Download or read book Uncertainty Expectations and Asset Price Dynamics written by Fredj Jawadi and published by Springer. This book was released on 2018-11-30 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written in honor of Emeritus Professor Georges Prat (University of Paris Nanterre, France), this book includes contributions from eminent authors on a range of topics that are of interest to researchers and graduates, as well as investors and portfolio managers. The topics discussed include the effects of information and transaction costs on informational and allocative market efficiency, bubbles and stock price dynamics, paradox of rational expectations and the principle of limited information, uncertainty and expectation hypotheses, oil price dynamics, and nonlinearity in asset price dynamics.
Download or read book Three Essays in International Asset Pricing written by Prasad Padmanabhan and published by . This book was released on 1988 with total page 828 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This dissertation consists of three essays in international asset pricing. The first essay develops a model where investors face barriers to foreign portfolio investment. Using the standard mean-variance framework, risk return relationships for all securities are developed. It is also shown that: (1) previous models adopting this approach are special cases of this model, and (2) all investors generally prefer complete removal of barriers over other market structures. Essay #2 empirically explores the issue of the degree of segmentation of the international capital market for risky securities. Using the 'emerging market' (EM) data base, it is shown that the international capital market is neither completely segmented nor completely integrated. Finally, the third essay investigates the relationship between stock returns and inflation for the EM securities. It is shown that stock returns are positively (negatively) related to inflation, for the group of high (low) inflation countries in the sample." --
Download or read book American Doctoral Dissertations written by and published by . This book was released on 2002 with total page 776 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Dissertation Abstracts International written by and published by . This book was released on 2007 with total page 678 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Empirical Asset Pricing written by Wayne Ferson and published by MIT Press. This book was released on 2019-03-12 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Comprehensive Dissertation Index written by and published by . This book was released on 1989 with total page 978 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Catalog of Copyright Entries Third Series written by Library of Congress. Copyright Office and published by Copyright Office, Library of Congress. This book was released on 1976 with total page 1520 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book written by Frank Joseph Shulman and published by Hong Kong University Press. This book was released on 2001-01-01 with total page 878 pages. Available in PDF, EPUB and Kindle. Book excerpt: A descriptively annotated, multidisciplinary, cross-referenced and extensively indexed guide to 2,395 dissertations that are concerned either in whole or in part with Hong Kong and with Hong Kong Chinese students and emigres throughout the world.
Download or read book Giannini Reporter written by and published by . This book was released on 1992 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book National Union Catalog written by and published by . This book was released on 1981 with total page 1032 pages. Available in PDF, EPUB and Kindle. Book excerpt: Includes entries for maps and atlases.
Download or read book Index to American Doctoral Dissertations written by and published by . This book was released on 1989 with total page 1252 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Energy Abstracts for Policy Analysis written by and published by . This book was released on 1981 with total page 928 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Comprehensive Dissertation Index Business Economics L Z written by and published by . This book was released on 1984 with total page 794 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Comprehensive Dissertation Index 1861 1972 written by Xerox University Microfilms and published by . This book was released on 1973 with total page 814 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Catalog of Copyright Entries Third Series written by Library of Congress. Copyright Office and published by . This book was released on 1974 with total page 1520 pages. Available in PDF, EPUB and Kindle. Book excerpt: The record of each copyright registration listed in the Catalog includes a description of the work copyrighted and data relating to the copyright claim (the name of the copyright claimant as given in the application for registration, the copyright date, the copyright registration number, etc.).
Download or read book Comprehensive Dissertation Index 1861 1972 Business and economics written by Xerox University Microfilms and published by . This book was released on 1973 with total page 808 pages. Available in PDF, EPUB and Kindle. Book excerpt:
