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Lehrstuhl für Finanzwirtschaft und Kapitalmarkttheorie

 


Aktuelle Publikationen

Lehre

Todorova/Husmann (2012):
A comparative study of range-based stock return volatility estimators for the German market.
The Journal of Futures Markets (32), 560-586.

Soucek (2012):
Oil based trading and european industry sector stocks.
International Business & Economics Research Journal (11), 205-216.

Husmann/Todorova (2011):
CAPM option pricing.
Finance Research Letters (8), 213-219.

Husmann/Schmidt (2011):
The discount rate of IAS 36 – a reply to Kvaal.
Accounting in Europe (8), 125-126.

Todorova (2011):
Volatility estimators based on daily price ranges vs. the realized range.
Applied Financial Economics, (forthcoming).

Lubnau/Todorova (2011):
Technical trading with open interest: evidence from the German market.
Applied Financial Economics, (forthcoming).

Husmann/Lubnau/Todorova (2011):
Market Expectations and Option Prices: Evidence for the DAX 30.
International Journal of Economic Perspectives, (forthcoming).

Soucek (2011):
Industrial Metal and Predictability of European Stock Returns.
Banking and Finance Letters, (forthcoming).

Soucek (2011):
Oil Price Based Trading.
Proceedings of the 8th International Conference on Applied Financial Economics, 2011, National and Kapodistrian University of Athens, Greece,  Volume A, pp. 241 – 247.

Husmann/Soucek/Waszczuk (2011):
Leverage Adjustment and Cost of Capital.
Proceedings of the 8th International Conference on Applied Financial Economics, 2011, National and Kapodistrian University of Athens, Greece,  Volume A, pp. 321 - 328.


Konferenzbeiträge

2. International Finance Conference, Indian Institute of Management, Calcutta, Indien, 10.01. - 12.01.2011:

  • Neda Todorova "A comparative study of range-based stock volatility estimators for the German market"
  • Michael Soucek "Industrial Metals and Predictability of U.S. and European Stock Returns"

6. International Conference on Money, Investment and Risk, Nottingham Business School (Nottingham Trent University), Nottingham, UK, 03.04. - 05.04.2011:

  • Antonina Waszczuk "Multifactor Asset Pricing on the Polish Stock Market"

8. International Conference on Applied Financial Economics, Samos, Greece, 30.06. - 02.07.2011:

  • Neda Todorova "Estimation of the DAX 30 Volatility with Alternative Range-based Estimators"
  • Michael Soucek "Stock Returns and Oil Price Based Trading"
  • Antonina Waszczuk "Leverage Adjustment and Cost of Capital"

 

"Unternehmensbewertung" wird ab dem Sommersemester 2012 im Bachelorstudium angeboten, und nicht wie bisher im Masterstudium.


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