Selected Essays in Empirical Asset Pricing : Information Incorporation at the Single-Firm, Industry, and Cross-Industry Level

by Christian Funke

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 (MA) 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.

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Year of publication:	2008
Other Persons:	Funke, Christian (contributor)
Publisher:	Wiesbaden : Betriebswirtschaftlicher Verlag Dr. Thomas Gabler / GWV Fachverlage GmbH, Wiesbaden
Subject:	Börsenkurs \| Share price \| Prognoseverfahren \| Forecasting model \| Informationsverbreitung \| Information dissemination \| Übernahme \| Takeover \| Fusion \| Merger \| Ankündigungseffekt \| Announcement effect \| Signalling \| Lieferantenmanagement \| Supplier relationship management \| Effizienzmarkthypothese \| Efficient market hypothesis \| Anlageverhalten \| Behavioural finance \| Schätzung \| Estimation \| Theorie \| Theory \| USA \| United States \| Aktienmarkt \| Preisbildung
Description of contents:	Table of Contents [external.dandelon.com] ; Description [swbplus.bsz-bw.de]

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Extent:	Online-Ressource (XVII, 128p, digital)
Series:	SpringerLink / Bücher
Type of publication:	Book / Working Paper
Language:	English
Notes:	Includes bibliographical references Preliminary; Introduction; Information Signaling and Competitive Effects of M&A: Long-Term Performance of Rival Companies; Predictability of Industry Returns After M&A Announcements; Predictability of Supplier Returns After Large Customer Price Changes; Conclusion; Back matter
ISBN:	978-3-8349-9814-9 ; 978-3-8349-1142-1
Other identifiers:	10.1007/978-3-8349-9814-9 [DOI]
Classification:	Geld, Inflation, Kapitalmarkt ; Investition, Finanzierung
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013521045