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USA
Capital market returns
144
Kapitalmarktrendite
144
Estimation
41
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35
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32
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32
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Ungeheuer, Michael
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
6
Essays on empirical asset pricing
3
Essays on investor behavior and financial markets
3
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
2
Handbook of economic forecasting ; Volume 2A
2
The interrelationship between financial and energy markets
2
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
1
Brennpunkt Risikomanagement und Regulierung
1
Essays in management of private equity investments
1
Essays on quantitative finance in the context of statistical arbitrage
1
Finance reconsidered : new perspectives for a responsible and sustainable finance
1
Financial market regulation in the aftermath of the financial crisis : three essays on structural banking reforms
1
Global banking, financial markets and crises
1
Handbook of research on new challenges and global outlooks in financial risk management
1
Higher-order factorization machines : implementation, application, and comparison of a state-of-the-art recommender approach
1
Information advantages in the mutual fund industry : three essays
1
Modern processes of economic development : economics and law
1
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
1
Progress in financial markets research
1
Quantifying systemic risk
1
Recent advances in estimating nonlinear models : with applications in economics and finance
1
Sustainability and social responsibility : regulation and reporting
1
Trade war : the clash of economic systems endangering global prosperity
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Hedging effectiveness of the VIX ETPs : an analysis of the time-varying performance of the VXX
Ceylan, Özcan
- In:
Handbook of research on new challenges and global …
,
(pp. 384-401)
.
2022
Persistent link: https://www.econbiz.de/10013171832
Saved in:
2
Supply chain linkages and financial markets : evaluating the costs of the US-China trade war
Huang, Yi
;
Chen, Lin
;
Liu, Sibo
;
Tang, Heiwai
- In:
Trade war : the clash of economic systems endangering …
,
(pp. 65-72)
.
2019
Persistent link: https://www.econbiz.de/10012136811
Saved in:
3
Exploiting social media with higher-order factorization machines: statistical arbitrage on high-frequency data of the S&P 500
Knoll, Julian
;
Stübinger, Johannes
;
Grottke, Michael
- In:
Essays on quantitative finance in the context of …
,
(pp. 203-236)
.
2018
Persistent link: https://www.econbiz.de/10011901819
Saved in:
4
Corporate social responsibility, investor sentiment, and stock returns
Keleş, Emrah
;
Çetin, Ayten
- In:
Sustainability and social responsibility : regulation …
,
(pp. 443-462)
.
2018
Persistent link: https://www.econbiz.de/10011719322
Saved in:
5
Returns, risk, portfolio selection, and evaluation
Dhrymes, Phoebus J.
;
Guerard, John Baynard
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 73-110)
.
2017
Persistent link: https://www.econbiz.de/10011602879
Saved in:
6
Validating return-generating models
Blume, Marshall E.
;
Gültekin, Mustafa N.
;
Gultekin, N. …
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 111-134)
.
2017
Persistent link: https://www.econbiz.de/10011602946
Saved in:
7
Invisible costs and profitability
Lou, Xiaoxia
;
Sadka, Ronnie
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 135-143)
.
2017
Persistent link: https://www.econbiz.de/10011602947
Saved in:
8
Mean-ELT portfolio construction in US equity market
Shao, Barret Pengyuan
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 155-168)
.
2017
Persistent link: https://www.econbiz.de/10011602952
Saved in:
9
Performance of earnings yield and momentum factors in US and international equity markets
Menchero, Jose
;
Nagy, Zoltán
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 239-256)
.
2017
Persistent link: https://www.econbiz.de/10011603240
Saved in:
10
The behaviour of sentiment-induced share returns : measurement when fundamentals are observable
Brealey, Richard A.
;
Cooper, Ian
;
Kaplanis, Evi C.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 291-313)
.
2017
Persistent link: https://www.econbiz.de/10011603257
Saved in:
11
Private equity investments in public firms : characteristics, shareholder influence and investment stock returns
Leist, Holger
- In:
Essays in management of private equity investments
,
(pp. 53-90)
.
2017
Persistent link: https://www.econbiz.de/10011710574
Saved in:
12
Estimation of a normal distribution of returns on stock indices based on the minimum chi-square criterion
Czyżycki, Rafał
- In:
Modern processes of economic development : economics and law
,
(pp. 9-18)
.
2017
Persistent link: https://www.econbiz.de/10011861483
Saved in:
13
Speed of information diffusion within fund families
Jaspersen, Stefan
- In:
Information advantages in the mutual fund industry : …
,
(pp. 84-122)
.
2017
Persistent link: https://www.econbiz.de/10011887135
Saved in:
14
Can economic links explain the cross-firm lead-lag relations?
Zeng, Kailin
- In:
Essays on empirical asset pricing
,
(pp. 1-58)
.
2017
Persistent link: https://www.econbiz.de/10011887139
Saved in:
15
Horizontal industry links and return predictability
Zeng, Kailin
- In:
Essays on empirical asset pricing
,
(pp. 59-96)
.
2017
Persistent link: https://www.econbiz.de/10011887140
Saved in:
16
Idiosyncratic risk clustering and stock market returns
Zeng, Kailin
- In:
Essays on empirical asset pricing
,
(pp. 97-145)
.
2017
Persistent link: https://www.econbiz.de/10011887143
Saved in:
17
Exploiting social media with higher-order factorization machines: statistical arbitrage on high-frequency data of the S&P 500
Knoll, Julian
;
Stübinger, Johannes
;
Grottke, Michael
- In:
Higher-order factorization machines : implementation, …
,
(pp. 69-104)
.
2017
Persistent link: https://www.econbiz.de/10011901662
Saved in:
18
The perception of dependence, investment decisions, and stock prices
Ungeheuer, Michael
- In:
Essays on investor behavior and financial markets
,
(pp. 11-89)
.
2017
Persistent link: https://www.econbiz.de/10011719392
Saved in:
19
Stock returns and the cross-section of investor attention
Ungeheuer, Michael
- In:
Essays on investor behavior and financial markets
,
(pp. 91-163)
.
2017
Persistent link: https://www.econbiz.de/10011719393
Saved in:
20
Daily winners and losers
Ungeheuer, Michael
- In:
Essays on investor behavior and financial markets
,
(pp. 165-217)
.
2017
Persistent link: https://www.econbiz.de/10011719394
Saved in:
21
Islamic investment versus socially responsible investment : lessons from comparison
Paranque, Bernard
;
Erragragui, Elias
- In:
Finance reconsidered : new perspectives for a …
,
(pp. 355-383)
.
2016
Persistent link: https://www.econbiz.de/10011543075
Saved in:
22
Market reactions to structural reforms in the banking sector - a cross-country event study
Münzer, Margit
- In:
Financial market regulation in the aftermath of the …
,
(pp. 83-119)
.
2016
Persistent link: https://www.econbiz.de/10011741508
Saved in:
23
Tobins Q-Ratio : Bewertungsmaß für den Aktienmarkt
Zakrewski, Mario
- In:
Brennpunkt Risikomanagement und Regulierung
,
(pp. 199-211)
.
2015
Persistent link: https://www.econbiz.de/10010503300
Saved in:
24
Computational issues in the stochastic discount factor framework for equity risk premium
Bhar, Ramaprasad
;
Malliaris, Anastasios G.
- In:
Nonlinear economic dynamics and financial modelling : …
,
(pp. 235-249)
.
2014
Persistent link: https://www.econbiz.de/10011286583
Saved in:
25
A slowly evolving mean of the price-to-dividend ratio, its economic influences and predictive power for stock returns
Herwartz, Helmut
;
Rengel, Malte
;
Fang, Xu
- In:
An analysis of long-term influences on financial …
,
(pp. 7-41)
.
2014
Persistent link: https://www.econbiz.de/10010480408
Saved in:
26
Oil shock transmission to stock market returns : Wavelet-multivariate Markov switching GARCH approach
Jammazi, Rania
- In:
The interrelationship between financial and energy markets
,
(pp. 71-111)
.
2014
Persistent link: https://www.econbiz.de/10010411151
Saved in:
27
Risk factors in the oil industry : an upstream and downstream analysis
Ramos, Sofia B.
;
Veiga, Helena
;
Wang, Chih-Wei
- In:
The interrelationship between financial and energy markets
,
(pp. 3-32)
.
2014
Persistent link: https://www.econbiz.de/10010411181
Saved in:
28
The non-linear and linear impact of investor sentiment on stock returns : an empirical analysis of the US market
Ge̜bka, Bartosz
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 281-299)
.
2014
Persistent link: https://www.econbiz.de/10011406777
Saved in:
29
Forecasting stock returns
Rapach, David E.
;
Zhou, Guofu
-
2013
Persistent link: https://www.econbiz.de/10011507002
Saved in:
30
Forecasting real estate prices
Ghysels, Eric
;
Plazzi, Alberto
;
Valkanov, Rossen I.
; …
-
2013
Persistent link: https://www.econbiz.de/10011507020
Saved in:
31
Endogenous and systemic risk
Daníelsson, Jón
;
Shin, Hyun Song
;
Zigrand, Jean-Pierre
- In:
Quantifying systemic risk
,
(pp. 73-94)
.
2013
Persistent link: https://www.econbiz.de/10010191412
Saved in:
32
The impact of domestic and international monetary policy news on US and German bank stocks
Kim, Suk-Joong
;
Lee, Linda
;
Wu, Eliza
- In:
Global banking, financial markets and crises
,
(pp. 175-210)
.
2013
Persistent link: https://www.econbiz.de/10010231081
Saved in:
33
Factor mimicking portfolios from parametric portfolio policies
Ascheberg, Marius
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 69-96)
.
2013
Persistent link: https://www.econbiz.de/10010412570
Saved in:
34
Pricing of firm specific jump risk
Ascheberg, Marius
;
Kraft, Holger
;
Yildirim, Yildiray
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 21-68)
.
2013
Persistent link: https://www.econbiz.de/10010412571
Saved in:
35
Finite sample properties of tests for STGARCH models and application to the US stock returns
Dufrénot, Gilles
;
Marimoutou, Vêlayoudom
; …
- In:
Progress in financial markets research
,
(pp. 83-101)
.
2012
Persistent link: https://www.econbiz.de/10009678565
Saved in:
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