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Institutional investment in Central and Eastern Europe : investment criteria of Western portfolio managers
Köke, F. Jens - 1999
on data from a survey conducted among portfolio managers of Western investment funds thereby making use of the knowledge …
Persistent link: https://www.econbiz.de/10011442996
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Modeling asset returns : a comparison of theoretical and empirical models
Lüders, Erik (contributor); Schröder, Michael (contributor) - 2004 - Rev. version
model performs well, the estimation for the German stock index could be significantly improved by an extension which follows …
Persistent link: https://www.econbiz.de/10003670896
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Modeling asset returns : a comparison of theoretical and empirical models
Lüders, Erik (contributor); Schröder, Michael (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001945539
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The effect of institutional ownership on firm innovation : evidence from Chinese listed firms
Rong, Zhao; Wu, Xiaokai; Boeing, Philipp - 2017
mainly comes from mutual funds; (2) the effect is more pronounced when market competition is more intense; (3) the effect …
Persistent link: https://www.econbiz.de/10011591957
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Are SRI funds conventional funds in disguise or do they live up to their name?
Nitsche, Christin; Schröder, Michael - 2015
processes. This study analyses whether SRI mutual funds are conventional funds in disguise or invest in line with their ESG …-à-vis conventional funds and applies ESG corporate ratings of three rating agencies (Oekom, Sustainalytics and ASSET4) to a European and … global fund universe. The SRI and non-SRI funds are analyzed with respect to differences in their Top 10 fund holdings, their …
Persistent link: https://www.econbiz.de/10010511288
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Which form of venture capital is most supportive of innovation?
Bertoni, Fabio; Tykvová, Tereza - 2012
Although there seems to be consensus in the literature that venture capital investors increase the innovation output of their portfolio companies, there is little evidence about how investor type (governmental vs. private) and transaction structure (syndicated vs. non-syndicated) moderate this...
Persistent link: https://www.econbiz.de/10009510109
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How do investors' expectations drive asset prices?
Lüders, Erik; Peisl, Bernhard - 2001
Asset price processes are completely described by information processes and investors´ preferences. In this paper we derive the relationship between the process of investors´ expectations of the terminal stock price and asset prices in a general continous time pricing kernel framework. To...
Persistent link: https://www.econbiz.de/10011445936
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Asset prices and alternative characterizations of the pricing kernel
Lüders, Erik (contributor) - 2002
Persistent link: https://www.econbiz.de/10001701661
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Socially responsible investments in Germany, Switzerland and the United States : an analysis of investment funds and indices
Schröder, Michael - 2003
SRI equity investment funds and equity indices is investigated using Jensen's alpha as performance measure. The analysis … investment style of the SRI funds and indices. It is found that most of the SRI assets have a similar performance than their … benchmarks. Only a few funds and indices exhibit a relatively poor performance. As SRI funds and indices seem to have some …
Persistent link: https://www.econbiz.de/10011448250
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The dynamics of overconfidence : evidence from stock market forecasters
Deaves, Richard (contributor); Lüders, Erick (contributor);  … - 2005
As a group, market forecasters are egregiously overconfident. In conformity to the dynamic model of overconfidence of Gervais and Odean (2001), successful forecasters become more overconfident. What’s more, more experienced forecasters have learned to be overconfident,ʺ and hence are more...
Persistent link: https://www.econbiz.de/10003225303