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Dr. Gerrit Liedtke
Postdoctoral researcher
Contact:
Max-von-Laue-Straße 1
28359 Bremen
WIWI 2, Raum F4020
Telephone: +49 (0)421 218-66724
gliedtke[at]uni-bremen.de
Research:
• Asset Pricing
• Quantitative Methods
Personal Details
| since 2024 | Postdoctoral researcher at the University of Bremen |
| since 2024 | Trainer in the "Data Train" program of the U Bremen Research Alliance |
| 2024 | Ph.D. in Economics (Dr. rer. pol.) |
| 2023 | Visiting scholar including a three-month research stay at the John Molson School of Business - Concordia University, Montreal, Canada |
| since 2022 | Member of the Data Science Center |
| 2020-2024 | Research assistant at the Chair of General Business Administration, especially Finance, University of Bremen |
| 2018-2020 | Master's degree in Business Administration with specializations in Finance and Accounting, University of Bremen (M. Sc.) |
| 2015-2018 | Bachelor's degree in Business Administration, University of Bremen (B. Sc.) |
| 1995 | born in Bremerhaven |
Publications
Fieberg, C., Liedtke, G., Poddig, T., Walker, T., Zaremba, A.: A Trend Factor for the Cross-Section of Cryptocurrency Returns, Journal of Financial and Quantitative Analysis, Forthcoming (VHB:A, SJR: Q1, ABDC: A*).
Fieberg, C., Liedtke, G., Poddig, T.: Recurrent Double-Conditional Factor Model, OR Spectrum (2024) (VHB: A, SJR: Q1).
Fieberg, C., Liedtke, G., Zaremba, A.: Cryptocurrency Anomalies and Economic Constraints, International Review of Financial Analysis, 94, 103218, (VHB: B, SJR: Q1, ABDC: A).
Fieberg, C., Liedtke, G., Metko, D., Zaremba, A.: Cryptocurrency Factor Momentum, Quantitative Finance, 23(12), pp. 1853-1869, (VHB: 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.
Conference Presentations
| Authors | Title | Conference | Location | Time |
|---|---|---|---|---|
| Fieberg, C., Liedtke, G., Michael-Shetley, P., Poddig, T., Walker, T. | Shrinking the Cross-Section of Index Option Returns | 1st Modern Finance Conference | Warsaw, Poland | 16.09-18.09.2024 |
| Fieberg, C., Liedtke, G., Poddig, T., Walker, T., Zaremba, A. | A Trend Factor for the Cross-Section of Cryptocurrency Returns | 1st Modern Finance Conference | Warsaw, Poland | 16.09-18.09.2024 |
| 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, Germany | 05.07.2024 |
| 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 | 15.09-16.09.2022 |
| Poddig, T., Fieberg, C., Liedtke, G. | Recurrent Double-Conditional Factor Model | 32nd EURO Conference | Espoo, Finland | 03.07-06.07.2022 |
| Poddig, T., Fieberg, C., Liedtke, G. | Recurrent Double-Conditional Factor Model | 83rd Annual Meeting of the German Academic Association for Business Research (VHB) | Online | 08.03.-11.03.2022 |