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~person:"Baltzer, Markus"
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individual investors
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investor behavior
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momentum anomaly
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momentum crash
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Baltzer, Markus
Massa, Massimo
44
Cumming, Douglas J.
37
Mason, Colin M.
36
Starks, Laura T.
35
Wermers, Russ
33
Guedhami, Omrane
31
Hornuf, Lars
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Ryu, Doojin
30
Schmukler, Sergio L.
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Sialm, Clemens
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Chung, Chune Young
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Yang, Chunpeng
28
Davis, E. Philip
27
Franks, Julian R.
27
Hasan, Iftekhar
27
Giannetti, Mariassunta
26
Jank, Stephan
26
Volpin, Paolo
26
El Ghoul, Sadok
25
Shen, Dehua
25
Kremer, Stephanie
24
Renneboog, Luc
24
Schwienbacher, Armin
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Siems, Mathias
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Harrison, Richard T.
23
Keim, Donald B.
23
Blake, David
22
Gupta, Rangan
22
Schoar, Antoinette
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Shleifer, Andrei
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Bassen, Alexander
21
Lerner, Joshua
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Mayer, Colin P.
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Oehler, Andreas
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Perotti, Enrico
21
Timmermann, Allan
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Franzoni, Francesco
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Hirshleifer, David
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ECONIS (ZBW)
5
RePEc
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EconStor
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1
Who trades on momentum?
Baltzer, Markus
;
Jank, Stephan
;
Smajlbegovic, Esad
-
2015
momentum and contrarian trading of different
investor
groups. Foreign investors and financial institutions, and especially …
Persistent link: https://www.econbiz.de/10010467770
Saved in:
2
Who trades on momentum?
Baltzer, Markus
;
Jank, Stephan
;
Smajlbegovic, Esad
-
2014
momentum and contrarian trading of different
investor
groups. Foreign investors and financial institutions, and especially …
Persistent link: https://www.econbiz.de/10010471006
Saved in:
3
Who trades on momentum?
Baltzer, Markus
;
Jank, Stephan
;
Smajlbegovic, Esad
-
2015
momentum and contrarian trading of different
investor
groups. Foreign investors and financial institutions, and especially …
Persistent link: https://www.econbiz.de/10010471312
Saved in:
4
Who trades on momentum?
Baltzer, Markus
;
Jank, Stephan
;
Smajlbegovic, Esad
-
Institut für Finanzmarktforschung, Wirtschafts- und …
-
2015
momentum and contrarian trading of different
investor
groups. Foreign investors and financial institutions, and especially …
Persistent link: https://www.econbiz.de/10011152748
Saved in:
5
Who trades on momentum?
Baltzer, Markus
;
Jank, Stephan
;
Smajlbegovic, Esad
- In:
Journal of financial markets
42
(
2019
),
pp. 56-74
Persistent link: https://www.econbiz.de/10012316269
Saved in:
6
Who trades on momentum?
Baltzer, Markus
;
Jank, Stephan
;
Smajlbegovic, Esad
-
2014
momentum and contrarian trading of different
investor
groups. Foreign investors and financial institutions, and especially …
Persistent link: https://www.econbiz.de/10010471488
Saved in:
7
Who trades on momentum?
Baltzer, Markus
;
Jank, Stephan
;
Smajlbegovic, Esad
-
Deutsche Bundesbank
-
2014
momentum and contrarian trading of different
investor
groups. Foreign investors and financial institutions, and especially …
Persistent link: https://www.econbiz.de/10011161233
Saved in:
8
Is local bias a cross-border phenomenon? Evidence from individual investors' international asset allocation
Baltzer, Markus
;
Stolper, Oscar
;
Walter, Andreas
-
2013
Extant literature consistently documents that investors tilt their domestic equity portfolios towards regionally close stocks (local bias). We hypothesize that individual investors' local bias is not limited to the domestic sphere but instead also determines their international investment...
Persistent link: https://www.econbiz.de/10010312028
Saved in:
9
Is local bias a cross-border phenomenon? Evidence from individual investors' international asset allocation
Baltzer, Markus
;
Stolper, Oscar
;
Walter, Andreas
-
Deutsche Bundesbank
-
2013
Extant literature consistently documents that investors tilt their domestic equity portfolios towards regionally close stocks (local bias). We hypothesize that individual investors' local bias is not limited to the domestic sphere but instead also determines their international investment...
Persistent link: https://www.econbiz.de/10010957145
Saved in:
10
Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors
Baltzer, Markus
;
Stolper, Oscar
;
Walter, Andreas
-
2011
We analyze the effect of geographic proximity on individual investors' portfolio choice. Using a unique data set which covers the common stockholdings of private households at regional banks in Germany, we document strong and consistent overinvestment in geographically close companies. Our...
Persistent link: https://www.econbiz.de/10010307247
Saved in:
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