CLCF8
LanguageENG
PublishYear2016
publishCompany
Wiley
EISBN
9781118589472
PISBN
9781118095041
- Product Details
- Contents
Empirical Asset Pricing: The Cross Section of Stock Returns is a comprehensive overview of the most important findings of empirical asset pricing research. The book begins with thorough expositions of the most prevalent econometric techniques with in-depth discussions of the implementation and interpretation of results illustrated through detailed examples. The second half of the book applies these techniques to demonstrate the most salient patterns observed in stock returns. The phenomena documented form the basis for a range of investment strategies as well as the foundations of contemporary empirical asset pricing research. Empirical Asset Pricing: The Cross Section of Stock Returns also includes:
Collected by
- Princeton University
- Yale University
- University of Oxford
- National Library of China
- MIT
- UCB