أعرض تسجيلة المادة بشكل مبسط

dc.creator Pierdzioch, Christian
dc.creator Schertler, Andrea
dc.date 2005
dc.date.accessioned 2013-10-16T06:56:56Z
dc.date.available 2013-10-16T06:56:56Z
dc.date.issued 2013-10-16
dc.identifier http://hdl.handle.net/10419/17813
dc.identifier ppn:505941783
dc.identifier.uri http://koha.mediu.edu.my:8181/xmlui/handle/10419/17813
dc.description 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.
dc.language eng
dc.publisher Kiel Institute for the World Economy (IfW) Kiel
dc.relation Kieler Arbeitspapiere 1265
dc.rights http://www.econstor.eu/dspace/Nutzungsbedingungen
dc.subject E24
dc.subject C32
dc.subject B22
dc.subject ddc:330
dc.subject Recursive modeling approach ; Comovement of returns ; High-technology firms
dc.subject Börsenkurs
dc.subject Internationaler Preiszusammenhang
dc.subject Neuer Markt
dc.subject Wertpapieranalyse
dc.subject Prognoseverfahren
dc.subject Schätzung
dc.subject Deutschland
dc.subject Frankreich
dc.subject Großbritannien
dc.subject USA
dc.title Investing in European Stock Markets for High-Technology Firms
dc.type doc-type:workingPaper


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أعرض تسجيلة المادة بشكل مبسط