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Handelsvolumen auf Aktienmärkten : Univariate Analysen und kontemporäre Rendite-Mengen-Beziehungen
Mestel, Roland (contributor) - 2008
Statistische Eigenschaften von Handelsvolumina auf Aktienmärkten -- Theoretische Analysen zur Rolle des Handelsvolumens auf Aktienmärkten -- Kontemporärer Zusammenhang zwischen Aktienrenditen und Handelsvolumina -- Ereignisinduzierte Marktreaktionen: Preis- und Volumenseffekte am Beispiel von...
Persistent link: https://www.econbiz.de/10013516987
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Credit Default Swaps und Informationsgehalt
Wagner, Eva - 2008
zienz -- Asymmetrische Informationsverteilung am CDS-Markt -- CDS-, Anleihe- und Aktienmarkt -- Empirische Untersuchung zum …-amerikanische Unternehmen durch. Die Ergebnisse zeigen auf, dass im „deutschen Markt“ Informationen vom CDS-Markt zum Aktienmarkt hin fließen …
Persistent link: https://www.econbiz.de/10013517112
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Renditenanomalien in Deutschland und den USA
Artmann, Sabine - 2011
der US-amerikanische Aktienmarkt mit Kennzahlen zu Marktstruktur und Marktverhalten im Vordergrund. Dazu gehören …1 Einleitung -- 2 Renditeanomalien am deutschen Aktienmarkt -- 3 Renditeanomalien unter dem Aspekt Marktstruktur und …
Persistent link: https://www.econbiz.de/10013516444
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Stock Markets in Islamic Countries : An Inquiry into Volatility, Efficiency and Integration
Arshad, Shaista - 2017
“It is an excellent read book and provides readers with some truly interesting insights into the dynamics of OIC markets. A comprehensive and rigorous study. Highly recommended for both academics and professionals.” - Dr Syed Aun R. Rizvi, (Lahore University of Management Sciences,) Pakistan...
Persistent link: https://www.econbiz.de/10012397349
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Applied Asset and Risk Management : A Guide to Modern Portfolio Management and Behavior-Driven Markets
Schulmerich, Marcus - 2015
, risklab GmbH - AllianzGI Global Solutions, Munich, Germany The book provides a comprehensive introduction to modern asset … Econometrics and Asset Management, EBS - Business School, Wiesbaden, Germany …
Persistent link: https://www.econbiz.de/10012402226
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Indian Stock Market : An Empirical Analysis of Informational Efficiency
Hiremath, Gourishankar S. - 2014
Introduction -- Random Walk Characteristics of Stock Returns -- Nonlinear Dependence in Stock returns -- Mean Reverting Tendency in Stock Returns -- Long Memory in Stock Returns: Theory and Evidence.-Long Memory in Stock Market Volatility -- Summary and Conclusion.
Persistent link: https://www.econbiz.de/10014017077
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Agent-Based Modeling : The Santa Fe Institute Artificial Stock Market Model Revisited
Ehrentreich, Norman (contributor) - 2008
This book reconciles the existence of technical trading with the Efficient Market Hypothesis. By analyzing a well-known agent-based model, the Santa Fe Institute Artificial Stock Market (SFI-ASM), it finds that when selective forces are weak, financial evolution cannot guarantee that only the...
Persistent link: https://www.econbiz.de/10013520765
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Selected Essays in Empirical Asset Pricing : Information Incorporation at the Single-Firm, Industry, and Cross-Industry Level
Funke, Christian (contributor) - 2008
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...
Persistent link: https://www.econbiz.de/10013521045
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The Dynamics of Emerging Stock Markets : Empirical Assessments and Implications
Arouri, Mohamed - 2010
Emerging markets have received a particular attention of academic researchers and practitioners since they decided to open their domestic capital markets to foreign participants about three decades ago. At the same time, we remark that theoretical and empirical research in emerging stock markets...
Persistent link: https://www.econbiz.de/10013521320
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Empirical Finance : Modelling and Analysis of Emerging Financial and Stock Markets
Islam, Sardar M. N - 2005
The emphasis of this book is on understanding special characteristics of the financial systems of emerging markets, where the existence of market imperfections such as asymmetric information, adverse selection and moral hazard can cause financial market failures. Considering the Thai stock...
Persistent link: https://www.econbiz.de/10013523026