An Empirical Investigation of the Distribution of Stock-market Prices and Weak-form Efficiency of the Brussels Stock Exchange PDF Download
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Author: Baldomero V. Regidor
Publisher:
ISBN:
Category : Stocks
Languages : en
Pages : 546
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Book Description
Author: Baldomero V. Regidor
Publisher:
ISBN:
Category : Stocks
Languages : en
Pages : 546
Get Book Here
Book Description
Author: Baldomero V. Regidor
Publisher:
ISBN:
Category :
Languages : en
Pages : 214
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Book Description
Author: Shigeyuki Hamori
Publisher: Springer Science & Business Media
ISBN: 1441992081
Category : Business & Economics
Languages : en
Pages : 140
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Book Description
An Empirical Investigation of Stock Markets: The CCF Approach attempts to make an empirical contribution to the literature on the movements of stock prices in major economies, i.e. Germany, Japan, the UK and the USA. Specifically, the cross-correlation function (CCF) approach is used to analyze the stock market. This volume provides some empirical evidence regarding the economic linkages among a group of different countries. Chapter 2 and Chapter 3 analyze the international linkage of stock prices among Germany, Japan, the UK and the USA. Chapter 2 applies the standard approach, whereas Chapter 3 uses the CCF approach. Chapter 4 analyzes the relationship between stock prices and exchange rates. Chapter 5 analyzes the relationship among stock prices, exchange rates, and real economic activities. Chapter 6 summarizes the main results obtained in each chapter and comments on the possible directions of future research.
Author: Baldomero V. Regidor
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
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Book Description
Author: Pricha Sethapakdi
Publisher:
ISBN:
Category : Investments, Foreign
Languages : en
Pages : 400
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Book Description
Author: Robert Leslie Hagin
Publisher:
ISBN:
Category : Random walks (Mathematics)
Languages : en
Pages : 476
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Book Description
Author: Ronald Joseph Jordan
Publisher:
ISBN:
Category : Stocks
Languages : en
Pages : 214
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Book Description
Author: Bruce Morley
Publisher:
ISBN:
Category :
Languages : es
Pages : 21
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Book Description
Author: Dudley Gilder
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Author: Wayne Ferson
Publisher: MIT Press
ISBN: 0262039370
Category : Business & Economics
Languages : en
Pages : 497
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Book Description
An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.
