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- W4249251921 abstract "Zusammenfassung Despite being of fundamental economic and scientific importance, international financial markets have remained considerably underresearched until today. This thesis presents three essays on empirical asset pricing in international equity markets. In the first essay, the role of firm-specific characteristics is analyzed for the momentum effect to exist. The second essay investigates the validity, persistence, and robustness of the newly discovered capital share growth factor across international markets as proposed by Lettau et al. (2019) for the U.S. market." @default.
- W4249251921 created "2022-05-12" @default.
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- W4249251921 date "2021-01-01" @default.
- W4249251921 modified "2023-10-16" @default.
- W4249251921 title "Concluding Remarks" @default.
- W4249251921 doi "https://doi.org/10.1007/978-3-658-35479-4_5" @default.
- W4249251921 hasPublicationYear "2021" @default.
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