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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
Availability: InStock
Author: Julian Fischer
ISBN: 978-3-668-96719-9

An analysis of France, Germany and Italy

Seminar Paper, 2019

28 Pages, Grade: 1,0

Julian Fischer (Author)

Excerpt

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

Excerpt out of 28 pages

Details

Title: Profitability and Asset Prices in European Stock Markets
Subtitle: An analysis of France, Germany and Italy
College: University of Hannover (Institute for Financial Markets)
Course: Master Seminar Finance: Asset Pricing & Asset Management
Grade: 1,0
Author: Julian Fischer (Author)
Year: 2019
Pages: 28
Catalog Number: V489732
ISBN (eBook): 9783668967182
ISBN (Book): 9783668967199
Language: English
Keywords: Asset Pricing, Profitability, Europe, Stock Market, Premium, Fama French, Factor Model, MKT, SMB, HML, RMW, Gross Profits, Italy, France, Germany

Quote paper: Julian Fischer (Author), 2019, Profitability and Asset Prices in European Stock Markets, Munich, GRIN Verlag, https://www.grin.com/document/489732

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