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...
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| Format: | Online |
| Langue: | allemand |
| Publié: |
Springer Nature
2021
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| Accès en ligne: | ONIX_20211005_9783658354794_27 |
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| _version_ | 1869524180718845952 |
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| author | Müller, Birgit Charlotte |
| author_browse | Müller, Birgit Charlotte |
| author_facet | Müller, Birgit Charlotte |
| author_sort | Müller, Birgit Charlotte |
| collection | Directory of Open Access Books |
| description | 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 et al. (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. |
| format | Online |
| id | doab-20.500.12854ir-72065 |
| institution | Directory of Open Access Books |
| language | ger |
| publishDate | 2021 |
| publishDateRange | 2021 |
| publishDateSort | 2021 |
| publisher | Springer Nature |
| publisherStr | Springer Nature |
| record_format | ojs |
| spelling | doab-20.500.12854ir-720652025-08-13T14:11:08Z Three Essays on Empirical Asset Pricing in International Equity Markets Müller, Birgit Charlotte international stock markets empirical asset pricing market efficiency behavioral finance real estate finance Open Access thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting::KFF Finance and the finance industry thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting::KFF Finance and the finance industry 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 et al. (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. 2021-10-06T04:02:52Z 2021-10-06T04:02:52Z 2021-10-05T14:07:11Z 2021 book ONIX_20211005_9783658354794_27 OCN: 1286904877 https://library.oapen.org/handle/20.500.12657/50739 9783658354794 https://directory.doabooks.org/handle/20.500.12854/72065 ger Gabler Theses open access image/jpeg image/jpeg image/jpeg n/a n/a n/a https://library.oapen.org/bitstream/20.500.12657/50739/1/978-3-658-35479-4.pdf https://library.oapen.org/bitstream/20.500.12657/50739/1/978-3-658-35479-4.pdf https://library.oapen.org/bitstream/20.500.12657/50739/1/978-3-658-35479-4.pdf Springer Nature Springer Gabler 10.1007/978-3-658-35479-4 10.1007/978-3-658-35479-4 9fa3421d-f917-4153-b9ab-fc337c396b5a 9783658354794 Springer Gabler 147 open access |
| spellingShingle | international stock markets empirical asset pricing market efficiency behavioral finance real estate finance Open Access thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting::KFF Finance and the finance industry thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting::KFF Finance and the finance industry Müller, Birgit Charlotte Three Essays on Empirical Asset Pricing in International Equity Markets |
| title | Three Essays on Empirical Asset Pricing in International Equity Markets |
| title_full | Three Essays on Empirical Asset Pricing in International Equity Markets |
| title_fullStr | Three Essays on Empirical Asset Pricing in International Equity Markets |
| title_full_unstemmed | Three Essays on Empirical Asset Pricing in International Equity Markets |
| title_short | Three Essays on Empirical Asset Pricing in International Equity Markets |
| title_sort | three essays on empirical asset pricing in international equity markets |
| topic | international stock markets empirical asset pricing market efficiency behavioral finance real estate finance Open Access thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting::KFF Finance and the finance industry thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting::KFF Finance and the finance industry |
| topic_facet | international stock markets empirical asset pricing market efficiency behavioral finance real estate finance Open Access thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting::KFF Finance and the finance industry thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting::KFF Finance and the finance industry |
| url | ONIX_20211005_9783658354794_27 |
| work_keys_str_mv | AT mullerbirgitcharlotte threeessaysonempiricalassetpricingininternationalequitymarkets |