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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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Essays on individual financial behavior
Karabulut, Yigitcan - 2012
Persistent link: https://www.econbiz.de/10009697318
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Co-movement of stock and bond returns in the light of the recent crisis
Schlepper, Kathi - In: Essays on current phenomena and developments in …, (pp. 69-125). 2016
Persistent link: https://www.econbiz.de/10011545666
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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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Fundamentals and the winner-loser effect theory and empirical evidence
Külpmann, Mathias - 2000
Persistent link: https://www.econbiz.de/10001474619
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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