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Author: Wenqing Wang
Publisher:
ISBN:
Category : Investments
Languages : en
Pages : 342
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Book Description
Author: Wenqing Wang
Publisher:
ISBN:
Category : Investments
Languages : en
Pages : 342
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Book Description
Author: Alessio Alberto Saretto
Publisher:
ISBN:
Category : Bonds
Languages : en
Pages : 322
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Book Description
Author: Tse-Chun Lin
Publisher: Rozenberg Publishers
ISBN: 9036101514
Category :
Languages : en
Pages : 146
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Book Description
Author: Maximilian Overkott
Publisher:
ISBN: 9783000589690
Category :
Languages : en
Pages :
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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: Birgit Charlotte Müller
Publisher: Springer Gabler
ISBN: 9783658354787
Category : Business & Economics
Languages : de
Pages : 147
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Book Description
In this Open-Access-book three essays on empirical asset pricing in international equity markets are presented. Despite being of fundamental economic and scientific importance, international financial markets have remained considerably underresearched until today. In the first essay, the role of firm-specific characteristics is analyzed for the momentum effect to exist in international equity markets. The second essay investigates the validity, persistence, and robustness of the newly discovered capital share growth factor across international equity markets as proposed by Lettau et al. (2019) for the U.S. market. Lastly, the third and final essay studies stock market reactions of European vendor banks to distressed loan sale announcements.
Author: Andrey Andreyevich Dubovik
Publisher: Rozenberg Publishers
ISBN: 903610209X
Category :
Languages : en
Pages : 121
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Author: Hui-Ting Wu
Publisher: Rozenberg Publishers
ISBN: 9036101913
Category :
Languages : en
Pages : 196
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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.
Author: Marius Ionut Ochea
Publisher: Rozenberg Publishers
ISBN: 905170688X
Category :
Languages : en
Pages : 217
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Book Description
