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 account of work in this area, including both cross-sectional and time series analyses, as well as measurement of risk and prediction models that have been used by institutional investors. The case studies cover many worldwide markets including the United States, Japan, Asia, and Europe. Invaluable for courses in financial engineering, investment and portfolio management, the volume is also a superb reference for investment professionals seeking an up-to-date source on return predictability.
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"Security Market Imperfections in World Wide Equity Markets encompasses the full range of controversy published in scholarly journals over almost 20 years." Financial Analysts Journal
Book Description
Security market imperfections, which are not consistent with existing theories, concern the relationship between stock returns and variables and seasonal effects. This book provides the most complete and current account of work in the area, and is suitable for finance professionals, academic researchers and graduate students. Leading academics and investment researchers have produced a comprehensive coverage of the subject, including both cross-sectional and time series analyses, as well as discussing the measurement of risk and prediction models. The studies cover worldwide markets including the US, Japan, Asia, and Europe.
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Inside This Book
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First Sentence:
A growing number of empirical studies suggest that betas of common stocks do not adequately explain cross-sectional differences in stock returns. Read the first page Key Phrases - Capitalized Phrases (CAPs): (learn more)
Journal of Finance, Journal of Financial Economics, Hong Kong, All Share, Journal of Business, New York, South Korea, Journal of Portfolio Management, Financial Analysts Journal, United Kingdom, United States, Review of Financial Studies, Cambridge University Press, Ibbotson Associates, Murphy's Law, Dow Jones, New Zealand, Helsinki Stock Exchange, Toronto Stock Exchange, University of Chicago, Ziemba Table, European Journal of Operational Research, Labor Day, London Business School, Bilkent University New!
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Front Cover | Front Flap | Table of Contents | First Pages | Back Flap | Back Cover | Surprise Me!
A growing number of empirical studies suggest that betas of common stocks do not adequately explain cross-sectional differences in stock returns. Read the first page Key Phrases - Capitalized Phrases (CAPs): (learn more)
Journal of Finance, Journal of Financial Economics, Hong Kong, All Share, Journal of Business, New York, South Korea, Journal of Portfolio Management, Financial Analysts Journal, United Kingdom, United States, Review of Financial Studies, Cambridge University Press, Ibbotson Associates, Murphy's Law, Dow Jones, New Zealand, Helsinki Stock Exchange, Toronto Stock Exchange, University of Chicago, Ziemba Table, European Journal of Operational Research, Labor Day, London Business School, Bilkent University New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Front Flap | Table of Contents | First Pages | Back Flap | Back Cover | Surprise Me!
Citations (learn more)
This book cites 76
books:
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5
books
cite this book:
- Stock Market Anomalies by Elroy Dimson on 11 pages
- Financial Economics: Essays in Honor of Paul Cootner by William F. Sharpe on 6 pages
- Japanese Financial Market Research (Contributions to Economic Analysis) by William T. Ziemba on 4 pages
- The Structure of Scientific Revolutions by Thomas S. Kuhn in Front Matter (1), Front Matter (2), and page 114
- A Reappraisal of the Efficiency of Financial Markets (Nato a S I Series Series III, Computer and Systems Sciences) by Rui M. C. Guimaraes on page 39, page 141, and page 177
See all 76 books this book cites
- Handbook of Asset and Liability Management - Set: Handbook of Asset and Liability Management, Volume 1: Theory and Methodology by Stavros A. Zenios on page 196, and page 471
- Beyond the Random Walk: A Guide to Stock Market Anomalies and Low Risk Investing by Vijay Singal on page 20
- The Psychology of the Foreign Exchange Market (Wiley Trading) by Thomas Oberlechner in Back Matter
- Investment Styles, Market Anomalies and Global Stock Selection (Research Foundation of AIMR and Blackwell Series in Finance) by Richard Michaud in Back Matter
- The Stochastic Programming Approach to Asset, Liability, and Wealth Management by William T. Ziemba in Front Matter
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