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The Predictabilty of German Stock Returns

  • Authors
  • Judith Klähn

Table of contents

  1. Front Matter
    Pages I-XIV
  2. Judith Klähn
    Pages 1-8
  3. Judith Klähn
    Pages 15-32
  4. Judith Klähn
    Pages 33-43
  5. Judith Klähn
    Pages 45-58
  6. Judith Klähn
    Pages 59-112
  7. Judith Klähn
    Pages 113-115
  8. Judith Klähn
    Pages 117-128

About this book

Introduction

Extensive literature investigates the predictability of U.S. equity returns. This does not imply, however, that the results are equally valid for the German equity market.

Judith Klähn's central theory is that the German stock market is not comparable to Wall Street. She proves that some of the most important variables in predicting U.S. equity returns are not significant for the German stock market. The author shows that the composition of Germany's investor base plays an important role, and she outlines the variables crucial for the German stock market.

Keywords

Empirische Finanzmarktforschung Finanzmarkt German stock market Germany market research statistical method statistics stock market value-at-risk

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-322-81378-7
  • Copyright Information Gabler Verlag | Springer Fachmedien Wiesbaden GmbH, Wiesbaden 2000
  • Publisher Name Deutscher Universitätsverlag
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-8244-7102-7
  • Online ISBN 978-3-322-81378-7
  • Buy this book on publisher's site
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