Abstract
In this chapter, which represents the main part of the present study, empirical tests assessing the predictability of German equity returns will be performed. For the equity return data, both a German market index and industry portfolios will be employed.
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© 2000 Betriebswirtschaftlicher Verlag Dr. Th. Gabler GmbH, Wiesbaden, und Deutscher Universitäts-Verlag GmbH, Wiesbaden
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Klähn, J. (2000). Empirical Results. In: The Predictabilty of German Stock Returns. Empirische Finanzmarktforschung / Empirical Finance. Deutscher Universitätsverlag. https://doi.org/10.1007/978-3-322-81378-7_6
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DOI: https://doi.org/10.1007/978-3-322-81378-7_6
Publisher Name: Deutscher Universitätsverlag
Print ISBN: 978-3-8244-7102-7
Online ISBN: 978-3-322-81378-7
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