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Forecasting the volatility of the German stock market : new evidence
Liang, Chao; Zhang, Yi; Zhang, Yaojie - In: Applied economics 54 (2022) 9, pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
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State dependence of aggregated risk aversion : evidenve for the German stock market
Hansen, Marc; Herwartz, Helmut; Rengel, Malte - In: Journal of applied economics 17 (2014) 2, pp. 257-281
Persistent link: https://www.econbiz.de/10011554687
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Stock market overreaction and fundamental valuation : theory and empirical evidence
Külpmann, Mathias - 2002
Persistent link: https://www.econbiz.de/10001607573
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Irrational exuberance reconsidered : the cross section of stock returns
Külpmann, Mathias - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10001755223
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Ownership concentration, ownership identity and seasoned equity offerings probabilities : evidence from Germany
Rojahn, Joachim; Zechser, Florian - In: Journal of business finance & accounting : JBFA 49 (2022) 1/2, pp. 274-296
Persistent link: https://www.econbiz.de/10013166739
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Minimum variance portfolios in the German stock market
Bastin, Jan - In: Prague economic papers : a bimonthly journal of … 26 (2017) 1, pp. 103-120
Persistent link: https://www.econbiz.de/10011622178
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Risk-based investing in the German stock market
Bastin, Jan - In: Prague economic papers : a bimonthly journal of … 27 (2018) 1, pp. 55-72
Persistent link: https://www.econbiz.de/10011895247
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Up and down together? : on the linkage of momentum and reversal
Hofmann, Daniel; Keiber, Karl Ludwig; Luczak, Adalbert - In: Global finance journal 54 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013469901
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Covariances vs. characteristics : what does explain the cross section of the German stock market returns?
Fieberg, Christian; Varmaz, Armin; Poddig, Thorsten - In: Business research 9 (2016) 1, pp. 27-50
The characteristics book-to-market equity ratio, size and momentum are highly correlated with the average returns of common stocks. Fama and French (J Financ Econ 33(1):3-56, 1993), (J Finance 50(1):131-155, 1995) and (J Finance 51(1):55-84, 1996) argue (for size and the book-to-market equity...
Persistent link: https://www.econbiz.de/10011488338
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Volatility spillover effects during pre-and-post COVID-19 outbreak on Indian market from the USA, China, Japan, Germany, and Australia
Thangamuthu, Mohanasundaram; Maheshwari, Suneel; Naik, … - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-15
We examined volatility spillover effects from five prominent global stock markets to India's stock market during the … and compare the results pre-and-post COVID-19. Results show that previous period news and volatility feeds the next period …'s volatility significantly and the volatility is found to be persistent. The analysis also shows that during the pre-COVID period …
Persistent link: https://www.econbiz.de/10013397677