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Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian - 2001
Persistent link: https://www.econbiz.de/10001530439
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Asset pricing with time-varying covariances : evidence for the German stock market
Scheicher, Martin - 1996
Persistent link: https://www.econbiz.de/10000982464
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Irrational exuberance reconsidered : the cross section of stock returns
Külpmann, Mathias - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10001755223
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Asset pricing and default risk
Breig, Christoph - 2011
Persistent link: https://www.econbiz.de/10008779050
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Style-investing auf europäischen Aktienmärkten : eine empirische Analyse bewertungsrelevanter Fundamentalfaktoren
Paulus, Helmut - 1997
Persistent link: https://www.econbiz.de/10013438293
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Stock market overreaction and fundamental valuation : theory and empirical evidence
Külpmann, Mathias - 2002
Persistent link: https://www.econbiz.de/10001607573
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Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze; Chen, Xizhuo; Gong, Jincheng; Lin, Xiao; … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
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The CAPM, national stock market betas, and macroeconomic covariates : a global analysis
Curran, Michael; Velic, Adnan - 2018
Persistent link: https://www.econbiz.de/10011898916
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Determinanten erwarteter Renditen am deutschen Aktienmarkt : eine empirische Untersuchung anhand ausgewählter Kennzahlen
Wallmeier, Martin - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 52 (2000) 1, pp. 27-57
Persistent link: https://www.econbiz.de/10001473949