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  1. The persistence and asymmetry of time-varying correlations
    Author: Baur, Dirk
    Published: 2002
    Publisher:  Wirtschaftswiss. Fak. der Eberhard-Karls-Univ., Tübingen ; Wirtschaftswiss. Seminar, Eberhard-Karls-Univ.

  2. Wettbewerb, Liquidität und die Rolle von Intermediation im Wertpapierhandel

  3. Coexceedances in financial markets
    a quantile regression ; analysis of contagion
    Published: 2003
    Publisher:  Wirtschaftswiss. Fak. der Eberhard-Karls-Univ., Tübingen ; Wirtschaftswiss. Seminar, Eberhard-Karls-Univ.

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    DDC Categories: 330; 380; 650; 670
    Series: Tübinger Diskussionsbeiträge ; Nr. 253
    Subjects: Börsenkurs; Kapitalertrag; Aktienindex; Spill-over-Effekt; Internationaler Preiszusammenhang; Schätzung; Finanzkrise
    Other subjects: (stw)Börsenkurs; (stw)Kapitaleinkommen; (stw)Aktienindex; (stw)Spillover-Effekt; (stw)Preiskonvergenz; (stw)Schätzung; (stw)Asien; (stw)Finanzkrise; contagion; Arbeitspapier; Graue Literatur; Buch
    Scope: 30 Bl., graph. Darst., 30 cm
  4. Return and volatility linkages between the US and the German stock market
    Published: 2002
    Publisher:  Wirtschaftswiss. Fak. der Eberhard-Karls-Univ., Tübingen ; Wirtschaftswiss. Seminar, Eberhard-Karls-Univ.

  5. Deutsche Aktienindizes
    statistische Konzepte und Beispiele
    Published: 1994
    Publisher:  STATOEK, Mainz

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    Source: Union catalogues
    Language: German
    Media type: Book
    Format: Print
    DDC Categories: 330; 380; 650; 670
    Series: Arbeitspapier / Institut für Statistik und Ökonometrie, STATOEK ; Nr. 7
    Subjects: Aktienindex; Index
    Other subjects: (stw)Aktienindex; (stw)Index; (stw)Deutschland; Arbeitspapier; Graue Literatur; Buch
    Scope: 30 S., 30 cm
  6. Zu den Einflußfaktoren am deutschen Aktienmarkt bei festen und flexiblen Wechselkursen
    Published: 2011
    Publisher:  ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft, Kiel

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    Source: Union catalogues
    Language: German
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/46896
    RVK Categories: QB 400 ; QM 000 ; QD 000
    Series: Kiel Working Paper ; 363
    Subjects: Aktienmarkt; Wechselkurs; Geldmenge; Aktienindex; Vektor-autoregressives Modell; Konjunktur; Börsenkurs; Wechselkurs
    Other subjects: (stw)Börsenkurs; (stw)Wechselkurs; (stw)Deutschland; Börsenkurs (STW); Wechselkurs (STW); Deutschland (STW); Arbeitspapier; Graue Literatur
    Scope: Online-Ressource
    Notes:

    In: Kiel: Institut für Weltwirtschaft (IfW), 1989.

  7. IPO's long-run performance
    hot market versus earnings management
    Published: 2021

    One of the IPO-related anomalies that have been well-discussed in the finance literature is the IPO's long-running underperformance. Two of the major explanations of that phenomenon are: "Hot market" and earnings management. This study investigates... more

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    One of the IPO-related anomalies that have been well-discussed in the finance literature is the IPO's long-running underperformance. Two of the major explanations of that phenomenon are: "Hot market" and earnings management. This study investigates the relative importance of these two explanations to the IPO's long-run underperformance. Our results show that although both hot market and earnings management play a role in explaining IPO's long-run performance in their own rights, earnings management no longer exhibits significant explanatory power when the IPOs are issued in the cold market. While the IPOs that are issued in the hot market still tend to underperform in the long run even if the firms do not engage in earnings management. Our findings are consistent with the literature related to the information asymmetry in IPO market. And, because the information asymmetry is more severe in hot market condition, IPOs issued in hot market tend to exhibit poorer returns than those issued in cold market.

     

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    Source: Union catalogues
    Language: English
    Media type: Article (journal)
    Format: Online
    Other identifier:
    hdl: 10419/239548
    Parent title: Enthalten in: Journal of risk and financial management; Basel : MDPI, 2008; 14(2021), 3 vom: März, Artikel-ID 132, Seite 1-16; Online-Ressource

    Subjects: Börsengang; Emissionskurs; Underpricing; Unternehmenserfolg; Bilanzpolitik; Asymmetrische Information; Aktienindex; USA; hot market; cold market; earnings management; hot market; information asymmetry; IPO; IPO's long-run under performance
  8. Essays in risk and asset management
    Published: 2017

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    A 277311
    Unlimited inter-library loan, copies and loan
    EBS Universität für Wirtschaft und Recht, Learning Center, Standort Wiesbaden, Fachbibliothek Rechtswissenschaften
    1.12.5.KRE(1)a
    No loan of volumes, only paper copies will be sent
    EBS Universität für Wirtschaft und Recht, Learning Center, Standort Wiesbaden, Fachbibliothek Rechtswissenschaften
    1.12.5.KRE(1)b
    No loan of volumes, only paper copies will be sent
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    Source: Union catalogues
    Contributor: Paterlini, Sandra (AkademischeR BetreuerIn); Mager, Ferdinand (AkademischeR BetreuerIn)
    Language: English
    Media type: Dissertation
    Format: Print
    Subjects: Risikomanagement; Portfolio-Management; Theorie; Portfolio-Management; Risikomanagement; Theorie; Indexderivat; Aktienindex; Welt; USA
    Scope: iv, 162 Seiten, Diagramme
    Notes:

    Enthält mehrere Beiträge

    Dissertation, EBS Universität für Wirtschaft und Recht, EBS Business School, 2017

  9. Machine learning in algorithmic trading strategy optimization - implementation and efficiency
    Published: 2018
    Publisher:  University of Warsaw, Faculty of Economic Sciences, Warsaw

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 427
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Working papers / Faculty of Economic Sciences, University of Warsaw ; no. 2018, 25 = 284
    Subjects: Algorithmus; Anlageverhalten; Aktienindex; Künstliche Intelligenz
    Scope: 1 Online-Ressource (circa 42 Seiten), Illustrationen
  10. Medida de aversión al riesgo mediante volatilidades implícitas realizadas
    Published: [2018]
    Publisher:  Banco Central de Chile, Santiago, Chile

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: Spanish
    Media type: Book
    Format: Online
    Series: Documentos de trabajo / Banco Central de Chile ; no 818 (junio 2018)
    Subjects: Risikoaversion; Volatilität; Aktienindex; Öffentliche Anleihe; OECD-Staaten; Indien
    Scope: 1 Online-Ressource (circa 34 Seiten), Illustrationen
  11. Connecting VIX and stock index ETF with VAR and diagonal BEKK
    Published: [2018]
    Publisher:  [Econometric Institute, Erasmus School of Economics], [Rotterdam]

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 57 (2018,37)
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    Volltext (kostenfrei)
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    Volltext (kostenfrei)
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 1765/111552
    Edition: Revised: September 2018
    Series: [Econometric Institute research papers] ; EI2018, 37
    Subjects: Aktienindex; Volatilität; Index; Indexderivat; Kapitalmarktrendite; VAR-Modell; Europa; USA
    Scope: 1 Online-Ressource (circa 63 Seiten), Illustrationen
  12. Optimal cash management for equity index tracking in the presence of fixed and proportional transaction costs
    Published: 1997
    Publisher:  Johannes-Gutenberg-Univ., Mainz

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    DDC Categories: 330; 380; 650; 670
    Series: Berichte zur Stochastik und verwandten Gebieten ; 97,3
    Subjects: Finanzmanagement; Portfolio Selection; Aktienindex; Transaktionskosten; Theorie
    Other subjects: (stw)Betriebliche Finanzwirtschaft; (stw)Portfolio-Management; (stw)Aktienindex; (stw)Transaktionskosten; (stw)Theorie; Graue Literatur; Buch
    Scope: 21 S., graph. Darst., 30 cm
  13. Ineffizienz des Indexportefeuilles und Rendite-Risiko-Beziehung
    Published: 1995
    Publisher:  Univ., Wirtschaftswiss. Fak., Regensburg

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    Source: Union catalogues
    Language: German
    Media type: Book
    Format: Print
    RVK Categories: QB 910
    DDC Categories: 330; 380; 650; 670
    Series: Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft ; Nr. 277
    Subjects: Aktienindex; Portfolio Selection; Capital-Asset-Pricing-Modell; Theorie
    Other subjects: (stw)Aktienindex; (stw)Portfolio-Management; (stw)CAPM; (stw)Theorie; (stw)Deutschland; Arbeitspapier; Graue Literatur; Buch
    Scope: 23 Bl., graph. Darst., 30 cm
  14. MCDM-applications of the mathematical theory of democracy
    choosing travel destinations, preventing traffic jams, and predicting stock exchange trends
    Published: 2003
    Publisher:  Fachbereich Wirtschaftswiss., Fernuniv., Hagen

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QB 910 ; QB 910
    DDC Categories: 320
    Series: Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen ; Nr. 333
    Subjects: Prognoseverfahren; Ökonomische Theorie der Demokratie; Mehrfache Zielsetzung; Entscheidung bei mehrfacher Zielsetzung; Referenzpunktverfahren; Verkehr; Verkehrsstau; Aktienindex; Theorie
    Other subjects: (stw)Prognoseverfahren; (stw)Ökonomische Theorie der Demokratie; (stw)Multikriterielle Entscheidungsanalyse; (stw)Verkehr; (stw)Verkehrsstau; (stw)Aktienindex; (stw)Theorie; representation; representation; Arbeitspapier; Graue Literatur; Buch
    Scope: 57 S., Kt., 30 cm
  15. Modelling the implied probability of stock market movements
    Published: 2003
    Publisher:  Europ. Central Bank, Frankfurt am Main

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    DDC Categories: 330; 380; 650; 670
    Series: Working paper series / European Central Bank ; Eurosystem ; No. 212
    Subjects: Aktienmarkt; Optionspreistheorie; Aktienindex; Volatilität; Risikoverhalten; :z Geschichte 1995-2001
    Other subjects: (stw)1995-2001; (stw)Aktienmarkt; (stw)Optionspreistheorie; (stw)Aktienindex; (stw)Volatilität; (stw)Deutschland; (stw)Risikoneutralität; Arbeitspapier; Graue Literatur
    Scope: 38 S., graph. Darst., 30 cm
  16. The connection of stock markets between Germany and the USA
    new evidence from a co-integration study
    Author: Eberts, Elke
    Published: 2003
    Publisher:  Zentrum für Europ. Wirtschaftsforschung, Mannheim

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    DDC Categories: 330; 380; 650; 670
    Series: Discussion paper ; No. [20]03,36 : International finance, financial management and macroeconomics
    Subjects: Börsenkurs; Aktienmarkt; Aktienindex; Internationaler Preiszusammenhang; Schätzung; :z Geschichte 1973-2002; Deutschland ; USA ; Aktienmarkt
    Other subjects: (stw)1973-2002; (stw)Börsenkurs; (stw)Aktienmarkt; (stw)Aktienindex; (stw)Preiskonvergenz; (stw)Schätzung; (stw)Deutschland; (stw)USA; Arbeitspapier; Graue Literatur
    Scope: 30 S., 21 cm
    Notes:

    Auch im Internet unter der Adresse ftp://ftp.zew.de/pub/zew-docs/dp/dp0336.pdf verfügbar. - Literaturverz. S. 25 - 26

  17. Unconditional and conditional distributional models for the Nikkei index
    Published: 1997
    Publisher:  Inst. of Statistics and Econometrics, Kiel

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    DDC Categories: 330; 380; 650; 670
    Series: Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität zu Kiel ; Nr. 107
    Subjects: Aktienindex; Kapitalertrag; Wahrscheinlichkeitsrechnung; Zeitreihenanalyse; Schätzung; Theorie
    Other subjects: (stw)Aktienindex; (stw)Kapitaleinkommen; (stw)Wahrscheinlichkeitsrechnung; (stw)Zeitreihenanalyse; (stw)Schätzung; (stw)Theorie; (stw)Japan; Arbeitspapier; Graue Literatur; Buch
    Scope: 29, 7, 7 Bl., graph. Darst., 30 cm
    Notes:

    Literaturverz. Bl. 23 - 29

  18. The forecasting performance of German stock option densities
    Contributor: Craig, Ben R. (Mitwirkender)
    Published: 2003
    Publisher:  Dt. Bundesbank, Press and Public Relations Div., Frankfurt am Main

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    Source: Union catalogues
    Contributor: Craig, Ben R. (Mitwirkender)
    Language: English
    Media type: Book
    Format: Print
    ISBN: 9783935821742; 3935821743
    RVK Categories: QK 900 ; QB 910 ; QK 660 ; QB 910 ; QK 660 ; QK 900
    Series: Discussion paper / Deutsche Bundesbank : Ser. 1, Economic studies ; No. 2003,17
    Subjects: Aktienindex; Prognoseverfahren; Aktienoption; Aktienoptionsplan; Börsenkurs; Schätzung; Wahrscheinlichkeitsverteilung
    Other subjects: (stw)Aktienindex; (stw)Prognoseverfahren; (stw)Aktienoption; (stw)Börsenkurs; (stw)Schätzung; (stw)Deutschland; (stw)Statistische Verteilung; Arbeitspapier; Graue Literatur; Buch; Online-Publikation; Arbeitspapier; Graue Literatur
    Scope: 36 S., graph. Darst., 30 cm
    Notes:

    Literaturverz. S. 28 - 29

  19. How wacky is the DAX?
    the changing structure of German stock market volatility
    Published: 2003
    Publisher:  Dt. Bundesbank, Press and Public Relations Div., Frankfurt am Main

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    ISBN: 9783935821759; 3935821751
    RVK Categories: QB 910 ; QK 650 ; QK 900 ; QK 900 ; QK 650 ; QB 910
    Series: Discussion paper / Deutsche Bundesbank : Ser. 1, Economic studies ; No. 2003,18
    Subjects: Aktienindex; Börsenkurs; Volatilität; Strukturbruch; Schätzung
    Other subjects: (stw)Aktienindex; (stw)Börsenkurs; (stw)Volatilität; (stw)Strukturbruch; (stw)Schätzung; (stw)Deutschland; Online-Publikation; Arbeitspapier; Buch; Graue Literatur; Arbeitspapier; Graue Literatur
    Scope: 39 S., graph. Darst., 30 cm
    Notes:

    Literaturverz. S. 23 - 25

  20. Equity price dynamics before and after the introduction of the euro
    a note
    Published: 2001
    Publisher:  CES, Munich ; Ifo

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QC 000
    DDC Categories: 330; 380; 650; 670
    Series: CESifo working papers ; No. 420
    Subjects: Börsenkurs; Volatilität; Aktienindex; Multipler Wechselkurs; Vergleich; Schätzung
    Other subjects: (stw)Börsenkurs; (stw)Volatilität; (stw)Aktienindex; (stw)Eurozone; (stw)Wechselkurssystem; (stw)Vergleich; (stw)Schätzung; (stw)Deutschland; (stw)USA; Online-Publikation; Arbeitspapier; Arbeitspapier; Graue Literatur
    Scope: 23 S., graph. Darst., 21 cm
    Notes:

    Auch im Internet unter der Adresse www.SSRN.com oder www.CESifo.de verfügbar. - Literaturverz. S. 13 - 14

  21. Equity price dynamics before and after the introduction of the Euro
    a note
    Published: 2001
    Publisher:  Volkswirtschaftliche Fak. der Univ., München

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QC 000
    DDC Categories: 330; 380; 650; 670
    Series: Münchener Wirtschaftswissenschaftliche Beiträge ; [20]01,06
    Subjects: Börsenkurs; Volatilität; Aktienindex; Multipler Wechselkurs; Vergleich; Schätzung
    Other subjects: (stw)Börsenkurs; (stw)Volatilität; (stw)Aktienindex; (stw)Eurozone; (stw)Wechselkurssystem; (stw)Vergleich; (stw)Schätzung; (stw)Deutschland; (stw)USA; Online-Publikation; Arbeitspapier; Arbeitspapier; Graue Literatur
    Scope: 22 S., 21 cm
    Notes:

    Literaturverz. S. 12 - 13

  22. Eins zu Eins mit dem Index?
    Published: 2001
    Publisher:  Sekretariat der Forschungsgemeinschaft für Nationalökonomie, St. Gallen

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    Source: Union catalogues
    Language: German
    Media type: Book
    Format: Print
    DDC Categories: 330; 380; 650; 670
    Series: Discussion paper / Department of Economics, University of St. Gallen ; No. 2001,17
    Subjects: Investmentfonds; Aktienindex
    Other subjects: (stw)Investmentfonds; (stw)Aktienindex; (stw)Schweiz; Arbeitspapier; Graue Literatur
    Scope: 30 S., 30 cm
  23. Immobilienindizes im Portfolio-Management
    Published: 2000
    Publisher:  Univ., Fachbereich Wirtschaftswiss., Frankfurt am Main

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  24. Equity price dynamics before and after the introduction of the Euro
    a note
    Published: 2001
    Publisher:  Univ., Center for Economic Studies, Munich

    Daily data from the German and U.S. equity markets before and after the introduction of the Euro are used to study the effect of exchange rate regime choices on equity markets. It is found that, since the introduction of the Euro, the volatility and... more

    Staats- und Universitätsbibliothek Bremen
    bc 1391-420
    Unlimited inter-library loan, copies and loan
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    1 : Z 104.53 -420-
    Unlimited inter-library loan, copies and loan
    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
    KAP 11298
    No loan of volumes, only paper copies will be sent
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 624 (420)
    Unlimited inter-library loan, copies and loan
    ifo Institut für Wirtschaftsforschung an der Universität München, Bibliothek
    S32-420 a
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    ifo Institut für Wirtschaftsforschung an der Universität München, Bibliothek
    S32-420 b
    No inter-library loan
    ifo Institut für Wirtschaftsforschung an der Universität München, Bibliothek
    S32-420 c
    No inter-library loan
    ifo Institut für Wirtschaftsforschung an der Universität München, Bibliothek
    DD 3228
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    Daily data from the German and U.S. equity markets before and after the introduction of the Euro are used to study the effect of exchange rate regime choices on equity markets. It is found that, since the introduction of the Euro, the volatility and the persistence of the German stock index have fallen significantly relative to those of the U.S. index. However, the switch in exchange rate arrangement appears to have no significant implication for the causal relationships - both the mean and variance causalities - between the two equity markets.

     

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: CESifo working papers ; 420
    Subjects: Börsenkurs; Volatilität; Aktienindex; Eurozone; Wechselkurssystem; Vergleich; Schätzung; Deutschland; USA
    Scope: 23 S, graph. Darst
    Notes:

    Literaturverz. S. 13 - 14

    Auch im Internet unter der Adresse ftp://129.187.96.124/CESifo_WP/420.pdf verfügbar

  25. Mispriced index option portfolios
    Published: August 2017
    Publisher:  National Bureau of Economic Research, Cambridge, MA

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 1 (23708)
    Unlimited inter-library loan, copies and loan
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper series / National Bureau of Economic Research ; 23708
    Subjects: Index-Futures; Aktienindex; Portfolio-Management; Optionspreistheorie; Finanzmarkt; Optionsgeschäft
    Scope: 69 Seiten, Illustrationen
    Notes:

    Erscheint auch als Online-Ausgabe