Essays On Asset Pricing And Corporate Finance
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Essays on Emirical Asset Pricing and Corporate Finance : Behavioral Finance, Regulations and M&A
| Author | : Barış İnce |
| Publisher | : |
| Total Pages | : 244 |
| Release | : 2019 |
| Genre | : Business enterprises |
| ISBN | : |
Selected Essays in Empirical Asset Pricing
| Author | : Christian Funke |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 123 |
| Release | : 2008-09-15 |
| Genre | : Business & Economics |
| ISBN | : 3834998141 |
Christian Funke aims at developing a better understanding of a central asset pricing issue: the stock price discovery process in capital markets. Using U.S. capital market data, he investigates the importance of mergers and acquisitions (M&A) for stock prices and examines economic links between customer and supplier firms. The empirical investigations document return predictability and show that capital markets are not perfectly efficient.
Three Essays on Empirical Asset Pricing in International Equity Markets
| Author | : Birgit Charlotte Müller |
| Publisher | : Springer Gabler |
| Total Pages | : 147 |
| Release | : 2021-08-20 |
| Genre | : Business & Economics |
| ISBN | : 9783658354787 |
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.
