Value investing with firm size restrictions : evidence for the German stock market
Year of publication: |
2014
|
---|---|
Authors: | Kaiser, Lars |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 6.2014, 6, p. 14-29
|
Subject: | dax | financial statement analysis | glamour | market efficiency | value | Deutschland | Germany | Effizienzmarkthypothese | Efficient market hypothesis | Betriebsgröße | Firm size | Börsenkurs | Share price | Schätzung | Estimation | Aktienmarkt | Stock market | Bilanzanalyse | Financial statement analysis | Kapitaleinkommen | Capital income |
-
Hsieh, Heng-hsing, (2013)
-
German stock returns and the information content of DVFA earnings
Booth, G. Geoffrey, (1996)
-
Schulte, Jörn, (1996)
- More ...
-
Risk-mitigating effect of ESG on momentum portfolios
Kaiser, Lars, (2019)
-
Higher moments matter! Cross‐sectional (higher) moments and the predictability of stock returns
Stöckl, Sebastian, (2020)
-
Black-Litterman portfolio optimisation : an application the German and Swiss stock market
Kaiser, Lars, (2011)
- More ...