Details about Olaf Stotz

Access statistics for papers by Olaf Stotz.

Last updated 2021-03-18. Update your information in the RePEc Author Service.

Short-id: pst579

Working Papers

2004

1. Do Fund Managers Expect Mean Averting Returns?
   Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät

Journal Articles

2021

1. A macroeconomic hedge portfolio and the cross section of stock returns
   Review of Financial Economics, 2021, 39, (1), 73-94

2020

2. The Equity Curve and Its Relation to Future Stock Returns
   JRFM, 2020, 13, (2), 1-16

2019

3. The perception of homeownership utility: Short-term and long-term effects
   Journal of Housing Economics, 2019, 44, (C), 99-111 View citations (11)
4. 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, 2019, 99, (C) View citations (2)

2018

5. A labor news hedge portfolio and the cross-section of expected stock returns
   Journal of Empirical Finance, 2018, 48, (C), 123-139 View citations (1)

2016

6. Investment strategies and macroeconomic news announcement days
   Journal of Asset Management, 2016, 17, (1), 45-56
7. The relative pricing of European dividend futures and their predictive abilities for index returns
   The European Journal of Finance, 2016, 22, (15), 1484-1506
8. Ursachen und Folgen der Niedrigzinsen: Enteignung der Sparer?
   ifo Schnelldienst, 2016, 69, (13), 03-18

2012

9. A logit model of retail investors' individual trading decisions and their relations to insider trades
   Review of Financial Economics, 2012, 21, (4), 159-167
   Also in Review of Financial Economics, 2012, 21, (4), 159-167 (2012) View citations (3)
10. Do Retail Investors Follow Insider Trades?
    German Economic Review, 2012, 13, (3), 257-274 View citations (2)
    Also in German Economic Review, 2012, 13, (3), 257-274 (2012)

2011

11. Conditional strike prices of covered call and uncovered put strategies
    Applied Financial Economics, 2011, 21, (16), 1163-1174
12. The influence of geography on the success of private equity: investments in listed equity
    Applied Financial Economics, 2011, 21, (21), 1605-1615

2010

13. Do fundamental indexes produce higher risk-adjusted returns than market cap indexes? Evidence for European stock markets
    Financial Markets and Portfolio Management, 2010, 24, (3), 219-243 View citations (4)
14. Open-market purchases of public equity by private equity investors: Size and home-bias effects
    Journal of Economics and Business, 2010, 62, (6), 562-576 View citations (4)

2009

15. Predicting returns of equity mutual funds
    Journal of Asset Management, 2009, 10, (3), 158-169

2006

16. Germany's New Insider Law: The Empirical Evidence after the First Year
    German Economic Review, 2006, 7, (4), 449-462 View citations (11)
    Also in German Economic Review, 2006, 7, (4), 449-462 (2006) View citations (2)

2005

17. Active Portfolio Management, Implied Expected Returns, and Analyst Optimism
    Financial Markets and Portfolio Management, 2005, 19, (3), 261-275 View citations (4)

2004

18. How to profit from mean reverting risk premiums? Implications for stock selection
    Journal of Asset Management, 2004, 5, (3), 192-202

2003

19. Warum sich Analysten überschätzen ¼ Einfluss des Kontrollgefühls auf die Selbstüberschätzung
    Zeitschrift für Bankrecht und Bankwirtschaft (ZBB) / Journal of Banking Law and Banking (JBB), 2003, 15, (2), 106-113

Chapters

2005

1. “Real” Risk Management: Opportunities and Limits of Consumption-Based Strategies
   Springer