Similar Search Results

Diamonds — A precious new asset?

Auer, Benjamin R.; Schuhmacher, Frank - In: International review of financial analysis 28 (2013), pp. 182-189

Persistent link: https://www.econbiz.de/10010123276

RETRACTED ARTICLE: Investor sentiment, stock market valuation and merger activity

Auer, Benjamin R.; Schuhmacher, Frank - In: International review of economics 60 (2013) 2, pp. 245-245

Persistent link: https://www.econbiz.de/10010134471

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, pp. 3564-3573

Persistent link: https://www.econbiz.de/10010053611

Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?

Auer, Benjamin R. - 2018

We revisit and extend the study by Chordia et al. (2014) which documents that, in recent years, increased liquidity has significantly decreased exploitable returns of capital market anomalies in the US. Using a novel international dataset of arbitrage portfolio returns for four well-known...

Persistent link: https://www.econbiz.de/10012908691

Statistik und Ökonometrie für Wirtschaftswissenschaftler : eine anwendungsorientierte Einführung

Auer, Benjamin R.; Rottmann, Horst - 2010 - 1. Aufl.

Persistent link: https://www.econbiz.de/10008686042

Risikoaversion und Equity-Premium-Puzzle : eine Analyse des deutschen Finanzmarktes

Auer, Benjamin R. - In: Corporate finance / Biz 2 (2011) 1, pp. 13-18

Persistent link: https://www.econbiz.de/10009866655

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/10009866676

Konsumbasierte Kapitalmarktmodelle und globale Rezessionsindikatoren

Auer, Benjamin R. - In: Corporate finance / Biz 2 (2011) 5, pp. 331-337

Persistent link: https://www.econbiz.de/10009866681

The low return distortion of the Sharpe ratio

Auer, Benjamin R. - In: Financial markets and portfolio management 27 (2013) 3, pp. 299-306

Persistent link: https://www.econbiz.de/10010179929

Lassen sich CAPM, HCAPM und CCAPM durch konsumbasierte zeitvariable Parameterspezifikation rehabilitieren? / Can Time-varying Parameter Specification Based on Consumption Variables...

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

Summary Using a new dataset for the German market, this article analyses whether modeling time-varying stochastic discount factor parameters in the CAPM of Sharpe (1964), the HCAPM of Jagannathan and Wang (1996) and the CCAPM of Lucas (1978) can help to explain the cross-section of...

Persistent link: https://www.econbiz.de/10014609413