Sebastian Stöckl
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    • Turbulence in the Cross-Section: Predicting Factor Premia
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    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return
    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
    • Financial Turbulence, Parameter Uncertainty and Aggregate Stock Returns
    • Higher Moments Matter! Cross-Sectional (higher) Moments and the Predictability of Stock Returns
    • Financial Turbulence and Aggregate Stock Returns
    • The Economic Benefit of Forecasting Market Components for Mean-Variance Investors
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    • Valuation of Real Options on IT Investments — A Simulation Model based on Modified Assumptions
    • Financial Applications of the Mahalanobis Distance
    • PRIX - A Risk Index for Global Private Investors
    • Financial Applications of the Mahalanobis Distance
    • PRIX - A Risk Index for Global Private Investors
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    • A Risk Index for Global Private Investors
    • Towards a Precise Valuation of Interdependent IT Projects – A Real Option Approach Considering Unhedgeable Risks
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Factor Chasing and the Cross-Country Factor Momentum Anomaly

Jun 30, 2022·
Merlin Bartel
Sebastian Stöckl
Sebastian Stöckl
· 1 min read
  • Working Paper: Factor Chasing and the Cross-Country Factor Momentum Anomaly
Last updated on 2026-04-23
Authors
Sebastian Stöckl
Associate Professor in Financial Economics
← Factor Chasing and the Cross-Country Factor Momentum Anomaly 2022-09-15
Too much information: When reducing the informational content of input parameters yields better portfolios 2022-05-13 →

© 2026 Dr. Sebastian Stöckl