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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

Within this paper, we analyze the impact of Financial Times Deutschland (FTD) news on stock prices and trading volumes. Based on a sample of all news on German DAX, MDAX and SDAX companies published within the news section of the FTD between 2006 and 2010, our results show that articles that...

Persistent link: https://www.econbiz.de/10013064807

Estimating the effects of the "flight to quality", with an application to German bond yields and interest payments

Boeing-Reicher, Claire; Boysen-Hogrefe, Jens - 2017

Recent calculations have suggested that the German federal government has saved roughly EUR 90-100 billion, cumulatively, due to low bond yields since the onset of the Euro crisis. In order to determine the contribution of the "flight to quality" to this sum, we define the flight to quality as a...

Persistent link: https://www.econbiz.de/10011685448

A new empirical approach to explain the stock market yield : a combination of dynamic panel estimation and factor analysis

Will, Matthias Georg - 2011

Persistent link: https://www.econbiz.de/10009355881

Price effects of sovereign debt auctions in the Euro-zone : the role of the crisis

Beetsma, Roel; Giuliodori, Massimo; Jong, Frank de; … - 2013

Persistent link: https://www.econbiz.de/10010191221

A new empirical approach to explain the stock market yield : a combination of dynamic panel estimation and factor analysis

Will, Matthias Georg - 2011

research. The approach simultaneously estimates the explanatory power of fundamentals, expectations, and historic yield … behavioral finance contribute to explaining stock market yield. The core of the approach is a dynamic panel model (Arellano …-collinearity. Due to the complexity of the data set, a great many parameters that influ-ence the yield can be determined. Highly …

Persistent link: https://www.econbiz.de/10011785220