ISBN 13 : 978-0-691-04301-2

Contents : Contents
Preface
1 Introduction
2 The Predictability of Asset Returns
3 Market Microstructure
4 Event-Study Analysis
5 The Capital Asset Pricing Model
6 Multifactor Pricing Models
7 Present-Value Relations
8 Intertemporal Equilibrium Models
9 Derivative Pricing Models
10 Fixed-Income Securities
11 Term-Structure Models
12 Nonlinearities in Financial Data
App. A.1 Linear Instrumental Variables
App. A.2 Generalized Method of Moments
App. A.3 Serially Correlated and Heteroskedastic Errors
App. A.4 GMM and Maximum Likelihood

Language : English

Place of publishing : PRINCETON

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque