Dr. Steffen Windmüller
Contact
Arcisstrasse 21
80333 Munich
Room: 3516
Office hours: by appointment
Phone: 089 / 289-25196
E-mail: steffen.windmueller[at]tum.de
Research Interests
- Empirical Asset Pricing (esp. Factor Models)
- Empirical Option Pricing
- Economic Networks
Working Papers
- 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
Publications
- 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.
Data
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.