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Value enhancing state fund investments in the financial services industry?
Schiereck, Dirk; Mietzner, Mark - In: Risikomanagement und kapitalmarktorientierte …, (pp. 929-945). 2009
Persistent link: https://www.econbiz.de/10003861676
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Capital Share Risk in International Asset Pricing
Müller, Birgit - 2019
We study whether growth in the capital share (KS) of aggregate income (GDP) can explain equity portfolio returns in … international stock markets as proposed by Lettau et al. (2019) for the U.S. market. We find that growth in local capital share has … share does hardly imply any growth in equity portfolio returns in the European and Pacific regions. We argue that reported …
Persistent link: https://www.econbiz.de/10012862523
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Evolution of price effects after one-day abnormal returns in the US stock market
Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012822169
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Reichtum durch (anti-)zyklische Handelsstrategien am deutschen Aktienmarkt?
Bromann, Oliver - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 49 (1997) 7, pp. 603-616
Persistent link: https://www.econbiz.de/10001223581
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Staatsfonds als Ankerinvestoren : eine Note zum Einstieg von Aabar bei Daimler
Mietzner, Mark; Schiereck, Dirk - In: Perspektiven der Wirtschaftspolitik : eine Zeitschrift … 12 (2011) 1, pp. 92-100
Persistent link: https://www.econbiz.de/10009229785
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The bond event study methodology since 1974
Maul, Daniel; Schiereck, Dirk - In: Review of quantitative finance and accounting 48 (2017) 3, pp. 749-787
Persistent link: https://www.econbiz.de/10011796882
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Intraday anomalies and market efficiency : a trading robot analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2014
profits. This paper examines whether or not anomalies such as intraday or time of the day effects give rise to exploitable …-periods (2005-2006 - "normal"; 2007-2009 - "crisis"; 2010-2011 - "post-crisis). …
Persistent link: https://www.econbiz.de/10010344868
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Intraday anomalies and market efficiency : a trading robot analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2014
profits. This paper examines whether or not anomalies such as intraday or time of the day effects give rise to exploitable …-periods (2005-2006 – “normal”; 2007-2009 – “crisis”; 2010-2011 – “post-crisis). …
Persistent link: https://www.econbiz.de/10010345205
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Calendar anomalies in the Ukrainian stock market
Caporale, Guglielmo Maria; Plastun, Alex - 2016
This paper is a comprehensive investigation of calendar anomalies in the Ukrainian stock market. It employs various statistical techniques (average analysis, Student's t-test, ANOVA, the Kruskal-Wallis test, and regression analysis with dummy variables) and a trading simulation approach to test...
Persistent link: https://www.econbiz.de/10011456764
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Calendar anomalies in the Ukrainian stock market
Caporale, Guglielmo Maria; Plastun, Alex - 2016
This paper is a comprehensive investigation of calendar anomalies in the Ukrainian stock market. It employs various statistical techniques (average analysis, Student's t-test, ANOVA, the Kruskal-Wallis test, and regression analysis with dummy variables) and a trading simulation approach to test...
Persistent link: https://www.econbiz.de/10011458018