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Semiparametric modelling of the cross-section of expected returns in the German stock market
Stehle, Richard; Bunke, Olaf; Sommerfeld, Volker - 1997
a comparable data set for Germany for the time period 1968-1990. We analyze this data set in order to identify a "best …/French for US stock returns is almost the best one in Germany. The book-to-market-ratio turns out to be the variable with highest …
Persistent link: https://www.econbiz.de/10009661022
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The relative importance of group-level effects on the performance of German companies/ Steffen Brenner, Olaf Bunke, Bernd Droge, Joachim Schwalbach
Brenner, Steffen; Bunke, Olaf; Droge, Bernd; … - 2001
We examine the impact of performance groups on the estimation of the relative importance of firm, industry and other …
Persistent link: https://www.econbiz.de/10009617951