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Profitability and Asset Prices in European Stock Markets

Name: Profitability and Asset Prices in European Stock Markets
Price: 18.95 EUR
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Author: Julian Fischer
ISBN: 978-3-668-96719-9

An analysis of France, Germany and Italy

Seminararbeit, 2019

28 Seiten, Note: 1,0

Julian Fischer (Autor:in)

Leseprobe

1. Introduction

2. Fundamental theory and previous discoveries
2.1. Different Factor Models
2.2. Returns of different profitable companies
2.3. Profitability anomalies

3. Profitability Anomalies in European stock markets
3.1. Construction of the model
3.2. Summary Statistics
3.3. Factor Spanning Tests
3.4. High minus low quintiles of the Profitability Anomalies
3.5. Quintiles of the Profitability Anomalies

4. Conclusions

References

Appendix
List of profitability anomalies
Correlations of the high minus low Profitability Anomalies
Quintiles of the Profitability Anomalies

Ende der Leseprobe aus 28 Seiten

Details

Titel: Profitability and Asset Prices in European Stock Markets
Untertitel: An analysis of France, Germany and Italy
Hochschule: Gottfried Wilhelm Leibniz Universität Hannover (Institute for Financial Markets)
Veranstaltung: Master Seminar Finance: Asset Pricing & Asset Management
Note: 1,0
Autor: Julian Fischer (Autor:in)
Jahr: 2019
Seiten: 28
Katalognummer: V489732
ISBN (eBook): 9783668967182
ISBN (Buch): 9783668967199
Sprache: Englisch
Schlagworte: Asset Pricing, Profitability, Europe, Stock Market, Premium, Fama French, Factor Model, MKT, SMB, HML, RMW, Gross Profits, Italy, France, Germany

Arbeit zitieren: Julian Fischer (Autor:in), 2019, Profitability and Asset Prices in European Stock Markets, München, GRIN Verlag, https://www.grin.com/document/489732

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