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20240329122006.0 |
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230209s2016 xx o ||| 0 eng d |
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|a EBLCP
|b eng
|c EBLCP
|d OCLCQ
|d EBLCP
|d OCLCQ
|d OCLCO
|d OCLCQ
|d OCLCL
|d OCLCQ
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| 020 |
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|a 9781118589663
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|a 1118589661
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|a (OCoLC)1347023075
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4 |
|a 332.63221
|q OCoLC
|2 23/eng/20230216
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| 049 |
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|a UAMI
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| 100 |
1 |
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|a Bali, Turan G.
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| 245 |
1 |
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|a Empirical Asset Pricing
|h [electronic resource] :
|b The Cross Section of Stock Returns.
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| 260 |
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|a Newark :
|b John Wiley & Sons, Incorporated,
|c 2016.
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| 300 |
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|a 1 online resource (623 p.).
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| 490 |
1 |
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|a New York Academy of Sciences Ser.
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| 500 |
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|a Description based upon print version of record.
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|a Intro -- Title Page -- Copyright -- Table of Contents -- Dedication -- Preface -- References -- Part I: Statistical Methodologies -- Chapter 1: Preliminaries -- 1.1 Sample -- 1.2 Winsorization and Truncation -- 1.3 Newey and West (1987) Adjustment -- 1.4 Summary -- References -- Chapter 2: Summary Statistics -- 2.1 Implementation -- 2.2 Presentation and Interpretation -- 2.3 Summary -- Chapter 3: Correlation -- 3.1 Implementation -- 3.2 Interpreting Correlations -- 3.3 Presenting Correlations -- 3.4 Summary -- References -- Chapter 4: Persistence Analysis -- 4.1 Implementation
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| 505 |
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|a 4.2 Interpreting Persistence -- 4.3 Presenting Persistence -- 4.4 Summary -- References -- Chapter 5: Portfolio Analysis -- 5.1 Univariate Portfolio Analysis -- 5.2 Bivariate Independent-Sort Analysis -- 5.3 Bivariate Dependent-Sort Analysis -- 5.4 Independent Versus Dependent Sort -- 5.5 Trivariate-Sort Analysis -- 5.6 Summary -- References -- Chapter 6: Fama and Macbeth Regression Analysis -- 6.1 Implementation -- 6.2 Interpreting FM Regressions -- 6.3 Presenting FM Regressions -- 6.4 Summary -- References -- Part II: The Cross Section of Stock Returns
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| 505 |
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|a Chapter 7: The Crsp Sample and Market Factor -- 7.1 The U.S. Stock Market -- 7.2 Stock Returns and Excess Returns -- 7.3 The Market Factor -- 7.4 The Capm Risk Model -- 7.5 Summary -- References -- Chapter 8: Beta -- 8.1 Estimating Beta -- 8.2 Summary Statistics -- 8.3 Correlations -- 8.4 Persistence -- 8.5 Beta and Stock Returns -- 8.6 Summary -- References -- Chapter 9: The Size Effect -- 9.1 Calculating Market Capitalization -- 9.2 Summary Statistics -- 9.3 Correlations -- 9.4 Persistence -- 9.5 Size and Stock Returns -- 9.6 The Size Factor -- 9.7 Summary -- References
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| 505 |
8 |
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|a Chapter 10: The Value Premium -- 10.1 Calculating Book-to-Market Ratio -- 10.2 Summary Statistics -- 10.3 Correlations -- 10.4 Persistence -- 10.5 Book-to-Market Ratio and Stock Returns -- 10.6 The Value Factor -- 10.7 The Fama and French Three-Factor Model -- 10.8 Summary -- References -- Chapter 11: The Momentum Effect -- 11.1 Measuring Momentum -- 11.2 Summary Statistics -- 11.3 Correlations -- 11.4 Momentum and Stock Returns -- 11.5 The Momentum Factor -- 11.6 The Fama, French, and Carhart Four-Factor Model -- 11.7 Summary -- References -- Chapter 12: Short-Term Reversal
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| 505 |
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|a 12.1 Measuring Short-Term Reversal -- 12.2 Summary Statistics -- 12.3 Correlations -- 12.4 Reversal and Stock Returns -- 12.5 Fama-Macbeth Regressions -- 12.6 The Reversal Factor -- 12.7 Summary -- References -- Chapter 13: Liquidity -- 13.1 Measuring Liquidity -- 13.2 Summary Statistics -- 13.3 Correlations -- 13.4 Persistence -- 13.5 Liquidity and Stock Returns -- 13.6 Liquidity Factors -- 13.7 Summary -- References -- Chapter 14: Skewness -- 14.1 Measuring Skewness -- 14.2 Summary Statistics -- 14.3 Correlations -- 14.4 Persistence -- 14.5 Skewness and Stock Returns -- 14.6 Summary
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| 504 |
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|a References
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| 590 |
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|a ProQuest Ebook Central
|b Ebook Central Academic Complete
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| 655 |
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0 |
|a Electronic books.
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| 758 |
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|i has work:
|a Empirical asset pricing (Text)
|1 https://id.oclc.org/worldcat/entity/E39PCGj8xJFvRv7kdpfQhfD7RC
|4 https://id.oclc.org/worldcat/ontology/hasWork
|
| 776 |
0 |
8 |
|i Print version:
|a Bali, Turan G.
|t Empirical Asset Pricing
|d Newark : John Wiley & Sons, Incorporated,c2016
|z 9781118095041
|
| 830 |
|
0 |
|a New York Academy of Sciences Ser.
|
| 856 |
4 |
0 |
|u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=7103836
|z Texto completo
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| 938 |
|
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|a ProQuest Ebook Central
|b EBLB
|n EBL7103836
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| 994 |
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|a 92
|b IZTAP
|
