Markus Baltzer

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 40,621

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Top 40,621

in Total Papers Downloads

1,097

SSRN CITATIONS
Rank 29,673

SSRN RANKINGS

Top 29,673

in Total Papers Citations

3

CROSSREF CITATIONS

20

Scholarly Papers (6)

1.
Downloads 442 ( 67,130)
Citation 5

Who Trades on Momentum?

Journal of Financial Markets, Forthcoming
Number of pages: 49 Posted: 02 Nov 2014 Last Revised: 30 Aug 2018
Markus Baltzer, Stephan Jank and Esad Smajlbegovic
Deutsche Bundesbank, Deutsche Bundesbank and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 293 (106,899)
Citation 8

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momentum anomaly, momentum crash, investor behavior, institutional investors, individual investors

Who Trades on Momentum?

Bundesbank Discussion Paper No. 42/2014
Number of pages: 56 Posted: 21 Jun 2016
Markus Baltzer, Stephan Jank and Esad Smajlbegovic
Deutsche Bundesbank, Deutsche Bundesbank and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 149 (204,331)

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momentum anomaly, momentum crash, investor behavior, institutional investors, individual investors

2.

Measuring Financial Integration in New EU Member States

ECB Occasional Paper No. 81
Number of pages: 38 Posted: 15 Mar 2008
Deutsche Bundesbank, European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB)
Downloads 340 (91,300)
Citation 1

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Home-Field Advantage or a Matter of Ambiguity Aversion? Local Bias Among German Individual Investors

European Journal of Finance (DOI: 10.1080/1351847X.2013.877514)
Number of pages: 30 Posted: 06 Nov 2012 Last Revised: 03 Mar 2014
Markus Baltzer, Oscar Anselm Stolper and Andreas Walter
Deutsche Bundesbank, University of Marburg | Institute of Accounting and Finance and University of Giessen - Department of Financial Services
Downloads 116 (249,027)
Citation 3

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local bias, ambiguity aversion, portfolio diversification, individual investor behaviour, household finance

Home-Field Advantage or a Matter of Ambiguity Aversion? Local Bias Among German Individual Investors

Bundesbank Series 1 Discussion Paper No. 2011,23
Number of pages: 60 Posted: 08 Jun 2016
Markus Baltzer, Oscar Anselm Stolper and Andreas Walter
Deutsche Bundesbank, University of Marburg | Institute of Accounting and Finance and University of Giessen - Department of Financial Services
Downloads 19 (566,261)

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local bias, portfolio diversification, household finance, investor behaviour, ambiguity aversion

4.

Is Local Bias a Cross-Border Phenomenon? Evidence from Individual Investors’ International Asset Allocation

Journal of Banking and Finance, Vol. 37, No. 8, 2013
Number of pages: 33 Posted: 16 Jan 2013 Last Revised: 03 Mar 2014
Markus Baltzer, Oscar Anselm Stolper and Andreas Walter
Deutsche Bundesbank, University of Marburg | Institute of Accounting and Finance and University of Giessen - Department of Financial Services
Downloads 133 (223,563)

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local bias, foreign investment bias, portfolio diversification, individual investor behavior, household finance

5.

Is Local Bias a Cross-Border Phenomenon? Evidence from Individual Investors' International Asset Allocation

Bundesbank Discussion Paper No. 18/2013
Number of pages: 37 Posted: 21 Jun 2016
Markus Baltzer, Oscar Anselm Stolper and Andreas Walter
Deutsche Bundesbank, University of Marburg | Institute of Accounting and Finance and University of Giessen - Department of Financial Services
Downloads 24 (517,021)

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local bias, foreign investment bias, portfolio diversification, individual investor behavior, household finance

6.

Procyclical Leverage in Europe and its Role in Asset Pricing

Deutsche Bundesbank Discussion Paper No. 10/2019
Number of pages: 34 Posted: 12 Apr 2019
Markus Baltzer, Alexandra Koehl and Stefan Reitz
Deutsche Bundesbank, University of Kiel - Institute for Quantitative Business and Economics Research (QBER) and University of Kiel
Downloads 23 (522,829)

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broker-dealer leverage, intermediary asset pricing, dynamic asset pricing