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The Resource Empirical asset pricing : the cross section of stock returns, Turan G. Bali, Robert F. Engle, Scott Murray, (electronic book)

Empirical asset pricing : the cross section of stock returns, Turan G. Bali, Robert F. Engle, Scott Murray, (electronic book)

Label
Empirical asset pricing : the cross section of stock returns
Title
Empirical asset pricing
Title remainder
the cross section of stock returns
Statement of responsibility
Turan G. Bali, Robert F. Engle, Scott Murray
Creator
Contributor
Author
Subject
Language
eng
Summary
A highly accessible introduction to the techniques and evidence of modern empirical asset pricing. It should be read and absorbed by every serious student of the field, academic and professional.
Member of
Cataloging source
  • StDuBDS
  • StDuBDS
http://library.link/vocab/creatorName
Bali, Turan G
Dewey number
332.63221
Index
index present
LC call number
HG4636
LC item number
.B35 2016
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1979-
http://library.link/vocab/relatedWorkOrContributorName
  • Engle, R. F.
  • Murray, Scott
http://library.link/vocab/subjectName
  • Stocks
  • Rate of return
  • Stock exchanges
Summary expansion
"Bali, Engle, and Murray have produced a highly accessible introduction to the techniques and evidence of modern empirical asset pricing. This book should be read and absorbed by every serious student of the field, academic and professional." Eugene Fama, Robert R. McCormick Distinguished Service Professor of Finance, University of Chicago and 2013 Nobel Laureate in Economic Sciences "The empirical analysis of the cross-section of stock returns is a monumental achievement of half a century of finance research. Both the established facts and the methods used to discover them have subtle complexities that can mislead casual observers and novice researchers. Bali, Engle, and Murray's clear and careful guide to these issues provides a firm foundation for future discoveries." John Campbell, Morton L. and Carole S. Olshan Professor of Economics, Harvard University "Bali, Engle, and Murray provide clear and accessible descriptions of many of the most important empirical techniques and results in asset pricing." Kenneth R. French, Roth Family Distinguished Professor of Finance, Tuck School of Business, Dartmouth College "This exciting new book presents a thorough review of what we know about the cross-section of stock returns. Given its comprehensive nature, systematic approach, and easy-to-understand language, the book is a valuable resource for any introductory PhD class in empirical asset pricing." Lubos Pastor, Charles P. McQuaid Professor of Finance, University of Chicago Empirical Asset Pricing: The Cross Section of Stock Returns is a comprehensive overview of the most important findings of empirical asset pricing research. The book begins with thorough expositions of the most prevalent econometric techniques with in-depth discussions of the implementation and interpretation of results illustrated through detailed examples. The second half of the book applies these techniques to demonstrate the most salient patterns observed in stock returns. The phenomena documented form the basis for a range of investment strategies as well as the foundations of contemporary empirical asset pricing research. Empirical Asset Pricing: The Cross Section of Stock Returns also includes: Discussions on the driving forces behind the patterns observed in the stock market An extensive set of results that serve as a reference for practitioners and academics alike Numerous references to both contemporary and foundational research articles Empirical Asset Pricing: The Cross Section of Stock Returns is an ideal textbook for graduate-level courses in asset pricing and portfolio management. The book is also an indispensable reference for researchers and practitioners in finance and economics. Turan G. Bali, PhD, is the Robert Parker Chair Professor of Finance in the McDonough School of Business at Georgetown University. The recipient of the 2014 Jack Treynor prize, he is the coauthor of Mathematical Methods for Finance: Tools for Asset and Risk Management, also published by Wiley. Robert F. Engle, PhD, is the Michael Armellino Professor of Finance in the Stern School of Business at New York University. He is the 2003 Nobel Laureate in Economic Sciences, Director of the New York University Stern Volatility Institute, and co-founding President of the Society for Financial Econometrics. Scott Murray, PhD, is an Assistant Professor in the Department of Finance in the J. Mack Robinson College of Business at Georgia State University. He is the recipient of the 2014 Jack Treynor prize
Target audience
specialized
Label
Empirical asset pricing : the cross section of stock returns, Turan G. Bali, Robert F. Engle, Scott Murray, (electronic book)
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier MARC source
rdacarrier
Content category
text
Content type MARC source
rdacontent
Control code
AH30143925
Extent
512 pages
Form of item
electronic
Governing access note
After 5 minutes Preview, click on 2Request Access3, fill in a form with your details. If triggered, the book will be loaned and tied to the one user for 1 week, during which time users can read or download as they choose. 4th user request triggers auto-purchase
Isbn
9781118095041
Media category
computer
Media MARC source
rdamedia
Specific material designation
remote
Label
Empirical asset pricing : the cross section of stock returns, Turan G. Bali, Robert F. Engle, Scott Murray, (electronic book)
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier MARC source
rdacarrier
Content category
text
Content type MARC source
rdacontent
Control code
AH30143925
Extent
512 pages
Form of item
electronic
Governing access note
After 5 minutes Preview, click on 2Request Access3, fill in a form with your details. If triggered, the book will be loaned and tied to the one user for 1 week, during which time users can read or download as they choose. 4th user request triggers auto-purchase
Isbn
9781118095041
Media category
computer
Media MARC source
rdamedia
Specific material designation
remote

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