4
H index
1
i10 index
44
Citations
Frankfurt School of Finance and Management | 4 H index 1 i10 index 44 Citations RESEARCH PRODUCTION: 22 Articles 1 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Asset Management | 3 |
| Applied Financial Economics | 2 |
| Review of Financial Economics | 2 |
| Financial Markets and Portfolio Management | 2 |
| German Economic Review | 2 |
| German Economic Review | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Optimal 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 |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2025 | Volatility 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. Full description at Econpapers || Download paper |
| 2024 | Nexus 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. Full description at Econpapers || Download paper |
| 2025 | Wisdom 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 |
| 2024 | The 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. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Do Retail Investors Follow Insider Trades? In: German Economic Review. [Full Text][Citation analysis] | article | 2 |
| 2012 | Do Retail Investors Follow Insider Trades?.(2012) In: German Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2006 | Germanys New Insider Law: The Empirical Evidence after the First Year In: German Economic Review. [Full Text][Citation analysis] | article | 9 |
| 2006 | Germany’s New Insider Law: The Empirical Evidence after the First Year.(2006) In: German Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2003 | Warum sich Analysten überschätzen ¼ Einfluss des Kontrollgefühls auf die Selbstüberschätzung In: Zeitschrift für Bankrecht und Bankwirtschaft (ZBB) / Journal of Banking Law and Banking (JBB). [Full Text][Citation analysis] | article | 0 |
| 2016 | Ursachen und Folgen der Niedrigzinsen: Enteignung der Sparer? In: ifo Schnelldienst. [Full Text][Citation analysis] | article | 0 |
| 2018 | A labor news hedge portfolio and the cross-section of expected stock returns In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
| 2010 | Open-market purchases of public equity by private equity investors: Size and home-bias effects In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 4 |
| 2019 | The perception of homeownership utility: Short-term and long-term effects In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 13 |
| 2019 | The 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. [Full Text][Citation analysis] | article | 3 |
| 2012 | A logit model of retail investors individual trading decisions and their relations to insider trades In: Review of Financial Economics. [Full Text][Citation analysis] | article | 3 |
| 2012 | A logit model of retail investors individual trading decisions and their relations to insider trades.(2012) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2020 | The Equity Curve and Its Relation to Future Stock Returns In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2004 | Do Fund Managers Expect Mean Averting Returns? In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 0 |
| 2005 | Active Portfolio Management, Implied Expected Returns, and Analyst Optimism In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 4 |
| 2010 | Do fundamental indexes produce higher risk-adjusted returns than market cap indexes? Evidence for European stock markets In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 6 |
| 2009 | Predicting returns of equity mutual funds In: Journal of Asset Management. [Full Text][Citation analysis] | article | 0 |
| 2016 | Investment strategies and macroeconomic news announcement days In: Journal of Asset Management. [Full Text][Citation analysis] | article | 0 |
| 2004 | How to profit from mean reverting risk premiums? Implications for stock selection In: Journal of Asset Management. [Full Text][Citation analysis] | article | 0 |
| 2005 | “Real” Risk Management: Opportunities and Limits of Consumption-Based Strategies In: Springer Books. [Citation analysis] | chapter | 0 |
| 2011 | Conditional strike prices of covered call and uncovered put strategies In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2011 | The influence of geography on the success of private equity: investments in listed equity In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | The relative pricing of European dividend futures and their predictive abilities for index returns In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2021 | A macroeconomic hedge portfolio and the cross section of stock returns In: Review of Financial Economics. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team