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Determinants of Expected Stock Returns: Large Sample Evidence from the German Market · Study

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PreprintDeterminants of Expected Stock Returns: Large Sample Evidence from the German Market

Sabine Artmann2010

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Preprintgreen2010

Determinants of Expected Stock Returns: Large Sample Evidence from the German Market

Sabine Artmann · Philipp Finter · Alexander Kempf

27 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Reporting and Valuation Research

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References

1993Common risk factors in the returns on stocks and bonds 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1997On Persistence in Mutual Fund Performance 1992The Cross-Section of Expected Stock Returns 1973Risk, Return, and Equilibrium: Empirical Tests 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1985Does the Stock Market Overreact?1996Multifactor Explanations of Asset Pricing Anomalies

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2012Determinants of Expected Stock Returns: Large Sample Evidence from the German Marketarticle · 29 shared references 2011Empirical cross-sectional asset pricing: a surveyarticle · 20 shared references 2009Applications of State Space Models in financebook · 17 shared references 2009The Cross‐Section of Expected Stock Returns: What Have We Learnt from the Past Twenty‐Five Years of Research?article · 16 shared references 2012A risk-based explanation of return patterns—Evidence from the Polish stock marketarticle · 16 shared references 2006What Factors Drive Global Stock Returns?preprint · 15 shared references

Details

Year2010

Typepreprint

Published2010-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations27

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.1653747

openalex_workW2109078552

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