Essays on the Cross-sectional and Time-series Behavior of Stock Returns PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Essays on the Cross-sectional and Time-series Behavior of Stock Returns PDF full book. Access full book title Essays on the Cross-sectional and Time-series Behavior of Stock Returns by Vinod Chandrashekaran. Download full books in PDF and EPUB format.
Author: Vinod Chandrashekaran
Publisher:
ISBN:
Category :
Languages : en
Pages : 256
Get Book Here
Book Description
Author: Vinod Chandrashekaran
Publisher:
ISBN:
Category :
Languages : en
Pages : 256
Get Book Here
Book Description
Author: Cheng Few Lee
Publisher: World Scientific
ISBN: 9814478830
Category : Business & Economics
Languages : en
Pages : 269
Get Book Here
Book Description
News Professor Cheng-Few Lee ranks #1 based on his publications in the 26 core finance journals, and #163 based on publications in the 7 leading finance journals (Source: Most Prolific Authors in the Finance Literature: 1959-2008 by Jean L Heck and Philip L Cooley (Saint Joseph's University and Trinity University). Market microstructure is the study of how markets operate and how transaction dynamics can affect security price formation and behavior. The impact of microstructure on all areas of finance has been increasingly apparent. Empirical microstructure has opened the door for improved transaction cost measurement, volatility dynamics and even asymmetric information measures, among others. Thus, this field is an important building block towards understanding today's financial markets. One of the pioneers in the field of market microstructure is David K Whitcomb, who retired from Rutgers University in 1999 after 25 years of service. David generously funded the David K Whitcomb Center for Research in Financial Services, located at Rutgers University. The Center organized a conference at Rutgers in his honor. This conference showcased papers and research conducted by the leading luminaries in the field of microstructure and drew a broad and illustrious audience of academicians, practitioners and former students, all who came to pay tribute to David K Whitcomb. Most of the papers in this volume were presented at that conference and the contributions to this volume are a lasting bookmark in microstructure. The coverage of topics on this volume is broad, ranging from the theoretical to empirical, and covering various issues from market architecture to liquidity and volatility.
Author: Thomas B. Fomby
Publisher: Emerald Group Publishing
ISBN: 1784411825
Category : Political Science
Languages : en
Pages : 772
Get Book Here
Book Description
This volume honors Professor Peter C.B. Phillips' many contributions to the field of econometrics. The topics include non-stationary time series, panel models, financial econometrics, predictive tests, IV estimation and inference, difference-in-difference regressions, stochastic dominance techniques, and information matrix testing.
Author: Lars Augestad Lochstoer
Publisher:
ISBN:
Category :
Languages : en
Pages : 302
Get Book Here
Book Description
Author: David Kenji Heike
Publisher:
ISBN:
Category : Securities
Languages : en
Pages : 234
Get Book Here
Book Description
Author:
Publisher:
ISBN:
Category : Dissertation abstracts
Languages : en
Pages : 784
Get Book Here
Book Description
Author: Rita Biswas
Publisher: Emerald Group Publishing
ISBN: 178973391X
Category : Business & Economics
Languages : en
Pages : 179
Get Book Here
Book Description
This volume, dedicated to John W. Kensinger, explores a variety of topics in financial economics, including firm growth, investment risks, and the profitability of the banking industry. With its global perspective, Essays in Financial Economics is a valuable addition to the bookshelf of any researcher in finance.
Author: Xiangdong Mao
Publisher:
ISBN:
Category :
Languages : en
Pages : 260
Get Book Here
Book Description
Author: Michael Joseph Dempsey
Publisher: World Scientific
ISBN: 1783267011
Category : Business & Economics
Languages : en
Pages : 332
Get Book Here
Book Description
Stock Markets, Investments and Corporate Behavior examines the nature of stock market growth and decline, the function of financial markets, and their implications for commercial companies. Traditionally, finance academics have attempted to understand financial markets and commercial companies as physicists approach their subject matter: with a set of laws in mind that govern the field. But finance is not physics. The academic's approach falsely assumes that financial markets can be understood as systems within which self-interested maximizers behave in logical ways that are coordinated by the invisible hand of the price mechanism. This book demonstrates that finance is more appropriately understood as a field in which investors and finance managers may or may not use rational calculations as the basis of their decision making.This book opens with an effective dismantling of the traditional mathematical approach used to understand and describe markets and corporate financial behavior. In its place, the mathematics of growth and decline is developed anew, while holding to the realization that the decisions of organizations rely on the choices of real people with limited information available to them. The book will appeal to all students who wish to reappraise their knowledge of finance in a thoughtful manner. Specifically, this book is designed to appeal to anyone who wishes to refine their understanding of the nature of stock markets and financial growth, optimal portfolio allocation, option pricing, asset valuation, corporate financial behavior, and what it means to be ethical in our financial institutions.
Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 572
Get Book Here
Book Description
