Abstract
This study analyzes the predictability of monthly German stock returns. For that, monthly returns on a value-weighted German market index of stocks traded on the official market at the Frankfurt Stock Exchange are employed. Additionally, monthly returns on ten value-weighted industry stock portfolios are taken into account. The time period covers January 1974 to December 1994.
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© 2000 Betriebswirtschaftlicher Verlag Dr. Th. Gabler GmbH, Wiesbaden, und Deutscher Universitäts-Verlag GmbH, Wiesbaden
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Klähn, J. (2000). Conclusion. In: The Predictabilty of German Stock Returns. Empirische Finanzmarktforschung / Empirical Finance. Deutscher Universitätsverlag. https://doi.org/10.1007/978-3-322-81378-7_7
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DOI: https://doi.org/10.1007/978-3-322-81378-7_7
Publisher Name: Deutscher Universitätsverlag
Print ISBN: 978-3-8244-7102-7
Online ISBN: 978-3-322-81378-7
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