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A rolling MTAR model to test for efficient stock pricing and asymmetric adjustment

Behr, Andreas - 2004

Persistent link: https://www.econbiz.de/10002688701

Investment and liquidity constraints : empirical evidence for Germany

Behr, Andreas - 2003 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001876074

Quantile regression for robust bank efficiency score estimation

Behr, Andreas - In: European journal of operational research : EJOR 200 (2009/10) 2, pp. 568-581

Persistent link: https://www.econbiz.de/10003897238

A rolling MTAR model to test for efficient stock pricing and asymmetric adjustment

Behr, Andreas - 2004

The paper is concerned with the question whether the pricing of U.S. stocks has been efficient according to the present value model. We extended the MTAR-model used in the context of market efficiency using a rolling window estimation strategy. This rolling MTAR-analysis revealed that the...

Persistent link: https://www.econbiz.de/10009349859

Assessing the stability of Gaussian mixture models for monthly returns of the S&P 500 index

Behr, Andreas - In: Applied financial economics letters 3 (2007) 4/6, pp. 215-220

Persistent link: https://www.econbiz.de/10003604832

A rolling MTAR model to test for efficient stock pricing and asymmetric adjustment

Behr, Andreas - In: Applied financial economics 17 (2007) 16/18, pp. 1479-1487

Persistent link: https://www.econbiz.de/10003605859

A European analysis of changes in gender specific wage inequality using decomposition methods

Behr, Andreas - In: Journal of income distribution : an international quarterly 16 (2007) 1, pp. 49-72

Persistent link: https://www.econbiz.de/10003689460

A comparison of modern wage decomposition approaches

Behr, Andreas - In: Journal of income distribution : an international quarterly 22 (2013) 1, pp. 89-114

Persistent link: https://www.econbiz.de/10011311849

Do high local customer and supply densities foster firm growth?

Behr, Andreas; Schiwy, Christoph; Hong, Lucy - In: Review of regional research : a publication of the … 43 (2023) 2, pp. 265-289

Persistent link: https://www.econbiz.de/10014426482

What determines wage differentials across the EU?

Behr, Andreas; Pötter, Ulrich - In: Journal of economic inequality 8 (2010) 1, pp. 101-120

Persistent link: https://www.econbiz.de/10003968438