Geschäftskunden Kundenprogramme
Vor Ort
Merkzettel Warenkorb
  • Produktbild: A Reappraisal of the Efficiency of Financial Markets
  • Produktbild: A Reappraisal of the Efficiency of Financial Markets
Band 54

A Reappraisal of the Efficiency of Financial Markets

Aus der Reihe NATO ASI Subseries F:

Fr. 137.00

inkl. gesetzl. MwSt., Versandkostenfrei

Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

13.12.2011

Herausgeber

Rui M.C. Guimaraes + weitere

Verlag

Springer Berlin

Seitenzahl

804

Maße (L/B/H)

24.2/17/4.4 cm

Gewicht

1381 g

Auflage

Softcover reprint of the original 1st ed. 1989

Sprache

Englisch

ISBN

978-3-642-74743-4

Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

13.12.2011

Herausgeber

Verlag

Springer Berlin

Seitenzahl

804

Maße (L/B/H)

24.2/17/4.4 cm

Gewicht

1381 g

Auflage

Softcover reprint of the original 1st ed. 1989

Sprache

Englisch

ISBN

978-3-642-74743-4

Herstelleradresse

Springer-Verlag KG
Sachsenplatz 4-6
1201 Wien
AT

Email: GPSR Kontakt

Noch keine Bewertungen vorhanden

Verfassen Sie die erste Bewertung zu diesem Artikel

Helfen Sie anderen Kundinnen und Kunden durch Ihre Meinung.

Kundinnen und Kunden meinen

Bewertungen (0)
  • Produktbild: A Reappraisal of the Efficiency of Financial Markets
  • Produktbild: A Reappraisal of the Efficiency of Financial Markets
  • The NATO Advanced Research Workshop on “A reappraisal of the efficiency of financial markets”.- Section 1 Survey Papers.- What do we know about stock market “efficiency”?.- Stock price reversals and overreaction to new events: A survey of theory and evidence.- Comments.- Seasonal anomalies in financial markets: A survey.- Comments.- Section 2 Size and Earnings Anomalies.- Earnings yield and size effects: Unconditional and conditional estimates.- A look at the validity of the CAPM in the light of equity market anomalies: The case of Belgian common stocks.- Market size, PE ratios, dividend yield and share prices: The UK evidence.- Comments.- Section 3 Seasonal and Other Anomalies.- Canadian calendar anomalies and the capital asset pricing model.- Comments.- An investigation of daily seasonality in the Greek equity market.- Comments.- Random walks and anomalies on the Copenhagen stock exchange in the 1890’s.- Comments.- January skewness, another enigma?.- Forecasting price trends at the Lisbon stock exchange.- Comments.- Section 4 Initial and Repurchase Stock Offers.- The market for initial public offerings: An analysis of the Amsterdam stock exchange (1982–7).- French new issues, underpricing and alternative methods of distribution.- Going public in the F.R.G..- Trading rules around repurchase tender offers.- Section 5 Excess Price Volatility.- Price-conditional vector autoregressions and theories of stock price determination.- Comments.- Is the UK equity market consistent with the “efficient markets” model?.- Comments.- Rational expectations and perfect foresight prices.- A re-examination of excess rational price approximations and excess volatility in the stock market.- Comments.- The Italian stock market: Efficiency and price formation.- Section 6 General Papers.- The impact of EMH logic in practice.- Comments.- The efficiency of the Chicago Board of Trade futures and futures options markets.- Section 7 Currency Markets.- The stability of speculative profits in the foreign exchanges.- Further evidence against the efficiency of futures markets.- Comments.- Analysts expectations and risk premia in the forward foreign exchange market: An empirical investigation.- Comments.- Section 8 Commodity Markets.- Monetary and economic influences in econometric models of international commodity price behaviour.- Comments.- Market efficiency and commodity prices: Forecasting soyabean prices on the Chicago market.- Purchasing maize futures under a deadline: Testing and risk-yield evaluation of a price-trend buying policy.- Comments.- A state-space approach to forecasting commodity prices.- Section 9 Options Markets.- An empirical test of the option pricing model based on EOE transactions data.- The pricing of Euromarket warrants on Japanese stocks: A preliminary study.- Comments.- Workshop participants.