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ECONIS (ZBW)
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1
An analysis of private investors' stock market return forecasts
Theissen, Erik
- In:
Applied financial economics
17
(
2007
)
1/3
,
pp. 35-43
Persistent link: https://www.econbiz.de/10003427000
Saved in:
2
Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom
;
Lund, Jesper
-
1994
Persistent link: https://www.econbiz.de/10000894175
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3
Stock prices and the dissemination of second-hand information : new evidence from
Germany
Brixner, Joachim W.
;
Walter, Andreas
- In:
Applied economics letters
14
(
2007
)
1/3
,
pp. 91-94
Persistent link: https://www.econbiz.de/10003448421
Saved in:
4
Periodically collapsing bubbles in the German stock market, 1876 - 1913
Pierdzioch, Christian
- In:
Applied economics letters
17
(
2010
)
7/9
,
pp. 907-908
Persistent link: https://www.econbiz.de/10003997002
Saved in:
5
Do trading volumes explain the persistence of GARCH effects?
Carroll, Rachael
;
Kearney, Colm
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1993-2008
Persistent link: https://www.econbiz.de/10009719309
Saved in:
6
SeptemBear : a seasonality puzzle in the German stock index DAX
Reutter, Michael
;
Weizsäcker, Jakob von
;
Westermann, Frank
- In:
Applied financial economics
12
(
2002
)
11
,
pp. 765-769
Persistent link: https://www.econbiz.de/10001711915
Saved in:
7
Can interest rate changes help predict future stock price movements? : Evidence from the German market
Siddiqui, Sikandar
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 209-211
Persistent link: https://www.econbiz.de/10001748963
Saved in:
8
Testing for longer horizon predictability of return volatility with an application to the German DAX
Raunig, Burkhard
-
2003
Persistent link: https://www.econbiz.de/10001815044
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9
European stock market dependencies when price changes are unusually large
Schich, Sebastian T.
- In:
Applied financial economics
14
(
2004
)
3
,
pp. 165-177
Persistent link: https://www.econbiz.de/10001915455
Saved in:
10
Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?
Jiang, Christine X.
;
Chiang, Thomas C.
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 95-104
Persistent link: https://www.econbiz.de/10001525818
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