Tom Zimmermann

University of Cologne

Albertus-Magnus-Platz

Cologne, 50923

Germany

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 19,052

SSRN RANKINGS

Top 19,052

in Total Papers Downloads

3,348

SSRN CITATIONS
Rank 21,271

SSRN RANKINGS

Top 21,271

in Total Papers Citations

35

CROSSREF CITATIONS

13

Scholarly Papers (5)

1.
Downloads 3,064 ( 4,930)
Citation 11

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 3,056 (4,864)
Citation 10

Abstract:

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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 8 (763,616)
Citation 1

Abstract:

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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 106 (319,173)
Citation 8

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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 71 (409,764)
Citation 8

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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 42 (525,277)
Citation 1

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investment, federal procurement, financing constraints, spending, multipliers

5.

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 65 (424,352)
Citation 1

Abstract:

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