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Gibt es den Turn-of-the-Month Effekt? : Eine empirische Analyse des deutschen Marktes von 1960 bis 1992
Röder, Klaus - In: Finanzmarkt und Portfolio-Management 8 (1994) 4, pp. 535-545
Persistent link: https://www.econbiz.de/10001221014
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Fundamental indexing around the world
Walkshäusl, Christian; Lobe, Sebastian - In: Review of financial economics : RFE 19 (2010) 3, pp. 117-127
Persistent link: https://www.econbiz.de/10008653405
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Islamic equity investing : alternative performance measures and style analysis
Walkshäusl, Christian; Lobe, Sebastian - In: The journal of investing 21 (2012) 4, pp. 182-189
Persistent link: https://www.econbiz.de/10009707738
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Short-term market overreaction on the Frankfurt stock exchange
Lobe, Sebastian; Rieks, Johannes - In: The quarterly review of economics and finance : journal … 51 (2011) 2, pp. 113-123
Persistent link: https://www.econbiz.de/10009269403
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Trading strategies of a financially strong investor in futures and stocks : is profitable manipulation possible?
Bamberg, Günter - In: Econometrics in theory and practice : Festschrift for …, (pp. 175-187). 1998
Persistent link: https://www.econbiz.de/10001301446
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The intraday ex ante profitability of DAX-futures arbitrage for institutional investors in Germany : the case of early and late transactions
Bamberg, Günter - In: Finanzmarkt und Portfolio-Management 8 (1994) 1, pp. 50-62
Persistent link: https://www.econbiz.de/10001217692
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Der Erfolg von Dividendenstrategien : eine empirische Analyse der Strategie mit Blick auf Covid-19
Platzgummer, Hannes; Röder, Klaus - In: Corporate finance : Finanzierung, Kapitalmarkt, … 12 (2021) 5/6, pp. 132-138
Persistent link: https://www.econbiz.de/10012543411
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Strategien eines finanzkräftigen Manipulators am Termin- und Aktienmarkt
Bamberg, Günter - 1995
Persistent link: https://www.econbiz.de/10013452499
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Seasonality in ex ante German stock index futures arbitrage : where do arbitrage profits in Germany come from?
Bamberg, Günter - 1994
Persistent link: https://www.econbiz.de/10013374625