Three Essays on Empirical Asset Pricing in International Equity Markets
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 fir...
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| Format: | Book Chapter |
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Springer Nature
2021
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| Online Access: | Get Fullteks DOAB: description of the publication |
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| LEADER | 01934naaaa2200325uu 4500 | ||
|---|---|---|---|
| 001 | doab_20_500_12854_72065 | ||
| 005 | 20211006 | ||
| 020 | |a 978-3-658-35479-4 | ||
| 020 | |a 9783658354794 | ||
| 024 | 7 | |a 10.1007/978-3-658-35479-4 |c doi | |
| 041 | 0 | |a German | |
| 042 | |a dc | ||
| 072 | 7 | |a KFF |2 bicssc | |
| 100 | 1 | |a Müller, Birgit Charlotte |4 auth | |
| 245 | 1 | 0 | |a Three Essays on Empirical Asset Pricing in International Equity Markets |
| 260 | |b Springer Nature |c 2021 | ||
| 300 | |a 1 electronic resource (147 p.) | ||
| 506 | 0 | |a Open Access |2 star |f Unrestricted online access | |
| 520 | |a 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. | ||
| 540 | |a Creative Commons |f by/4.0/ |2 cc |4 http://creativecommons.org/licenses/by/4.0/ | ||
| 546 | |a German | ||
| 650 | 7 | |a Finance |2 bicssc | |
| 653 | |a international stock markets | ||
| 653 | |a empirical asset pricing | ||
| 653 | |a market efficiency | ||
| 653 | |a behavioral finance | ||
| 653 | |a real estate finance | ||
| 653 | |a Open Access | ||
| 856 | 4 | 0 | |a www.oapen.org |u https://library.oapen.org/bitstream/20.500.12657/50739/1/978-3-658-35479-4.pdf |7 0 |z Get Fullteks |
| 856 | 4 | 0 | |a www.oapen.org |u https://directory.doabooks.org/handle/20.500.12854/72065 |7 0 |z DOAB: description of the publication |