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...
| Autor principal: | |
|---|---|
| Formato: | Libro electrónico |
| Idioma: | Alemán |
| Publicado: |
Wiesbaden :
Springer Fachmedien Wiesbaden GmbH
2021.
|
| Edición: | 1st edition |
| Colección: | Gabler Theses.
|
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009654214306719 |
| Sumario: | 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 and others (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. |
|---|---|
| Notas: | Description based upon print version of record. |
| Descripción Física: | 1 online resource (162 p.) |
| ISBN: | 9783658354794 |
