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European equity markets : risk, return, and efficiency

Hawawini, Gabriel A. (ed.); Michel, Pierre A. (contributor) - 1984

Persistent link: https://www.econbiz.de/10013537036

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

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

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

Drobetz, Wolfgang - 2020

all firms contained in the STOXX Europe 600 index during the September 1999-December 2018 period. Our estimation approach …

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

Large and small cap stocks in Europe : covariance asymmetry, volatility spillovers and beta estimates

Chuliá, Helena; Torró, Hipòlit - In: Advances in risk management, (pp. 327-352). 2007

Persistent link: https://www.econbiz.de/10003401630

Momentum strategies in European equity markets : perspectives on the recent financial and European debt crises

Abourachid, Halim; Kubo, Alexander; Orbach, Sven - In: Finance research letters 23 (2017), pp. 147-151

Persistent link: https://www.econbiz.de/10011808378

Do Fundamental Indexes Produce Higher Risk-Adjusted Returns than Market Cap Indexes? Evidence for European Stock Markets

Stotz, Olaf - 2010

A fundamental index weighs stocks proportionally to fundamentals such as book value, dividends, or sales. We investigate risk/return characteristics of fundamentally-weighted and market-cap-weighted indexes and employ various risk-adjustment approaches to ensure that return differences are not...

Persistent link: https://www.econbiz.de/10013138615

Regime dependent dynamics and European stock markets : is asset allocation really possible?

Ahmad, Wasim; Bhanumurthy, N. R.; Sehgal, Sanjay - In: Empirica : journal of european economics 42 (2015) 1, pp. 77-107

Persistent link: https://www.econbiz.de/10011318430

Co-movement across European stock and real estate markets

Abuzayed, Bana; Al-Fayoumi, Nedal; Bouri, Elie - In: International review of economics & finance : IREF 69 (2020), pp. 189-208

Persistent link: https://www.econbiz.de/10012486850

Predicting stock returns : some European evidence

Peiro, Amado - In: Applied economics 54 (2022) 57, pp. 6596-6604

Persistent link: https://www.econbiz.de/10013494191