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Jondeau, Eric (contributor); Rockinger, Michael (contributor) - 2006

In this paper, we extend the concept of News Impact Curve developed by Engle and Ng (1993) to the higher moments of the multivariate returns' distribution, thereby providing a tool to investigate the impact of shocks on the characteristics of the subsequent distribution. For this purpose, we...

Persistent link: https://www.econbiz.de/10003394353

The mean-variance model with capital controls and expectations formation : a test on German portfolio data

Jansen, W. Jos - In: Applied financial economics 8 (1998) 4, pp. 333-346

Persistent link: https://www.econbiz.de/10001363499

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

Are international equity markets really asymmetric

Kearney, Colm; Lynch, Margaret - In: Applied financial economics 17 (2007) 4/6, pp. 399-411

Persistent link: https://www.econbiz.de/10003446047

The perils of performance measurement in the German mutual-fund industry

Böhme, Philip; Pohl, Walter; Schmedders, Karl - 2013

We document a curious feature of the German mutual fund industry. Unlike U.S. mutual funds, funds domiciled in Germany … results of both approaches coincide perfectly and show that all but one of the funds domiciled in Germany report intraday NAVs …

Persistent link: https://www.econbiz.de/10009751161