Marc-Gregor Czaja

Allianz Investment Management

Investment Manager

Reinsburgstr. 19

Stuttgart, 70178

Germany

http://www.allianz.com

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 22,234

in Total Papers Downloads

1,617

CITATIONS
Rank 45,207

SSRN RANKINGS

Top 45,207

in Total Papers Citations

3

Scholarly Papers (4)

1.

Enhancing the Profitability of Earnings Momentum Strategies: The Role of Price Momentum, Information Diffusion and Earnings Uncertainty

Journal of Investment Strategies, Vol. 2, No. 4, 2013
Number of pages: 51 Posted: 18 Apr 2011 Last Revised: 08 Oct 2013
Marc-Gregor Czaja, Philipp Kaufmann and Hendrik Scholz
Allianz Investment Management, University of Muenster and Friedrich-Alexander-Universität (FAU) Erlangen-Nürnberg
Downloads 843 (17,214)

Abstract:

Analysts’ Earnings Forecast Revisions, Earnings Momentum, Post-Revision Price Drift, Portfolio Management, Market Efficiency

2.

Momentum Profits, Market Cycles, and Rebounds: Evidence from Germany

Quarterly Review of Economics and Finance, Vol. 61, 2016
Number of pages: 56 Posted: 02 Nov 2013 Last Revised: 31 Jul 2016
Martin T. Bohl, Marc-Gregor Czaja and Philipp Kaufmann
University of Muenster, Allianz Investment Management and University of Muenster
Downloads 534 (30,174)

Abstract:

Price and Earnings Momentum, Bull and Bear Markets, Market Rebounds, Momentum Crashes, Time-Varying Performance Measurement

3.

Interest Rate Risk Rewards in Stock Returns of Financial Corporations: Evidence from Germany

European Financial Management, Vol. 16, Issue 1, pp. 124-154, January 2010
Number of pages: 31 Posted: 28 Dec 2009
Marc-Gregor Czaja, Hendrik Scholz and Marco Wilkens
Allianz Investment Management, Friedrich-Alexander-Universität (FAU) Erlangen-Nürnberg and University of Augsburg
Downloads 2 (514,269)
Citation 3

Abstract:

4.

Interest Rate Risk of German Financial Institutions - the Impact of Level, Slope, and Curvature of the Term Structure

Review of Quantitative Finance and Accounting, Vol. 33, pp. 1-26, 2009
Posted: 30 Jun 2006 Last Revised: 17 Jun 2010
Marc-Gregor Czaja, Hendrik Scholz and Marco Wilkens
Allianz Investment Management, Friedrich-Alexander-Universität (FAU) Erlangen-Nürnberg and University of Augsburg

Abstract:

German financial institutions, interest rate sensitivity, term structure, Nelson-Siegel approach