Urs von Arx

ETH Zürich

Researcher

Zürichbergstrasse 18

Zurich, 8032

Switzerland

University of Zurich - Center für Nachhaltigkeit und unternehmerische Verantwortung (CCRS)

Kuenstlergasse 15a

Zurich, 8001

Switzerland

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 12,285

SSRN RANKINGS

Top 12,285

in Total Papers Downloads

3,198

CITATIONS
Rank 33,218

SSRN RANKINGS

Top 33,218

in Total Papers Citations

6

Scholarly Papers (3)

1.

On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications

Swiss Finance Institute Research Paper No. 10-58
Number of pages: 83 Posted: 12 Jan 2011 Last Revised: 11 Feb 2017
University of Zurich - Department of Banking and Finance, ETH Zürich, Bank for International Settlements (BIS) - Monetary and Economic Department, University of Zurich - Department of Banking and Finance and University of Kassel
Downloads 933 (8,829)
Citation 5

Abstract:

Risk factors; value; size; momentum; international equity markets; asset pricing anomalies

2.

The Effect of CSR on Stock Performance: New Evidence for the USA and Europe

CER-ETH - Center of Economic Research at ETH Zurich, Working Paper No. 08/85
Number of pages: 43 Posted: 08 Mar 2008 Last Revised: 18 Nov 2009
Urs von Arx and Andreas Ziegler
ETH Zürich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 915 (12,418)

Abstract:

Corporate social responsibility, Environmental performance, Financial performance, Asset pricing models

Size and Momentum Profitability in International Stock Markets

Swiss Finance Institute Research Paper No. 15-29
Number of pages: 41 Posted: 21 Aug 2015 Last Revised: 11 Feb 2017
University of Zurich - Department of Banking and Finance, ETH Zürich, Bank for International Settlements (BIS) - Monetary and Economic Department, University of Zurich - Department of Banking and Finance and University of Kassel
Downloads 419 (56,113)
Citation 1

Abstract:

Size; momentum; international equity markets; asset pricing anomalies; trading costs