Covariances vs. characteristics: what does explain the cross section of the German stock market returns?
Crossref DOI link: https://doi.org/10.1007/s40685-016-0029-4
Published Online: 2016-02-12
Published Print: 2016-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Fieberg, Christian
Varmaz, Armin
Poddig, Thorsten
Text and Data Mining valid from 2016-02-12
Version of Record valid from 2016-02-12
Article History
Received: 27 May 2014
Accepted: 28 January 2016
First Online: 12 February 2016