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Informationseffizienz auf Kapitalmärkten : Konzepte und empirische Ergebnisse
Sapusek, Annemarie - 1998
Persistent link: https://www.econbiz.de/10000985364
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Temporary stock market bubbles : further evidence from Germany
Humpe, Andreas; Zakrewski, Mario - In: Investment management and financial innovations 12 (2015) 2, pp. 33-40
Persistent link: https://www.econbiz.de/10011500140
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Handelsstrategien von Nichtpreisnehmern : Theorie und empirische Untersuchung
Kampovsky, Anne-Kerstin - 2000
Persistent link: https://www.econbiz.de/10001526720
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Essays on testing for speculative bubbles in the stock market
Chen, Lii-Tarn - 1995
Persistent link: https://www.econbiz.de/10000574232
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SeptemBear : a seasonality puzzle in the German stock index DAX
Reutter, Michael; Weizsäcker, Jakob von; Westermann, Frank - In: Applied financial economics 12 (2002) 11, pp. 765-769
Persistent link: https://www.econbiz.de/10001711915
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Wochentagseffekte am deutschen Aktienmarkt unter Berücksichtigung von ARCH-Effekten
Brechtmann, Markus - 1997
Persistent link: https://www.econbiz.de/10000981524
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Seasonalities in the German stock market
Hofmann, Daniel; Keiber, Karl Ludwig - In: Financial markets and portfolio management 35 (2021) 2, pp. 151-192
Persistent link: https://www.econbiz.de/10012588317
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Efficient market hypothesis and stock market anomalies : empirical evidence in four European countries
Rossi, Matteo; Gunardi, Ardi - In: The journal of applied business research 34 (2018) 1, pp. 183-192
Persistent link: https://www.econbiz.de/10011889852
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SeptemBear : a seasonality puzzle in the German stock index DAX
Reutter, Michael; Weizsäcker, Jakob von; Westermann, Frank - 2000
Persistent link: https://www.econbiz.de/10013428365
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Drivers of seasonal return patterns in German stocks
Weigerding, Michael; Hanke, Michael Hanke; Schwetzler, … - In: Business research 11 (2018) 1, pp. 173-196
main driver of return seasonality. In comparison, the economic significance of order flow imbalance is markedly weaker … return seasonality in previous studies using non-US data, are of little importance for our data set of German stocks. …
Persistent link: https://www.econbiz.de/10011814870