market

Management Science, Forthcoming
Number of pages: 74 Posted: 03 Feb 2022 Last Revised: 06 Jun 2024
Ivan Ivanov, Tom Zimmermann and Nathan Heinrich
Federal Reserve Bank of Chicago, University of Cologne and Board of Governors of the Federal Reserve System
Downloads 433 (141,473)
Citation 4

Abstract:

Loading...

municipal bond pricing, disclosure regulation, private placements

8.

The Algorithmic Assignment of Incentive Schemes

Number of pages: 67 Posted: 17 Apr 2022 Last Revised: 25 Jan 2024
Saskia Opitz, Dirk Sliwka, Timo Vogelsang and Tom Zimmermann
University of Cologne, University of Cologne - Faculty of Management, Economics and Social Sciences, Frankfurt School of Finance & Management and University of Cologne
Downloads 421 (146,154)
Citation 1

Abstract:

Loading...

Randomized Controlled Trial, Incentives, Heterogeneity, Treatment Effects, Selection, Algorithm

9.

City Hall Has Been Hacked! The Financial Costs of Lax Cybersecurity

Number of pages: 56 Posted: 02 Jun 2023 Last Revised: 06 Dec 2024
Filippo Curti, Ivan Ivanov, Marco Macchiavelli and Tom Zimmermann
Federal Reserve Bank of Richmond - Quantitative Supervision & Research, Federal Reserve Bank of Chicago, Isenberg School of Management and University of Cologne
Downloads 327 (194,036)
Citation 3

Abstract:

Loading...

Cyberattacks, financing costs, municipal debt, cybersecurity regulation.

10.

Can Government Demand Stimulate Private Investment? Evidence from U.S. Federal Procurement

Downloads 150 (210,627)
Citation 1

Can Government Demand Stimulate Private Investment? Evidence from U.S. Federal Procurement

CESifo Working Paper No. 7534
Number of pages: 43 Posted: 08 Mar 2019
Shafik Hebous and Tom Zimmermann
International Monetary Fund and University of Cologne
Downloads 150 (407,882)
Citation 1

Abstract:

Loading...

investment, federal procurement, financing constraints, spending, multipliers

11.

Bottom-Up Leading Macroeconomic Indicators: An Application to Non-Financial Corporate Defaults Using Machine Learning

FEDS Working Paper No. 2019-70
Number of pages: 40 Posted: 22 Oct 2019
Tyler Pike, Horacio Sapriza and Tom Zimmermann
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and University of Cologne
Downloads 142 (425,873)
Citation 1

Abstract:

Loading...

12.

Inflating Away the Debt: The Debt-Inflation Channel of German Hyperinflation

Liberty Street Economics
Posted: 13 Jul 2023
Markus K. Brunnermeier, Sergio Correia, Stephan Luck, Emil Verner and Tom Zimmermann
Princeton University - Department of Economics, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Cologne

Abstract:

Loading...

hyperinflation, debt-inflation, macro-finance