Skip to Main Content
Sign In

Drivers of seasonal return patterns in German stocks

Reference

Weigerding, M., & Hanke, M. (2018). Drivers of seasonal return patterns in German stocks. Business Research (BuR), 11(1), 173-196.

Publication Type

Article in Scientific Journal

Staff Members

Prof. Dr. Michael Hanke Dr. rer. oec. Michael Weigerding

Participating Institutions

Chair in Finance Institute for Finance

Research

Market liquidity dynamics
Preproposal PhD-Thesis
September 2016 (finished)
In several segments of financial markets, trading books shrink, passive investment strategies become more important and the execution risk shifts from dealers to investors. As a result, liquidity has ... More

DOI

https://dx.doi.org/10.1007/s40685-017-0060-0