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    • Publications (4)
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    • Working Paper (3)
    • Journal Article (1)
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Working Paper

Sources of Predictability of European Stock Markets for High-Technology Firms

01.01.2005

We study return predictability of stock indexes of blue chip firms and smaller hightechnology firms in Germany, France, and the United Kingdom during the second half of the 1990s. We measure return predictability in terms of first-order...

Journal Article

Sentiment Dynamics and Stock Returns: The Case of the German Stock Market

01.11.2011

We use weekly survey data on short-term and medium-term sentiment of German investors in order to study the causal relationship between investors' mood and subsequent stock price changes. In contrast to extant literature for other countries, a...

Working Paper

Sentiment Dynamics and Stock Returns: The Case of the German Stock Market

01.12.2008

We use weekly survey data on short-term and medium-term sentiment of German investors in order to study the causal relationship between investors' mood and subsequent stock price changes. In contrast to extant literature for other countries, a...

Working Paper

Feedback Trading and Predictability of Stock Returns in Germany, 1880-1913

01.05.2004

I use a time-varying parameter model in order to study the predictability of monthly real stock returns in Germany over the period 1880-1913. I find that the extent to which returns were predictable underwent significant changes over time....

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