Sabine Artmann is at Ernst & Young Real Estate GmbH, Rothenbaumchaussee, Hamburg, Germany. Philipp Finter is at Sal. Oppenheim jr. & Cie. AG & Co. KGaA, Asset Allocation, Unter Sachsenhausen, Cologne, Germany. Alexander Kempf is from the Department of Finance, University of Cologne, and also at the Centre for Financial Research (CFR) at the University of Cologne, Germany. Sabine Artmann and Philipp Finter worked on this project during their research activities at the Department of Finance at the University of Cologne. Alexander Kempf gratefully acknowledges financial support from the Centre for Financial Research (CFR). The authors thank Andrew W. Stark (editor) and an anonymous referee for their helpful comments on earlier drafts of this paper.
Determinants of Expected Stock Returns: Large Sample Evidence from the German Market
Version of Record online: 13 APR 2012
© 2012 Blackwell Publishing Ltd
Journal of Business Finance & Accounting
Volume 39, Issue 5-6, pages 758–784, June/July 2012
How to Cite
Artmann, S., Finter, P. and Kempf, A. (2012), Determinants of Expected Stock Returns: Large Sample Evidence from the German Market. Journal of Business Finance & Accounting, 39: 758–784. doi: 10.1111/j.1468-5957.2012.02286.x
- Issue online: 3 JUL 2012
- Version of Record online: 13 APR 2012
- (Paper received May 2010, revised version accepted February 2012)
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