Sabine Artmann

University of Cologne - Faculty of Management, Economics and Social Sciences

Richard-Strauss-Str. 2

Cologne, D-50923

Germany

  • University of Cologne - Faculty of Management, Economics and Social Sciences

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Scholarly Papers (2)

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1.

The Cross-Section of German Stock Returns: New Data and New Evidence

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Citation 10

The Cross-Section of German Stock Returns: New Data and New Evidence

Number of pages: 36 Posted: 04 Aug 2010
Sabine Artmann, Philipp Finter, Philipp Finter, Alexander Kempf, Stefan Koch and Erik Theissen
University of Cologne - Faculty of Management, Economics and Social Sciences, University of Cologne - Department of FinanceUniversity of Cologne - Centre for Financial Research (CFR), University of Cologne - Department of Finance & Centre for Financial Research (CFR), University of Bonn and University of Mannheim - Finance Area
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Citation 9

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Asset Pricing, Fama, French, Carhart, Characteristics, Risk Factors, Value, Size, Momentum, Germany

The Cross-Section of German Stock Returns: New Data and New Evidence

Schmalenbach Business Review, Vol. 64, January 2012, pp. 20-43
Number of pages: 24 Posted: 04 Apr 2012
Sabine Artmann, Philipp Finter, Philipp Finter, Alexander Kempf, Stefan Koch and Erik Theissen
University of Cologne - Faculty of Management, Economics and Social Sciences, University of Cologne - Department of FinanceUniversity of Cologne - Centre for Financial Research (CFR), University of Cologne - Department of Finance & Centre for Financial Research (CFR), University of Bonn - The Bonn Graduate School of Economics and University of Mannheim - Finance Area
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Citation 1

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Asset Pricing, Carhart, Fama, French, Germany, Characteristics, Momentum, Risk Factors, Size, Value

2.

Determinants of Expected Stock Returns: Large Sample Evidence from the German Market

Number of pages: 37 Posted: 06 Aug 2010 Last Revised: 28 Jul 2011
Sabine Artmann, Philipp Finter, Philipp Finter and Alexander Kempf
University of Cologne - Faculty of Management, Economics and Social Sciences, University of Cologne - Department of FinanceUniversity of Cologne - Centre for Financial Research (CFR) and University of Cologne - Department of Finance & Centre for Financial Research (CFR)
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Citation 3

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asset pricing, characteristics, risk factors, multifactor models, Germany