Výsledky vyhledávání - "Marcel Steinborn"

Does the day-of-the-week effect exist in other asset classes? Investigation of the globally listed private equity markets

Autor: Marcel Steinborn

Publikováno v: Studies in Economics and Finance.

Purpose This study aims to investigate the day-of-the-week (DoW) effect in globally listed private equity (LPE) markets using daily data covering the period 2004–2021. Design/methodology/approach To investigate the existence of the DoW effect in gl

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::4c2369994965ff1010f7984b8bba167e
https://doi.org/10.1108/sef-12-2021-0517

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The 'sell in May' effect: an empirical investigation of globally listed private equity markets

Autor: Carmen Bachmann, Johannes Gebhardt, Lars Tegtmeier, Marcel Steinborn

Publikováno v: Managerial Finance. 45:793-808

PurposeThe purpose of this paper is to test the so-called “Sell in May” effect in globally listed private equity markets based on monthly data covering the period 2004–2017.Design/methodology/approachOrdinary least squares regressions, generali

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::e5ed0a526835d1c715f37349a2674412
https://doi.org/10.1108/mf-07-2018-0322

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