Markus Baltzer

Research Interests

  • Financial markets
  • Household finance
  • Economic History

Refereed Publications

  • Baltzer, M., S. Jank and E. Smajlbegovic (2019), Who trades on momentum?, Journal of Financial Markets, Vol. 42, pp. 56-74.
  • Baltzer, M., O. Stolper and A. Walter (2015), Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors, European Journal of Finance, Vol. 21(9), pp. 734-754.
  • Baltzer, M., O. Stolper and A. Walter (2013), Is local bias a cross-border phenomenon? Evidence from individual investors' international asset allocation, Journal of Banking and Finance, Vol. 37(8), 2823-2835.
  • Baltzer, M. (2013), Speculation as a trigger for regulation of capital markets in Germany in the late 19th century, Economic History Yearbook 2013/2, 95-110.
  • Baltzer, M. and J. Baten (2008), Height, trade, and inequality in the Latin American periphery: 1950 - 2000, Economics and Human Biology, Vol. 6, 191-203.
  • Baltzer,M. and G. Kling (2007), Predictability of future economic growth and the creditibility of monetary regimes in Germany, 1870-2003, Applied Economics Letters, Vol. 14(6), 401-404.
  • Baltzer, M. (2006), Cross-listed stocks as an information vehicle of speculation: Evidence from European cross-listings in the early 1870s, European Review of Economic History, Vol. 10(3), 301-327.

Other Working Papers and Publications

  • Amann, M., M. Baltzer and M. Schrape (2012), Microdatabase: Securities Holdings Statistics: A flexible multi-dimensional approach for providing user-targeted securities investment data, Bundesbank Technical Documentation.
  • Baltzer, M. and N. Dötz (2009), Unternehmensgewinne und Aktienkurse, Zeitschrift für das gesamte Kreditwesen 62 (22), 1155-1159.
  • Baltzer, M., L. Cappiello, Roberto A. De Santis and S. Manganelli (2008), Measuring financial integration in new EU Member States, ECB Occasional Paper Series 81.
  • Baltzer, M. (2007), European Financial Market Integration in the Gruenderboom and Greunderkrach: Evidence from European Cross-Listings, OeNB Working Paper 111.
  • Baltzer, M. (2007), Der Berliner Kapitalmarkt nach der Reichsgründung 1871. Gründerzeit, internationale Finanzmarktintegration und der Einfluss der Makroökonomie, LIT.

Discussion Papers