Essays about: "Michael Muhs"

Found 1 essay containing the words Michael Muhs.

  1. 1. Seasonalities in Common Stock Returns: Evidence from Germany and Sweden

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Daniel Haas; Michael Muhs; [2016]
    Keywords : Asset Pricing; Investment Decisions; Market Efficiency; Periodicity; Seasonality;

    Abstract : This paper studies return seasonalities in the cross-section of German and Swedish listed common stocks. We find that stock returns in both countries exhibit traditional return patterns, such as short-term reversal, momentum, and signs of long-term reversal effects. READ MORE