Tom Zimmermann

University of Cologne

Albertus-Magnus-Platz

Cologne, 50923

Germany

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 12,212

SSRN RANKINGS

Top 12,212

in Total Papers Downloads

5,742

SSRN CITATIONS
Rank 20,247

SSRN RANKINGS

Top 20,247

in Total Papers Citations

33

CROSSREF CITATIONS

17

Scholarly Papers (8)

1.
Downloads 5,074 ( 2,396)
Citation 12

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 4,983 (2,447)
Citation 11

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 91 (388,254)
Citation 1

Abstract:

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replications, Stock market anomalies

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 121 (320,018)
Citation 8

Abstract:

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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 79 (423,120)
Citation 8

Abstract:

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4.

Limits of Disclosure Regulation in the Municipal Bond Market

Number of pages: 65 Posted: 03 Feb 2022 Last Revised: 28 Jul 2022
Ivan Ivanov, Tom Zimmermann and Nathan Heinrich
Board of Governors of the Federal Reserve System, University of Cologne and Board of Governors of the Federal Reserve System
Downloads 145 (277,666)

Abstract:

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municipal bond pricing, disclosure regulation, private debt

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 45 (558,619)
Citation 1

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investment, federal procurement, financing constraints, spending, multipliers

6.

The Targeted Assignment of Incentive Schemes

Number of pages: 46 Posted: 17 Apr 2022
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 94 (377,218)

Abstract:

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

7.

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 94 (377,218)
Citation 1

Abstract:

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8.

Deep Parametric Portfolio Policies

Number of pages: 61 Posted: 12 Jul 2022
Frederik Simon, Sebastian Weibels and Tom Zimmermann
University of Cologne, University of Cologne and University of Cologne
Downloads 90 (390,169)

Abstract:

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Portfolio Choice, Machine Learning, Expected Utility