Dr. Steffen Windmüller
Office hours: by appointment
- Empirical Asset Pricing (esp. Factor Models)
- Empirical Option Pricing
- Economic Networks
- Industry Returns in Global Value Chains: The Role of Upstreamness and Downstreamness,
2019, with Nicole Branger, René Marian Flacke, and Paul Meyerhof
- Anchoring and Global Underreaction to Firm-Specific News,
2023, with Tobias Kalsbach
- Enhanced Momentum Strategies,
with Matthias X. Hanauer, Journal of Banking & Finance, 148, 2023.
- Firm Characteristics and Global Stock Returns: A Conditional Asset Pricing Model,
Review of Asset Pricing Studies, 12, 2, 2022.
Full list of publications and working papers
To assess my latest research, please visit SSRN.
Together with Matthias X. Hanauer, I host the website https://www.globalfactorpremia.org/ on which we provide and visualize monthly returns for twelve common factors for various international markets. You can download the data here.