Olaf Stotz : Citation Profile


Are you Olaf Stotz?

Frankfurt School of Finance and Management

4

H index

1

i10 index

37

Citations

RESEARCH PRODUCTION:

23

Articles

1

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (2003 - 2021). See details.
   Cites by year: 2
   Journals where Olaf Stotz has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 3 (7.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pst579
   Updated: 2024-01-16    RAS profile: 2021-03-18    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Olaf Stotz.

Is cited by:

Clark, Andrew (6)

Odermatt, Reto (2)

Kaserer, Christoph (2)

Stutzer, Alois (2)

Schröder, David (1)

Will, Sebastian (1)

Ardia, David (1)

Schmidt, Ulrich (1)

Basu, Anup (1)

Kanne, Stefan (1)

Menkhoff, Lukas (1)

Cites to:

Fama, Eugene (22)

French, Kenneth (21)

Campbell, John (8)

Carhart, Mark (8)

Jagannathan, Ravi (7)

Shanken, Jay (7)

Georgellis, Yannis (6)

Clark, Andrew (6)

Titman, Sheridan (5)

Savor, Pavel (5)

Bernanke, Ben (5)

Main data


Where Olaf Stotz has published?


Journals with more than one article published# docs
Journal of Asset Management3
Financial Markets and Portfolio Management2
German Economic Review2
Review of Financial Economics2
German Economic Review2

Recent works citing Olaf Stotz (2024 and 2023)


YearTitle of citing document
2023Do individuals adapt to all types of housing transitions?. (2023). Clark, Andrew ; Diaz-Serrano, Luis. In: Review of Economics of the Household. RePEc:kap:reveho:v:21:y:2023:i:2:d:10.1007_s11150-022-09613-x.

Full description at Econpapers || Download paper

2023Trajectories of Life Satisfaction Before and After Homeownership: The Role of Housing Affordability Stress. (2023). Kim, Jinho ; Park, Gum-Ryeong. In: Journal of Happiness Studies. RePEc:spr:jhappi:v:24:y:2023:i:1:d:10.1007_s10902-022-00601-7.

Full description at Econpapers || Download paper

Works by Olaf Stotz:


YearTitleTypeCited
2012Do Retail Investors Follow Insider Trades? In: German Economic Review.
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article1
2012Do Retail Investors Follow Insider Trades?.(2012) In: German Economic Review.
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This paper has nother version. Agregated cites: 1
article
2006Germanys New Insider Law: The Empirical Evidence after the First Year In: German Economic Review.
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article9
2006Germany’s New Insider Law: The Empirical Evidence after the First Year.(2006) In: German Economic Review.
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This paper has nother version. Agregated cites: 9
article
2003Warum sich Analysten überschätzen ¼ Einfluss des Kontrollgefühls auf die Selbstüberschätzung In: Zeitschrift für Bankrecht und Bankwirtschaft (ZBB) / Journal of Banking Law and Banking (JBB).
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article0
2016Causes and Consequences of Low Interest Rates: Are Savers Are Being Expropriated? In: ifo Schnelldienst.
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article0
2018A labor news hedge portfolio and the cross-section of expected stock returns In: Journal of Empirical Finance.
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article0
2010Open-market purchases of public equity by private equity investors: Size and home-bias effects In: Journal of Economics and Business.
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article4
2019The perception of homeownership utility: Short-term and long-term effects In: Journal of Housing Economics.
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article11
2019The response of equity prices to monetary policy announcements: Decomposing the announcement day return into cash-flow news, interest rate news, and risk premium news In: Journal of International Money and Finance.
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2012A logit model of retail investors individual trading decisions and their relations to insider trades In: Review of Financial Economics.
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article3
2012A logit model of retail investors individual trading decisions and their relations to insider trades.(2012) In: Review of Financial Economics.
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This paper has nother version. Agregated cites: 3
article
2020The Equity Curve and Its Relation to Future Stock Returns In: JRFM.
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article0
2004Do Fund Managers Expect Mean Averting Returns? In: Hannover Economic Papers (HEP).
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2005Active Portfolio Management, Implied Expected Returns, and Analyst Optimism In: Financial Markets and Portfolio Management.
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article4
2010Do fundamental indexes produce higher risk-adjusted returns than market cap indexes? Evidence for European stock markets In: Financial Markets and Portfolio Management.
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article5
2007Regression Betas and Implied Betas: Their Respective Implications for the Equity Risk Premium In: Credit and Capital Markets.
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article0
2009Predicting returns of equity mutual funds In: Journal of Asset Management.
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2016Investment strategies and macroeconomic news announcement days In: Journal of Asset Management.
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2004How to profit from mean reverting risk premiums? Implications for stock selection In: Journal of Asset Management.
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2005“Real” Risk Management: Opportunities and Limits of Consumption-Based Strategies In: Springer Books.
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2011Conditional strike prices of covered call and uncovered put strategies In: Applied Financial Economics.
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2011The influence of geography on the success of private equity: investments in listed equity In: Applied Financial Economics.
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2016The relative pricing of European dividend futures and their predictive abilities for index returns In: The European Journal of Finance.
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2021A macroeconomic hedge portfolio and the cross section of stock returns In: Review of Financial Economics.
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