Sebastian Stöckl
Sebastian Stöckl
Home
CV
Blog
Research
Selected Publications
Working Papers
Research Projects
All papers
Talks
Teaching
Current teaching
Historic teaching & evaluations
Thesis topics
Links to Code & Data
Media Coverage
Contact
Light
Dark
Automatic
factor chasing
Factor Chasing and the Cross-Country Factor Momentum Anomaly
A cross-country factor momentum strategy yields highly sigtnificant risk-adjusted returns and subsumes national
Merlin Bartel
,
Sebastian Stöckl
Cite
Project
Frontiers of Factor Investing 2022
FEM 2022
Austrian Workshop on Banking and Finance 2021
Cite
×
