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Ethical vs. non-ethical - is there a difference? Analyzing performance of ethical and non-ethical investment fund
Lundberg, Linnéa; Novák, Jiří; Vikman, Maria - 2009
yields mixed results. This paper investigates the differences in risk profiles and realized returns between ethical and non … years of poor stock market performance, which indicates that systematic risk of ethical funds may be higher. …
Persistent link: https://www.econbiz.de/10010322203
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Empirical risk factors in realized stock returns
Novák, Jiří; Petr, Dalibor - 2009
Measuring risk in the stock market context is one of the key challenges of modern finance. Despite of the substantial … significance of the topic to investors and market regulators, there is a controversy over what risk factors should be used to price … the assets or to determine the cost of capital. We empirically investigate the ability of several commonly proposed risk …
Persistent link: https://www.econbiz.de/10010322253
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How Effective is European Merger Control?
Duso, Thomas; Gugler, Klaus; Yurtoglu, Burcin B. - 2011
This paper applies an intuitive approach based on stock market data to a unique dataset of large concentrations during the period 1990-2002 to assess the effectiveness of European merger control. The basic idea is to relate announcement and decision abnormal returns. Under a set of four...
Persistent link: https://www.econbiz.de/10010333760
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Täglicher Lkw-Maut-Fahrleistungsindex aus digitalen Prozessdaten der Lkw-Mauterhebung
Cox, Michael; Triebel, Jürgen; Linz, Stefan; Fries, Claudia - In: WISTA – Wirtschaft und Statistik 72 (2020) 4, pp. 63-76
Anhaltspunkte zur Entwicklung der Industrieproduktion in Deutschland. Während der Coronakrise wird der Index arbeitstäglich …
Persistent link: https://www.econbiz.de/10012268162
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Talsohle durchschritten: Nachfrage nach Industriegütern legt wieder zu
Lucke, Dorothea - In: DIW Wochenbericht 76 (2009) 49, pp. 861-868
, sodass es insgesamt nur zu einer schwachen Erholung der Industrieproduktion kommen dürfte. …
Persistent link: https://www.econbiz.de/10011602103
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Deutsche Industrie kommt mit Schwung aus der Krise
Lucke, Dorothea - In: DIW Wochenbericht 77 (2010) 47, pp. 13-20
kommenden Jahr wird sich die Expansion fortsetzen, wenn auch mit geringerem Tempo. Die Industrieproduktion wird ihr Niveau von …
Persistent link: https://www.econbiz.de/10011602267
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Lessons from a small country in a financial crisis or Dr. Minsky and Mr. Ponzi in Iceland
Magnusson, Gylfi - 2010
Persistent link: https://www.econbiz.de/10014306488
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On the Role of Capital Gains in Swedish Income Inequality
Roine, Jesper; Waldenström, Daniel - 2011
Realized capital gains are typically disregarded in the study of income inequality. We show that in the case of Sweden this severely underestimates the actual increase in inequality and, in particular, top income shares during recent decades. Using micro panel data to average incomes over longer...
Persistent link: https://www.econbiz.de/10010320194
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On the role of capital gains in Swedish income inequality
Roine, Jesper; Waldenström, Daniel - 2011
Realized capital gains are typically disregarded in the study of income inequality. We show that in the case of Sweden this severely underestimates the actual increase in inequality and, in particular, top income shares during recent decades. Using micro panel data to average incomes over longer...
Persistent link: https://www.econbiz.de/10010321442
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A multiple factor model for European stocks
Stephan, Thomas G.; Maurer, Raimond; Dürr, Martin - 2000
We present an empirical study focusing on the estimation of a fundamental multi-factor model for a universe of European stocks. Following the approach of the BARRA model, we have adopted a cross-sectional methodology. The proportion of explained variance ranges from 7.3% to 66.3% in the weekly...
Persistent link: https://www.econbiz.de/10010316262