Gerrit Liedtke

University of Bremen

SCHOLARLY PAPERS

2

DOWNLOADS

647

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

A Trend Factor for the Cross-Section of Cryptocurrency Returns

Number of pages: 74 Posted: 09 Nov 2023 Last Revised: 30 Nov 2023
City University of Applied Sciences, University of Bremen, University of Bremen, Concordia University, Quebec and Montpellier Business School
Downloads 426 (127,330)
Citation 2

Abstract:

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cryptocurrency markets, asset pricing, anomalies, return predictability, technical analysis, the cross-section of returns

2.

Are Characteristics Covariances? A Comment on Instrumented Principal Component Analysis

CESifo Working Paper No. 8377
Number of pages: 43 Posted: 23 Jun 2020
City University of Applied Sciences, Technische Universität Dresden, University of Bremen and University of Bremen
Downloads 221 (252,938)

Abstract:

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cross-section of stock returns, covariances, characteristics, IPCA

Other Papers (1)

Total Downloads: 77
1.

A Factor Model for the Cross-Section of Country Equity Risk Premia

Number of pages: 33 Posted: 06 Oct 2022
Christian Fieberg, Gerrit Liedtke and Adam Zaremba
City University of Applied Sciences, University of Bremen and Montpellier Business School
Downloads 77

Abstract:

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instrumental principal component analysis, IPCA, international asset pricing, factor model, return predictability, equity anomalies, country equity risk premium, the cross-section of stock returns