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Markus Baltzer

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

  • Deutsche Bundesbank

SCHOLARLY PAPERS

8

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2,132

TOTAL CITATIONS
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Top 24,117

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48

Scholarly Papers (8)

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1.

Who Trades on Momentum?

Downloads 785 (80,368)
Citation 18

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 538 (128,496)
Citation 18

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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 247 (312,876)

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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
Markus Baltzer, Lorenzo Cappiello, Roberto A. De Santis and Simone Manganelli
Deutsche Bundesbank, European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB)
Downloads 503 (139,889)
Citation 23

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3.

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

Downloads 287 (265,341)
Citation 4

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 | Behavioral Finance Research Group and University of Giessen - Department of Financial Services
Downloads 202 (376,852)
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 | Behavioral Finance Research Group and University of Giessen - Department of Financial Services
Downloads 85 (779,641)
Citation 1

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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 | Behavioral Finance Research Group and University of Giessen - Department of Financial Services
Downloads 180 (422,345)
Citation 2

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

5.

The Eurosystem's Asset Purchase Programmes, Securities Lending and Bund Specialness

Deutsche Bundesbank Discussion Paper No. 39/2022
Number of pages: 1 Posted: 29 Oct 2022
Markus Baltzer, Kathi Schlepper and Christian Speck
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 128 (572,948)

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Repos, Quantitative Easing, Securities Lending, Eurosystem, PSPP

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, Allianz Global Investors and University of Kiel
Downloads 114 (630,858)
Citation 1

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

7.

The Scenario-based Equity Price Impact Induced by Greenhouse Gas Emissions

Deutsche Bundesbank Discussion Paper No. 30/2024
Number of pages: 55 Posted: 08 Aug 2024
Mark Andreas Weth, Markus Baltzer, Christoph Bertram, Jerome Hilaire and Craig Johnston
Deutsche Bundesbank - Economics Department, Deutsche Bundesbank, Potsdam Institute of Climate Impact Research, Potsdam-Institut für Klimafolgenforschung (PIK) and Government of Canada - Bank of Canada
Downloads 68 (899,324)

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Transition risk, Asset pricing, Carbon price, Paris alignment, Stranded assets

8.

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 | Behavioral Finance Research Group and University of Giessen - Department of Financial Services
Downloads 67 (899,324)

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