Three Essays on Empirical Asset Pricing in International Equity Markets
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 fir...
में बचाया:
| मुख्य लेखक: | |
|---|---|
| स्वरूप: | इलेक्ट्रोनिक पुस्तक अध्याय |
| प्रकाशित: |
Springer Nature
2021
|
| श्रृंखला: | Gabler Theses
|
| विषय: | |
| ऑनलाइन पहुंच: | OAPEN Library: download the publication OAPEN Library: description of the publication |
| टैग: |
टैग जोड़ें
कोई टैग नहीं, इस रिकॉर्ड को टैग करने वाले पहले व्यक्ति बनें!
|
| सारांश: | 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. |
|---|---|
| भौतिक वर्णन: | 1 electronic resource (147 p.) |
| आईएसबीएन: | 978-3-658-35479-4 9783658354794 |
| अभिगमन: | Open Access |