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Implementing the Fama-French Five-Factor Model for the German Stock Market
Dirkx, Philipp - 2018
We implement the Fama-French five-factor model for the German market using recent monthly data from 2002 to 2017. We construct the five factors associated with the market, size, value, profitability, and investment for the CDAX constituents and examine to which extent the five-factor model...
Persistent link: https://www.econbiz.de/10012906585
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The Fama-French five-factor model plus momentum : evidence for the german market
Dirkx, Philipp; Peter, Franziska Julia - In: Schmalenbach business review : sbr 72 (2020) 4, pp. 661-684
Persistent link: https://www.econbiz.de/10012429762
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Non-monotonic hazard functions and the autoregressive conditional duration model
Grammig, Joachim; Maurer, Kai-Oliver - In: The econometrics journal 3 (2000) 1, pp. 16-38
Persistent link: https://www.econbiz.de/10001532205
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Time varying trade intensities and the Deutsche Telekom IPO
Hujer, Reinhard; Grammig, Joachim; Kokot, Stefan - In: Jahrbücher für Nationalökonomie und Statistik 220 (2000) 6, pp. 689-714
Persistent link: https://www.econbiz.de/10001533951
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Non-monotonic hazard functions and the autoregressive conditional duration model
Grammig, Joachim; Maurer, Kai-Oliver - 1999
Persistent link: https://www.econbiz.de/10001404960
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A comparative empirical labour supply study for the FRG and the USA
Hujer, Reinhard; Grammig, Joachim - 1995
Persistent link: https://www.econbiz.de/10000911652
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A microeconometric analysis of labour supply for the FRG and the USA
Hujer, Reinhard; Grammig, Joachim - 1994
Persistent link: https://www.econbiz.de/10000883147
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Modeling the Deutsche Telekom IPO using a new ACD specification : an application of the Burr-ACD model using high frequency Ibis data
Grammig, Joachim (contributor) - 1998
Persistent link: https://www.econbiz.de/10000992448
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Nachfrage-Restriktionen des individuellen Arbeitsangebots in den USA und der Bundesrepublik Deutschland : eine mikroökonometrische Analyse
Hujer, Reinhard - In: Mikroökonomik des Arbeitsmarktes, (pp. 51-87). 1995
Persistent link: https://www.econbiz.de/10001317894
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Mikroökonometrische Modellierung der Markenwahl bei diskontinuierlichem Kaufverhalten
Grammig, Joachim - In: Allgemeines statistisches Archiv : AStA ; journal of … 81 (1997) 4, pp. 362-376
Persistent link: https://www.econbiz.de/10001231813