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Published by Springer, 1998
ISBN 10: 3540636722ISBN 13: 9783540636724
Seller: Books Puddle, New York, NY, U.S.A.
Book
Condition: New. pp. 148.
Published by Springer, 1998
ISBN 10: 3540636722ISBN 13: 9783540636724
Seller: Majestic Books, Hounslow, United Kingdom
Book
Condition: New. pp. 148 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
Published by FT Press, 2013
ISBN 10: 0133354342ISBN 13: 9780133354348
Seller: ThriftBooksVintage, Tukwila, WA, U.S.A.
Book
Hardcover. Condition: Very Good. No Jacket. Dust jacket missing. Minor shelf and handling wear, overall a clean solid copy with minimal signs of use. Clean text; An excellent copy, w/o jacket; Secure packaging for safe delivery. 0.9.
Published by Springer, 1998
ISBN 10: 3540636722ISBN 13: 9783540636724
Seller: booksXpress, Bayonne, NJ, U.S.A.
Book Print on Demand
Soft Cover. Condition: new. This item is printed on demand.
Published by Springer, 1998
ISBN 10: 3540636722ISBN 13: 9783540636724
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Book
Condition: New.
Published by Springer, 1998
ISBN 10: 3540636722ISBN 13: 9783540636724
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Book Print on Demand
Condition: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book.
Published by Springer-Verlag, 1998
ISBN 10: 3540636722ISBN 13: 9783540636724
Seller: Revaluation Books, Exeter, United Kingdom
Book
Paperback. Condition: Brand New. 1st edition. 141 pages. 9.50x6.25x0.25 inches. In Stock.
Published by Springer Berlin, 1998
ISBN 10: 3540636722ISBN 13: 9783540636724
Seller: Buchpark, Trebbin, Germany
Book
Condition: Gut. Gebrauchs- und Lagerspuren. Aus der Auflösung einer renommierten Bibliothek. Kann Stempel beinhalten. 412833/203 Altersfreigabe FSK ab 0 Jahre Softcover reprint of the original 1st ed. 1998.
Published by Springer Berlin Heidelberg, 1998
ISBN 10: 3540636722ISBN 13: 9783540636724
Seller: AHA-BUCH GmbH, Einbeck, Germany
Book
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This manuscript is about the joint dynamics of stock returns and trading volume. It grew out of my attempt to construct an intertemporal asset pricing model with rational agents which can. explain the relation between volume, volatility and persistence of stock return documented in empirical literature. Most part of the manuscript is taken from my thesis. I wish to express my deep appreciation to Peter Kugler and Benedikt Poetscher, my advisors of the thesis, for their invaluable guidance and support. I wish to thank Gerhard Orosel and Gerhard Sorger for their encouraging and helpful discussions. Finally, my thanks go to George Tauchen who has been generous in giving me the benefit of his numerical and computational experience, in providing me with programs and in his encouragement. Contents 1 Introduction 1 7 2 Efficient Stock Markets Equilibrium Models of Asset Pricing 8 2. 1 2. 1. 1 The Martigale Model of Stock Prices 8 2. 1. 2 Lucas' Consumption Based Asset Pricing Model 9 2. 2 Econometric Tests of the Efficient Market Hypothesis 13 2. 2. 1 Autocorrelation Based Tests 14 16 2. 2. 2 Volatility Tests Time-Varying Expected Returns 25 2. 2. 3 3 The Informational Role of Volume 29 3. 1 Standard Grossman-Stiglitz Model 31 3. 2 The No-Trad Result of the BEO Model 34 A Model with Nontradable Asset 37 3. 3 4 Volume and Volatility of Stock Returns 43 4. 1 Empirical and Numerical Results 45 4.
Published by Springer Berlin Heidelberg, 1998
ISBN 10: 3540636722ISBN 13: 9783540636724
Seller: moluna, Greven, Germany
Book Print on Demand
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This manuscript is about the joint dynamics of stock returns and trading volume. It grew out of my attempt to construct an intertemporal asset pricing model with rational agents which can. explain the relation between volume, volatility and persistence of s.
ISBN 10: 7300252303ISBN 13: 9787300252308
Seller: liu xing, Nanjing JiangSu, JS, China
Book
paperback. Condition: New. Language:Chinese.Paperback. Pub Date: 2018-02-01 Pages: 180 Publisher: renmin university of China publishing house book is quantitative investment necessary instructions.If not finance and mathematics expert. as long as you want to have investment based on objective rules. this book will provide great help.The author in-depth study of financial metrics for many years. and on Wall Street to design and implement complex trading model. in the end. she.
Published by Springer Berlin Heidelberg Mrz 1998, 1998
ISBN 10: 3540636722ISBN 13: 9783540636724
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Book Print on Demand
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This manuscript is about the joint dynamics of stock returns and trading volume. It grew out of my attempt to construct an intertemporal asset pricing model with rational agents which can. explain the relation between volume, volatility and persistence of stock return documented in empirical literature. Most part of the manuscript is taken from my thesis. I wish to express my deep appreciation to Peter Kugler and Benedikt Poetscher, my advisors of the thesis, for their invaluable guidance and support. I wish to thank Gerhard Orosel and Gerhard Sorger for their encouraging and helpful discussions. Finally, my thanks go to George Tauchen who has been generous in giving me the benefit of his numerical and computational experience, in providing me with programs and in his encouragement. Contents 1 Introduction 1 7 2 Efficient Stock Markets Equilibrium Models of Asset Pricing 8 2. 1 2. 1. 1 The Martigale Model of Stock Prices 8 2. 1. 2 Lucas' Consumption Based Asset Pricing Model 9 2. 2 Econometric Tests of the Efficient Market Hypothesis 13 2. 2. 1 Autocorrelation Based Tests 14 16 2. 2. 2 Volatility Tests Time-Varying Expected Returns 25 2. 2. 3 3 The Informational Role of Volume 29 3. 1 Standard Grossman-Stiglitz Model 31 3. 2 The No-Trad Result of the BEO Model 34 A Model with Nontradable Asset 37 3. 3 4 Volume and Volatility of Stock Returns 43 4. 1 Empirical and Numerical Results 45 4. 148 pp. Englisch.
Published by Springer-Verlag Telos, 1998
ISBN 10: 3540636722ISBN 13: 9783540636724
Seller: Mispah books, Redhill, SURRE, United Kingdom
Book
Paperback. Condition: Like New. Like New. book.
Published by Ft Pr, 2013
ISBN 10: 0133354342ISBN 13: 9780133354348
Seller: GF Books, Inc., Hawthorne, CA, U.S.A.
Book
Condition: Good. Book is in Used-Good condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain limited notes and highlighting.
Published by Ft Pr, 2013
ISBN 10: 0133354342ISBN 13: 9780133354348
Seller: Campbell Bookstore, Austin, TX, U.S.A.
Book
Condition: very good.
Published by Ft Pr, 2013
ISBN 10: 0133354342ISBN 13: 9780133354348
Seller: Hafa Adai Books, Moncks Corner, SC, U.S.A.
Book
Condition: very good.
Published by Ft Pr, 2013
ISBN 10: 0133354342ISBN 13: 9780133354348
Seller: GoldenWavesOfBooks, Fayetteville, TX, U.S.A.
Book
Hardcover. Condition: new. New. Fast Shipping and good customer service.
Published by Ft Pr, 2013
ISBN 10: 0133354342ISBN 13: 9780133354348
Seller: GoldBooks, Denver, CO, U.S.A.
Book
Hardcover. Condition: new. New Copy. Customer Service Guaranteed.
Published by Ft Pr, 2013
ISBN 10: 0133354342ISBN 13: 9780133354348
Seller: Wizard Books, Long Beach, CA, U.S.A.
Book
Hardcover. Condition: new. New.
Published by Ft Pr, 2013
ISBN 10: 0133354342ISBN 13: 9780133354348
Seller: Front Cover Books, Denver, CO, U.S.A.
Book
Condition: new.