Olaf Stotz : Citation Profile


Frankfurt School of Finance and Management

4

H index

1

i10 index

44

Citations

RESEARCH PRODUCTION:

22

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: 6.    Total self citations: 3 (6.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst579
   Updated: 2025-12-27    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)

Basu, Anup (2)

Stutzer, Alois (2)

Menkhoff, Lukas (2)

Odermatt, Reto (2)

Will, Sebastian (2)

Kaserer, Christoph (2)

Ardia, David (1)

Rijnks, Richard (1)

Boudt, Kris (1)

Schmidt, Ulrich (1)

Cites to:

Fama, Eugene (22)

French, Kenneth (21)

Campbell, John (9)

Carhart, Mark (8)

Shanken, Jay (7)

Jagannathan, Ravi (7)

Georgellis, Yannis (6)

Clark, Andrew (6)

Savor, Pavel (5)

Bernanke, Ben (5)

Titman, Sheridan (5)

Main data


Where Olaf Stotz has published?


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

Recent works citing Olaf Stotz (2025 and 2024)


YearTitle of citing document
2024Optimal Investment under the Influence of Decision-changing Imitation. (2024). Zhao, Vicky H ; Wang, Huisheng. In: Papers. RePEc:arx:papers:2409.10933.

Full description at Econpapers || Download paper

2024The impact of macroeconomic announcements on risk, preference, and risk premium. (2024). Kiriu, Takuya ; Hibiki, Norio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:842-857.

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2025Volatility in the Turkish stock market: an analysis of influential events. (2025). Altinbas, Hazar. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:1:d:10.1057_s41260-024-00383-y.

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2024Nexus Between Discount Rate and Industrial Performance. (2024). Khan, Ajab. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:6:p:1590-1602.

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2025Wisdom of the crowd signals: Predictive power of social media trading signals for cryptocurrencies. (2025). Haase, Frederic ; Celig, Tom ; Rath, Oliver ; Schoder, Detlef. In: Electronic Markets. RePEc:spr:elmark:v:35:y:2025:i:1:d:10.1007_s12525-025-00815-6.

Full description at Econpapers || Download paper

2024The Impact of Housing Tenure on Financial Wellbeing Among Elderly Australians. (2024). Gepp, Adrian ; Xue, Rui ; Oneill, Terence J ; Gignac, Gilles E. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:171:y:2024:i:2:d:10.1007_s11205-023-03272-w.

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Works by Olaf Stotz:


YearTitleTypeCited
2012Do Retail Investors Follow Insider Trades? In: German Economic Review.
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article2
2012Do Retail Investors Follow Insider Trades?.(2012) In: German Economic Review.
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This paper has nother version. Agregated cites: 2
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
2016Ursachen und Folgen der Niedrigzinsen: Enteignung der Sparer? 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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article13
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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article3
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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article6
2009Predicting returns of equity mutual funds In: Journal of Asset Management.
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article0
2016Investment strategies and macroeconomic news announcement days In: Journal of Asset Management.
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article0
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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