Michael Schuppli

University of Muenster

Schlossplatz 2

Muenster, D-48149

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

263

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Long-Horizon Consumption Risk and the Cross-Section of Returns: New Tests and International Evidence

Paris December 2008 Finance International Meeting Paper
Number of pages: 36 Posted: 23 Oct 2008 Last Revised: 26 Oct 2009
University of Tuebingen, Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University and University of Muenster
Downloads 136 (296,095)

Abstract:

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Consumption-based Asset Pricing, Long-Run Consumption Risk, Value Puzzle, International Stock Markets

2.

Stock Return Seasonalities and Investor Structure: Evidence from China's B-Share Markets

BOFIT Discussion Paper No. 20/2009
Number of pages: 37 Posted: 08 Dec 2009
Martin T. Bohl, Michael Schuppli and Pierre L. Siklos
University of Muenster, University of Muenster and Wilfrid Laurier University - School of Business & Economics
Downloads 127 (311,833)
Citation 3

Abstract:

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Institutional Investors, Individual Investors, Stock Return Seasonalities, Chinese Stock Markets, GARCH Model