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Investition in small und mid caps : Size- oder Diversifikationseffekt?
Borgsen, Sina; Glaser, Markus; Weber, Martin - 2005
Persistent link: https://www.econbiz.de/10003467102
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Aktienperformance in Deutschland : Essays über Renditen, Anlagedauer und Kursschocks
Ising, Jan - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003386339
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Noise Trading und Ineffizienzen am deutschen Aktienmarkt : mit einem Geleitwort von Bernd Rudolph
Jaron, Martin - 2010
Persistent link: https://www.econbiz.de/10008652893
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Nonlinear error correction and the efficient market hypothesis : the case of German dual-class shares
Breitung, Jörg; Wulff, Christian - 1999
The efficient market hypothesis implies that asset prices cannot be cointegrated. On the other hand, arbitrage processes prevent prices of fundamentally related assets from drifting far away. An attractive model that reconciles these two conflicting facts is the nonlinear error correction...
Persistent link: https://www.econbiz.de/10009581105
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Semiaktive Management-Strategien für Aktienportfolios : eine marktphasenübergreifende theoretische und empirische Untersuchung
Sturm, Stefan - 2007 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003400506
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Unifications of dual-class shares in Germany : empirical evidence on the effects of related changes in ownership structure, market value, and bid-ask spreads
Ehrhardt, Olaf (contributor); Kuklinski, Jan (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003370489
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The estimation of market risk in portfolios of stocks and stock options
Locarek-Junge, Hermann; Prinzler, Ralf; Straßberger, Mario - In: German financial markets and institutions: selected studies, (pp. 171-189). 2002
Persistent link: https://www.econbiz.de/10001705548
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Marktpreisrisikoschätzung in Portefeuilles mit nichtlinearen Verlustfunktionen
Locarek-Junge, Hermann; Straßberger, Mario; Prinzler, Ralf - In: e-Finance : innovative Problemlösungen für …, (pp. 295-314). 2001
Persistent link: https://www.econbiz.de/10001615205
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Non-linear error correction and the efficient market hypothesis : the case of German dual-class shares
Breitung, Jörg; Wulff, Christian - In: German economic review 2 (2001) 4, pp. 419-434
Persistent link: https://www.econbiz.de/10001620840
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Do macroeconomic factors help in predicting international equity risk premia? : Testing the out-of-sample accuracy of linear and nonlinear forecasts
Dropsy, Vincent - In: The journal of applied business research 12 (1996) 3, pp. 120-132
Persistent link: https://www.econbiz.de/10001205322