Similar Search Results

On the time-varying dynamics of stock and commodity momentum returns

Stadtmüller, Immo; Auer, Benjamin R.; Schuhmacher, Frank - In: Finance research letters 46 (2022) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10013341591

Daily seasonality in crude oil returns and volatilities

Auer, Benjamin R. - In: Energy economics 43 (2014), pp. 82-88

Persistent link: https://www.econbiz.de/10010504173

On time-varying predictability of emerging stock market returns

Auer, Benjamin R. - In: Emerging markets review 27 (2016), pp. 1-13

Persistent link: https://www.econbiz.de/10011670949

Does the strength of capital market anomalies exhibit seasonal patterns?

Auer, Benjamin R. - In: Journal of economics and finance 43 (2019) 1, pp. 91-103

Persistent link: https://www.econbiz.de/10012171002

Discounted-Cash-flow-Verfahren und Kapitalmarktspekulation

Breuer, Wolfgang; Schuhmacher, Frank - In: Betriebswirtschaftliche Forschung und Praxis : BFuP 56 (2004) 2, pp. 119-133

Persistent link: https://www.econbiz.de/10002011353

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

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

Is there a friday the 13th effect in emerging Asian stock markets?

Auer, Benjamin R.; Rottmann, Horst - 2013

Persistent link: https://www.econbiz.de/10010189834

Relative Prognosegüte kapitalmarkt- und konsumbasierter Variablen für kurz-, mittel- und langfristige deutsche Aktienrenditen

Auer, Benjamin R. - In: Corporate finance / Biz 2 (2011) 4, pp. 279-285

Persistent link: https://www.econbiz.de/10009130711

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