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~isPartOf:"Journal of empirical finance"
~person:"Engel, Charles"
~person:"Gropp, Jeffrey"
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Search: subject:"Markteffizienz"
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Efficient market hypothesis
2
Effizienzmarkthypothese
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1926-1998
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Börsenkurs
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Currency derivative
1
Mean Reversion
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Mean reversion
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Portfolio selection
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Portfolio-Management
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Risikoprämie
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Risk premium
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Share price
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Engel, Charles
Gropp, Jeffrey
Kim, Jae H.
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Shamsuddin, Abul
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Alexeev, Vitali
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Amilon, Henrik
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Aquilina, Matteo
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Benink, Harald A.
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Blackburn, Douglas W.
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Blanco, Ivan
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Blau, Benjamin
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Carvalho, Carlos Viana de
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Chan, Chia-ying
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Chung, Dennis Y.
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Day, Theodore E.
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Domowitz, Ian
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Fang, Yi
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Fung, Alexander Kwok-Wah
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Gençay, Ramazan
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Goldbaum, David
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Gordillo, José Luis
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Griffith, Todd
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Gu, Ming
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Hobbs, Jeffrey
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Hrazdil, Karel
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Ibikunle, Gbenga
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Lai, Rose Neng
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Lam, Kin
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Li, Fengyun
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Li, Mingsheng
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Journal of empirical finance
Journal of international money and finance
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ECONIS (ZBW)
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Mean reversion of industry stock returns in the U.S. : 1926 - 1998
Gropp, Jeffrey
- In:
Journal of empirical finance
11
(
2004
)
4
,
pp. 537-551
Persistent link: https://www.econbiz.de/10002145264
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The forward discount anomaly and the risk premium : a survey of recent evidence
Engel, Charles
- In:
Journal of empirical finance
3
(
1996
)
2
,
pp. 123-192
Persistent link: https://www.econbiz.de/10001208676
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