Dissertation Abstracts International

Dissertation Abstracts International PDF Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 644

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Dissertation Abstracts International

Dissertation Abstracts International PDF Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 644

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Book Description


Comprehensive Dissertation Index: Business & Economics L-Z

Comprehensive Dissertation Index: Business & Economics L-Z PDF Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 794

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An Empirical Evaluation of the Relationship Between Errors in Analysts' Forecasts of Earnings Per Share and Stock Prices

An Empirical Evaluation of the Relationship Between Errors in Analysts' Forecasts of Earnings Per Share and Stock Prices PDF Author: Paul A. Janell
Publisher:
ISBN:
Category : Economic forecasting
Languages : en
Pages : 354

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Empirical Asset Pricing

Empirical Asset Pricing PDF 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.

The Handbook of Equity Market Anomalies

The Handbook of Equity Market Anomalies PDF Author: Leonard Zacks
Publisher: John Wiley & Sons
ISBN: 1118127765
Category : Business & Economics
Languages : en
Pages : 352

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Book Description
Investment pioneer Len Zacks presents the latest academic research on how to beat the market using equity anomalies The Handbook of Equity Market Anomalies organizes and summarizes research carried out by hundreds of finance and accounting professors over the last twenty years to identify and measure equity market inefficiencies and provides self-directed individual investors with a framework for incorporating the results of this research into their own investment processes. Edited by Len Zacks, CEO of Zacks Investment Research, and written by leading professors who have performed groundbreaking research on specific anomalies, this book succinctly summarizes the most important anomalies that savvy investors have used for decades to beat the market. Some of the anomalies addressed include the accrual anomaly, net stock anomalies, fundamental anomalies, estimate revisions, changes in and levels of broker recommendations, earnings-per-share surprises, insider trading, price momentum and technical analysis, value and size anomalies, and several seasonal anomalies. This reliable resource also provides insights on how to best use the various anomalies in both market neutral and in long investor portfolios. A treasure trove of investment research and wisdom, the book will save you literally thousands of hours by distilling the essence of twenty years of academic research into eleven clear chapters and providing the framework and conviction to develop market-beating strategies. Strips the academic jargon from the research and highlights the actual returns generated by the anomalies, and documented in the academic literature Provides a theoretical framework within which to understand the concepts of risk adjusted returns and market inefficiencies Anomalies are selected by Len Zacks, a pioneer in the field of investing As the founder of Zacks Investment Research, Len Zacks pioneered the concept of the earnings-per-share surprise in 1982 and developed the Zacks Rank, one of the first anomaly-based stock selection tools. Today, his firm manages U.S. equities for individual and institutional investors and provides investment software and investment data to all types of investors. Now, with his new book, he shows you what it takes to build a quant process to outperform an index based on academically documented market inefficiencies and anomalies.

Positive Accounting Theory

Positive Accounting Theory PDF Author: Ross L. Watts
Publisher:
ISBN: 9789867491138
Category : Accounting
Languages : en
Pages : 388

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American Doctoral Dissertations

American Doctoral Dissertations PDF Author:
Publisher:
ISBN:
Category : Dissertation abstracts
Languages : en
Pages : 848

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Time Series Analysis and Its Applications

Time Series Analysis and Its Applications PDF Author: Robert H. Shumway
Publisher:
ISBN: 9781475732627
Category :
Languages : en
Pages : 568

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Book Description


Catalog of Copyright Entries. Third Series

Catalog of Copyright Entries. Third Series PDF Author: Library of Congress. Copyright Office
Publisher: Copyright Office, Library of Congress
ISBN:
Category : Copyright
Languages : en
Pages : 1686

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Book Description


Making Sense of Smoot-Hawley

Making Sense of Smoot-Hawley PDF Author: Bernard Beaudreau
Publisher: iUniverse
ISBN: 0595378889
Category : Economic history
Languages : en
Pages : 221

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Book Description
Three-quarters of a century after its enactment, the Smoot-Hawley Tariff Act remains an enigma. Either U.S. policymakers were grossly mistaken or we have missed something. Could there have been a method to their apparent madness? Could the upward tariff revision have made sense, however little? This book, based on the author's earlier work on Mass Production and the Great Depression, offers an alternative interpretation of the Smoot-Hawley Tariff Act of 1930, namely as a response on the part of U.S. policymakers to the problem of underincome, itself the result of the massive technology shock that was electrification and the ensuing extremely-high-throughput, continuous-flow production techniques pioneered at the Ford Motor Company at its Highland Park plant. Productive capacity increased faster than income and expenditure, opening the gap that Reed Smoot, Willis C. Hawley, and the Republican Party set out to close via a generalized upward tariff revision.