Cryptocurrency factor momentum C Fieberg, G Liedtke, D Metko, A Zaremba Quantitative Finance 23 (12), 1853-1869, 2023 | 6 | 2023 |
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 |
Cryptocurrency anomalies and economic constraints C Fieberg, G Liedtke, A Zaremba International Review of Financial Analysis 94, 103218, 2024 | 4 | 2024 |
Are Characteristics Covariances? A Comment on Instrumented Principal Component Analysis C Fieberg, L Hornuf, G Liedtke, T Poddig CESifo Working Paper, 2020 | 3* | 2020 |
A factor model for the cross-section of country equity risk premia C Fieberg, G Liedtke, A Zaremba, N Cakici Journal of Banking & Finance 171, 107373, 2025 | 2 | 2025 |
Recurrent double-conditional factor model C Fieberg, G Liedtke, T Poddig OR Spectrum, 1-50, 2024 | | 2024 |