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Telefax: +49 961 382-2991
e-mail: weiden@oth-aw.de
Internet: www.oth-aw.de
Druck Hausdruck
Die Beiträge der Reihe "OTH im Dialog: Weidener Diskussionspapiere" erscheinen [...] Hochschule Amberg-Weiden
Hetzenrichter Weg 15
92637 Weiden i.d. OPf.
g.schicker@oth-aw.de
j.strassl@oth-aw.de
Oktober 2015
Abstract
Literature shows that services in [...] or_accessibility true
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xmpMM:DerivedFrom:DocumentID xmp.did:107D94F6C0E6E111B [...] substantially during this period and report sizeable cross-price elas-
ticities of money with respect to other liquid financial assets, notably with mutual
funds. They also suggest that households may respond [...] Monetary theory suggests different determinants for the holding of broad money,
which like for other financial assets, is part of a portfolio allocation decision (see
Friedman, 1956; Tobin, 1969). At
92637 Weiden i. d. OPf.,
Tel.: (0961) 382-0, Fax: (0961) 382-2991
• E-Mail: info@oth-aw.de | Internet: http://www.oth-aw.de
Introduction
Data and preliminary results
AQR dataset
Liquidity [...] or_accessibility true
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producer [...] identify the origins of this tendency, they model different proxies for arbitrage activity. Among
other results, they find that the returns of a comprehensive portfolio exploiting 12 anomalies in the
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