Sebastian Müller

Technische Universität München (TUM) - TUM School of Management

Germany

SCHOLARLY PAPERS

13

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SSRN CITATIONS
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Top 12,183

in Total Papers Citations

33

CROSSREF CITATIONS

41

Scholarly Papers (13)

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 5,071 (1,465)
Citation 17

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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 2,232 (5,942)
Citation 1

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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 121 (234,357)
Citation 7

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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 1,752 (9,115)
Citation 11

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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 1,084 (19,376)
Citation 8

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Momentum, media, overreaction, attention effects, investor biases

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
Technische Universität München (TUM) - TUM School of Management
Downloads 510 (54,487)

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

6.

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 449 (63,836)

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

7.

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 402 (72,934)
Citation 3

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

8.

...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 361 (82,607)
Citation 6

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

9.

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 296 (103,093)
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 239 (128,379)
Citation 1

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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

11.

The Remarkable Relevance of Characteristics for Momentum Profits

Number of pages: 51 Posted: 23 Sep 2018 Last Revised: 02 Feb 2019
Birgit Müller and Sebastian Müller
Darmstadt University of Technology and Technische Universität München (TUM) - TUM School of Management
Downloads 238 (129,454)

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momentum profits, stock characteristics, double-sorting, market efficiency, international stock markets

12.

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 76 (316,843)

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

13.

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