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Author: Christian Funke
Publisher: Springer Science & Business Media
ISBN: 3834998141
Category : Business & Economics
Languages : en
Pages : 123
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Book Description
Christian Funke aims at developing a better understanding of a central asset pricing issue: the stock price discovery process in capital markets. Using U.S. capital market data, he investigates the importance of mergers and acquisitions (M&A) for stock prices and examines economic links between customer and supplier firms. The empirical investigations document return predictability and show that capital markets are not perfectly efficient.
Author: Christian Funke
Publisher: Springer Science & Business Media
ISBN: 3834998141
Category : Business & Economics
Languages : en
Pages : 123
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Book Description
Christian Funke aims at developing a better understanding of a central asset pricing issue: the stock price discovery process in capital markets. Using U.S. capital market data, he investigates the importance of mergers and acquisitions (M&A) for stock prices and examines economic links between customer and supplier firms. The empirical investigations document return predictability and show that capital markets are not perfectly efficient.
Author: Charles Poor Kindleberger
Publisher: University of Michigan Press
ISBN: 9780472110025
Category : Business & Economics
Languages : en
Pages : 262
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Book Description
Classic Kindleberger: Engaging and stimulating reading on eclectic topics in finance, economics, and the life of this captivating author
Author: Yongqiang Chu
Publisher:
ISBN:
Category :
Languages : en
Pages : 176
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Book Description
Author: Xiaolong Liu
Publisher: Rozenberg Publishers
ISBN: 9036101999
Category :
Languages : en
Pages : 132
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Book Description
Author: C.F. Sirmans
Publisher: Springer Science & Business Media
ISBN: 1441989536
Category : Business & Economics
Languages : en
Pages : 339
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Book Description
The first section of the book contains seven original essays, arranged in order to coincide with Bill's (chronological) professional career. These essays cover a wide variety of real estate topics, including valuation theory, definition of market value, market analysis, the appraisal process, role of the appraiser as an expert witness, valuation under environmental contamination, and international real estate issues. The second section of the book reprints eleven of Bill's most influential papers, selected with the help of forty of his colleagues. These articles, written by Bill and various co-authors, represent only a portion of his contributions to real estate theory and practice. They are "classics" in real estate education. The final section contains personal reflections by colleagues, family and friends of Bill. One of Bill's most influential publications is his classic text, "Income Property Valuation", and is frequently cited in the testimonials. These testimonials provide clear evidence that Bill was an excellent teacher and real estate professional. He truly cared about his students and colleagues and worked hard to move the real estate profession forward.
Author: Roger J. Brown
Publisher: Academic Press
ISBN: 0121377512
Category : Business & Economics
Languages : en
Pages : 308
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Book Description
Fiduciary responsibilities and related court-imposed liabilities have forced investors to assess market conditions beyond gut level, resulting in the development of sophisticated decision-making tools. Roger Brown's use of historical real estate data enables him to develop tools for gauging the impact of circumstances on relative risk. His application of higher level statistical modeling to various aspects of real estate makes this book an essential partner in real estate research. Offering tools to enhance decision-making for consumers and researchers in market economies of any country interested in land use and real estate investment, his book will improve real estate market efficiency. With property the world's biggest asset class, timely data on housing prices just got easier to find and use. Excellent mixture of theory and application Data and database analysis techniques are the first of their kind
Author: Philippe Johannes Petrus Marie Versijp
Publisher: Rozenberg Publishers
ISBN: 9051709358
Category :
Languages : en
Pages : 128
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Book Description
Author: John H. Cochrane
Publisher: Princeton University Press
ISBN: 1400829135
Category : Business & Economics
Languages : en
Pages : 552
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Book Description
Winner of the prestigious Paul A. Samuelson Award for scholarly writing on lifelong financial security, John Cochrane's Asset Pricing now appears in a revised edition that unifies and brings the science of asset pricing up to date for advanced students and professionals. Cochrane traces the pricing of all assets back to a single idea—price equals expected discounted payoff—that captures the macro-economic risks underlying each security's value. By using a single, stochastic discount factor rather than a separate set of tricks for each asset class, Cochrane builds a unified account of modern asset pricing. He presents applications to stocks, bonds, and options. Each model—consumption based, CAPM, multifactor, term structure, and option pricing—is derived as a different specification of the discounted factor. The discount factor framework also leads to a state-space geometry for mean-variance frontiers and asset pricing models. It puts payoffs in different states of nature on the axes rather than mean and variance of return, leading to a new and conveniently linear geometrical representation of asset pricing ideas. Cochrane approaches empirical work with the Generalized Method of Moments, which studies sample average prices and discounted payoffs to determine whether price does equal expected discounted payoff. He translates between the discount factor, GMM, and state-space language and the beta, mean-variance, and regression language common in empirical work and earlier theory. The book also includes a review of recent empirical work on return predictability, value and other puzzles in the cross section, and equity premium puzzles and their resolution. Written to be a summary for academics and professionals as well as a textbook, this book condenses and advances recent scholarship in financial economics.
Author: A. Carretta
Publisher: Springer
ISBN: 1137293772
Category : Business & Economics
Languages : en
Pages : 314
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Book Description
The current financial crisis started from the US real estate market and after, though the increase of risk premium requested by investors and due to the lack of liquidity of all financial markets, it became a world financial crisis. A detailed analysis during the crisis focuses attention on asset management, the real estate and public sector.
Author: Andrey M. Lizyayev
Publisher: Rozenberg Publishers
ISBN: 9036101875
Category :
Languages : en
Pages : 136
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Book Description
