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Are standard asset pricing factors long-range dependent?

Auer, Benjamin R. - In: Journal of economics and finance 42 (2018) 1, pp. 66-88

Persistent link: https://www.econbiz.de/10011978140

Could diamonds become an investor's best friend?

Auer, Benjamin R. - In: Review of managerial science 8 (2014) 3, pp. 351-383

Persistent link: https://www.econbiz.de/10010386707

Can consumption-based asset pricing models using monetary conditioning variables explain the cross-section of German stock returns?

Auer, Benjamin R. - In: Applied economics 45 (2013) 25/27, pp. 3564-3573

Persistent link: https://www.econbiz.de/10010345895

Can habit formation under complete market integration explain the cross-section of international equity risk premia?

Auer, Benjamin R. - In: Review of financial economics : RFE 22 (2013) 2, pp. 61-67

Persistent link: https://www.econbiz.de/10009737233

Does the financial crisis influence the random walk behaviour of international stock markets?

Auer, Benjamin R.; Schuster, Martin - In: Applied economics letters 18 (2011) 4/6, pp. 319-323

Persistent link: https://www.econbiz.de/10009233021

Sind konsumbasierte Kapitalmarktmodelle mit europäischen Wertpapierrenditen vereinbar?

Auer, Benjamin R. - In: Review of economics 62 (2011) 1, pp. 56-87

Persistent link: https://www.econbiz.de/10009236860

Lassen sich CAPM, HCAPM und CCAPM durch konsumbasierte zeitvariable Parameterspezifikation rehabilitieren?

Auer, Benjamin R. - In: Jahrbücher für Nationalökonomie und Statistik 232 (2012) 5, pp. 518-544

Persistent link: https://www.econbiz.de/10009614768

Are there multiple independent risk anomalies in the cross section of stock returns?

Auer, Benjamin R.; Schuhmacher, Frank - In: Journal of risk 24 (2021) 2, pp. 43-87

Persistent link: https://www.econbiz.de/10013284832

Is there a Friday the 13th effect in ermerging Asian stock markets?

Auer, Benjamin R.; Rottmann, Horst - 2013

In this article, we revisit the Friday the 13th effect discussed by Kolb and Rodriguez (1987) that has received increased interest in recent research. Using a dummy-augmented GARCH model, we investigate whether the occurrence of this superstitious calendar day has significant impact on the...

Persistent link: https://www.econbiz.de/10010188011

The "Sell in May" effect : a review and new empirical evidence

Degenhardt, Thomas; Auer, Benjamin R. - In: The North American journal of economics and finance : a … 43 (2018), pp. 169-205

Persistent link: https://www.econbiz.de/10012036281