Three Essays on Empirical Asset Pricing in International Equity Markets [electronic resource]

 0 Người đánh giá. Xếp hạng trung bình 0

Tác giả: Birgit Charlotte Müller

Ngôn ngữ: ger

ISBN-13: 978-3658354794

Ký hiệu phân loại: 332.0415 Financial economics

Thông tin xuất bản: Wiesbaden, Germany : Springer Nature, 2021

Mô tả vật lý: XIX, 147 S. 2 Abb. , online resource.

Bộ sưu tập: Tài liệu truy cập mở

ID: 200478

In 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. About the author Birgit Charlotte Müller pursued her PhD from the Technical University of Darmstadt at the Chair of Corporate Finance. While pursuing her PhD, she additionally worked as a research associate at the Technical University of Munich and the German Graduate School of Management and Law. Additionally, she worked as a lecturer in Mathematics at the Heilbronn University of Applied Sciences.
Tạo bộ sưu tập với mã QR

THƯ VIỆN - TRƯỜNG ĐẠI HỌC CÔNG NGHỆ TP.HCM

ĐT: (028) 71010608 | Email: tt.thuvien@hutech.edu.vn

Copyright @2024 THƯ VIỆN HUTECH