Sebastian Müller

Technische Universität München (TUM) - TUM School of Management

Germany

SCHOLARLY PAPERS

16

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15,711

SSRN CITATIONS
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SSRN RANKINGS

Top 8,850

in Total Papers Citations

102

CROSSREF CITATIONS

43

Scholarly Papers (16)

1.

How Should Individual Investors Diversify? An Empirical Evaluation of Alternative Asset Allocation Policies

Journal of Financial Markets, 19, 62-85
Number of pages: 47 Posted: 13 Sep 2009 Last Revised: 10 Jul 2014
Heiko Jacobs, Sebastian Müller and Martin Weber
University of Duisburg-Essen, Campus Essen, Technische Universität München (TUM) - TUM School of Management and University of Mannheim - Department of Banking and Finance
Downloads 5,867 (1,520)
Citation 25

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portfolio theory, household finance, asset allocation, international diversification, heuristics

Financial Literacy and Mutual Fund Investments: Who Buys Actively Managed Funds?

Schmalenbach Business Review, Vol. 62, pp. 126-153, April 2010
Number of pages: 37 Posted: 15 Feb 2008 Last Revised: 25 Nov 2013
Sebastian Müller and Martin Weber
Technische Universität München (TUM) - TUM School of Management and University of Mannheim - Department of Banking and Finance
Downloads 2,334 (7,182)
Citation 2

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Better-than-Average, Financial Literacy, Investor Sophistication, Miscalibration, Mutual Fund Customers, Mutual Funds

Financial Literacy and Mutual Fund Investments: Who Buys Actively Managed Funds?

Schmalenbach Business Review, Vol. 62, pp. 126-153, April 2010
Number of pages: 28 Posted: 11 May 2010
Sebastian Müller and Martin Weber
Technische Universität München (TUM) - TUM School of Management and University of Mannheim - Department of Banking and Finance
Downloads 126 (272,586)
Citation 10

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Better-than-Average, Financial Literacy, Investor Sophistication, Miscalibration, Mutual Fund Customers, Mutual Funds

3.

Anomalies Across the Globe: Once Public, No Longer Existent?

Journal of Financial Economics, Forthcoming
Number of pages: 46 Posted: 02 Aug 2016 Last Revised: 21 Oct 2018
Heiko Jacobs and Sebastian Müller
University of Duisburg-Essen, Campus Essen and Technische Universität München (TUM) - TUM School of Management
Downloads 2,143 (8,382)
Citation 36

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return predictability, international stock markets, arbitrage, publication impact, anomalies, trading strategies, market segmentation

4.

Media Makes Momentum

Review of Financial Studies, Forthcoming
Number of pages: 83 Posted: 16 Mar 2012 Last Revised: 01 Apr 2015
Alexander Hillert, Heiko Jacobs and Sebastian Müller
Goethe University Frankfurt - Department of Finance, University of Duisburg-Essen, Campus Essen and Technische Universität München (TUM) - TUM School of Management
Downloads 1,212 (20,642)
Citation 23

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Momentum, media, overreaction, attention effects, investor biases

5.

Analyst Recommendations and Anomalies Across the Globe

Number of pages: 54 Posted: 13 Oct 2020 Last Revised: 18 Dec 2020
Vitor Azevedo and Sebastian Müller
Technische Universität München (TUM), Department of Financial Management and Capital Markets and Technische Universität München (TUM) - TUM School of Management
Downloads 837 (35,187)

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Analysts, analyst recommendations, anomalies, international stock markets, market efficiency.

6.

Economic Links and Cross-predictability of Stock Returns: Evidence from Characteristic-Based 'Styles'

Review of Finance, Forthcoming
Number of pages: 83 Posted: 22 Nov 2011 Last Revised: 15 Jun 2017
Sebastian Müller
Technische Universität München (TUM) - TUM School of Management
Downloads 565 (59,146)
Citation 1

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Cross-predictability, earnings momentum, post earnings announcement drift, style returns, spillovers

7.

...And Nothing Else Matters? On the Dimensionality and Predictability of International Stock Returns

Number of pages: 44 Posted: 03 Oct 2016 Last Revised: 21 Nov 2018
Heiko Jacobs and Sebastian Müller
University of Duisburg-Essen, Campus Essen and Technische Universität München (TUM) - TUM School of Management
Downloads 487 (71,159)
Citation 10

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Anomalies, international stock markets, multidimensionality, market efficiency, return predictability

8.

The q-Factors and Expected Bond Returns

Journal of Banking and Finance, Forthcoming
Number of pages: 91 Posted: 26 Feb 2015 Last Revised: 15 Jun 2017
Benedikt Franke, Sebastian Müller and Sonja Müller
SKEMA Business School, Technische Universität München (TUM) - TUM School of Management and University of Mannheim - Accounting and Taxation
Downloads 465 (75,346)
Citation 1

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Anomalies, corporate bonds, credit markets, expected returns, factors, market efficiency

9.

Is the Diversification Discount Caused by the Book Value Bias of Debt?

Journal of Banking and Finance, Forthcoming
Number of pages: 40 Posted: 20 Feb 2010
Markus Glaser and Sebastian Müller
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management) and Technische Universität München (TUM) - TUM School of Management
Downloads 412 (86,882)
Citation 5

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Diversification, Diversification discount, Conglomerate discount, Internal capital markets, Option pricing, Debt valuation, Merton model, Corporate governance, Ownership structure

10.

Cross-Country Composite Momentum

Number of pages: 72 Posted: 23 Sep 2018 Last Revised: 09 Nov 2020
Birgit Müller and Sebastian Müller
Darmstadt University of Technology and Technische Universität München (TUM) - TUM School of Management
Downloads 372 (97,963)
Citation 1

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momentum profits, stock characteristics, market efficiency, international stock markets

11.

When Risk and Return are Not Enough: The Role of Loss Aversion in Private Investors' Choice of Mutual Fund Fee Structures

Number of pages: 51 Posted: 18 Apr 2013 Last Revised: 14 Jul 2014
Christian Ehm, Sebastian Müller and Martin Weber
University of Mannheim - Department of Banking and Finance, Technische Universität München (TUM) - TUM School of Management and University of Mannheim - Department of Banking and Finance
Downloads 303 (122,558)
Citation 1

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Hedge funds, mutual funds, fees, performance fees, incentive fees, loss aversion

Evaluating the Rating of Stiftung Warentest: How Good are Mutual Fund Ratings and Can They Be Improved?

European Financial Management, 20 (2014), 207-235
Number of pages: 43 Posted: 19 Mar 2011 Last Revised: 03 Mar 2015
Sebastian Müller and Martin Weber
Technische Universität München (TUM) - TUM School of Management and University of Mannheim - Department of Banking and Finance
Downloads 254 (146,505)
Citation 3

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mutual funds, performance evaluation, performance persistence, mutual fund ratings, active management

Evaluating the Rating of Stiftung Warentest: How Good are Mutual Fund Ratings and Can They Be Improved?

European Financial Management, Vol. 20, Issue 2, pp. 207-235, 2014
Number of pages: 29 Posted: 15 Mar 2014
Sebastian Müller and Martin Weber
Technische Universität München (TUM) - TUM School of Management and University of Mannheim - Department of Banking and Finance
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mutual funds, performance evaluation, performance persistence, mutual fund ratings, active management

13.

International Factor Models

Number of pages: 63 Posted: 11 Feb 2020 Last Revised: 04 Mar 2021
Daniel Huber, Heiko Jacobs, Sebastian Müller and Fabian Preissler
Universität Hamburg, University of Duisburg-Essen, Campus Essen, Technische Universität München (TUM) - TUM School of Management and Ernst & Young GmbH Wirtschaftsprüfungsgesellschaft
Downloads 223 (166,837)

Abstract:

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Asset pricing, Factor models, International stock markets

14.

Journalist Disagreement

Journal of Financial Markets, Forthcoming
Number of pages: 49 Posted: 24 Sep 2018
Alexander Hillert, Heiko Jacobs and Sebastian Müller
Goethe University Frankfurt - Department of Finance, University of Duisburg-Essen, Campus Essen and Technische Universität München (TUM) - TUM School of Management
Downloads 111 (297,139)
Citation 2

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Media, Journalists, Textual Analysis, Differences of Opinion, Return Predictability

15.

The Winner Should Take It All: How Academic Research Helps To Separate Winners From Losers in the Market for Actively Managed Funds

Posted: 21 Apr 2021
University of St. Gallen - Swiss Institute of Banking and Finance, Technische Universität München (TUM) - TUM School of Management, University of Neuchatel - Institute of Financial Analysis and University of Neuchatel - Institute of Financial Analysis

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mutual funds, performance prediction, combined predictor

16.

Capital Share Risk in International Asset Pricing

Posted: 01 Oct 2019
Birgit Müller, Sebastian Müller and Dirk Schiereck
Darmstadt University of Technology, Technische Universität München (TUM) - TUM School of Management and Darmstadt University of Technology

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capital share, labor share, wealth inequality, redistributive shocks, international stock markets