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  1. Capital-Structure-Choices-Analysis Capital-Structure-Choices-Analysis Public

    This project analyses capital structure choices of DAX 30 companies (market cap, 1y return, equity volatility, equity beta, book value of equity, book value of debt, sales, EBITDA, EBIT, net income).

  2. Asset-Pricing-Anomalies Asset-Pricing-Anomalies Public

    This project analyses the effect of one-year momentum factor on stock returns by computing CAPM, the Fama-French 3-factor model, and a 4-factor model accounting for momentum. The persistence of the…

  3. MA-Announcement-Effect-on-Stock-Returns MA-Announcement-Effect-on-Stock-Returns Public

    This project analyses the effect of the acquisition announcement on the acquiring companies’ stock returns by computing abnormal and cumulative abnormal returns.