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Book Categories |
| Biographical Notes of Contributors | ||
| Preface | ||
| Security market imperfections: an overview | ||
| Pt. I | An Overview of Cross Sectional Patterns in Stock Returns | |
| 2 | The cross-section of common stock returns: a review of the evidence and some new findings | 3 |
| 3 | Beta and book to market: is the glass half full or half empty? | 44 |
| 4 | The psychology of over-reaction and under-reaction in world equity markets | 65 |
| 5 | A view of the current status of the size anomaly | 90 |
| 6 | The demise of size | 116 |
| 7 | Direct evidence of non-trading of NYSE and AMEX stocks | 144 |
| Pt. II | Seasonal Patterns in Stock Returns and Other Puzzles | |
| 8 | Is there still a January effect? | 169 |
| 9 | Anticipation in the January effect in the US futures markets | 179 |
| 10 | How does Clinton stand up to history? U.S. investment returns and presidential party affiliations | 203 |
| 11 | A long term examination of the turn-of-the-month effect in the S&P500 | 218 |
| 12 | The closed-end fund puzzle | 247 |
| 13 | Stock splits and ex-date returns for Nasdaq stocks: the effects of investor trading and bid-ask spreads | 276 |
| Pt. III | International Evidence | |
| 14 | Canadian security market anomalies | 297 |
| 15 | Seasonal anomalies in the Italian stock market, 1973-1993 | 337 |
| 16 | Efficiency and anomalies in the Turkish stock market | 364 |
| 17 | Efficiency and anomalies in the Finnish stock market | 390 |
| 18 | Characteristics-based premia in emerging markets: sector-neutrality, cycles, and cross-market correlations | 416 |
| 19 | Anomalies in Asian emerging stock markets | 433 |
| 20 | Japanese security market regularities, 1990-1994 | 458 |
| 21 | Predicting returns on the Tokyo Stock Exchange | 492 |
| 22 | High stock returns before holidays: international evidence and additional tests | 512 |
| Price | Condition | Delivery | Seller | Action |
| $203.52 | Digital |
| WonderClub |
Michael Farrington
reviewed Security Market Imperfections in World Wide Equity Markets on April 07, 2016
Security Market Imperfections in World Wide Equity Markets
Material was very clearly presented and well written. While a bit dry at times, I rarely had trouble understanding the concepts. A good overview of financial markets with some of the key calculations for valuation, interest rates, etc included.
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Add Security Market Imperfections in World Wide Equity Markets, The study of security market imperfections, namely, the predictability of equity stock returns, is one of the fundamental research areas in financial modeling. In this book leading academics and investment researchers provide a complete and current accoun, Security Market Imperfections in World Wide Equity Markets to the inventory that you are selling on WonderClubX
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Add Security Market Imperfections in World Wide Equity Markets, The study of security market imperfections, namely, the predictability of equity stock returns, is one of the fundamental research areas in financial modeling. In this book leading academics and investment researchers provide a complete and current accoun, Security Market Imperfections in World Wide Equity Markets to your collection on WonderClub |