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Information dissemination, market efficiency and the joint test issue Kapitalmär - Bassen, Alexander and Mama Houdou Basse
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Bassen, Alexander and Mama Houdou Basse:

Information dissemination, market efficiency and the joint test issue Kapitalmär - encadernada, livro de bolso

2010, ISBN: 3842300689

Books on Demand 2010. 390 Seiten Broschiert Sprache: Englisch ISBN: 3842300689 EAN: 9783842300682 Bestell-Nr: 1368425 Bemerkungen: Das Buch befindet sich in einem ordentlich erhaltenen Zu… mais…

99.9, Zahlungsarten: Paypal, APPLE_PAY, Google Pay, Visa, Mastercard, American Express. Custos de envio:Versandkostenfrei, Versand zum Fixpreis, [SHT: Sparversand], 56*** Koblenz, [TO: Amerika, Europa, Asien] (EUR 0.00) besser-kochen
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Information dissemination, market efficiency and the joint test issue Kapitalmärkte und Unternehmensführung - Bassen, Alexander and Mama Houdou Basse
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Bassen, Alexander and Mama Houdou Basse:

Information dissemination, market efficiency and the joint test issue Kapitalmärkte und Unternehmensführung - livro usado

2010, ISBN: 9783842300682

[PU: Books on Demand], 390 Seiten Broschiert Das Buch befindet sich in einem ordentlich erhaltenen Zustand, DE, [SC: 2.90], gebraucht; gut, gewerbliches Angebot, [GW: 600g], Banküberweisu… mais…

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Information dissemination, market efficiency and the joint test issue Kapitalmärkte und Unternehmensführung - Bassen, Alexander and Mama Houdou Basse
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Bassen, Alexander and Mama Houdou Basse:
Information dissemination, market efficiency and the joint test issue Kapitalmärkte und Unternehmensführung - Livro de bolso

2010

ISBN: 3842300689

[EAN: 9783842300682], Gebraucht, sehr guter Zustand, [SC: 2.9], [PU: Books on Demand], 390 Seiten Das Buch befindet sich in einem ordentlich erhaltenen Zustand; Sprache: Englisch Gewicht … mais…

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Information dissemination, market efficiency and the joint test issue Kapitalmärkte und Unternehmensführung - Bassen, Alexander and Mama Houdou Basse
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Bassen, Alexander and Mama Houdou Basse:
Information dissemination, market efficiency and the joint test issue Kapitalmärkte und Unternehmensführung - livro usado

2010, ISBN: 9783842300682

390 Seiten Broschiert Das Buch befindet sich in einem ordentlich erhaltenen Zustand; Versand D: 2,95 EUR , [PU:Books on Demand]

Custos de envio:Versandkosten innerhalb der BRD. (EUR 2.95) Versandantiquariat Petra Gros GmbH & Co. KG, 56070 Koblenz
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Information dissemination, market efficiency and the joint test issue Kapitalmärkte und Unternehmensführung - Bassen, Alexander and Mama Houdou Basse
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Bassen, Alexander and Mama Houdou Basse:
Information dissemination, market efficiency and the joint test issue Kapitalmärkte und Unternehmensführung - livro usado

2010, ISBN: 3842300689

Broschiert 390 Seiten Broschiert Das Buch befindet sich in einem ordentlich erhaltenen Zustand; 3, [PU:Books on Demand]

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Information dissemination, market efficiency and the joint test issue
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9783842300682


Despite the popularity of event studies in capital market research, the inherent joint test issue has surprisingly received very limited attention in the existing literature. Specifically, the state-of-the-art consists in merely asserting the descriptive validity of a specification of the two-parameter market model or even cruder models such as the constant mean model and the model of market adjusted returns-hardly an epitome of sound research practice.The most salient contribution of this work resides in the suggested two-step approach to event studies. Indeed, the proposed approach requires that the conduct of the formal event study be systematically preceded by the search for the best fitting pricing model. By proceeding this way, the beauty defect inherent in the de facto Brenner (1977) approach, consisting in using a battery of return-generating processes for robustness purposes, comes to be mitigated. This is because the suggested two-step procedure ably disentangles the deficiency of the underlying return-generating process and the intrinsic inefficiency of the market to hand. The empirical results attained by Mr. Basse Mama suggest that, for the retained sample, the price formation mechanics on the German stock market are inconsistent with the semi-strong form market efficiency. This study adds to the literature in that it uses an updated sample of ad hoc announcements pursuant to § 15 WpHG. What is more, the joint test issue even in short-window event studies appears to be more crucial than many researchers have apparently assumed.

Dados detalhados do livro - Information dissemination, market efficiency and the joint test issue


EAN (ISBN-13): 9783842300682
ISBN (ISBN-10): 3842300689
Livro de capa dura
Livro de bolso
Ano de publicação: 2010
Editor/Editora: Books on Demand GmbH
412 Páginas
Peso: 0,585 kg
Língua: eng/Englisch

Livro na base de dados desde 2011-02-13T14:45:20-02:00 (Sao Paulo)
Página de detalhes modificada pela última vez em 2023-08-10T04:34:52-03:00 (Sao Paulo)
Número ISBN/EAN: 9783842300682

Número ISBN - Ortografia alternativa:
3-8423-0068-9, 978-3-8423-0068-2
Ortografia alternativa e termos de pesquisa relacionados:
Autor do livro: basse
Título do livro: dissemination, dissémination

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