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What price growth? : A paradox revisited
Durand, David - In: The journal of portfolio management : a publication of … 19 (1992) 1, pp. 84-91
Persistent link: https://www.econbiz.de/10001132239
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Intertemporal asset pricing : evidence from Germany ; with 27 tables
Meyer, Bernd - 1999
Persistent link: https://www.econbiz.de/10000993651
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The role of risk in financial markets
Chou, Ray Yeutien - 1995
Persistent link: https://www.econbiz.de/10000965178
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Essays in financial economics
Zheng, Yijuan - 1996
Persistent link: https://www.econbiz.de/10000970243
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The premium for default risk in stock returns
Shumway, Tyler - 1996
Persistent link: https://www.econbiz.de/10000972133
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Erklärung von "Mean Reversion" auf internationalen Aktienmärkten
Tolksdorf, Norbert - 2002
Persistent link: https://www.econbiz.de/10001671445
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Zur Bewertungsrelevanz firmenspezifischer Aktienkurssprünge
Nietert, Bernhard - In: Unternehmensentwicklung im Wettbewerb, (pp. 41-47). 2002
Persistent link: https://www.econbiz.de/10001674943
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Essays on the arbitrage pricing theory
Koutoulas, George - 1993
Persistent link: https://www.econbiz.de/10000916592
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Investment grade, asset prices and changes in the source of systematic risk
Giovannetti, Bruno; Rodrigues, Mauro; Ros, Eduardo - 2014
Persistent link: https://www.econbiz.de/10010443090
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Arbitrage, Idiosyncratic Risk and the Rationality of Discounts on Closed-End Funds
Gemmill, Gordon - 2011
We examine the roles of rational and behavioural factors in explaining long-run premiums/discounts on closed-end funds, using evidence on equity funds from the US and UK. Although the processes by which fund prices converge towards long-run premiums or discounts are similar in the two countries,...
Persistent link: https://www.econbiz.de/10013128561