Link to the ebook : http://ezproxy.univ-catholille.fr/login?url=https://www.vleb...

eISBN : 9781118589472

Contents : Preface

Part I Statistical Methodologies
1 Preliminaries
2 Summary Statistics
3 Correlation
4 Persistence Analysis
5 Portfolio Analysis
6 Fama and Macbeth Regression Analysis

Part II The Cross Section of Stock Returns
7 The CRSP Sample and Market Factor
8 Beta
9 The Size Effect
10 The Value Premium
11 The Momentum Effect
12 Short-Term Reversal
13 Liquidity
14 Skewness
15 Idiosyncratic Volatility
16 Liquid Samples
17 Option-Implied Volatility
18 Other Stock Return Predictors

Language : English

Place of publishing : TORONTO

Location : Nice Library

Material : Electronic

Statement : Présent

Owner : Bibliothèque