The negative relationship between the cross-section of expected returns and lagged idiosyncratic volatility. The German stock market 1990-2016
Language: en
Pages: 38
Authors: Lasse Homann
Categories: Business & Economics
Type: BOOK - Published: 2020-04-23 - Publisher: GRIN Verlag

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Master's Thesis from the year 2018 in the subject Business economics - Review of Business Studies, grade: 1.0, University of Hannover (Institute of Financial Ma
Common Risk Factors in the German Stock Market
Language: en
Pages: 81
Authors: Daniel Bathe
Categories: Business & Economics
Type: BOOK - Published: 2008-05-20 - Publisher: GRIN Verlag

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Diploma Thesis from the year 2007 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1,3, University of Tubingen, langu
On the Cross-section of Expected Stock Returns
Language: en
Pages:
Authors:
Categories: Capital assets pricing model
Type: BOOK - Published: 2006 - Publisher:

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Empirical Asset Pricing
Language: en
Pages: 512
Authors: Turan G. Bali
Categories: Business & Economics
Type: BOOK - Published: 2016-02-26 - Publisher: John Wiley & Sons

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“Bali, Engle, and Murray have produced a highly accessible introduction to the techniques and evidence of modern empirical asset pricing. This book should be
The Integration of World Capital Markets
Language: en
Pages: 66
Authors: Mr.Michael Mussa
Categories: Business & Economics
Type: BOOK - Published: 1993-12-01 - Publisher: International Monetary Fund

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This paper discusses the extent to which national capital markets have become linked, and identifies several of the more important consequences of that increase