Security Market Imperfections in Worldwide Equity Markets by Donald B. Keim
Look inside with Google Book Preview
Security Market Imperfections in Worldwide Equity Markets
By Donald B. Keim

Security Market Imperfections in Worldwide Equity Markets

Edited by See other recent books by Donald B. Keim See other recent books by William T. Ziemba
Series edited by H. K. Moffatt See other recent books by H. K. Moffatt
Format: Hardback

Normal Price: $265.00
Your Price: $238.50 AUD, inc. GST
Shipping: $7.95 per order
You Save: $26.50! (10% off normal price)
Plus...earn $11.92 in Boomerang Bucks
Availability: Available Available to Backorder, No Due Date for Supply, Not for Xmas



Security Market Imperfections in Worldwide Equity Markets by Donald B. Keim

Book Description

The study of security market imperfections, namely the predictability of equity stock returns, is one of the fundamental research areas in financial modelling. These anomalies, which are not consistent with existing theories, concern the relation between stock returns and variables, such as firm size and earnings-to-price ratios, and seasonal effects, such as January and turn-of-the-month. This book provides the most complete and current account of work in the area. Leading academics and investment researchers have combined to produce a comprehensive coverage of the subject, including both cross-sectional and time series analyses, as well as discussing the measurement of risk and prediction models that have been used by institutional investors. The studies cover many worldwide markets including the US, Japan, Asia, and Europe. The book will be invaluable for courses in financial engineering, investment and portfolio management, and as a reference for investment professionals seeking an up-to-date source on return predictability.

Buy Security Market Imperfections in Worldwide Equity Markets book by Donald B. Keim from Australia's Online Bookstore, Boomerang Books.


Book Details

ISBN: 9780521571388
ISBN-10: 0521571383
Format: Hardback
(228mm x 152mm x 35mm)
Pages: 560
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 13-Mar-2000
Country of Publication: United Kingdom

Reviews

» Have you read this book? We'd like to know what you think about it - write a review about Security Market Imperfections in Worldwide Equity Markets book by Donald B. Keim and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a member - it's free to sign up!)

Write a book review


Boomerang Bucks close

For every $20 you spend on books, you will receive $1 in Boomerang Bucks loyalty dollars. You can use your Boomerang Bucks as a credit towards a future purchase from Boomerang Books. Note that you must be a Member (free to sign up) and that conditions do apply.

Recent books by Donald B. Keim close
»
Recent books by William T. Ziemba close
Optimizing the Aging, Retirement, and Pensions Dilemma by William T. Ziemba
Scenarios for Risk Management and Global Investment Strategies by William T. Ziemba
Handbook of Asset and Liability Management by William T. Ziemba
Handbook of Sports and Lottery Markets by William T. Ziemba
Handbook of Asset and Liability Management by William T. Ziemba
Applications of Stochastic Programming by William T. Ziemba
Security Market Imperfections in Worldwide Equity Markets by William T. Ziemba
Worldwide Asset and Liability Modeling by William T. Ziemba
»
Recent books by H. K. Moffatt close
Perspectives in Fluid Dynamics by H. K. Moffatt
Security Market Imperfections in Worldwide Equity Markets by H. K. Moffatt
Worldwide Asset and Liability Modeling by H. K. Moffatt
Numerical Methods in Finance by H. K. Moffatt
Models for Infectious Human Diseases by H. K. Moffatt
Ecology of Infectious Diseases in Natural Populations by H. K. Moffatt
Epidemic Models by H. K. Moffatt
»
BoomerangBooks.com.au close