* 4 Results enter search term Search Reset filter Suchfilter Content Type Publications (4) Publicationtype Working Paper (3) Journal Article (1) Units International Macroeconomics (2) Macroeconomic Policy under Market Imperfections (2) Experts Christian Pierdzioch (2) Thomas Lux (2) Andrea Schertler (1) Date Last Month Last Year Select Period start date to end date Sort by Relevance Date Aktive Filter Tags: Return Predictability Remove all filters 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... 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... 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 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....
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...
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...
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 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....