£136.82

Cambridge University Press Security Market Imperfections - Cambridge University Press

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Description

Explore the fundamental research areas of financial modelling with Security Market Imperfections in Worldwide Equity Markets. This volume, part of the Newton Institute Publications Series Number 9, provides a deep look into the predictability of equity stock returns and the anomalies that challenge existing financial theories. Readers will gain insight into how stock returns relate to specific variables, such as firm size and earnings-to-price ratios. The text also covers seasonal effects, including January and turn-of-the-month patterns. This book serves as a complete and current account of the field, bringing together leading academics and investment researchers. It offers comprehensive coverage designed for those studying the complexities of worldwide equity markets and the factors that drive market behavior.

Key Features

Comprehensive research on equity stock return predictability and financial modelling anomalies.

Detailed analysis of the relationship between stock returns and variables like firm size and earnings-to-price ratios.

In-depth coverage of seasonal market effects, including January and turn-of-the-month patterns.

Expert insights from a collaborative effort between leading academics and professional investment researchers.

A complete and current account of the most important work within the field of security market imperfections.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
13 March 2000
Listed Since
02 January 2007

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