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1
Ist der Ablauf der Lock-up-Frist bei Neuemissionen ein kursrelevantes Ereignis
Nowak, Eric
;
Gropp, Alexandra
-
2000
Ja, der Ablauf der Lock-up-Frist ist ein kursrelevantes Ereignis. Wir untersuchen Kursreaktionen auf das Ende der Lock-up-Frist bei 142 Unternehmen des Neuen Marktes. Da der Ablauf der Sperrfrist bereits zum Zeitpunkt des Börsengangs bekannt ist, erwarten wir bei einem...
Persistent link: https://www.econbiz.de/10010316317
Saved in:
2
Workshop Organisation und Ordnung der Japanischen Wirtschaft I - Themenschwerpunkt: 'New Economy' - Neue Formen der Arbeitsorganisation in Japan -
Jürgens, Ulrich
(
contributor
);
Pascha, Werner
(
contributor
)
-
2000
a comparative discussion on Japan, the
USA
, and the EU, making use of
theory
-based reflections. Christoph Scherrer … Workshops war es, eine theoriegestützte komparative Diskussion über die Erfahrungen in Japan, den
USA
und der EU zu anzuregen …
USA
als Indikator für ein Wachstum ohne zyklische Abschwünge gewertet werden kann. Michael Müller-Camen u. a. präsentieren …
Persistent link: https://www.econbiz.de/10010302322
Saved in:
3
Stock market valuation in the United States
Bisciari, Patrick
;
Durré, Alain
;
Nyssens, Alain
-
2003
are, according to the discount dividend model, annual earnings and, according to Q-
theory
, net worth. In December 2002 …
Persistent link: https://www.econbiz.de/10011506563
Saved in:
4
New Economy and the Effects of Industrial Structures on International Equity Market Correlations
Park, Cyn-Young
;
Woo, Jaejoon
-
2002
This paper investigates the effects of the ongoing changes in industrial structures arising from technology evolution and financial liberalization on the correlations of international equity markets. Results point to the greater influence of industry structures on the international co-movements...
Persistent link: https://www.econbiz.de/10010507170
Saved in:
5
Evaluating Density Forecasts with an Application to Stock Market Returns
Raunig, Burkhard
;
de Raaij, Gabriela
-
2002
Density forecasts have become quite important in economics and finance. For example, such forecasts play a central role in modern financial risk management techniques like Value at Risk. This paper suggests a regression based density forecast evaluation framework as a simple alternative to other...
Persistent link: https://www.econbiz.de/10010295725
Saved in:
6
Structural constant conditional correlation
Weber, Enzo
-
2008
A small strand of recent literature is occupied with identifying simultaneity in multiple equation systems through autoregressive conditional heteroscedasticity. Since this approach assumes that the structural innovations are uncorrelated, any contemporaneous connection of the endogenous...
Persistent link: https://www.econbiz.de/10010263718
Saved in:
7
Structural dynamic conditional correlation
Weber, Enzo
-
2008
). The additional fexibility is shown to make an important contribution in the
estimation
of empirical real-data examples. …
Persistent link: https://www.econbiz.de/10010263754
Saved in:
8
Are European Equity Style Indexes Mean Reverting? Testing the Validity of the Efficient Market Hypothesis
Berneburg, Marian
-
2004
The article tests for a random walk in European equity style indexes. After briefly introducing the efficient market hypothesis, equity styles in general and the used statistical techniques (Variance Ratio Test and modified Rescaled Range Test) it is shown that a random walk in European equity...
Persistent link: https://www.econbiz.de/10010263473
Saved in:
9
Institutions and structural unemployment: do capital-market imperfections matter?
Belke, Ansgar
;
Fehn, Rainer
-
2000
This paper analyzes whether differences in institutional structures on capital markets contribute to explaining why some OECD-countries, in particular the Anglo-Saxon countries, have been much more successful over the last two decades in producing employment growth and in reducing unemployment...
Persistent link: https://www.econbiz.de/10010300320
Saved in:
10
Methoden der Schätzung des gesamtwirtschaftlichen Produktionspotentials und der Produktionslücke
Weyerstraß, Klaus
-
2001
und Verfahren, die explizit die ökonomische
Theorie
berücksichtigen. Hier ist insbesondere der Produktionsfunktions …
Persistent link: https://www.econbiz.de/10010316332
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