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Liquidität und Bewertung : Messung und Management des Illiquiditätsabschlags am deutschen Aktienmarkt
Rojahn, Joachim - 2008
Persistent link: https://www.econbiz.de/10003773154
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Firm size, beta and stock returns : evidence from Germany and the United Kingdom
Malin, Mirela; Veeraraghavan, Madhu - In: International economics & finance journal : (IEFJ) 1 (2006) 1, pp. 107-123
Persistent link: https://www.econbiz.de/10003791163
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Multifaktormodelle zur Erklärung deutscher Aktienrenditen : eine empirische Analyse
Ziegler, Andreas; Schröder, Michael; Schulz, Anja; … - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 59 (2007) 3, pp. 355-389
Persistent link: https://www.econbiz.de/10003462138
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The cross-Section of German stock returns : new data and new evidence
Artmann, Sabine; Finter, Philipp; Kempf, Alexander; … - 2010
test the standard CAPM, the Fama-French three-factor model, and the Carhart four-factor model. Our tests are based on a … ; Carhart ; Characteristics ; Risk Factors ; Value ; Size ;Momentum ; Germany …
Persistent link: https://www.econbiz.de/10008666515
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Determinants of expected stock returns : large sample evidence from the German market
Artmann, Sabine; Finter, Philipp; Kempf, Alexander - 2010
factors ; multifactor models ; Germany …
Persistent link: https://www.econbiz.de/10008666529
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Determinants of expected stock returns : large sample evidence from the German market
Artmann, Sabine; Finter, Philipp; Kempf, Alexander - In: Journal of business finance & accounting : JBFA 39 (2012) 5/6, pp. 758-784
Persistent link: https://www.econbiz.de/10009575814
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Time-varying stock returns and labor income risks in the US and UK
Li, Yuming - In: The European journal of finance 17 (2011) 3/4, pp. 321-336
Persistent link: https://www.econbiz.de/10009155399
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Do newspaper articles predict aggregate stock returns?
Ammann, Manuel; Frey, Roman; Verhofen, Michael - In: The journal of behavioral finance : a publication of … 15 (2014) 3, pp. 195-213
Persistent link: https://www.econbiz.de/10011303209
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Das Capital Asset Pricing Model in Deutschland : univariate und multivariate Tests für den Kapitalmarkt
Warfsmann, Jürgen - 1993
Persistent link: https://www.econbiz.de/10009700928
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Semiparametric modelling of the cross-section of expected returns in the German stock market
Stehle, Richard; Bunke, Olaf; Sommerfeld, Volker - 1997
a comparable data set for Germany for the time period 1968-1990. We analyze this data set in order to identify a "best …/French for US stock returns is almost the best one in Germany. The book-to-market-ratio turns out to be the variable with highest …
Persistent link: https://www.econbiz.de/10009661022