User profiles for L. Tegtmeier

Lars Tegtmeier

University of Applied Sciences Merseburg
Verified email at hs-merseburg.de
Cited by 293

Common risk factors in the returns of shipping stocks

W Drobetz, D Schilling, L Tegtmeier - Maritime Policy & …, 2010 - Taylor & Francis
The knowledge of risk factors that determine an industry's expected stock returns is important
to assess whether this industry serves as a separate asset class. This study analyses the …

Market valuation and risk profile of listed European football clubs

S Prigge, L Tegtmeier - Sport, Business and Management: An …, 2019 - emerald.com
Purpose The purpose of this paper is to explore whether stocks in football clubs are valued
in line with the valuation of other capital assets in the capital market. Moreover, it analyzes …

Football stocks: a new asset class attractive to institutional investors? Empirical results and impulses for researching investor motivations beyond return

S Prigge, L Tegtmeier - Sport, Business and Management: An …, 2020 - emerald.com
… Prigge and Tegtmeier (2019) divide total risk yields into systematic risk and unsystematic
risk. For their sample stocks, the average systematic risk yield amounts to 1.84% and the …

Immunohistochemical detection of EGFR in paraffin-embedded tumor tissues: variation in staining intensity due to choice of fixative and storage time of tissue sections

D Atkins, KA Reiffen, CL Tegtmeier… - … of Histochemistry & …, 2004 - journals.sagepub.com
The epidermal growth factor receptor (EGFR) is highly expressed in a variety of solid
malignant tumors and its expression has been correlated with disease progression and poor …

The role of catastrophe bonds in an international multi-asset portfolio: Diversifier, hedge, or safe haven?

W Drobetz, H Schröder, L Tegtmeier - Finance Research Letters, 2020 - Elsevier
We examine whether catastrophe bonds can serve as a hedge or a safe haven for global
stock, bond, real estate, commodity, private equity, and infrastructure markets. Our findings …

Modeling the volatilities of globally listed private equity markets

L Tegtmeier - Studies in Economics and Finance, 2023 - emerald.com
Purpose This paper aims to analyze the characteristics of stochastic volatility processes in
globally listed private equity (LPE) markets, which are represented by nine global, regional …

Diversification properties of investments in shipping

MB Grelck, S Prigge, L Tegtmeier… - The Journal of …, 2009 - jai.pm-research.com
In contrast to the more established alternative asset classes like real estate or hedge funds,
there is not much research available for investments in shipping. This article contributes to …

[HTML][HTML] Testing the efficiency of globally listed private equity markets

L Tegtmeier - Journal of Risk and Financial Management, 2021 - mdpi.com
This study is the first to investigate the efficient market hypothesis in its weak form and the
random walk behaviour of globally listed private equity (LPE) markets represented by nine …

[HTML][HTML] The development of a performance index for KG funds and a comparison with other shipping-related indices

W Drobetz, L Tegtmeier - Maritime Economics & Logistics, 2013 - Springer
Despite their high economic importance, academic research has granted KG funds only
marginal attention. A main reason is the lack of reliable performance data due to non-…

The “sell in May” effect: an empirical investigation of globally listed private equity markets

C Bachmann, L Tegtmeier, J Gebhardt… - Managerial …, 2019 - emerald.com
… Lars Tegtmeier (Department of Business Administration and Information Sciences,
Hochschule Merseburg, Merseburg, Germany) … This situation has changed recently as listed …