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The Global ETD Search service is a free service for researchers
to find electronic theses and dissertations. This service is
provided by the
Networked Digital Library of Theses and Dissertations.
Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
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Showing 51 to 60 of 151 (0.026 seconds)Spelling suggestions: "subject:"aktienmarkt"" "subject:"aktienmarkts""
| 51 |
The Profitability of Feasible Momentum Strategies in the UK Stock MarketBoinski, Witold. January 2007 (has links) (PDF)
Master-Arbeit Univ. St. Gallen, 2007.
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| 52 |
The price impact of macroeconomic news on capital markets /Niessen, Alexandra. January 2009 (has links)
Zugl.: Köln, University, Diss., 2009.
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| 53 |
Bestimmungsfaktoren der Analysten-Coverage : eine empirische Analyse für den deutschen Kapitalmarkt /Pietzsch, Luisa. January 2004 (has links) (PDF)
European Business School, Diss.--München, 2004.
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| 54 |
Wertrelevanz fundamentaler Rechnungslegungsgrössen /Bender, Ulrich. January 2007 (has links) (PDF)
Diss. Univ. Zürich. / Buchhandelsausg. der Diss. Zürich, 2006. Literaturverz.
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| 55 |
Marktliquidität von AktienRoth, Lukas January 2006 (has links)
Zugl.: Bern, Univ., Diss., 2006
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| 56 |
Time-varying persistence in the German stock marketKunze, Karl-Kuno, Strohe, Hans Gerhard January 2010 (has links)
This paper studies the persistence of daily returns of 21 German stocks from 1960 to 2008. We apply a widely used test based upon the modified R/S-Method by Lo [1991]. As an extension to Lux [1996] and Carbone et al. [2004] and in analogy to moving average or moving volatility, the statistics is calculated for moving windows of length 4, 8, and 16 years for every time series. Periods of persistence or long memory in returns can be found in some but not all time series. Robustness of results is verified by investigating stationarity and short memory effects.
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| 57 |
Clusterbildung auf Aktienmärkten Ursachen, Bedeutung und Messbarkeit von GruppeneffektenHärtl, Robert January 2005 (has links)
Zugl.: München, Univ., Diss., 2005
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| 58 |
Die Bedeutung und der Prognosegehalt makroökonomischer Indikatorvariablen für den deutschen Aktienmarkt /Beck, Carlo. January 2005 (has links)
Nürnberg, Universiẗat, Diss., 2005--Erlangen.
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| 59 |
Empirische Untersuchung des Drei-Faktoren-Modells am deutschen Aktienmarkt mit diesen Faktoren erhöhen Sie Ihre Outperformance! oder "Capital-asset-pricing-Modell versus Drei-Faktoren-Modell von Fama und French"Menhart, Frank January 2007 (has links)
Zugl.: Diplomarbeit
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| 60 |
Fundamental equity valuation : stock selection based on discounted cash flow /Froidevaux, Pascal S. January 2004 (has links) (PDF)
Univ., Diss.--Freiburg/Schweiz, 2004.
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