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International asset prices : empirical evidence

Morales-Arias, Leonardo - 2009

Persistent link: https://www.econbiz.de/10003869496

Two essays on government bond markets

Wang, Junbo - 2005

Persistent link: https://www.econbiz.de/10003906123

Behavioral heterogeneity in stock prices

Boswijk, Herman Peter; Hommes, Cars H.; Manzan, Sebastiano - In: Journal of economic dynamics & control 31 (2007) 6, pp. 1938-1970

Persistent link: https://www.econbiz.de/10003487859

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

Is there momentum in cross-sectional anomalies?

Peltomäki, Jarkko; Peni, Emilia - In: The journal of wealth management 12 (2009/10) 3, pp. 78-88

Persistent link: https://www.econbiz.de/10003911495

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 …

Persistent link: https://www.econbiz.de/10008666515

Determinants of expected stock returns : large sample evidence from the German market

Artmann, Sabine; Finter, Philipp; Kempf, Alexander - 2010

This paper conducts a comprehensive asset pricing study based on a unique dataset for the German stock market. For the period 1963 to 2006 we show that two value characteristics (book-to-market equity, earnings-to-price) and momentum explain the cross-section of stock returns. Corresponding...

Persistent link: https://www.econbiz.de/10008666529

Stock returns and equity premium evidence using dividend price ratios and dividend yields in Malaysia

Allen, David E.; Imbarine Bujang - 2009

Persistent link: https://www.econbiz.de/10008667285

Nonlinear bivariate comovements of asset prices : methodology, tests and applications

Corazza, Marco; Malliaris, Anastasios G.; Scalco, Elisa - In: Computational economics 35 (2010) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10003934115

Three essays on the wisdom of capital markets

Galpin, Neal - 2006

Persistent link: https://www.econbiz.de/10003971844