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Über die Integration des deutschen und schweizerischen Aktienmarktes mit dem Weltmarkt

Drobetz, Wolfgang - In: Finanzmarkt und Portfolio-Management 12 (1998) 4, pp. 479-496

Persistent link: https://www.econbiz.de/10001517480

Sell in may and go away : still good advice for investors?

Dichtl, Hubert; Drobetz, Wolfgang - In: International review of financial analysis 38 (2015), pp. 29-43

Persistent link: https://www.econbiz.de/10011337635

Are stock markets really so inefficient? : the case of the “Halloween Indicator”

Dichtl, Hubert; Drobetz, Wolfgang - In: Finance research letters 11 (2014) 2, pp. 112-121

Persistent link: https://www.econbiz.de/10010441205

Predictability and the cross section of expected returns : evidence from the European stock market

Drobetz, Wolfgang; Haller, Rebekka; Jasperneite, Christian - In: The journal of asset management 20 (2019) 7, pp. 508-533

Persistent link: https://www.econbiz.de/10012155318

Conditional asset pricing in emerging stock markets

Drobetz, Wolfgang; Stürmer, Susanne; Zimmermann, Heinz - In: Swiss journal of economics and statistics 138 (2002) 4, pp. 507-526

Persistent link: https://www.econbiz.de/10001721030

Zur Rendite-Risiko-Beziehung am deutschen Aktienmarkt : eine empirische Analyse der Beziehung zwischen dem Deutschen Aktienindex DAX und dem Volatilitätsindex VDAX

Dichtl, Hubert; Drobetz, Wolfgang - In: Kredit und Kapital 45 (2012) 3, pp. 373-406

Persistent link: https://www.econbiz.de/10009667513

Long-run performance of initial public offerings : the evidence for Switzerland

Drobetz, Wolfgang; Kammermann, Matthias; Wälchli, Urs - In: Schmalenbach business review : sbr 57 (2005) 3, pp. 253-275

Persistent link: https://www.econbiz.de/10002965155

Empirical asset pricing via machine learning : evidence from the European stock market

Drobetz, Wolfgang; Otto, Tizian - In: The journal of asset management : a major new, … 22 (2021) 7, pp. 507-538

Persistent link: https://www.econbiz.de/10012793590

Forecasting stock market crashes via machine learning

Dichtl, Hubert; Drobetz, Wolfgang; Otto, Tizian - In: Journal of financial stability 65 (2023), pp. 1-25

Persistent link: https://www.econbiz.de/10014289861

Predictability and the Cross-Section of Expected Returns : Evidence from the European Stock Market

Drobetz, Wolfgang - 2020

This paper examines the cross-sectional properties of stock return forecasts based on Fama-MacBeth regressions using all firms contained in the STOXX Europe 600 index during the September 1999-December 2018 period. Our estimation approach is strictly out-of-sample, mimicking an investor who...

Persistent link: https://www.econbiz.de/10012848244