Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen:
https://hdl.handle.net/10419/17813
Kompletter Metadatensatz
DublinCore-Feld | Wert | Sprache |
---|---|---|
dc.contributor.author | Pierdzioch, Christian | en |
dc.contributor.author | Schertler, Andrea | en |
dc.date.accessioned | 2009-01-28T14:59:39Z | - |
dc.date.available | 2009-01-28T14:59:39Z | - |
dc.date.issued | 2005 | - |
dc.identifier.uri | http://hdl.handle.net/10419/17813 | - |
dc.description.abstract | We used a recursive modeling approach to study whether investors could, in real time, have used information on the comovement of stock markets to forecast stock returns in European stock markets for high-technology firms. We used weekly data on returns in the Neuer Markt, the Nouveau Marché, the Alternative Investment Market, and the NASDAQ. We found substan-tial changes over time in the usefulness of the inter-European and cross-Atlantic comovement of stock markets for predicting stock returns. We also studied how monitoring the comovement of stock markets would have affected the performance of simple trading rules and investor's market-timing skills. | en |
dc.language.iso | eng | en |
dc.publisher | |aKiel Institute for World Economics (IfW) |cKiel | en |
dc.relation.ispartofseries | |aKiel Working Paper |x1265 | en |
dc.subject.jel | E24 | en |
dc.subject.jel | C32 | en |
dc.subject.jel | B22 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | Recursive modeling approach ; Comovement of returns ; High-technology firms | en |
dc.subject.stw | Börsenkurs | en |
dc.subject.stw | Internationaler Preiszusammenhang | en |
dc.subject.stw | Neuer Markt | en |
dc.subject.stw | Wertpapieranalyse | en |
dc.subject.stw | Prognoseverfahren | en |
dc.subject.stw | Schätzung | en |
dc.subject.stw | Deutschland | en |
dc.subject.stw | Frankreich | en |
dc.subject.stw | Großbritannien | en |
dc.subject.stw | USA | en |
dc.title | Investing in European Stock Markets for High-Technology Firms | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 505941783 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:zbw:ifwkwp:1265 | en |
Datei(en):
Publikationen in EconStor sind urheberrechtlich geschützt.