Predictability in the cross-sectionof European bank stock returns
Year of publication: |
2007-07-01
|
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Authors: | Drobetz, Wolfgang ; Erdmann, Thomas ; Zimmermann, Heinz |
Institutions: | Universität <Hamburg> / Fachbereich Wirtschaftswissenschaften ; Crédit Suisse Group <Zürich> ; Wirtschaftswissenschaftliches Zentrum <Basel> |
Subject: | Preisbildung | pricing | Querschnitt | Kapitalerhöhung | market capitalisation | Vorhersagbarkeit | Probability of Default |
Extent: | 226304 bytes 39 p. application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C14 - Semiparametric and Nonparametric Methods ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G21 - Banks; Other Depository Institutions; Mortgages ; Corporate finance and investment policy. General ; Financial theory ; Procurement of capital ; Equity financing ; Individual Working Papers, Preprints ; Germany. General Resources |
Source: | USB Cologne (business full texts) |
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