Dr. S.R. (Simon) Rottke
Faculteit Economie en Bedrijfskunde
Sectie Finance
Bezoekadres
- Plantage Muidergracht 12
- Kamernummer: M3.17
Postadres
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Postbus 15953
1001 NL Amsterdam
Contactgegevens
Social media
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Publicaties
2024
Daniel, K., Klos, A., & Rottke, S. (2024). Optimists, Pessimists, and Stock Prices. Annual Review of Financial Economics, 16, 61-87. https://doi.org/10.1146/annurev-financial-082123-105429 [details]
2023
- Daniel, K., Klos, A., & Rottke, S. (2023). The Dynamics of Disagreement. Review of Financial Studies, 36(6), 2431-2467. https://doi.org/10.1093/rfs/hhac075 [details]
2020
- Daniel, K., Mota, L., Rottke, S., & Santos, T. (2020). The Cross-section of Risk and Returns. The Review of Financial Studies, 33(5), 1927–1979. https://doi.org/10.2139/ssrn.3083143, https://doi.org/10.1093/rfs/hhaa021 [details]
2016
- Rottke, S., & Klos, A. (2016). Savings and Consumption When Children Move Out. Review of Finance, 20(6), 2349-2377. Advance online publication. https://doi.org/10.1093/rof/rfv064
Prijs / subsidie
- Rottke, S. (2022). 20th annual Dr. Richard A. Crowell Memorial Prize by PanAgora (3rd). https://www.panagora.com/news/20th-annual-dr-richard-a-crowell-memorial-prize/
- Rottke, S. (2021). ACATIS Value Prize (2nd). https://www.acatis.de/en/value-investing/research-value-prize/acatis-value-prize-2020-1
- Rottke, S. (2019). institutional assets awards - Research Award.
- Rottke, S. (2017). AQR Insight Award - Honorable Mention.
- Rottke, S. (2014). Best Paper Award - International Young Scholar German Socio-Economic Panel Symposium.
Lidmaatschap / relevante positie
- Rottke, S. (2022-). Theory-based Empirical Asset Pricing Research (TBEAR) Network.
- Rottke, S. (2019). Tinbergen Institute.
Mediaoptreden
- Rottke, S. (29-12-2025). Lucid Group and 21 Other Stocks Set to Lag the Market in 2026 [Web] Barron's. Lucid Group and 21 Other Stocks Set to Lag the Market in 2026. https://www.barrons.com/articles/lucid-group-21-other-stocks-lag-market-2026-0e8048c4
- Rottke, S. (29-12-2025). The Rising Cost of Short Selling [Web] Larry’s Substack. The Rising Cost of Short Selling. https://larryswedroe.substack.com/p/the-rising-cost-of-short-selling
- Rottke, S. (03-12-2025). Can the Lenders Stick Together? [Web] Bloomberg Opinion - Money Stuff. Can the Lenders Stick Together?. https://www.bloomberg.com/opinion/newsletters/2025-12-03/can-the-lenders-stick-together
- Rottke, S. (09-11-2025). NBER Asset Pricing Lessons [Web] The Grumpy Economist. NBER Asset Pricing Lessons. https://www.grumpy-economist.com/p/nber-asset-pricing-lessons
- Rottke, S. (18-08-2021). AMC, Virgin Galactic, and 23 Other Names That Look Like Bubble Stocks Barron's. AMC, Virgin Galactic, and 23 Other Names That Look Like Bubble Stocks. https://www.barrons.com/articles/bubble-stocks-51629246141
Andere
- Rottke, S. (editor) (2024). Journal of Financial Econometrics (Journal) (peer review of a publication).
- Rottke, S. (editor) (2024). Journal of Finance (Journal) (peer review of a publication).
- Rottke, S. (editor) (2024). Journal of Financial and Quantitative Analysis (Journal) (peer review of a publication).
- Rottke, S. (editor) (2023). Management Science (Journal) (peer review of a publication).
- Rottke, S. (editor) (2021). Review of Financial Studies (Journal) (peer review of a publication).
- Rottke, S. (editor) (2021). Journal of Empirical Finance (Journal) (peer review of a publication).
- Rottke, S. (host) (10-2019). Tano Santos (hosting a visitor).
- Rottke, S. (editor) (2019). Review of Finance (Journal) (peer review of a publication).
- Rottke, S. (editor) (2016). Journal of Banking and Finance (Journal) (peer review of a publication).
2025
- Dahlquist, M., Rottke, S. R., & Sokolovski, V. (2025). How Exposed Are Hedge Funds to Prime Broker Risk? (Swedish House of Finance Research Paper; No. 19-8). https://doi.org/10.2139/ssrn.3396632
- Dahlquist, M., Rottke, S. R., Sokolovski, V., & Sverdrup, E. (2025). Financial Intermediary Risk and the Cross-section of Hedge-fund Returns. https://doi.org/10.2139/ssrn.5182451
- Daniel, K., Klos, A., & Rottke, S. R. (2025). Inefficiencies in the Securities Lending Market. https://doi.org/10.2139/ssrn.5673691
2022
- Klos, A., Koehl, A., & Rottke, S. R. (2022). Streaks in Daily Returns. https://doi.org/10.2139/ssrn.3626770
This list of publications is extracted from the UvA-Current Research Information System. Questions? Ask the library or the Pure staff of your faculty / institute. Log in to Pure to edit your publications. Log in to Personal Page Publication Selection tool to manage the visibility of your publications on this list. -
Nevenwerkzaamheden
Geen nevenwerkzaamheden
Daniel, K., Klos, A., & Rottke, S. (2024). Optimists, Pessimists, and Stock Prices. Annual Review of Financial Economics, 16, 61-87.