60 https://www.uni-bremen.de/fiwi/personen/team/dr-gerrit-liedtke Profil von Gerrit Liedtke de Universität Bremen Tue, 21 Apr 2026 21:57:29 +0200 Tue, 21 Apr 2026 21:57:29 +0200 Universität Bremen content-307067 Thu, 05 Mar 2026 09:46:29 +0100 https://www.uni-bremen.de/fiwi/personen/team/dr-gerrit-liedtke#c307067 <p><strong>Fieberg, C., Liedtke, G., Poddig, T., Walker, T., Zaremba, A. (2025)</strong>: A Trend Factor for the Cross-Section of Cryptocurrency Returns, <a class="external-link" href="https://www.cambridge.org/core/journals/journal-of-financial-and-quantitative-analysis/article/trend-factor-for-the-cross-section-of-cryptocurrency-returns/4C1509ACBA33D5DCAF0AC24379148178" target="_blank" title="Öffnet externen Link in neuem Fenster">Journal of Financial and Quantitative Analysis</a>, Forthcoming (VHB BA-FI: A, SJR: Q1, ABDC: A*).</p> <p><strong>Fieberg, C., Liedtke, G., Zaremba, A., Cakici, N. (2025): </strong>A Factor Model for the Cross-Section of Country Equity Risk Premia, <a class="external-link" href="https://www.sciencedirect.com/science/article/pii/S0378426624002875" target="_blank" title="Öffnet externen Link in neuem Fenster">Journal of Banking & Finance</a>, 171, 107373. (VHB BA-FI: A, SJR: Q1, ABDC: A*).</p> <p><strong>Fieberg, C., Liedtke, G., Poddig, T.</strong> <strong>(2025)</strong>: Recurrent Double-Conditional Factor Model, <a class="externalLink" href="https://link.springer.com/article/10.1007/s00291-024-00771-1" target="_blank" title="Opens external link in new window">OR Spectrum</a>, 47, pp. 205-254, (VHB OR: A, SJR: Q1).</p> <p><strong>Fieberg, C., Liedtke, G., Zaremba, A. (2024)</strong>: Cryptocurrency Anomalies and Economic Constraints, <a href="https://www.sciencedirect.com/science/article/pii/S1057521924001509" target="_blank" title="Öffnet externen Link in neuem Fenster">International Review of Financial Analysis</a>, 94, 103218, (VHB BA-FI: B, SJR: Q1, ABDC: A).</p> <p><strong>Fieberg, C., Liedtke, G., Metko, D., Zaremba, A.</strong> <strong>(2023)</strong>: Cryptocurrency Factor Momentum, <a href="https://www.tandfonline.com/doi/full/10.1080/14697688.2023.2269999" target="_blank" title="Öffnet externen Link in neuem Fenster">Quantitative Finance</a>, 23(12), pp. 1853-1869, (VHB BA-FI: B, SJR: Q1, ABDC: A).</p> <p><strong>Fieberg, C., Hornuf, L., Liedtke, G., Poddig, T</strong>.: Are Characteristics Covariances? A Comment on Instrumented Principal Component Analysis, Working Paper, <a class="externalLink" href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3633662" target="_blank" title="Öffnet externen Link in neuem Fenster">Available at SSRN</a>.</p> Content content-624303 Thu, 05 Mar 2026 09:46:29 +0100 https://www.uni-bremen.de/fiwi/personen/team/dr-gerrit-liedtke#c624303 <p><a class="externalLink" href="https://sites.google.com/view/gerrit-liedtke/home" target="_blank" title="Öffnet externen Link in neuem Fenster">Persönliche Website</a><br /> <br /> <a class="externalLink" href="https://scholar.google.com/citations?user=PlAgeFUAAAAJ&hl=de" target="_blank" title="Öffnet externen Link in neuem Fenster">Google Scholar</a><br /> <br /> <a class="externalLink" href="https://de.linkedin.com/in/dr-gerrit-liedtke-5583ab250" target="_blank" title="Öffnet externen Link in neuem Fenster">LinkedIn</a><br /> <br /> <a class="externalLink" href="https://www.bremen-research.de/data-train/team-cooperations" target="_blank" title="Öffnet externen Link in neuem Fenster">U Bremen Research Alliance</a></p> Content