Covariances vs. characteristics : what does explain the cross section of the German stock market returns?
Year of publication: |
April 2016
|
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Authors: | Fieberg, Christian ; Varmaz, Armin ; Poddig, Thorsten |
Published in: |
Business research. - Heidelberg : Springer, ISSN 2198-2627, ZDB-ID 2426376-X. - Vol. 9.2016, 1, p. 27-50
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Subject: | Asset pricing | Risk factor model | Characteristics model | German stock market returns | Stock market anomalies | Schätzung | Estimation | Kapitaleinkommen | Capital income | Deutschland | Germany | Börsenkurs | Share price | Aktienmarkt | Stock market | CAPM |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1007/s40685-016-0029-4 [DOI] hdl:10419/156282 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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