Thomas Paul

HSBA Hamburg School of Business Administration

Adolphsplatz 1

Hamburg, 20457

Germany

  • HSBA Hamburg School of Business Administration

SCHOLARLY PAPERS

2

DOWNLOADS

205

TOTAL CITATIONS

3

Scholarly Papers (2)

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1.

The Time-varying Relationship between Illiquidity and Excess Stock Returns: Evidence from U.S., UK, and Germany

Number of pages: 38 Posted: 19 Apr 2021 Last Revised: 26 Jun 2024
Thomas Paul, Abdullah Aryoubi and Thomas Walther
HSBA Hamburg School of Business Administration, HSBA Hamburg School of Business Administration and Utrecht University - School of Economics
Downloads 126 (491,398)
Citation 2

Abstract:

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Illiquidity, Excess Return, Structural Breaks, Financial Turmoil, Asset Pricing, Portfolio Management Subject classification codes: E32, G12 Conceptualization, Methodology, Software, Data Curation, Writing-Reviewing and Editing, Visualization Abdullah Aryoubi: Writing-Original draft preparation Thomas Walther: Writing-Reviewing and Editing, Supervision

2.

Empirical Analysis of the Illiquidity Premia of German Real Estate Securities

Paul, Thomas; Walther, Thomas; Küster-Simic, André (2021): Empirical Analysis of the Illiquidity Premia of German Real Estate Securities, in: Financial Markets and Portfolio Management, forthcoming.
Number of pages: 83 Posted: 25 Sep 2020 Last Revised: 08 May 2021
Thomas Paul, Thomas Walther and Andre Kuester Simic
HSBA Hamburg School of Business Administration, Utrecht University - School of Economics and Hamburg School of Business Administration
Downloads 79 (676,464)
Citation 1

Abstract:

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Asset Pricing, Real Estate, REITs, Risk Factors, Illiquidity