Three Essays on Empirical Asset Pricing in International Equity Markets
1. Aufl. 2021
Book Details
Format
Paperback / Softback
Book Series
Gabler Theses
ISBN-10
365835478X
ISBN-13
9783658354787
Edition
1. Aufl. 2021
Publisher
Springer Fachmedien Wiesbaden
Imprint
Springer Gabler
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Aug 20th, 2021
Print length
147 Pages
Weight
234 grams
Dimensions
20.90 x 14.90 x 1.20 cms
Product Classification:
FinanceFinance and the finance industry
Ksh 6,300.00
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In this Open-Access-book three essays on empirical asset pricing in international equity markets are presented. 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.
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.
Get Three Essays on Empirical Asset Pricing in International Equity Markets by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Springer Fachmedien Wiesbaden and it has pages.
