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Liquid betting against beta in Dow Jones industrial average stocks
Auer, Benjamin R.; Schuhmacher, Frank - In: Financial analysts' journal : FAJ 71 (2015) 6, pp. 30-43
Persistent link: https://www.econbiz.de/10011687990
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The parent company puzzle on the German stock market
Eling, Martin; Schuhmacher, Frank - In: Financial markets and portfolio management 19 (2005) 1, pp. 7-28
Persistent link: https://www.econbiz.de/10003213018
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On the benefits of active stock selection strategies for diversified investors
Stadtmüller, Immo; Auer, Benjamin R.; Schuhmacher, Frank - In: The quarterly review of economics and finance : journal … 85 (2022), pp. 342-354
Persistent link: https://www.econbiz.de/10013336298
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On the time-varying dynamics of stock and commodity momentum returns
Stadtmüller, Immo; Auer, Benjamin R.; Schuhmacher, Frank - In: Finance research letters 46 (2022) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10013341591