Sebastian Müller

German Graduate School of Management and Law

Bildungscampus 2

Heilbronn, 74076

Germany

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 3,138

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Top 3,138

in Total Papers Downloads

10,035

CITATIONS
Rank 18,716

SSRN RANKINGS

Top 18,716

in Total Papers Citations

17

Scholarly Papers (10)

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 Mannheim, Finance Department, German Graduate School of Management and Law and University of Mannheim - Department of Banking and Finance
Downloads 2,921 (1,645)
Citation 4

Abstract:

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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
German Graduate School of Management and Law and University of Mannheim - Department of Banking and Finance
Downloads 2,055 (5,390)
Citation 3

Abstract:

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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
German Graduate School of Management and Law and University of Mannheim - Department of Banking and Finance
Downloads 99 (231,106)
Citation 3

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

3.

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 Mannheim, Finance Department and German Graduate School of Management and Law
Downloads 629 (19,810)
Citation 2

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Momentum, media, overreaction, attention effects, investor biases

4.

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 - Faculty of Business Administration (Munich School of Management) and German Graduate School of Management and Law
Downloads 350 (65,386)
Citation 8

Abstract:

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

5.

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
German Graduate School of Management and Law
Downloads 313 (55,788)

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

6.

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, German Graduate School of Management and Law and University of Mannheim - Department of Banking and Finance
Downloads 222 (93,190)

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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
German Graduate School of Management and Law and University of Mannheim - Department of Banking and Finance
Downloads 222 (116,633)

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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
German Graduate School of Management and Law and University of Mannheim - Department of Banking and Finance
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mutual funds, performance evaluation, performance persistence, mutual fund ratings, active management

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
University of Mannheim - Accounting and Taxation, German Graduate School of Management and Law and University of Mannheim - Accounting and Taxation
Downloads 167 (64,006)

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

9.

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

Number of pages: 85 Posted: 03 Oct 2016 Last Revised: 26 May 2017
Heiko Jacobs and Sebastian Müller
University of Mannheim, Finance Department and German Graduate School of Management and Law
Downloads 0 (115,529)

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

10.

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

Number of pages: 55 Posted: 02 Aug 2016 Last Revised: 24 Jan 2017
Heiko Jacobs and Sebastian Müller
University of Mannheim, Finance Department and German Graduate School of Management and Law
Downloads 0 (19,011)

Abstract:

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