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Displaying results 1 to 25 of 498.

  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
    Author: Freihube, Thorsten

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  3. Coexceedances in financial markets
    a quantile regression ; analysis of contagion
    Author: Schulze, Niels; Baur, Dirk
    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
    Author: Baur, Dirk; Jung, Robert
    Published: 2002
    Publisher:  Wirtschaftswiss. Fak. der Eberhard-Karls-Univ., Tübingen ; Wirtschaftswiss. Seminar, Eberhard-Karls-Univ.

  5. Zu den Einflußfaktoren am deutschen Aktienmarkt bei festen und flexiblen Wechselkursen
    Author: Schlote, Klaus Wilhelm
    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.
  6. IPO's long-run performance
    hot market versus earnings management
    Author: Lin, Tsai-Yin; Yu, Jerry; Lin, Chia-Yi
    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
  7. Essays in risk and asset management
    Author: Kremer, Philipp J.
    Published: 2017

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    A 277311
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    Location:
    EBS Universität für Wirtschaft und Recht, Learning Center, Standort Wiesbaden, Fachbibliothek Rechtswissenschaften
    Signature:
    1.12.5.KRE(1)a
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    Location:
    EBS Universität für Wirtschaft und Recht, Learning Center, Standort Wiesbaden, Fachbibliothek Rechtswissenschaften
    Signature:
    1.12.5.KRE(1)b
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    Content information
    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
  8. Machine learning in algorithmic trading strategy optimization - implementation and efficiency
    Author: Ryś, Przemysław; Ślepaczuk, Robert
    Published: 2018
    Publisher:  University of Warsaw, Faculty of Economic Sciences, Warsaw

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 427
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    Volltext (kostenfrei)
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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
  9. Medida de aversión al riesgo mediante volatilidades implícitas realizadas
    Author: Álvarez, Nicolás; Fernandois, Antonio; Sagner, Andrés
    Published: [2018]
    Publisher:  Banco Central de Chile, Santiago, Chile

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    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
  10. Connecting VIX and stock index ETF with VAR and diagonal BEKK
    Author: Chang, Chia-Lin; Hsieh, Tai-Lin; McAleer, Michael
    Published: [2018]
    Publisher:  [Econometric Institute, Erasmus School of Economics], [Rotterdam]

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    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
  11. Up- and downside variance risk premia in global equity markets
    Author: Held, Matthias; Omachtel, Marcel
    Published: 2014
    Publisher:  Univ., Faculty of Economics and Management, Magdeburg

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper series ; No. 2014,9
    Subjects: Börsenkurs; Aktienrendite; Streuungsmaß; Risikoprämie; Theorie; Schätzung; Aktienindex; :z Geschichte 2006-2014
    Other subjects: (stw)2006-2014; (stw)Börsenkurs; (stw)Kapitalmarktrendite; (stw)Streuungsmaß; (stw)Risikoprämie; (stw)Theorie; (stw)Schätzung; (stw)Aktienindex; (stw)Welt; Arbeitspapier; Online-Publikation; Arbeitspapier; Graue Literatur
    Scope: 24 S., graph. Darst., 30 cm
    Notes:

    Literaturangaben
  12. Diversification effects between stock indices
    Author: Bissantz, Kathrin; Bissantz, Nicolai; Ziggel, Daniel
    Published: 2010
    Publisher:  Universitätsbibliothek Dortmund, Dortmund

  13. Einige Überlegungen zur simultanen Modellierung von Aktienindex und Zinsstruktur
    Author: Albrecht, Peter
    Published: 2007
    Publisher:  Universitätsbibliothek Mannheim, Mannheim

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    Source: Union catalogues
    Language: German
    Media type: Book
    Format: Online
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    Series: Mannheimer Manuskripte zu Risikotheorie, Portfolio Management und Versicherungswirtschaft ; 170
    Subjects: Aktienindex; Zinsstruktur; Zinsstrukturtheorie; Marktpreis; Bewertung; Aktienindex; Zinsstruktur; Modellierung; Theorie; Aktienindex ; Zinsstrukturtheorie ; Modellierung ; Theorie
    Other subjects: (stw)Aktienindex; (stw)Zinsstruktur; (stw)Modellierung; (stw)Theorie; Arbeitspapier; Graue Literatur
    Scope: Online-Ressource
  14. The Connection of Stock Markets Between Germany and the USA
    Author: Eberts, Elke
    Published: 2003
    Publisher:  Universitätsbibliothek Mannheim, Mannheim

  15. Up- and Downside Variance Risk Premia in Global Equity Markets
    Author: Held, Matthias; Omachel, Marcel
    Published: 2018
    Publisher:  Universitätsbibliothek Magdeburg, Magdeburg

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  16. Ineffizienz des Indexportefeuilles und Rendite-Risiko-Beziehung
    Author: Hamerle, Alfred; Rösch, Daniel
    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
  17. Deutsche Aktienindizes
    statistische Konzepte und Beispiele
    Author: Schulze, Peter M.; Spieker, Uwe
    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
  18. Optimal cash management for equity index tracking in the presence of fixed and proportional transaction costs
    Author: Buckley, Ian R. C.; Korn, Ralf
    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
  19. 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
  20. Immobilienindizes im Portfolio-Management
    Author: Maurer, Raimond; Sebastian, Steffen; Stephan, Thomas G.
    Published: 2000
    Publisher:  Univ., Fachbereich Wirtschaftswiss., Frankfurt am Main

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  21. Equity price dynamics before and after the introduction of the Euro
    a note
    Author: Cheung, Yin-Wong
    Published: 2001
    Publisher:  Volkswirtschaftl. Fak., Ludwig-Maximilians-Univ., München

    Location:
    Leibniz-Institut für Wirtschaftsforschung Halle, Bibliothek
    Signature:
    Mag9518
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    Location:
    Campusbibliothek Bergheim der Universität
    Signature:
    WS/QB 400 M948-369
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 63 (01.06)
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    Location:
    Universität Konstanz, Kommunikations-, Informations-, Medienzentrum (KIM)
    Signature:
    wrc 10.06:i/m92-2001,6
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    Location:
    ifo Institut für Wirtschaftsforschung an der Universität München, Bibliothek
    Signature:
    89/2064 B-01,06
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QC 000
    Series: Münchener wirtschaftswissenschaftliche Beiträge ; 01,06
    Subjects: Börsenkurs; Volatilität; Aktienindex; Eurozone; Wechselkurssystem; Vergleich; Schätzung; Deutschland; USA
    Scope: 22 S., graph. Darst.
  22. Konstruktion und Eigenschaften eines neuen historischen Aktienindex 1892 bis 1913
    Author: Osterbach, Zoltan; Gelmann, Sergey
    Published: 2005
    Publisher:  Inst. für Wirtschafts- und Sozialgeschichte, Münster

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 278 (367)
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    Location:
    Universitätsbibliothek Leipzig
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    Source: Union catalogues
    Language: German
    Media type: Book
    Format: Print
    RVK Categories: NW 3700 ; QK 630
    Series: Volkswirtschaftliche Diskussionsbeiträge ; 367
    Subjects: Aktienindex; Index; Börsengeschichte; Deutschland (bis 1945)
    Scope: II, 52 S., graph. Darst.
  23. Monetary policy and stock prices
    theory and evidence
    Author: Neri, Stefano
    Published: 2004
    Publisher:  Banca d'Italia, Roma

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 140 (513)
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    Location:
    Universität Konstanz, Kommunikations-, Informations-, Medienzentrum (KIM)
    Signature:
    wrc 10.06:i/t25-513
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    Location:
    Deutsches Historisches Institut in Rom, Bibliothek
    Signature:
    Zs 1894 c (513 - 4°
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Temi di discussione del Servizio Studi ; 513
    Subjects: Geldpolitik; Börsenkurs; Aktienmarkt; Aktienindex; Schock; G7-Staaten; Spanien
    Scope: 44 S.
    Notes:
  24. Coexceedances in financial markets
    a quantile regression analysis of contagion
    Author: Schulze, Niels; Baur, Dirk G.
    Published: 2003
    Publisher:  Wirtschaftswiss. Fak. der Eberhard-Karls-Univ., Wirtschaftswiss. Seminar, Tübingen

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 716 (253)
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    Location:
    Württembergische Landesbibliothek
    Signature:
    53Ca/80194
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    Location:
    Universitätsbibliothek der Eberhard Karls Universität
    Signature:
    15 E 9288
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Diskussionsbeitrag / Wirtschaftswissenschaftliche Fakultät der Eberhard-Karls-Universität Tübingen ; 253
    Subjects: Börsenkurs; Kapitaleinkommen; Aktienindex; Spillover-Effekt; Preiskonvergenz; Schätzung; Asien; Finanzkrise; contagion
    Scope: 30 Bl., graph. Darst.
    Notes:

    Literaturverz. Bl. 17 - 18
  25. Return and volatility linkages between the US and the German stock market
    Author: Baur, Dirk G.; Jung, Robert
    Published: 2002
    Publisher:  Wirtschaftswiss. Fak. der Eberhard-Karls-Univ., Wirtschaftswiss. Seminar, Tübingen

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 716 (251)
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    Unlimited inter-library loan, copies and loan

    Location:
    Württembergische Landesbibliothek
    Signature:
    53Ca/80192
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    Location:
    Universitätsbibliothek der Eberhard Karls Universität
    Signature:
    15 E 9287
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Diskussionsbeitrag / Wirtschaftswissenschaftliche Fakultät der Eberhard-Karls-Universität Tübingen ; 251
    Subjects: Börsenkurs; Kapitaleinkommen; Volatilität; Preiskonvergenz; Spillover-Effekt; Aktienindex; Schätzung; USA; Deutschland
    Scope: 26 Bl.
    Notes:

    Literaturverz. Bl. 17 - 18