Sebastian Müller

Technische Universität München (TUM) - TUM School of Management

Germany

SCHOLARLY PAPERS

22

DOWNLOADS
Rank 2,629

SSRN RANKINGS

Top 2,629

in Total Papers Downloads

23,410

SSRN CITATIONS
Rank 7,096

SSRN RANKINGS

Top 7,096

in Total Papers Citations

194

CROSSREF CITATIONS

49

Scholarly Papers (22)

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 6,736 (2,036)
Citation 34

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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 2,590 (9,813)
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 279 (200,246)
Citation 13

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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 2,799 (8,784)
Citation 85

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

4.

Analyst Recommendations and Mispricing Across the Globe

Number of pages: 85 Posted: 13 Oct 2020 Last Revised: 26 Mar 2024
Vitor Azevedo and Sebastian Müller
Department of Financial Management - RPTU Kaiserslautern-Landau and Technische Universität München (TUM) - TUM School of Management
Downloads 1,500 (23,603)
Citation 6

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

5.

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 1,489 (23,870)
Citation 40

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Momentum, media, overreaction, attention effects, investor biases

6.

Stock Market Anomalies and Machine Learning Across the Globe

Journal of Asset Management, Forthcoming
Number of pages: 42 Posted: 13 Apr 2022 Last Revised: 20 Jul 2023
Vitor Azevedo, Sebastian Kaiser and Sebastian Müller
Department of Financial Management - RPTU Kaiserslautern-Landau, Technische Universität München (TUM) - TUM School of Management and Technische Universität München (TUM) - TUM School of Management
Downloads 1,467 (24,402)
Citation 4

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International stock market, anomalies, machine learning models, market efficiency, publication impact.

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 747 (63,338)
Citation 10

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

8.

International Factor Models

Journal of Banking and Finance, Forthcoming
Number of pages: 47 Posted: 11 Feb 2020 Last Revised: 16 May 2023
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 Technische Universität München (TUM) - TUM School of Management
Downloads 690 (70,293)
Citation 4

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Asset pricing, Factor models, International stock markets

9.

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 663 (73,839)
Citation 4

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

10.

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 Würzburg - Business Administration & Economics, Technische Universität München (TUM) - TUM School of Management and University of Mannheim - Accounting and Taxation
Downloads 542 (95,195)
Citation 1

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

11.

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 489 (108,019)
Citation 11

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

12.

Cross-Country Composite Momentum

Number of pages: 72 Posted: 23 Sep 2018 Last Revised: 09 Nov 2020
Birgit Müller and Sebastian Müller
Technical University of Darmstadt and Technische Universität München (TUM) - TUM School of Management
Downloads 481 (110,154)

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

13.

The "Digital Premium": Why Does Digitalization Drive Stock Returns?

Number of pages: 42 Posted: 28 Nov 2021 Last Revised: 07 Jul 2023
Katharina Drechsler, Sebastian Müller and Heinz-Theo Wagner
University of Cologne - Cologne Institute for Information Systems (CIIS), Technische Universität München (TUM) - TUM School of Management and Neu-Ulm University of Applied Sciences (HNU)
Downloads 464 (114,946)

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Digital innovation, asset pricing, factors, market efficiency, textual analysis, digitalization

14.

New Information Detection using Language Models

Number of pages: 33 Posted: 21 Sep 2022 Last Revised: 28 Jul 2023
Christian Breitung and Sebastian Müller
Technische Universität München (TUM) - TUM School of Management and Technische Universität München (TUM) - TUM School of Management
Downloads 364 (152,370)

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Textual Analysis, Value Relevance, Securities Laws, Annual Reports, Disclosure, BERT

15.

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 357 (155,146)
Citation 1

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

16.
Downloads 333 (167,801)

Global Business Networks

Number of pages: 41 Posted: 03 Apr 2023 Last Revised: 22 Jun 2023
Christian Breitung and Sebastian Müller
Technische Universität München (TUM) - TUM School of Management and Technische Universität München (TUM) - TUM School of Management
Downloads 246 (227,243)

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Business Network, Textual Analysis, Natural Language Processing, Transformer, GPT-3, Large Language Models\\

Global Business Networks

Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2023
Number of pages: 41 Posted: 31 Oct 2023
Christian Breitung and Sebastian Müller
Technische Universität München (TUM) - TUM School of Management and Technische Universität München (TUM) - TUM School of Management
Downloads 87 (538,353)

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17.

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 308 (181,669)
Citation 3

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

18.

Contextualized Sentiment Analysis using Large Language Models

Number of pages: 32 Posted: 27 Nov 2023
Christian Breitung, Garvin Kruthof and Sebastian Müller
Technische Universität München (TUM) - TUM School of Management, Technische Universität München (TUM) - TUM School of Management and Technische Universität München (TUM) - TUM School of Management
Downloads 297 (188,796)

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Contextualized Sentiment, Macroeconomic News, Large Language Models, GPT-4, LLaMA-2

19.

In Good and in Bad Times? The Relation between Anomaly Returns and Market States

Number of pages: 51 Posted: 20 Sep 2021 Last Revised: 29 Aug 2023
Sebastian Müller and Fabian Preissler
Technische Universität München (TUM) - TUM School of Management and Technische Universität München (TUM) - TUM School of Management
Downloads 289 (194,967)
Citation 2

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Anomalies, international stock markets, market states, sentiment. market efficiency

20.

Mispricing Decomposition and Global Mispricing Index

Number of pages: 49 Posted: 19 Jan 2023 Last Revised: 16 Mar 2024
Vitor Azevedo, Minghui Chen, Christoph Kaserer and Sebastian Müller
Department of Financial Management - RPTU Kaiserslautern-Landau, Technische Universität München (TUM) - Department of Financial Management and Capital Markets, Technische Universität München (TUM) and Technische Universität München (TUM) - TUM School of Management
Downloads 288 (194,967)
Citation 1

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Mispricing; stock market anomalies; market efficiency; instrumented principal components analysis (IPCA)

21.

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 191 (289,458)
Citation 2

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

22.

Sustainability Transmission through Focal Nodes in Supply Chain Networks

Finance Research Letters, Forthcoming
Number of pages: 14 Posted: 31 Oct 2023
Karoline Bax, Sebastian Müller and Sandra Paterlini
Technische Universität München (TUM) - TUM School of Management, Technische Universität München (TUM) - TUM School of Management and University of Trento - Department of Economics and Management
Downloads 47 (725,499)
Citation 1

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Supply Chain, ESG, Sustainability, Customers, Suppliers