Kapitalmarktanomalie (German Wikipedia)

Analysis of information sources in references of the Wikipedia article "Kapitalmarktanomalie" in German language version.

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  • Eugene F. Fama, Kenneth R. French: Common risk factors in the returns on stocks and bonds. In: Journal of Financial Economics. Band 33, Nr. 1, Februar 1993, S. 3–56, doi:10.1016/0304-405X(93)90023-5.
  • R. David Mclean, Jeffrey Pontiff: Does Academic Research Destroy Stock Return Predictability?: Does Academic Research Destroy Stock Return Predictability? In: The Journal of Finance. Band 71, Nr. 1, Februar 2016, S. 5–32, doi:10.1111/jofi.12365.
  • Eugene F. Fama, Kenneth R. French: Multifactor Explanations of Asset Pricing Anomalies. In: The Journal of Finance. Band 51, Nr. 1, März 1996, ISSN 0022-1082, S. 55–84, doi:10.1111/j.1540-6261.1996.tb05202.x.
  • WERNER F. M. De Bondt, Richard Thaler: Does the Stock Market Overreact? In: The Journal of Finance. Band 40, Nr. 3, 1985, ISSN 1540-6261, S. 793–805, doi:10.1111/j.1540-6261.1985.tb05004.x.
  • Campbell R. Harvey, Yan Liu, Heqing Zhu: … and the Cross-Section of Expected Returns. In: Review of Financial Studies. Band 29, Nr. 1, Januar 2016, ISSN 0893-9454, S. 5–68, doi:10.1093/rfs/hhv059.
  • Nicholas Barberis: Psychology-based Models of Asset Prices and Trading Volume. In: SSRN Electronic Journal. 2018, ISSN 1556-5068, doi:10.2139/ssrn.3177616.
  • John H Cochrane: Macro-Finance*. In: Review of Finance. Band 21, Nr. 3, 1. Mai 2017, ISSN 1572-3097, S. 945–985, doi:10.1093/rof/rfx010.
  • Heiko Jacobs, Sebastian Müller: Anomalies across the globe: Once public, no longer existent? In: Journal of Financial Economics. Band 135, Nr. 1, 1. Januar 2020, ISSN 0304-405X, S. 213–230, doi:10.1016/j.jfineco.2019.06.004.
  • Eugene F. Fama, Kenneth R. French: The Value Premium. ID 3525096. Social Science Research Network, Rochester, NY 1. Januar 2020, doi:10.2139/ssrn.3525096.
  • Robert Novy-Marx, Mihail Velikov: A Taxonomy of Anomalies and their Trading Costs. National Bureau of Economic Research, Cambridge, MA Dezember 2014, doi:10.3386/w20721.
  • Eugene F. Fama, Kenneth R. French: A five-factor asset pricing model. In: Journal of Financial Economics. Band 116, Nr. 1, 1. April 2015, ISSN 0304-405X, S. 1–22, doi:10.1016/j.jfineco.2014.10.010.
  • Andrew Ang: Factor Investing. In: Asset Management. Oxford University Press, 2014, ISBN 978-0-19-995932-7, S. 442–488, doi:10.1093/acprof:oso/9780199959327.003.0014.
  • Eugene F. Fama: Efficient Capital Markets: A Review of Theory and Empirical Work. In: The Journal of Finance. Band 25, Nr. 2, Mai 1970, S. 383, doi:10.2307/2325486, JSTOR:2325486.
  • Eugene F. Fama: Efficient Capital Markets: II. In: The Journal of Finance. Band 46, Nr. 5, 1991, ISSN 0022-1082, S. 1575–1617, doi:10.2307/2328565, JSTOR:2328565.
  • Burton G Malkiel: The Efficient Market Hypothesis and Its Critics. In: Journal of Economic Perspectives. Band 17, Nr. 1, 1. Februar 2003, ISSN 0895-3309, S. 59–82, doi:10.1257/089533003321164958.

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