{"id":"https://openalex.org/W2015221990","doi":"https://doi.org/10.1007/bf01175974","title":"Stochastic properties of german stock returns","display_name":"Stochastic properties of german stock returns","publication_year":1996,"publication_date":"1996-06-01","ids":{"openalex":"https://openalex.org/W2015221990","doi":"https://doi.org/10.1007/bf01175974","mag":"2015221990"},"language":"en","primary_location":{"id":"doi:10.1007/bf01175974","doi":"https://doi.org/10.1007/bf01175974","is_oa":false,"landing_page_url":"https://doi.org/10.1007/bf01175974","pdf_url":null,"source":{"id":"https://openalex.org/S178258306","display_name":"Empirical Economics","issn_l":"0377-7332","issn":["0377-7332","1435-8921"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Empirical Economics","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5052671632","display_name":"Walter Kr\ufffdmer","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I200332995","display_name":"TU Dortmund University","ror":"https://ror.org/01k97gp34","country_code":"DE","type":"education","lineage":["https://openalex.org/I200332995"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Walter Kr\ufffdmer","raw_affiliation_strings":["Department of Statistics, University of Dortmund, Dortmund, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics, University of Dortmund, Dortmund, Germany","institution_ids":["https://openalex.org/I200332995"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5075644928","display_name":"Ralf Runde","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I200332995","display_name":"TU Dortmund University","ror":"https://ror.org/01k97gp34","country_code":"DE","type":"education","lineage":["https://openalex.org/I200332995"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Ralf Runde","raw_affiliation_strings":["Department of Statistics, University of Dortmund, Vogelpothsweg 87, 44221, Dortmund, Germany","Department of Statistics, University of Dortmund, Dortmund, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics, University of Dortmund, Vogelpothsweg 87, 44221, Dortmund, Germany","institution_ids":["https://openalex.org/I200332995"]},{"raw_affiliation_string":"Department of Statistics, University of Dortmund, Dortmund, Germany","institution_ids":["https://openalex.org/I200332995"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I200332995"],"apc_list":{"value":3490,"currency":"USD","value_usd":3490},"apc_paid":null,"fwci":5.5974,"has_fulltext":false,"cited_by_count":36,"citation_normalized_percentile":{"value":0.95408105,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"21","issue":"2","first_page":"281","last_page":"306"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.989300012588501,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.989300012588501,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.007300000172108412,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.0010999999940395355,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/serial-correlation","display_name":"serial correlation","score":0.7590000033378601},{"id":"https://openalex.org/keywords/higher-order-moments","display_name":"higher-order moments","score":0.9190000295639038},{"id":"https://openalex.org/keywords/calendar-anomalies","display_name":"calendar anomalies","score":0.9739999771118164},{"id":"https://openalex.org/keywords/monday-effect","display_name":"Monday effect","score":0.9950000047683716},{"id":"https://openalex.org/keywords/return-distribution","display_name":"return distribution","score":0.5450000166893005},{"id":"https://openalex.org/keywords/stock-market-efficiency","display_name":"stock market efficiency","score":0.35199999809265137}],"concepts":[{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.7518796920776367},{"id":"https://openalex.org/C154775046","wikidata":"https://www.wikidata.org/wiki/Q188","display_name":"German","level":2,"score":0.7283660173416138},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.661544144153595},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6198246479034424},{"id":"https://openalex.org/C63479239","wikidata":"https://www.wikidata.org/wiki/Q7353546","display_name":"Robustness (evolution)","level":3,"score":0.4723150432109833},{"id":"https://openalex.org/C5297727","wikidata":"https://www.wikidata.org/wiki/Q786970","display_name":"Autocorrelation","level":2,"score":0.4373144507408142},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3850212097167969},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2830982804298401},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.2645780146121979},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.07601958513259888},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/bf01175974","doi":"https://doi.org/10.1007/bf01175974","is_oa":false,"landing_page_url":"https://doi.org/10.1007/bf01175974","pdf_url":null,"source":{"id":"https://openalex.org/S178258306","display_name":"Empirical Economics","issn_l":"0377-7332","issn":["0377-7332","1435-8921"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Empirical Economics","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":40,"referenced_works":["https://openalex.org/W106520455","https://openalex.org/W167654094","https://openalex.org/W566591221","https://openalex.org/W1562072655","https://openalex.org/W1564609383","https://openalex.org/W1575299154","https://openalex.org/W1965253312","https://openalex.org/W1965256629","https://openalex.org/W1980754448","https://openalex.org/W1984687502","https://openalex.org/W1986783001","https://openalex.org/W1990559054","https://openalex.org/W1991718610","https://openalex.org/W1995034425","https://openalex.org/W2002238002","https://openalex.org/W2003695184","https://openalex.org/W2004734624","https://openalex.org/W2005207896","https://openalex.org/W2006568420","https://openalex.org/W2008052017","https://openalex.org/W2015110411","https://openalex.org/W2016287239","https://openalex.org/W2041109217","https://openalex.org/W2043525080","https://openalex.org/W2044267123","https://openalex.org/W2045115330","https://openalex.org/W2048649579","https://openalex.org/W2076209196","https://openalex.org/W2078236117","https://openalex.org/W2085183619","https://openalex.org/W2090637028","https://openalex.org/W2093230975","https://openalex.org/W2132138608","https://openalex.org/W2207195824","https://openalex.org/W2751862591","https://openalex.org/W3125246470","https://openalex.org/W4238306122","https://openalex.org/W4256170606","https://openalex.org/W4285719527","https://openalex.org/W4299432846"],"related_works":["https://openalex.org/W1592106599","https://openalex.org/W1965656162","https://openalex.org/W1486717310","https://openalex.org/W7099186388","https://openalex.org/W2029831426","https://openalex.org/W2955390081","https://openalex.org/W1502484282","https://openalex.org/W7098149825","https://openalex.org/W7100922098","https://openalex.org/W2006568420"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":5}],"updated_date":"2026-11-03T10:50:19.383937","created_date":"2016-06-24T00:00:00"}