Das Justizwesen im Staate LuxemburgRavarani, Georges ![]() in Forum für Politik, Gesellschaft und Kultur in Luxemburg (1993), (144), Detailed reference viewed: 38 (0 UL) Das Leistungsstörungs-und Gewährleistungsrecht/Inexécution du contrat et responsabilité pour vices de la chose vendue/ Non-performance and remediesAncel, Pascal ![]() Scientific Conference (2010, October 19) Detailed reference viewed: 28 (1 UL) Das LUXXprofile. Manual.; Dörendahl, Jan ; Greiff, Samuel ![]() Book published by University of Luxembourg (2017) Detailed reference viewed: 144 (10 UL) Das PALUX-Projekt in Luxemburg: Forschungsdesign und erste Ergebnisse einer PilotstudieEckelt, Melanie ; Hutmacher, Djenna ; Steffgen, Georges et alPoster (2018, October) Detailed reference viewed: 58 (12 UL)![]() Das Übergangsurteil am Ende der Primarstufe: eine Mouselab-Untersuchung zur Informationssuche der LehrkräfteBöhmer, Matthias ; Krolak-Schwerdt, Sabine ; et alScientific Conference (2016, September) Detailed reference viewed: 79 (9 UL) Das Unterrichtsthema „Dinge im Wasser“ in Österreichs Schulbüchern: Empirische Ergebnisse; ; Andersen, Katja Natalie ![]() in GDSU-Journal (2021), 10 Detailed reference viewed: 34 (9 UL)![]() Das Wiener Self-Assessment Psychologie mit seinen Verfahren der experimentalpsychologischen Verhaltensdiagnostik zur Messung studienfachübergreifender Soft SkillsSonnleitner, Philipp ; ; in Rudinger, G.; Hörsch, K. (Eds.) Self-Assessment an Hochschulen: Von der Studienfachwahl zur Profilbildung (2009) Detailed reference viewed: 119 (0 UL) Das WpHG im RegTech-ZeitalterZetzsche, Dirk Andreas ; Yeboah-Smith, Miko ![]() in Klöhn, Lars; Mock, Sebastian (Eds.) Festschrift 25 Jahre WpHG (2019) Detailed reference viewed: 31 (1 UL)![]() Dash for Cash: Month-End Liquidity Needs and the Predictability of Stock Returns; Rinne, Kalle ; et alScientific Conference (2015) Detailed reference viewed: 23 (3 UL)![]() Dash for Cash: Month-End Liquidity Needs and the Predictability of Stock Returns; Rinne, Kalle ; et alScientific Conference (2015) Detailed reference viewed: 36 (4 UL)![]() Dash for Cash: Month-End Liquidity Needs and the Predictability of Stock Returns; Rinne, Kalle ; et alScientific Conference (2015) Detailed reference viewed: 15 (2 UL) Dash for Cash: Month-End Liquidity Needs and the Predictability of Stock ReturnsRinne, Kalle ; ; Presentation (2014) Detailed reference viewed: 21 (0 UL) Dash for Cash: Month-End Liquidity Needs and the Predictability of Stock ReturnsRinne, Kalle ; ; Presentation (2015) Detailed reference viewed: 12 (2 UL) Dash for Cash: Month-End Liquidity Needs and the Predictability of Stock ReturnsRinne, Kalle ; ; Conference given outside the academic context (2015) Detailed reference viewed: 17 (0 UL) Dash for Cash: Month-End Liquidity Needs and the Predictability of Stock Returns; Rinne, Kalle ; et alPresentation (2015) Detailed reference viewed: 13 (0 UL)![]() Dash for Cash: Month-End Liquidity Needs and the Predictability of Stock Returns; Rinne, Kalle ; et alScientific Conference (2016, January) Detailed reference viewed: 15 (0 UL)![]() Dash for Cash: Month-End Liquidity Needs and the Predictability of Stock Returns; Rinne, Kalle ; et alScientific Conference (2016, March) Detailed reference viewed: 19 (0 UL) Dash for Cash: Month-End Liquidity Needs and the Predictability of Stock Returns; Rinne, Kalle ; et alPresentation (2016, March) Detailed reference viewed: 21 (0 UL) Dash for Cash: Month-End Liquidity Needs and the Predictability of Stock Returns; Rinne, Kalle ; et alPresentation (2016, March) Detailed reference viewed: 28 (0 UL) Dash for Cash: Month-End Liquidity Needs and the Predictability of Stock ReturnsRinne, Kalle ; ; E-print/Working paper (2015) This paper uncovers strong return reversals in the US value weighted stock market index around the last monthly settlement day, T-3, which guarantees liquidity for month-end cash distributions. Similar ... [more ▼] This paper uncovers strong return reversals in the US value weighted stock market index around the last monthly settlement day, T-3, which guarantees liquidity for month-end cash distributions. Similar reversals in market returns around T-3 are documented internationally. The return reversals are stronger in countries where the mutual fund ownership is large, and in the US they have become stronger over time as the mutual fund ownership of stocks has increased. Using data that contains all trades of a subset of institutional investors, we show direct evidence that institutional trading contributes to the market reversals. Finally, we find that in the cross-section of stocks, return reversals around the turn of the month are stronger for stocks more commonly held by mutual funds and for liquid stocks. These market reversals help explain the previously documented abnormally high market returns around the turn of the month. [less ▲] Detailed reference viewed: 124 (1 UL) |
||