Tobias Kalsbach

Technische Universität München (TUM)

Research Associate

Arcisstrasse 21

Munich, DE 80333

Germany

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 40,380

SSRN RANKINGS

Top 40,380

in Total Papers Downloads

2,329

SSRN CITATIONS

10

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Machine Learning and The Cross-Section of Emerging Market Stock Returns

Emerging Markets Review, Forthcoming
Number of pages: 93 Posted: 29 Nov 2022 Last Revised: 15 Mar 2023
Matthias X. Hanauer and Tobias Kalsbach
Technische Universität München (TUM) and Technische Universität München (TUM)
Downloads 1,781 (18,385)

Abstract:

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Machine Learning, Return Prediction, Cross-Section of Stock Returns, Emerging Markets, Random Forest, Gradient Boosting, Neural Networks

2.

Anchoring and Global Underreaction to Firm-Specific News

Number of pages: 64 Posted: 05 Mar 2023 Last Revised: 11 Apr 2023
Tobias Kalsbach and Steffen Windmüller
Technische Universität München (TUM) and Technische Universität München (TUM) - School of Management
Downloads 375 (148,761)

Abstract:

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Information and Market Efficiency, Belief, Stock-Returns

What Diffuses in Stock Prices? The Role of News and Noise in Global Networks

Number of pages: 57 Posted: 07 Mar 2023
Tobias Kalsbach
Technische Universität München (TUM)
Downloads 148 (364,967)

Abstract:

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Asset Pricing, Information and Market Efficiency, Limited Attention, Analysts, Stock-Returns

What Diffuses in Stock Prices? The Role of News and Noise in Global Networks

Number of pages: 57 Posted: 23 Mar 2023
Tobias Kalsbach
Technische Universität München (TUM)
Downloads 25 (933,703)

Abstract:

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asset pricing, Information and Market Efficiency, Limited Attention, Analysts, Stock-Returns