| Political affinity and investors' response to the acquisition premium in cross‐border M&A transactions—A moderation analysis C Fieberg, K Lopatta, T Tammen, SA Tideman Strategic Management Journal 42 (13), 2477-2492, 2021 | 29 | 2021 |
| Do anomalies really predict market returns? New data and new evidence N Cakici, C Fieberg, D Metko, A Zaremba Review of Finance 28 (1), 1-44, 2024 | 26 | 2024 |
| Machine learning goes global: Cross-sectional return predictability in international stock markets N Cakici, C Fieberg, D Metko, A Zaremba Journal of Economic Dynamics and Control 155, 104725, 2023 | 26 | 2023 |
| On portfolio optimization: Forecasting asset covariances and variances based on multi-scale risk models T Berger, C Fieberg The Journal of Risk Finance 17 (3), 295-309, 2016 | 18 | 2016 |
| Covariances vs. characteristics: what does explain the cross section of the German stock market returns? C Fieberg, A Varmaz, T Poddig Business Research 9, 27-50, 2016 | 17 | 2016 |
| Portfolio optimization for sustainable investments A Varmaz, C Fieberg, T Poddig Annals of Operations Research 341 (2), 1151-1176, 2024 | 15 | 2024 |
| Machine learning techniques for cross-sectional equity returns’ prediction C Fieberg, D Metko, T Poddig, T Loy OR Spectrum 45 (1), 289-323, 2023 | 14 | 2023 |
| Machine learning in accounting research C Fieberg, M Hesse, T Loy, D Metko Diginomics research perspectives: The role of digitalization in business and …, 2022 | 13 | 2022 |
| Using gpt-4 for financial advice C Fieberg, L Hornuf, DJ Streich CESifo Working Paper, 2023 | 11 | 2023 |
| Big is beautiful: the information content of bank rating changes C Fieberg, FM Körner, J Prokop, A Varmaz The Journal of Risk Finance 16 (3), 233-252, 2015 | 10 | 2015 |
| Machine learning for categorization of operational risk events using textual description S Pakhchanyan, C Fieberg, D Metko Journal of Operational Risk, 2022 | 8 | 2022 |
| Nominal stock price investing U Hammerich, C Fieberg, T Poddig Available at SSRN 2845312, 2018 | 7 | 2018 |
| Forecasting corporate defaults in the German stock market R Mertens, T Poddig, C Fieberg Available at SSRN 2833454, 2016 | 7 | 2016 |
| The value relevance of “too-big-to-fail” guarantees: Evidence from the 2008-2009 banking crisis A Varmaz, C Fieberg, J Prokop The Journal of Risk Finance 16 (5), 498-518, 2015 | 7 | 2015 |
| Non-standard errors in the cryptocurrency world C Fieberg, S Günther, T Poddig, A Zaremba International Review of Financial Analysis 92, 103106, 2024 | 6 | 2024 |
| Cryptocurrency factor momentum C Fieberg, G Liedtke, D Metko, A Zaremba Quantitative Finance 23 (12), 1853-1869, 2023 | 6 | 2023 |
| Multi-agent-based VaR forecasting T Tubbenhauer, C Fieberg, T Poddig Journal of Economic Dynamics and Control 131, 104231, 2021 | 6 | 2021 |
| Pockets of predictability: A replication N Cakici, C Fieberg, T Neumaier, T Poddig, A Zaremba Journal of Finance, forthcoming, 2024 | 5 | 2024 |
| A trend factor for the cross-section of cryptocurrency returns C Fieberg, G Liedtke, T Poddig, T Walker, A Zaremba Available at SSRN 4601972, 2023 | 5 | 2023 |
| Market perceptions on the role of female leadership in adapting to climate change O Kordsachia, A Bassen, C Fieberg, K Wolters The Journal of Risk Finance 24 (4), 424-448, 2023 | 5 | 2023 |