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The negative relationship between the cross-section of expected returns and lagged idiosyncratic volatility. The German stock market 1990-2016
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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
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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
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Retail Investor Sentiment and Behavior
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The Integration of World Capital Markets
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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