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COVID-19 led to price slumps in the German stock market : is sentiment applicable as an explanatory factor?
Hövel, Emile David; Gehrke, Matthias - In: Argumenta oeconomica 48 (2022) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10013366042
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The intertemporal mechanics of European stock price momentum
Stork, Philip - In: Studies in economics and finance 28 (2011) 3, pp. 217-232
Persistent link: https://www.econbiz.de/10009426775
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Investors' compensation for illiquidity : evidence from the German stock market
Bank, Matthias; Larch, Martin; Peter, Georg - In: International journal of economic research 9 (2012) 2, pp. 341-368
Persistent link: https://www.econbiz.de/10009685223
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Beating the DAX, MDAX, and SDAX : investment strategies in Germany
Franz, Friedrich-Carl; Regele, Tobias Ulrich Joachim - In: Financial markets and portfolio management 30 (2016) 2, pp. 161-204
Persistent link: https://www.econbiz.de/10011477622
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Sectoral differences in feedback trading on the German stock market
Yusupova, Elena - 2005
Persistent link: https://www.econbiz.de/10002821734
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Investors' Compensation for Illiquidity - Evidence from the German Stock Market
Bank, Matthias - 2010
This paper examines whether illiquidity is a determinant of monthly stock returns in the German market. Estimating time-series and cross-sectional models, we investigate the impact of illiquidity both on market returns and on individual stock returns. Illiquidity is approximated by five measures...
Persistent link: https://www.econbiz.de/10013139581
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The Impact of Financial Times Deutschland News on Stock Prices – Post Announcement Drifts and Inattention of Investors
Kerl, Alexander Gabriel - 2014
hypothesis, we show that high-attention news (proxied by abnormal trading volume) almost instantaneously influence stock prices … to reach their new valuation levels, whereas the price adjustment process takes much longer following low-attention news ….g., institutional ownership, size and price-to-book ratio) as well as other attention grabbing events (as measured by ad …
Persistent link: https://www.econbiz.de/10013064807
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Risk factors in the German stock market : can sentiment improve the performance of traditional multifactor models?
Hövel, Emile David; Gehrke, Matthias - In: ACRN journal of finance and risk perspectives 11 (2022), pp. 1-18
Capital market research usually focuses on the investment decision of a risk-averse investor, who determines the relationship between risky assets and risk-free investment. Furthermore, numerous capital market models assume normally distributed security returns and rational investors. In this...
Persistent link: https://www.econbiz.de/10013198363
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Momentum profits, market cycles, and rebounds : evidence from Germany
Bohl, Martin T.; Czaja, Marc-Gregor; Kaufmann, Philipp - In: The quarterly review of economics and finance : journal … 61 (2016), pp. 139-159
Persistent link: https://www.econbiz.de/10011627527