Richard Stehle

Humboldt University of Berlin - School of Business and Economics

Prof. emeritus

Spandauer Str. 1

Berlin, D-10099

Germany

http://www.wiwi.hu-berlin.de/professuren/bwl/bb/

  • Humboldt University of Berlin - School of Business and Economics

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SCHOLARLY PAPERS

12

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42

Scholarly Papers (12)

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1.

Another German Fama/French Factor Data Set

Number of pages: 10 Posted: 30 Oct 2015
Roman Brückner, Patrick Lehmann, Martin H. Schmidt and Richard Stehle
Humboldt University of Berlin - School of Business and Economics, Humboldt University of Berlin, Humboldt University of Berlin - School of Business and Economics and Humboldt University of Berlin - School of Business and Economics
Downloads 3,111 (8,730)
Citation 10

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multi-factor data set, research portfolios, data quality, Germany

2.

Non-U.S. Multi-Factor Data Sets Should be Used with Caution

Number of pages: 36 Posted: 04 Feb 2014 Last Revised: 03 Nov 2015
Roman Brückner, Patrick Lehmann, Martin H. Schmidt and Richard Stehle
Humboldt University of Berlin - School of Business and Economics, Humboldt University of Berlin, Humboldt University of Berlin - School of Business and Economics and Humboldt University of Berlin - School of Business and Economics
Downloads 2,730 (10,733)
Citation 9

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data quality, factor model, risk factors, MSCI indices, Germany

3.

Returns on German Stocks 1954 to 2013

Credit and Capital Markets - Kredit und Kapital, 48(3), pp. 427-476.
Number of pages: 40 Posted: 18 Sep 2014 Last Revised: 01 Sep 2015
Richard Stehle and Martin H. Schmidt
Humboldt University of Berlin - School of Business and Economics and Humboldt University of Berlin - School of Business and Economics
Downloads 1,908 (19,048)
Citation 2

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Germany, market portfolio, market index, long-term return, data quality, stock market peculiarities, CDAX

4.

In Germany the CAPM is Alive and Well

Number of pages: 67 Posted: 16 Oct 2012
Roman Brückner, Patrick Lehmann and Richard Stehle
Humboldt University of Berlin - School of Business and Economics, Humboldt University of Berlin and Humboldt University of Berlin - School of Business and Economics
Downloads 855 (61,647)
Citation 6

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CAPM, Characteristics, Size, Book-to-Market, Germany

5.

The Long-Run Performance of German Stock Mutual Funds

Number of pages: 32 Posted: 28 May 2001
Olaf Grewe and Richard Stehle
Humboldt-Universitat zu Berlin and Humboldt University of Berlin - School of Business and Economics
Downloads 747 (73,819)
Citation 1

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6.

Abnormal Returns in the Vicinity of Insider Transactions: Unbiased Estimates for Germany

Number of pages: 42 Posted: 07 Mar 2005
Marco Klinge, Udo Seifert and Richard Stehle
Humboldt University of Berlin, Munich Re and Humboldt University of Berlin - School of Business and Economics
Downloads 538 (112,427)
Citation 2

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Signaling, insider trading, directors' dealings

7.

Evaluating VAR Forecasts Under Stress - the German Experience

Number of pages: 22 Posted: 26 Nov 2003
Stefan R. Jaschke, Gerhard Stahl and Richard Stehle
infinada, European Union - Committee of the Regions and Humboldt University of Berlin - School of Business and Economics
Downloads 416 (152,568)
Citation 4

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banking supervision, VaR, exploratory data analysis, backtesting

8.

Evaluating Conditional Asset Pricing Models for the German Stock Market

ZEW - Centre for European Economic Research Discussion Paper No. 06-043
Number of pages: 45 Posted: 17 Jul 2006 Last Revised: 26 Aug 2008
Andreas Schrimpf, Michael Schröder and Richard Stehle
Bank for International Settlements (BIS) - Monetary and Economic Department, affiliation not provided to SSRN and Humboldt University of Berlin - School of Business and Economics
Downloads 335 (194,013)
Citation 4

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Asset Pricing, Conditioning Information, Hansen-Jagannathan Distance

9.

Long-Run Stock Performance of German Initial Public Offerings: Survey and Update

Number of pages: 40 Posted: 16 Apr 2012
Oksana Pryshchepa and Richard Stehle
Cardiff University Business School and Humboldt University of Berlin - School of Business and Economics
Downloads 266 (247,524)
Citation 4

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initial public offerings, long-run performance, German equity market

10.

Do Insiders and Their Imitators Trade Profitably? Index-Specific Evidence from Germany

Number of pages: 52 Posted: 20 Jun 2015 Last Revised: 01 Sep 2015
Jessica King, Martin H. Schmidt and Richard Stehle
Humboldt University of Berlin - School of Business and Economics, Humboldt University of Berlin - School of Business and Economics and Humboldt University of Berlin - School of Business and Economics
Downloads 219 (299,839)

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directors’ dealings, event study, transaction costs, bid-ask spread, DAX, TecDAX

11.

Beta Estimation in the European Network Regulation Context: What Matters, What Doesn’t, What Is Indispensable

Forthcoming, Financial Markets and Portfolio Management
Number of pages: 53 Posted: 09 Oct 2020 Last Revised: 15 Mar 2023
Dmitry Bazhutov, André Betzer and Richard Stehle
BUW - Schumpeter School of Business and Economics, University of Wuppertal - Schumpeter School of Business and Economics and Humboldt University of Berlin - School of Business and Economics
Downloads 200 (326,702)

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Cost of capital, Beta, Coronavirus, Regulated firms

12.

Long-Run Stock Performance of German Initial Public Offerings and Seasoned Equity

Posted: 12 Aug 2000
Richard Stehle, Olaf Ehrhardt and Rene Przyborowsky
Humboldt University of Berlin - School of Business and Economics, University of Applied Sciences Stralsund and Humboldt-Universitat zu Berlin

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Initial public offerings, seasoned equity issues, long-run stock performance, market efficiency, German stock market