Dr. Gerrit Liedtke
Researcher
Kontakt:
Max-von-Laue-Straße 1
28359 Bremen
WIWI 2, Raum F4180
Telefon: +49 (0)421 218-66850
gliedtkeprotect me ?!uni-bremenprotect me ?!.de
Mitgliedschaften:
DGF - Deutsche Gesellschaft für Finanzwirtschaft
ERIC - Emerging Risk Information Center
DSC - Data Science Center
Forschung:
- Empirisches Asset Pricing
- Finanzmarktprognosen
- Litigation Risk
- Machine Learning
- Textual Analysis
Zur Person
| seit 2025 | Researcher (Tenure Track) |
| 2024-2025 | Postdoktorand Universität Bremen |
| 2024 | Forschungsaufenthalt an der Goethe Universität, Frankfurt am Main, Deutschland |
| seit 2024 | Trainer im "Data Train" Programm der U Bremen Research Alliance |
| 2024 | Promotion Dr. rer. pol. |
| 2023 | Gastwissenschaftler inkl. dreimonatigem Forschungsaufenthalt an der John Molson School of Business - Concordia University, Montreal, Kanada |
| seit 2022 | Mitglied des Data Science Center |
| 2020-2024 | Wissenschaftlicher Mitarbeiter am Lehrstuhl für Allg. Betriebswirtschaftslehre, insbesondere Finanzwirtschaft der Universität Bremen |
| 2018-2020 | Studium der Betriebswirtschaftslehre mit den Schwerpunkten Finanzen und Rechnungswesen an der Universität Bremen (M. Sc.) |
| 2015-2018 | Studium der Betriebswirtschaftslehre an der Universität Bremen (B. Sc.) |
| 2015 | Abitur in Bremerhaven |
| 1995 | geb. in Bremerhaven |
Publikationen
Fieberg, C., Hesse, M., Liedtke, G., Zaremba, A. (2026): Predicting Financial Stability Through TopicGPT: Insights from Corporate and Central Bank Communications, Journal of Banking & Finance, 183, 107598. (VHB BA-FI: A, SJR: Q1, ABDC: A*).
Fieberg, C., Liedtke, G., Poddig, T., Walker, T., Zaremba, A. (2025): A Trend Factor for the Cross-Section of Cryptocurrency Returns, Journal of Financial and Quantitative Analysis, 60(7), 3316-3153. (VHB BA-FI: A, SJR: Q1, ABDC: A*).
Fieberg, C., Liedtke, G., Zaremba, A., Cakici, N. (2025): A Factor Model for the Cross-Section of Country Equity Risk Premia, Journal of Banking & Finance, 171, 107373. (VHB BA-FI: A, SJR: Q1, ABDC: A*).
Fieberg, C., Liedtke, G., Poddig, T. (2025): Recurrent Double-Conditional Factor Model, OR Spectrum, 47, pp. 205-254, (VHB OR: A, SJR: Q1).
Fieberg, C., Liedtke, G., Zaremba, A. (2024): Cryptocurrency Anomalies and Economic Constraints, International Review of Financial Analysis, 94, 103218, (VHB BA-FI: B, SJR: Q1, ABDC: A).
Fieberg, C., Liedtke, G., Metko, D., Zaremba, A. (2023): Cryptocurrency Factor Momentum, Quantitative Finance, 23(12), pp. 1853-1869, (VHB BA-FI: B, SJR: Q1, ABDC: A).
Fieberg, C., Hornuf, L., Liedtke, G., Poddig, T.: Are Characteristics Covariances? A Comment on Instrumented Principal Component Analysis, Working Paper, Available at SSRN.
Vorträge
| Autoren | Titel | Seminar/Konferenz | Ort | Zeit |
|---|---|---|---|---|
| Liedtke, G. | Recurrent Neural Networks Meet Asset Pricing | 5th Frontiers of Factor Investing Conference | Lancaster, England | Apr 2026 |
| Fieberg, C., Liedtke, G., Schlag, C., Zaremba, A. | Cross-Asset Trend Spillover: A Novel Factor for Corporate Bond Returns | Finance & Insurance Seminar | Münster, Deutschland | Jan 2025 |
| Fieberg, C., Liedtke, G., Schlag, C., Zaremba, A. | Cross-Asset Trend Spillover: A Novel Factor for Corporate Bond Returns | Research Breakfast Series | Frankfurt am Main, Deutschland | Nov 2024 |
| Fieberg, C., Hesse, M., Liedtke, G., Zaremba, A. | Predicting Financial Stability through Textual Data: Insights from Earnings Calls and Central Bank Communications | 2nd Generative AI Paper Development Workshop | Montreal, Kanada | Okt 2024 |
| Fieberg, C., Liedtke, G., Michael-Shetley, P., Poddig, T., Walker, T. | Shrinking the Cross-Section of Index Option Returns | 1st Modern Finance Conference | Warschau, Polen | Sep 2024 |
| Fieberg, C., Liedtke, G., Poddig, T., Walker, T., Zaremba, A. | A Trend Factor for the Cross-Section of Cryptocurrency Returns | 1st Modern Finance Conference | Warschau, Polen | Sep 2024 |
| Fieberg, C., Hesse, M., Liedtke, G., Zaremba, A. | Predicting Financial Stability through Textual Data: Insights from Earnings Calls and Central Bank Communications | 1st Generative AI Paper Development Workshop | Dresden, Deutschland | Jul 2024 |
| Fieberg, C., Hornuf, L., Liedtke, G., Poddig, T. | Are Characteristics Covariances? A Comment on Instrumented Principal Component Analysis | 3rd Frontiers of Factor Investing Conference | Lancaster, England | Sep 2022 |
| Poddig, T., Fieberg, C., Liedtke, G. | Recurrent Double-Conditional Factor Model | 32nd EURO Conference | Espoo, Finnland | Jul 2022 |
| Poddig, T., Fieberg, C., Liedtke, G. | Recurrent Double-Conditional Factor Model | 83rd Annual Meeting of the German Academic Association for Business Research (VHB) | Online | Mär 2022 |
Preise
| 2024 | Sonderpreis der Deutschen Bundesbank für wirtschaftswissenschaftliche Abschlussarbeiten für die Dissertation "Essays on Empirical Asset Pricing via Machine Learning" |
Gutachtertätigkeit
| Journal | Ranking |
| Journal of Banking & Finance | VHB: A, ABDC: A* |
| European Financial Management | VHB: B, ABDC: A |
| Journal of International Financial Markets, Institutions, and Money | VHB: B, ABDC: A |
| Finance Research Letters | VHB: B, ABDC: A |
| Financial Review | VHB: B, ABDC: A |
| Journal of Business Economics | VHB: B, ABDC: B |