Three Essays on Empirical Asset Pricing
Author: Rui Zhao
Publisher:
Published: 2007
Total Pages: 128
ISBN-13: 9780549056669
DOWNLOAD EBOOKThis dissertation contains three chapters.
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Author: Rui Zhao
Publisher:
Published: 2007
Total Pages: 128
ISBN-13: 9780549056669
DOWNLOAD EBOOKThis dissertation contains three chapters.
Author: Xiaoyan Zhang
Publisher:
Published: 2002
Total Pages: 290
ISBN-13:
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Publisher:
Published: 2013
Total Pages: 155
ISBN-13:
DOWNLOAD EBOOKAuthor: Shanshan Qu
Publisher:
Published: 2021
Total Pages:
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Published: 2008
Total Pages:
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DOWNLOAD EBOOKAuthor: Roméo Tédongap
Publisher:
Published: 2008
Total Pages: 0
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DOWNLOAD EBOOKAuthor: Alessio Alberto Saretto
Publisher:
Published: 2006
Total Pages: 322
ISBN-13:
DOWNLOAD EBOOKAuthor: Hang Zhou
Publisher:
Published: 2018
Total Pages:
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DOWNLOAD EBOOKAuthor: Maximilian Overkott
Publisher:
Published: 2017
Total Pages:
ISBN-13: 9783000589690
DOWNLOAD EBOOKAuthor: Birgit Charlotte Müller
Publisher: Springer Gabler
Published: 2021-08-20
Total Pages: 147
ISBN-13: 9783658354787
DOWNLOAD EBOOKIn 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.