Germany
Technische Universität München (TUM) - TUM School of Management
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
portfolio theory, household finance, asset allocation, international diversification, heuristics
Better-than-Average, Financial Literacy, Investor Sophistication, Miscalibration, Mutual Fund Customers, Mutual Funds
return predictability, international stock markets, arbitrage, publication impact, anomalies, trading strategies, market segmentation
International stock market, anomalies, machine learning models, market efficiency, publication impact.
Analysts, analysts' recommendations, anomalies, international stock markets, market efficiency JEL classifications: G12, G29, M41
Momentum, media, overreaction, attention effects, investor biases
Asset pricing, Factor models, International stock markets
Anomalies, international stock markets, multidimensionality, market efficiency, return predictability
Cross-predictability, earnings momentum, post earnings announcement drift, style returns, spillovers
Mutual funds, performance prediction, composite predictor
Contextualized Sentiment, Macroeconomic News, Large Language Models, GPT-4, LLaMA-2
Business Network, Textual Analysis, Natural Language Processing, GPT-3, Large Language Models
Digital innovation, asset pricing, market efficiency, textual analysis, digitalization
Anomalies, corporate bonds, credit markets, expected returns, factors, market efficiency
Diversification, Diversification discount, Conglomerate discount, Internal capital markets, Option pricing, Debt valuation, Merton model, Corporate governance, Ownership structure
momentum profits, stock characteristics, market efficiency, international stock markets
Textual Analysis, Value Relevance, Securities Laws, Annual Reports, Disclosure, BERT
Mispricing, stock market anomalies, market efficiency, instrumented principal components analysis (IPCA)
Hedge funds, mutual funds, fees, performance fees, incentive fees, loss aversion
Anomalies, international stock markets, market states, sentiment. market efficiency
mutual funds, performance evaluation, performance persistence, mutual fund ratings, active management
Media, Journalists, Textual Analysis, Differences of Opinion, Return Predictability
Supply Chain, ESG, Sustainability, Customers, Suppliers
ChatGPT, Large Language Models, Fund Prospectus Summarization, Financial Literacy, Financial Decision Making
Media, business press, stock markets, short selling, textual analysis
Deep Reinforcement Learning, Portfolio Optimization, Diversification, Portfolio Management, 1/N
