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subject:"Announcement effect"
subject:"Börsenkurs"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Kapitaleinkommen"
~type_genre:"Graue Literatur"
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Announcement effect
Börsenkurs
Kapitaleinkommen
Estimation
108
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108
Deutschland
68
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16
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Herwartz, Helmut
4
Härdle, Wolfgang
4
Hafner, Christian M.
3
Boehmer, Ekkehart
2
Daske, Stefan
2
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2
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2
Breitung, Jörg
1
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1
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1
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1
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1
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1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Working paper / National Bureau of Economic Research, Inc.
153
CESifo working papers
74
Discussion paper / Centre for Economic Policy Research
71
Research paper series / Swiss Finance Institute
56
Working paper
54
Discussion paper / Tinbergen Institute
41
Finance and economics discussion series
36
Discussion paper
35
SFB 649 discussion paper
35
Discussion papers / CEPR
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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CFS working paper series
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CREATES research paper
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Working paper / Centre for Financial Research
27
Swiss Finance Institute Research Paper
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Kiel working paper
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ZEW discussion papers
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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International finance discussion papers
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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Winner-loser-Effekte am deutschen Aktienmarkt
Daske, Stefan
-
2002
Persistent link: https://www.econbiz.de/10001730434
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2
Kursunterschiede und Renditen deutscher Stamm- und Vorzugsaktien
Daske, Stefan
;
Ehrhardt, Olaf
-
2002
Persistent link: https://www.econbiz.de/10001656710
Saved in:
3
Testing the diffusion coefficient
Kleinow, Torsten
-
2002
Persistent link: https://www.econbiz.de/10001684924
Saved in:
4
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
5
Bayesian estimation of NIG-parameters by Markov chain Monte Carlo methods
Lillestøl, Jostein
-
2000
Persistent link: https://www.econbiz.de/10001582162
Saved in:
6
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001470265
Saved in:
7
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
8
Weekday dependence of German stock market returns
Herwartz, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001404961
Saved in:
9
The market reaction to stock splits : evidence from Germany
Wulff, Christian
-
1999
Persistent link: https://www.econbiz.de/10001390728
Saved in:
10
Nonlinear error correction and the efficient market hypothesis : the case of German dual-class shares
Breitung, Jörg
;
Wulff, Christian
-
1999
Persistent link: https://www.econbiz.de/10001413057
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