| 書目名稱 | Three Essays on Empirical Asset Pricing in International Equity Markets |
| 編輯 | Birgit Charlotte Müller |
| 視頻video | http://file.papertrans.cn/926/925108/925108.mp4 |
| 概述 | Dies ist ein Open-Access-Buch, was bedeutet, dass Sie freien und uneingeschr?nkten Zugang haben |
| 叢書名稱 | Gabler Theses |
| 圖書封面 |  |
| 描述 | .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.. |
| 出版日期 | Book‘‘‘‘‘‘‘‘ 2021 |
| 關(guān)鍵詞 | international stock markets; empirical asset pricing; market efficiency; behavioral finance; real estate |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-658-35479-4 |
| isbn_softcover | 978-3-658-35478-7 |
| isbn_ebook | 978-3-658-35479-4Series ISSN 2731-3220 Series E-ISSN 2731-3239 |
| issn_series | 2731-3220 |
| copyright | Der/die Herausgeber bzw. der/die Autor(en) 2021 |
|Archiver|手機(jī)版|小黑屋|
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