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The Hurdle-Rate Effect on Patents : Equity Risk Premium and Corporate Innovation by Public Firms in the U.S., 1977-2018

Audretsch, David B.; Drobetz, Wolfgang; Ernst, Eva Elena; … - 2023

We document high economy-wide correlations between the Equity Risk Premium (ERP) and the aggregate volume (rho=-0.69) and value (rho=-0.75) of patenting activity by public firms in the United States over the 1977-2018 period, contradicting Schumpeter's (1939) opportunity-costs hypothesis of...

Persistent link: https://www.econbiz.de/10014354926

Zur Rendite-Risiko-Beziehung am deutschen Aktienmarkt : eine empirische Analyse der Beziehung zwischen dem Deutschen Aktienindex DAX und dem Volatilitätsindex VDAX

Dichtl, Hubert; Drobetz, Wolfgang - In: Kredit und Kapital 45 (2012) 3, pp. 373-406

Persistent link: https://www.econbiz.de/10009667513

Share repurchases of initial public offerings : motives, valuation effects, and the impact of market regulation

Bessler, Wolfgang; Drobetz, Wolfgang; Seim, Martin - In: The European journal of finance 20 (2014) 1/3, pp. 232-263

Persistent link: https://www.econbiz.de/10010462117

Dollar-cost averaging and prospect theory investors : an explanation for a popular investment strategy

Dichtl, Hubert; Drobetz, Wolfgang - In: The journal of behavioral finance : a publication of … 12 (2011) 1, pp. 41-52

Persistent link: https://www.econbiz.de/10009011949

Corporate insider trading and return skewness

Drobetz, Wolfgang; Mussbach, Emil; Westheide, Christian - In: The journal of corporate finance : contracting, … 60 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012163627

Predictability and the cross section of expected returns : evidence from the European stock market

Drobetz, Wolfgang; Haller, Rebekka; Jasperneite, Christian - In: The journal of asset management 20 (2019) 7, pp. 508-533

Persistent link: https://www.econbiz.de/10012155318

Are stock markets really so inefficient? : the case of the “Halloween Indicator”

Dichtl, Hubert; Drobetz, Wolfgang - In: Finance research letters 11 (2014) 2, pp. 112-121

Persistent link: https://www.econbiz.de/10010441205

Forecasting stock market crashes via machine learning

Dichtl, Hubert; Drobetz, Wolfgang; Otto, Tizian - In: Journal of financial stability 65 (2023), pp. 1-25

Persistent link: https://www.econbiz.de/10014289861

Essays in finance

Schilling, Dirk Christian - 2012

Persistent link: https://www.econbiz.de/10009550835

Parametric and nonparametric estimation of conditional return expectations

Drobetz, Wolfgang; Hoechle, Daniel - In: Risk management : challenge and opportunity ; with 125 …, (pp. 169-196). 2005

Persistent link: https://www.econbiz.de/10002447562