Olaf Stotz
Personal Details
First Name: | Olaf |
Middle Name: | |
Last Name: | Stotz |
Suffix: | |
RePEc Short-ID: | pst579 |
[This author has chosen not to make the email address public] | |
http://fs.de/stotz | |
Affiliation
Frankfurt School of Finance and Management
Frankfurt, Germanyhttp://www.frankfurt-school.de/
RePEc:edi:hfbfide (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Stotz, Olaf & Lutje, Torben & Menkhoff, Lukas & von Nitzsch, Rudiger, 2004. "Do Fund Managers Expect Mean Averting Returns?," Hannover Economic Papers (HEP) dp-309, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
Articles
- Maximilian Renz & Olaf Stotz, 2021. "A macroeconomic hedge portfolio and the cross section of stock returns," Review of Financial Economics, John Wiley & Sons, vol. 39(1), pages 73-94, January.
- Olaf Stotz, 2020. "The Equity Curve and Its Relation to Future Stock Returns," JRFM, MDPI, vol. 13(2), pages 1-16, January.
- Stotz, Olaf, 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," Journal of International Money and Finance, Elsevier, vol. 99(C).
- Stotz, Olaf, 2019. "The perception of homeownership utility: Short-term and long-term effects," Journal of Housing Economics, Elsevier, vol. 44(C), pages 99-111.
- Stotz, Olaf, 2018. "A labor news hedge portfolio and the cross-section of expected stock returns," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 123-139.
- Gunther Schnabl & Georg Fahrenschon & Markus Demary & Judith Niehues & Olaf Stotz & Hans-Peter Burghof, 2016. "Ursachen und Folgen der Niedrigzinsen: Enteignung der Sparer?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 69(13), pages 03-18, July.
- Olaf Stotz, 2016. "Investment strategies and macroeconomic news announcement days," Journal of Asset Management, Palgrave Macmillan, vol. 17(1), pages 45-56, January.
- Olaf Stotz, 2016. "The relative pricing of European dividend futures and their predictive abilities for index returns," The European Journal of Finance, Taylor & Francis Journals, vol. 22(15), pages 1484-1506, December.
- Olaf Stotz, 2012.
"Do Retail Investors Follow Insider Trades?,"
German Economic Review, Verein für Socialpolitik, vol. 13(3), pages 257-274, August.
- Stotz Olaf, 2012. "Do Retail Investors Follow Insider Trades?," German Economic Review, De Gruyter, vol. 13(3), pages 257-274, August.
- Stotz, Olaf & Georgi, Dominik, 2012.
"A logit model of retail investors' individual trading decisions and their relations to insider trades,"
Review of Financial Economics, Elsevier, vol. 21(4), pages 159-167.
- Olaf Stotz & Dominik Georgi, 2012. "A logit model of retail investors' individual trading decisions and their relations to insider trades," Review of Financial Economics, John Wiley & Sons, vol. 21(4), pages 159-167, November.
- Stotz, Olaf & Wanzenried, Gabrielle & Döhnert, Karsten, 2010. "Open-market purchases of public equity by private equity investors: Size and home-bias effects," Journal of Economics and Business, Elsevier, vol. 62(6), pages 562-576, November.
- Olaf Stotz & Gabrielle Wanzenried & Karsten Döhnert, 2010. "Do fundamental indexes produce higher risk-adjusted returns than market cap indexes? Evidence for European stock markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(3), pages 219-243, September.
- Olaf Stotz, 2009. "Predicting returns of equity mutual funds," Journal of Asset Management, Palgrave Macmillan, vol. 10(3), pages 158-169, August.
- Olaf Stotz, 2006.
"Germany's New Insider Law: The Empirical Evidence after the First Year,"
German Economic Review, Verein für Socialpolitik, vol. 7(4), pages 449-462, November.
- Stotz Olaf, 2006. "Germany’s New Insider Law: The Empirical Evidence after the First Year," German Economic Review, De Gruyter, vol. 7(4), pages 449-462, December.
- Olaf Stotz, 2005. "Active Portfolio Management, Implied Expected Returns, and Analyst Optimism," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 19(3), pages 261-275, October.
- Olaf Stotz, 2004. "How to profit from mean reverting risk premiums? Implications for stock selection," Journal of Asset Management, Palgrave Macmillan, vol. 5(3), pages 192-202, October.
- Stotz Olaf & Nitzsch Rüdiger von, 2003.
"Warum sich Analysten überschätzen ¼ Einfluss des Kontrollgefühls auf die Selbstüberschätzung,"
Zeitschrift für Bankrecht und Bankwirtschaft (ZBB) / Journal of Banking Law and Banking (JBB), RWS Verlag, vol. 15(2), pages 106-113, April.
RePEc:taf:apfiec:v:21:y:2011:i:21:p:1605-1615 is not listed on IDEAS
RePEc:taf:apfiec:v:21:y:2011:i:16:p:1163-1174 is not listed on IDEAS
RePEc:kuk:journl:v:40:y:2007:i:2:p:317-341 is not listed on IDEAS
Chapters
- Wolfgang Breuer & Olaf Stotz, 2005. "“Real” Risk Management: Opportunities and Limits of Consumption-Based Strategies," Springer Books, in: Michael Frenkel & Markus Rudolf & Ulrich Hommel (ed.), Risk Management, edition 0, pages 679-698, Springer.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
-
Sorry, no citations of working papers recorded.
Articles
- Stotz, Olaf, 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,"
Journal of International Money and Finance, Elsevier, vol. 99(C).
Cited by:
- Kiriu, Takuya & Hibiki, Norio, 2024. "The impact of macroeconomic announcements on risk, preference, and risk premium," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 842-857.
- Stotz, Olaf, 2019.
"The perception of homeownership utility: Short-term and long-term effects,"
Journal of Housing Economics, Elsevier, vol. 44(C), pages 99-111.
Cited by:
- Clark, Andrew E. & Díaz Serrano, Lluís, 2020.
"The Long-run Effects of Housing on Well-Being,"
Working Papers
2072/376033, Universitat Rovira i Virgili, Department of Economics.
- Andrew E. Clark & Luis Diaz-Serrano, 2021. "The Long-run Effects of Housingon Well-Being," Working Papers halshs-03230851, HAL.
- Andrew E. Clark & Luis Diaz-Serrano, 2021. "The Long-run Effects of Housingon Well-Being," PSE Working Papers halshs-03230851, HAL.
- Odermatt, Reto & Stutzer, Alois, 2020.
"Does the Dream of Home Ownership Rest upon Biased Beliefs? A Test Based on Predicted and Realized Life Satisfaction,"
IZA Discussion Papers
13510, Institute of Labor Economics (IZA).
- Reto Odermatt & Alois Stutzer, 2022. "Does the Dream of Home Ownership Rest Upon Biased Beliefs? A Test Based on Predicted and Realized Life Satisfaction," Journal of Happiness Studies, Springer, vol. 23(8), pages 3731-3763, December.
- Sebastian Will & Timon Renz, 2022.
"In Debt but Still Happy? – Examining the Relationship Between Homeownership and Life Satisfaction,"
SOEPpapers on Multidisciplinary Panel Data Research
1164, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Sebastian Will & Timon Renz, 2021. "In Debt but Still Happy? Examining the Relationship between Homeownership and Life Satisfaction," ERES eres2021_89, European Real Estate Society (ERES).
- Sebastian Will & Timon Renz, 2023. "In Debt but Still Happy? Examining the Relationship Between Homeownership and Life Satisfaction," ERES eres2023_170, European Real Estate Society (ERES).
- Andrew E. Clark & Luis Diaz-Serrano, 2023.
"Do individuals adapt to all types of housing transitions?,"
Review of Economics of the Household, Springer, vol. 21(2), pages 645-672, June.
- Andrew E. Clark & Luis Diaz-Serrano, 2023. "Do individuals adapt to all types of housing transitions?," Post-Print halshs-03956204, HAL.
- Andrew E. Clark & Luis Diaz-Serrano, 2022. "Do Individuals Adapt to All Types of Housing Transitions?," SOEPpapers on Multidisciplinary Panel Data Research 1168, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Andrew E. Clark & Luis Diaz-Serrano, 2023. "Do individuals adapt to all types of housing transitions?," PSE-Ecole d'économie de Paris (Postprint) halshs-03956204, HAL.
- Clark, Andrew E. & Diaz-Serrano, Luis, 2022. "Do Individuals Adapt to All Types of Housing Transitions?," IZA Discussion Papers 15268, Institute of Labor Economics (IZA).
- Gum-Ryeong Park & Jinho Kim, 2023. "Trajectories of Life Satisfaction Before and After Homeownership: The Role of Housing Affordability Stress," Journal of Happiness Studies, Springer, vol. 24(1), pages 397-408, January.
- Richard H. Rijnks & Stephen Sheppard, 2019.
"Occupant Well-Being and House Values,"
Department of Economics Working Papers
2019-23, Department of Economics, Williams College.
- Richard H. Rijnks & Stephen Sheppard, 2018. "Occupant Well-Being and House Values," Department of Economics Working Papers 2018-05, Department of Economics, Williams College.
- Richard H. Rijnks & Stephen Sheppard, 2020. "Occupant Well-Being and House Values," Department of Economics Working Papers 2020-09, Department of Economics, Williams College.
- Clark, Andrew E. & Díaz Serrano, Lluís, 2020.
"The Long-run Effects of Housing on Well-Being,"
Working Papers
2072/376033, Universitat Rovira i Virgili, Department of Economics.
- Stotz, Olaf, 2018.
"A labor news hedge portfolio and the cross-section of expected stock returns,"
Journal of Empirical Finance, Elsevier, vol. 48(C), pages 123-139.
Cited by:
- Maximilian Renz & Olaf Stotz, 2021. "A macroeconomic hedge portfolio and the cross section of stock returns," Review of Financial Economics, John Wiley & Sons, vol. 39(1), pages 73-94, January.
- Olaf Stotz, 2012.
"Do Retail Investors Follow Insider Trades?,"
German Economic Review, Verein für Socialpolitik, vol. 13(3), pages 257-274, August.
- Stotz Olaf, 2012. "Do Retail Investors Follow Insider Trades?," German Economic Review, De Gruyter, vol. 13(3), pages 257-274, August.
Cited by:
- Olaf Stotz & Dominik Georgi, 2012.
"A logit model of retail investors' individual trading decisions and their relations to insider trades,"
Review of Financial Economics, John Wiley & Sons, vol. 21(4), pages 159-167, November.
- Stotz, Olaf & Georgi, Dominik, 2012. "A logit model of retail investors' individual trading decisions and their relations to insider trades," Review of Financial Economics, Elsevier, vol. 21(4), pages 159-167.
- Stotz, Olaf & Georgi, Dominik, 2012.
"A logit model of retail investors' individual trading decisions and their relations to insider trades,"
Review of Financial Economics, Elsevier, vol. 21(4), pages 159-167.
- Olaf Stotz & Dominik Georgi, 2012. "A logit model of retail investors' individual trading decisions and their relations to insider trades," Review of Financial Economics, John Wiley & Sons, vol. 21(4), pages 159-167, November.
Cited by:
- Basheer Ahmad & Usman Ali Warraich & Sidra Saeed, 2014. "Impact Of Investor Sentiments On Future Trading," IBT Journal of Business Studies (JBS), Ilma University, Faculty of Management Science, vol. 10(2), pages 16-32.
- André Schmidt, 2017. "Determinants of Corporate Voting – Evidence from a Large Survey of German Retail Investors," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 18(1), pages 71-103, February.
- Stotz, Olaf & Wanzenried, Gabrielle & Döhnert, Karsten, 2010.
"Open-market purchases of public equity by private equity investors: Size and home-bias effects,"
Journal of Economics and Business, Elsevier, vol. 62(6), pages 562-576, November.
Cited by:
- Dewenter, Kathryn L. & Riddick, Leigh A., 2018. "What's the value of a TBTF guaranty? Evidence from the G-SII designation for insurance companies✰," Journal of Banking & Finance, Elsevier, vol. 91(C), pages 70-85.
- Dougal, Casey & Rettl, Daniel A., 2021. "Firm listing status and the investment home bias," Journal of Corporate Finance, Elsevier, vol. 71(C).
- Lin, Shannon, 2015. "Are ivory towers truly ivory? Knowledge spillovers and firm innovation," Journal of Economics and Business, Elsevier, vol. 80(C), pages 21-36.
- Supriya Katti & Mehul Raithatha, 2020. "Impact of Venture Capital Investment on Firm Performance: An Indian Evidence," Global Business Review, International Management Institute, vol. 21(4), pages 1011-1024, August.
- Olaf Stotz & Gabrielle Wanzenried & Karsten Döhnert, 2010.
"Do fundamental indexes produce higher risk-adjusted returns than market cap indexes? Evidence for European stock markets,"
Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(3), pages 219-243, September.
Cited by:
- Wenguang Lin & Gary C. Sanger, 2019. "An alternative fundamental weighting scheme based on enterprise value multiple," Journal of Asset Management, Palgrave Macmillan, vol. 20(2), pages 146-156, March.
- Anup K. Basu & Brigette Forbes & Henk Berkman, 2014. "Does fundamental indexation lead to better risk-adjusted returns? New evidence from Australian Securities Exchange," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 54(3), pages 699-728, September.
- Walkshäusl, Christian & Lobe, Sebastian, 2010. "Fundamental indexing around the world," Review of Financial Economics, Elsevier, vol. 19(3), pages 117-127, August.
- Ardia, David & Boudt, Kris & Wauters, Marjan, 2016. "The economic benefits of market timing the style allocation of characteristic-based portfolios," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 38-62.
- Olaf Stotz, 2006.
"Germany's New Insider Law: The Empirical Evidence after the First Year,"
German Economic Review, Verein für Socialpolitik, vol. 7(4), pages 449-462, November.
- Stotz Olaf, 2006. "Germany’s New Insider Law: The Empirical Evidence after the First Year," German Economic Review, De Gruyter, vol. 7(4), pages 449-462, December.
Cited by:
- Dickgiesser, Sebastian & Kaserer, Christoph, 2008.
"Market efficiency reloaded: why insider trades do not reveal exploitable information,"
CEFS Working Paper Series
2008-04, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
- Dickgiesser Sebastian & Kaserer Christoph, 2010. "Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information," German Economic Review, De Gruyter, vol. 11(3), pages 302-335, August.
- Sebastian Dickgiesser & Christoph Kaserer, 2010. "Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information," German Economic Review, Verein für Socialpolitik, vol. 11(3), pages 302-335, August.
- Olaf Stotz & Dominik Georgi, 2012.
"A logit model of retail investors' individual trading decisions and their relations to insider trades,"
Review of Financial Economics, John Wiley & Sons, vol. 21(4), pages 159-167, November.
- Stotz, Olaf & Georgi, Dominik, 2012. "A logit model of retail investors' individual trading decisions and their relations to insider trades," Review of Financial Economics, Elsevier, vol. 21(4), pages 159-167.
- Menkhoff Lukas & Schmeling Maik & Schmidt Ulrich, 2010.
"Are All Professional Investors Sophisticated?,"
German Economic Review, De Gruyter, vol. 11(4), pages 418-440, December.
- Lukas Menkhoff & Maik Schmeling & Ulrich Schmidt, 2010. "Are All Professional Investors Sophisticated?," German Economic Review, Verein für Socialpolitik, vol. 11(4), pages 418-440, November.
- Menkhoff, Lukas & Schmeling, Maik & Schmidt, Ulrich, 2008. "Are all professional investors sophisticated?," Hannover Economic Papers (HEP) dp-397, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Nivelleau De La Brunière, Stanislas & Haye, Jean-Come & Mazza, Paolo, 2020. "The performance of corporate legal insiders on the French stock market," International Review of Law and Economics, Elsevier, vol. 61(C).
- Stanislas Nivelleau de La Brunière & Jean-Come Haye & Paolo Mazza, 2020. "The performance of corporate legal insiders on the French stock market," Post-Print hal-02998232, HAL.
- Hussmann, Helge & Fieberg, Christian, 2014. "10 Jahre Directors’ Dealings in Deutschland – Gesetzliche Regelungen, empirische Entwicklung und Forschungsstand," Die Unternehmung - Swiss Journal of Business Research and Practice, Nomos Verlagsgesellschaft mbH & Co. KG, vol. 68(1), pages 47-64.
- Kaspar Dardas & Andre Güttler, 2011. "Are directors’ dealings informative? Evidence from European stock markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(2), pages 111-148, June.
- Olaf Stotz, 2005.
"Active Portfolio Management, Implied Expected Returns, and Analyst Optimism,"
Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 19(3), pages 261-275, October.
Cited by:
- Alexander Kerl & Oscar Stolper & Andreas Walter, 2012. "Tagging the triggers: an empirical analysis of information events prompting sell-side analyst reports," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(2), pages 217-246, June.
- Florian Esterer & David Schröder, 2014. "Implied cost of capital investment strategies: evidence from international stock markets," Annals of Finance, Springer, vol. 10(2), pages 171-195, May.
- Breuer, Wolfgang & Feilke, Franziska & Gürtler, Marc, 2007. "Analysts' dividend forecasts, portfolio selection, and market risk premia," Working Papers FW25V2, Technische Universität Braunschweig, Institute of Finance.
- Stefan Kanne & Jan Klobucnik & Daniel Kreutzmann & Soenke Sievers, 2012. "To buy or not to buy? The value of contradictory analyst signals," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(4), pages 405-428, December.
Chapters
-
Sorry, no citations of chapters recorded.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FIN: Finance (1) 2004-12-12
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