> Issues
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38(2024), 1 vom: März, Seite 1-35:
The Credit Suisse bailout in hindsight not a bitter pill to swallow, but a case to follow Pascal Böni, Heinz Zimmermann
2024
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38(2024), 1 vom: März, Seite 37-91:
Does analysts' industrial concentration affect the quality of their forecasts? Guanming He, Yun Sun, April Zhichao Li
2024
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38(2024), 1 vom: März, Seite 93-122:
Hedging goals Thomas Krabichler, Marcus Wunsch
2024
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37(2023), 4 vom: Dez., Seite 379-401:
The two-component Beta-t-QVAR-M-lev a new forecasting model Michel Ferreira Cardia Haddad, Szabolcs Blazsek, Philip Arestis, Franz Fuerst, Hsia Hua Sheng
2023
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37(2023), 4 vom: Dez., Seite 403-456:
The predictive ability of technical trading rules an empirical analysis of developed and emerging equity markets Kevin Rink
2023
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37(2023), 4 vom: Dez., Seite 457-497:
The effect of staggered boards on firm value during market shocks Tristan Oliver Stenzaly
2023
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37(2023), 2 vom: Juni, Seite 121-160:
Rebalancing with transaction costs theory, simulations, and actual data Rim El Bernoussi, Michael Rockinger
2023
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37(2023), 3 vom: Sept., Seite 239-275:
Beta estimation in the European network regulation context what matters, what doesn't, and what is indispensable Dmitry Bazhutov, André Betzer, Richard Stehle
2023
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37(2023), 3 vom: Sept., Seite 325-345:
Securities transaction taxes and stock price informativeness evidence for France and Italy Paulo Pereira da Silva
2023
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37(2023), 1 vom: März, Seite 61-94:
A stochastic Asset Liability Management model for life insurance companies Marco Di Francesco, Roberta Simonella
2023
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37(2023), 1 vom: März, Seite 95-114:
Momentum: what do we know 30 years after Jegadeesh and Titman's seminal paper? Tobias Wiest
2023
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37(2023), 3 vom: Sept., Seite 297-324:
What we know about the low-risk anomaly a literature review Joshua Traut
2023
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36(2022), 2 vom: Juni, Seite 203-260:
Empirical analysis of the illiquidity premia of German real estate securities Thomas Paul, Thomas Walther, André Küster-Simic
2022
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36(2022), 3 vom: Sept., Seite 267-296:
German banks' behavior in the low interest rate environment Ramona Busch, Helge C.N. Littke, Christoph Memmel, Simon Niederauer
2022
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36(2022), 3 vom: Sept., Seite 297-320:
Exploring the diversification benefits of US international equity closed-end funds Jonathan Fletcher
2022
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36(2022), 3 vom: Sept., Seite 321-367:
Can the FSCORE add value to anomaly-based portfolios? a reality check in the German stock market Eero J. Pätäri, Timo H. Leivo, Sheraz Ahmed
2022
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36(2022), 4 vom: Dez., Seite 409-441:
Interest rate shocks, competition and bank liquidity creation Thomas Kick
2022
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36(2022), 4 vom: Dez., Seite 443-472:
How online discussion board activity affects stock trading the case of GameStop André Betzer, Jan Philipp Harries
2022
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35(2021), 3 vom: Sept., Seite 353-368:
Gold and oil prices abnormal returns, momentum and contrarian effects Guglielmo Maria Caporale, Alex Plastun
2021
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35(2021), 4 vom: Dez., Seite 495-513:
COVID-19’s impact on real estate markets review and outlook Nadia Balemi, Roland Füss, Alois Weigand
2021
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35(2021), 1 vom: März, Seite 1-59:
ICO investors Rüdiger Fahlenbrach, Marc Frattaroli
2021
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35(2021), 1 vom: März, Seite 101-144:
A comprehensive investigation into style momentum strategies in China Chen Su
2021
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35(2021), 2 vom: Juni, Seite 151-192:
Seasonalities in the German stock market Daniel Hofmann, Karl Ludwig Keiber
2021
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35(2021), 2 vom: Juni, Seite 193-224:
Interaction effects between dynamic hybrid products and traditional deferred annuities in the German life insurance market Nikolaj Moretti, Johannes Bartels
2021