The study of security market imperfections, namely the predictability of equity stock returns, is one of the fundamental research areas in financial modelling. These anomalies, which are not consistent with existing theories, concern the relation between stock returns and variables, such as firm size and earnings-to-price ratios, and seasonal effects, such as January and turn-of-the-month. This book provides the most complete and current account of work in the area. Leading academics and investment researchers have combined ...
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The study of security market imperfections, namely the predictability of equity stock returns, is one of the fundamental research areas in financial modelling. These anomalies, which are not consistent with existing theories, concern the relation between stock returns and variables, such as firm size and earnings-to-price ratios, and seasonal effects, such as January and turn-of-the-month. This book provides the most complete and current account of work in the area. Leading academics and investment researchers have combined to produce a comprehensive coverage of the subject, including both cross-sectional and time series analyses, as well as discussing the measurement of risk and prediction models that have been used by institutional investors. The studies cover many worldwide markets including the US, Japan, Asia, and Europe. The book will be invaluable for courses in financial engineering, investment and portfolio management, and as a reference for investment professionals seeking an up-to-date source on return predictability.
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Add this copy of Security Market Imperfections in Worldwide Equity to cart. $44.96, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2000 by Cambridge University Press.
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New. 560 p. Publications of the Newton Institute . 79 Tables, unspecified; 125 Line drawings, unspecified. Intended for professional and scholarly audience.
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New. Print on demand Contains: Line drawings, Tables. Publications of the Newton Institute . 125 b/w illus. 79 tables. Intended for professional and scholarly audience.
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New. Contains: Line drawings, Tables. Publications of the Newton Institute . 125 b/w illus. 79 tables. Intended for professional and scholarly audience.
