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The Resource Capital market equilibrium and efficiency: implications for accounting, financial, and portfolio decision making, edited by James L. Bicksler

Capital market equilibrium and efficiency: implications for accounting, financial, and portfolio decision making, edited by James L. Bicksler

Label
Capital market equilibrium and efficiency: implications for accounting, financial, and portfolio decision making
Title
Capital market equilibrium and efficiency: implications for accounting, financial, and portfolio decision making
Statement of responsibility
edited by James L. Bicksler
Contributor
Subject
Language
eng
Cataloging source
UkLiU
Index
no index present
LC call number
HG4539
LC item number
.C36
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
Bicksler, James L
http://library.link/vocab/subjectName
  • Capital
  • Investments
  • Capital assets pricing model
  • Finance
Label
Capital market equilibrium and efficiency: implications for accounting, financial, and portfolio decision making, edited by James L. Bicksler
Instantiates
Publication
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Fama, E.F. Efficient capital markets. -- Samuelson, P.A. Proof that properly discounted present values of assets vibrate randomly. -- Hess, P. and Bicksler, J. Capital asset prices versus time series models as predictors of inflation. -- Jensen, M.C. Capital markets. -- Gonedes, N. and Dopuch N. Capital market equilibrium, information production, and selecting accounting techniques. -- Beaver, W., Kettler, P., and Scholes, M. The association between market determined and accounting determined risk measures. -- Kaplan, R.S. and Roll, R. Investor evaluation of accounting information. -- Stapleton, R. Capital budgeting under uncertainty. -- Brennan, M. An approach to the valuation of uncertain income streams. -- Hamada, R. The effects of the firm's capital structure on the systematic risk of common stocks. -- Mandelker, G. Risk and return. -- Cohn, R. and Pringle, J. Imperfections in international financial markets. -- Rubinstein, M.A mean-variance synthesis of corporate financial theory. -- Bildersee, J.S. Some aspects of the performance of non-convertible preferred stocks. -- Dusak, K. Futures trading and investor returns. -- Jaffe, J. Special information and insider trading. -- Rozeff, M.S. Money and stock prices. -- Treynor, J.L. and Black, F. How to use security analysis to improve portfolio selection. -- Jensen, M. Optimal utilization of market forecasts and the evaluation of investment performance
Dimensions
24 cm
Extent
xiii, 629 pages
Isbn
9780669866605
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
Label
Capital market equilibrium and efficiency: implications for accounting, financial, and portfolio decision making, edited by James L. Bicksler
Publication
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Fama, E.F. Efficient capital markets. -- Samuelson, P.A. Proof that properly discounted present values of assets vibrate randomly. -- Hess, P. and Bicksler, J. Capital asset prices versus time series models as predictors of inflation. -- Jensen, M.C. Capital markets. -- Gonedes, N. and Dopuch N. Capital market equilibrium, information production, and selecting accounting techniques. -- Beaver, W., Kettler, P., and Scholes, M. The association between market determined and accounting determined risk measures. -- Kaplan, R.S. and Roll, R. Investor evaluation of accounting information. -- Stapleton, R. Capital budgeting under uncertainty. -- Brennan, M. An approach to the valuation of uncertain income streams. -- Hamada, R. The effects of the firm's capital structure on the systematic risk of common stocks. -- Mandelker, G. Risk and return. -- Cohn, R. and Pringle, J. Imperfections in international financial markets. -- Rubinstein, M.A mean-variance synthesis of corporate financial theory. -- Bildersee, J.S. Some aspects of the performance of non-convertible preferred stocks. -- Dusak, K. Futures trading and investor returns. -- Jaffe, J. Special information and insider trading. -- Rozeff, M.S. Money and stock prices. -- Treynor, J.L. and Black, F. How to use security analysis to improve portfolio selection. -- Jensen, M. Optimal utilization of market forecasts and the evaluation of investment performance
Dimensions
24 cm
Extent
xiii, 629 pages
Isbn
9780669866605
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations

Library Locations

    • Sydney Jones LibraryBorrow it
      Chatham Street, Liverpool, L7 7BD, GB
      53.403069 -2.963723
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