Nothing Special   »   [go: up one dir, main page]
create a website
Az árfolyam-nyereség arány szerepe a német t?zsdei kereskedésben. (2021). Till, Gabor.
In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
RePEc:ksa:szemle:1985.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 48

References cited by this document

Cocites: 37

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. AL-HORANI, A. and POPE, P. F. and STARK, A. W. (2003). Research and Development Activity and Expected Returns in the United Kingdom. Review of Finance, Vol. 7. No. 1. 27-46. o. https://doi.org/10.1023/A:1022504029943.

  2. AMEL ZADEH, A. (2011). The return of the size anomaly: Evidence from the German stock market. European Financial Management, Vol. 17. No. 1. 145-182. o. https://doi.org/10.1111/j.1468-036X.2010.00581.x.

  3. AMIHUD, Y. and HAMEED, A. and KANG, W. and ZHANG, H. (2015). The illiquidity premium: International evidence. Journal of Financial Economics, Vol. 117. No. 2. 350-368. o. https://doi.org/10.1016/j.jfineco.2015.04.005.

  4. ANG, A. and HODRICK, R. J. and XING, Y. and ZHANG, X. (2006). The cross section of volatility and expected returns. Journal of Finance, Vol. 61. No. 1. 259-299. o. https://doi.org/10.1111/j.1540-6261.2006.00836.x.

  5. ARTMANN, S. and FINTER, P. and KEMPF, A. (2012). Determinants of expected stock returns: Large sample evidence from the German market. Journal of Business Finance & Accounting, Vol. 39. No. 5-6. 758-784. o. https://doi.org/10.1111/j.1468-5957.2012.02286.x.

  6. BALI, T. G. and CAKICI, N. and WHITELAW, R. F. (2011). Maxing out: Stocks as lotteries and the cross-section of expected returns. Journal of Financial Economics, Vol. 99. No. 2. 427-446. o. https://doi.org/10.1016/j.jfineco.2010.08.014.

  7. BREALEY, R. and MYERS, S. and ALLEN, F. (2007). Principles of Corporate Finance. Chapter 15. McGraw-Hill, New York.
    Paper not yet in RePEc: Add citation now
  8. BRÜCKNER, R. and LEHMANN, P. and STEHLE, R. (2012). In Germany the CAPM is alive and well. SSRN 2161847. http://dx.doi.org/10.2139/ssrn.2161847.
    Paper not yet in RePEc: Add citation now

  9. CARHART, M. M. (1997). On Persistence in Mutual Fund Performance. Journal of Finance, Vol. 52. No. 1. 57-82. o. https://doi.org/10.1111/j.1540-6261.1997.tb03808.x.

  10. CHEN, N. F. and ROLL, R. and ROSS, S. A. (1986). Economic forces and the stock market. Journal of Business, Vol. 59. No. 3. 383-403. o. https://www.jstor.org/stable/2352710.

  11. CHUI, A. C. and TITMAN, S. and WEI, K. J. (2010). Individualism and momentum around the world. Journal of Finance, Vol. 65. No. 1. 361-392. o. https://doi.org/10.1111/j.1540-6261.2009.01532.x.

  12. DIETHER, K. B. and MALLOY, C. J. and SCHERBINA, A. (2002). Differences of Opinion and the Cross Section of Stock Returns. Journal of Finance, Vol. 57. No. 5. 213-241. o. https://doi.org/10.1111/0022-1082.00490.

  13. DISSANAIKE, G. (1999). Long-term stock price reversals in the UK: Evidence from regression tests. British Accounting Review, Vol. 31. No. 4. 373-385. o. https://doi.org/10.1006/bare.1999.0115.
    Paper not yet in RePEc: Add citation now

  14. ELSAS, R. and EL-SHAER, M. and THEISSEN, E. (2003). Beta and returns revisited: evidence from the German stock market. Journal of International Financial Markets, Institutions and Money, Vol. 13. No. 1. 1-18. o. https://doi.org/10.1016/S1042-4431(02)00023-9.

  15. ENGLE, R. F. (1982). Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation. Econometrica, Vol. 50. No. 4. 987-1007. o. https://www.jstor.org/stable/1912773.

  16. FAMA, E. (1970). Efficient Capital Markets: A Review of Theory and Empirical Work. Journal of Finance, Vol. 25. No. 2. 383 417. o. https://doi.org/10.2307/2325486.

  17. FAMA, E. F. and FRENCH, K. R. (1992). The Cross-Section of Expected Stock Returns. Journal of Finance, Vol. 47. No. 2. 427. https://doi.org/10.1111/j.1540-6261.1992.tb04398.x.

  18. FAMA, E. F. and FRENCH, K. R. (2012). Size, value, and momentum in international stock returns. Journal of Financial Economics, Vol. 105. No. 3. 457-472. o. https://doi.org/10.1016/j.jfineco.2012.05.011.

  19. FAMA, E. F. and MACBETH, J. D. (1973). Risk, return, and equilibrium: Empirical tests. Journal of Political Economy, Vol. 81. No. 3. 607-636. o. https://doi.org/10.1086/260061.

  20. GLASER, M. and WEBER, M. (2003). Momentum and turnover: evidence from the German stock market. Schmalenbach Business Review, Vol. 55. No. 2. 108-135. o. https://doi.org/10.1007/BF03396669.

  21. GOETZMANN, W. N. and IBBOTSON, R. G. (2005). History and the Equity Risk Premium. Yale ICF Working Paper, No. 5-4. https://doi.org/10.1016/B978-044450899-7.50024-5.

  22. GORDON, M. J. (1959). Dividends, earnings, and stock prices. The Review of Economics and Statistics, Vol. 41. No. 2. 99 105. o. https://doi.org/10.2307/1927792.
    Paper not yet in RePEc: Add citation now

  23. GRAHAM, J. R. and HARVEY, C. R. (2001). The theory and practice of corporate finance: Evidence from the field. Journal of financial economics, Vol. 60. No. 2-3. 187-243. o. https://doi.org/10.1016/S0304-405X(01)00044-7.

  24. INCE, O. S. and PORTER, R. B. (2006). Individual equity return data from Thomson Datastream: Handle with care! Journal of Financial Research, Vol. 29. No. 4. 463-479. o. https://doi.org/10.1111/j.1475-6803.2006.00189.x.

  25. JAGANNATHAN, R. and WANG, Z. (1996). The Conditional CAPM and the Cross Section of Expected Returns. Journal of Finance, Vol. 51. No. 1. 3-53. o. https://doi.org/10.1111/j.1540-6261.1996.tb05201.x.

  26. JEGADEESH, N. and TITMAN, S. (1993). Returns to buying winners and selling losers. Implications for stock market efficiency. Journal of Finance, Vol. 48. No. 1. 65-91. o. https://doi.org/10.1111/j.1540-6261.1993.tb04702.x.

  27. JENSEN, M. C. BLACK, F. SCHOLES, M. S. (1972). The capital asset pricing model: Some empirical tests. Studies in the Theory of Capital Markets, Praeger Publishers Inc., SSRN, https://ssrn.com/abstract=908569.
    Paper not yet in RePEc: Add citation now

  28. JOHANNES, M. and KORTEWEG, A. and POLSON, N. (2014). Sequential learning, predictability, and optimal portfolio returns. Journal of Finance, Vol. 69. No. 2. 611-644. o. https://doi.org/10.1111/jofi.12121.

  29. KAHNEMAN, D. and TVERSKY, A. (1979). Prospect Theory: An Analysis of Decision under Risk. Econometrica, Vol. 47. No. 2. 263-291. o. https://www.jstor.org/stable/1914185.

  30. LEVY, H. (2010). The CAPM is alive and well: A review and synthesis. European Financial Management, Vol. 16. No. 1. 43-71. o. https://doi.org/10.1111/j.1468-036X.2009.00530.x.

  31. LINTNER, J. (1965). The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets. Review of Economics and Statistics, Vol. 47. No. 1. 13-37. o. https://doi.org/10.2307/1924119.
    Paper not yet in RePEc: Add citation now
  32. MARKOWITZ, H. (1952). Portfolio selection. Journal of Finance, Vol. 7. No. 1. 77-91. o. https://www.jstor.org/stable/2975974.
    Paper not yet in RePEc: Add citation now
  33. MÉRÕ BALÁZS and NAGY OLIVÉR and NESZVEDA GÁBOR (2019). Új faktorok tesztelése az empirikus eszközárazásban. Szigma, 50. évf. 4. sz. 263-281. o.
    Paper not yet in RePEc: Add citation now
  34. MILLER, M. H and SCHOLES, M. S. (1972). Rates of Return in Relation to Risk. A Reexamination of Recent Findings. Studies in the Theory of Capital Markets, Vol. 7. No. 1. 47-78. o.
    Paper not yet in RePEc: Add citation now
  35. MORGENSTERN, O. and VON NEUMANN, J. (1953). Theory of games and economic behavior. Princeton University Press, Princeton, http://hdl.handle.net/2042/28548.
    Paper not yet in RePEc: Add citation now
  36. MOSSIN, J. (1966). Equilibrium in a Capital Asset Market. Econometrica, Vol. 34. No. 4. 768-783. o. http://www.jstor.org/stable/1910098.
    Paper not yet in RePEc: Add citation now

  37. NARTEA, G. V. and KONG, D. and WU, J. (2017). Do extreme returns matter in emerging markets? Evidence from the Chinese stock market. Journal of Banking & Finance, Vol. 76. No. 1. 189-197. o. https://doi.org/10.1016/j.jbankfin.2016.12.008.

  38. NEWEY, W. and WEST, K. (1987). A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix. Econometrica, Vol. 55. No. 3. 703-708. o. https://doi.org/10.2307/1913610.

  39. PLYAKHA, Y. and UPPAL, R. and VILKOV, G. (2014). Equal or value weighting? Implications for asset-pricing tests. SSRN, http://dx.doi.org/10.2139/ssrn.1787045.
    Paper not yet in RePEc: Add citation now

  40. ROLL, R. (1977). A Critique of the Asset Pricing Theory s Tests Part I: On Past and Potential Testability of the Theory. Journal of Financial Economics, Vol. 4. No. 2. 129-176. o. https://doi.org/10.1016/0304-405x(77)90009-5.

  41. SCHRIMPF, A. and SCHRÖDER, M. and STEHLE, R. (2007). Cross sectional tests of conditional asset pricing models: evidence from the German stock market. European Financial Management, Vol. 13. No. 5. 880-907. o. https://doi.org/10.1111/j.1468-036X.2007.00401.x.

  42. SHARPE, W. F. (1964). Capital Asset Prices. A Theory of Market Equilibrium under Conditions of Risk. Journal of Finance, Vol. 19. No. 3. 425-442. o. https://doi.org/10.1111/j.1540-6261.1964.tb02865.x.

  43. SHUMWAY, T. (1997). The delisting bias in CRSP data. Journal of Finance, Vol. 52. No. 1. 327-340. o. https://doi.org/10.1111/j.1540-6261.1997.tb03818.x.

  44. STEHLE, R. (1997). Der Size-effekt am deutschen Aktienmarkt. Zeitschrift für Bankrecht und Bankwirtschaft, Vol. 9. No. 3. 237-260. o. https://doi.org/10.15375/zbb-1997-0303.
    Paper not yet in RePEc: Add citation now
  45. WALLMEIER, M. (2000). Determinanten erwarteter Renditen am deutschen Aktienmarkt. Eine empirische Untersuchung anhand ausgewählter Kennzahlen. Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung, Vol. 52. No. 1. 27-57. o. https://doi.org/10.1007/BF03372607.
    Paper not yet in RePEc: Add citation now
  46. WELCH, I. (2008). The consensus estimate for the equity premium by academic financial economists in December 2007. SSRN 1084918. http://dx.doi.org/10.2139/ssrn.1084918.
    Paper not yet in RePEc: Add citation now
  47. WINSOR, C. P. (1946). Which regression? Biometrics Bulletin, Vol. 2. No. 6. 101-109. o. https://www.ncbi.nlm.nih.gov/pubmed/20287814.
    Paper not yet in RePEc: Add citation now
  48. ZIEGLER, A. and SCHRÖDER, M. and SCHULZ, A. and STEHLE, R. (2007). Multifaktormodelle zur Erklärung deutscher Aktienrenditen: eine empirische Analyse. Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung, Vol. 59. No. 3. 355-389. o. https://doi.org/10.1007/BF03371701.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Organization capital effect in stock returns—The role of R&D. (2022). Lin, Chubin ; Chan, Konan ; Wang, Yanzhi.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:49:y:2022:i:7-8:p:1237-1263.

    Full description at Econpapers || Download paper

  2. Financial Constraints, Stock Returns and R&D in Indian Stock Market. (2021). Sinha, Pankaj ; Sawaliya, Priya.
    In: Vision.
    RePEc:sae:vision:v:25:y:2021:i:2:p:192-200.

    Full description at Econpapers || Download paper

  3. Az árfolyam-nyereség arány szerepe a német t?zsdei kereskedésben. (2021). Till, Gabor.
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:1985.

    Full description at Econpapers || Download paper

  4. .

    Full description at Econpapers || Download paper

  5. Innovation, market valuations, policy uncertainty and trade: Theory and evidence. (2020). Li, Xiaogang.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:202001010800009179.

    Full description at Econpapers || Download paper

  6. The R&D anomaly: Risk or mispricing?. (2020). Mazouz, Khelifa ; Evans, Kevin P ; Leung, Woon Sau.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:115:y:2020:i:c:s0378426620300820.

    Full description at Econpapers || Download paper

  7. VALIDITY OF FAMA AND FRENCH MODEL ON RTS INDEX. (2019). Ozornov, S.
    In: Вестник исследований бизнеса и экономики // Review of Business and Economics Studies.
    RePEc:scn:00rbes:y:2015:i:4:p:22-43.

    Full description at Econpapers || Download paper

  8. Estimating R&D Returns In Health Care Industry. (2018). Jakub, Nowakowski ; Waldemar, Karpa.
    In: Journal of Management and Business Administration. Central Europe.
    RePEc:vrs:jmbace:v:26:y:2018:i:2:p:34-46:n:3.

    Full description at Econpapers || Download paper

  9. Betas V characteristics: Do stock characteristics enhance the investment opportunity set in U.K. stock returns?. (2018). Fletcher, Jonathan.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:46:y:2018:i:c:p:114-129.

    Full description at Econpapers || Download paper

  10. In search of beta. (2018). Tharyan, Rajesh ; Hua, Shan ; Gregory, Alan.
    In: The British Accounting Review.
    RePEc:eee:bracre:v:50:y:2018:i:4:p:425-441.

    Full description at Econpapers || Download paper

  11. A Modified Fama and French (1993) Three-factor Asset Pricing Model: Evidence from the UK Equity Market. (2016). Mohammad, .
    In: Applied Economics and Finance.
    RePEc:rfa:aefjnl:v:3:y:2016:i:3:p:50-64.

    Full description at Econpapers || Download paper

  12. What R&D Assets Say about Firm Profitability. (2016). Santosuosso, Pierluigi .
    In: International Business Research.
    RePEc:ibn:ibrjnl:v:9:y:2016:i:6:p:64-71.

    Full description at Econpapers || Download paper

  13. Industry Concentration and the Cross-Section of Stock Returns: Evidence from the UK. (2015). Hashem, Nawar ; Su, Larry .
    In: Journal of Business Economics and Management.
    RePEc:taf:jbemgt:v:16:y:2015:i:4:p:769-785.

    Full description at Econpapers || Download paper

  14. Testing index-based models in U.K. stock returns. (2015). Marshall, Andrew ; Fletcher, Jonathan ; Davies, J.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:45:y:2015:i:2:p:337-362.

    Full description at Econpapers || Download paper

  15. Portfolio Forming Decisions: The Role of Intangibles. (2015). Zavertiaeva, Marina.
    In: HSE Working papers.
    RePEc:hig:wpaper:44/fe/2015.

    Full description at Econpapers || Download paper

  16. Japanese IPO Intellectual Capital Information Disclosures and the Effects on their Long-Term Stock Price Performance. (2014). Christian Nielson Gunnar Rimmel, ; Yosano, Tadanori .
    In: Discussion Papers.
    RePEc:kbb:dpaper:2014-33.

    Full description at Econpapers || Download paper

  17. Does the stock market reward innovation? European stock index reaction to negative news during the global financial crisis. (2014). Adcock, Christopher ; Hua, Xiuping ; Yin, Shuxing ; Mazouz, Khelifa.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:49:y:2014:i:pb:p:470-491.

    Full description at Econpapers || Download paper

  18. On the differences in measuring SMB and HML in the UK – Do they matter?. (2014). Stark, Andrew ; Mouselli, Sulaiman ; Michou, Maria.
    In: The British Accounting Review.
    RePEc:eee:bracre:v:46:y:2014:i:3:p:281-294.

    Full description at Econpapers || Download paper

  19. Some Unintended Consequences of Metaphors: The Case of Capital in Intellectual Capital Research. (2013). Marzo, Giuseppe .
    In: FINANCIAL REPORTING.
    RePEc:fan:frfrfr:v:html10.3280/fr2013-003006.

    Full description at Econpapers || Download paper

  20. The capital asset pricing model versus the three factor model: A United Kingdom Perspective. (2012). Bhatnagar, Chandra Shekhar ; Ramlogan, Riad .
    In: International Journal of Business and Social Research.
    RePEc:mir:mirbus:v:2:y:2012:i:1:p:51-65.

    Full description at Econpapers || Download paper

  21. The capital asset pricing model versus the three factor model: A United Kingdom Perspective. (2012). Ramlogan, Riad ; Bhatnagar, Chandra Shekhar.
    In: International Journal of Business and Social Research.
    RePEc:lrc:larijb:v:2:y:2012:i:1:p:51-65.

    Full description at Econpapers || Download paper

  22. An analysis of the R&D effect on stock returns for European listed firms. (2011). Torluccio, Giuseppe ; Duqi, Andi ; mirti, riccardo .
    In: MPRA Paper.
    RePEc:pra:mprapa:40012.

    Full description at Econpapers || Download paper

  23. Industry Concentration and the Cross-section of Stock Returns: Evidence from the UK. (2010). Hashem, Nawar.
    In: MPRA Paper.
    RePEc:pra:mprapa:28440.

    Full description at Econpapers || Download paper

  24. Bridging the gap between accounting and finance. (2010). Pope, Peter F.
    In: The British Accounting Review.
    RePEc:eee:bracre:v:42:y:2010:i:2:p:88-102.

    Full description at Econpapers || Download paper

  25. UK IPOs: Long Run Returns, Behavioural Timing and Pseudo Timing. (2010). Guermat, Cherif ; Gregory, Alan ; Alshawawreh, Fawaz.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:37:y:2010:i:5-6:p:612-647.

    Full description at Econpapers || Download paper

  26. UK IPOs: Long Run Returns, Behavioural Timing and Pseudo Timing. (2010). Gregory, Alan ; Al-Shawawreh, Fawaz ; Guermat, Cherif.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:37:y:2010-06:i:5-6:p:612-647.

    Full description at Econpapers || Download paper

  27. Industry Cost of Equity Capital: UK Evidence. (2009). Michou, Maria ; Gregory, Alan.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:36:y:2009:i:5-6:p:679-704.

    Full description at Econpapers || Download paper

  28. Industry Cost of Equity Capital: UK Evidence. (2009). Gregory, Alan ; Michou, Maria .
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:36:y:2009-06:i:5-6:p:679-704.

    Full description at Econpapers || Download paper

  29. The Effect of CSR on Stock Performance: New Evidence for the USA and Europe. (2008). Ziegler, Andreas ; von Arx, Urs .
    In: CER-ETH Economics working paper series.
    RePEc:eth:wpswif:08-85.

    Full description at Econpapers || Download paper

  30. R&D and performance persistence: Evidence from the United Kingdom. (2008). Anagnostopoulou, Seraina ; Levis, Mario .
    In: The International Journal of Accounting.
    RePEc:eee:accoun:v:43:y:2008:i:3:p:293-320.

    Full description at Econpapers || Download paper

  31. The Impact of Strategic Investment Choices on Post‐Issue Operating Performance and Survival of US IPO Firms. (2008). Kini, Omesh ; Jain, Bharat A.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:35:y:2008:i:3-4:p:459-490.

    Full description at Econpapers || Download paper

  32. The Stock Market Valuation of R&D Information in Biotech Firms*. (2007). Andr, Paul E ; Magnan, Michel L ; Xu, Bixia .
    In: Contemporary Accounting Research.
    RePEc:wly:coacre:v:24:y:2007:i:4:p:1291-1318.

    Full description at Econpapers || Download paper

  33. CEO Ownership and Discretionary Investments. (2007). Moon, Doocheol ; Ghosh, Aloke ; Tandon, Kishore.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:34:y:2007:i:5-6:p:819-839.

    Full description at Econpapers || Download paper

  34. Explaining the Short‐ and Long‐Term IPO Anomalies in the US by R&D. (2006). Lev, Baruch ; Guo, Rejin ; Shi, Charles.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:33:y:2006:i:3-4:p:550-579.

    Full description at Econpapers || Download paper

  35. The Real Options Component of Firm Market Value: The Case of the Technological Corporation. (2006). de Andresalonso, Pablo ; Pablo de Andres Alonso, ; de la Fuenteherrero, Gabriel ; Azofrapalenzuela, Valentin.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:33:y:2006:i:1-2:p:203-219.

    Full description at Econpapers || Download paper

  36. Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks. (2006). Hübner, Georges ; Hubner, Georges ; Bastin, Veronique .
    In: Financial Management.
    RePEc:bla:finmgt:v:35:y:2006:i:1:p:129-157.

    Full description at Econpapers || Download paper

  37. STOCK MARKET VALUATIONS OF R&D AND ELECTRONICS FIRMS DURING TAIWANS RECENT ECONOMIC TRANSITION. (2006). Chiao, Chaoshin ; Hung, Weifeng.
    In: The Developing Economies.
    RePEc:bla:deveco:v:44:y:2006:i:1:p:53-78.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-30 05:38:39 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.