Three essays on empirical asset pricing in international equity markets /

Three essays on empirical asset pricing in international equity markets / / Birgit Charlotte Müller.

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...

Full description

Saved in:
Bibliographic Details
Superior document:Gabler Theses.
:
Müller, Birgit, 1957-
Year of Publication:2021
Edition:1st edition.
Language:German
Series:Gabler Theses.
Physical Description:1 online resource (162 p.)
Notes:Description based upon print version of record.
Tags: Add Tag
No Tags, Be the first to tag this record!
id 993545043204498
ctrlnum (CKB)5590000000549949
EBL6709815
(AU-PeEL)EBL6709815
(oapen)https://directory.doabooks.org/handle/20.500.12854/72065
(MiAaPQ)EBC6709815
(PPN)257355766
(EXLCZ)995590000000549949
collection bib_alma
record_format marc
spelling Müller, Birgit, 1957- Entzauberung der Marktwirtschaft. English
Three essays on empirical asset pricing in international equity markets / Birgit Charlotte Müller.
3 essays on empirical asset pricing in international equity markets
1st edition.
Wiesbaden : Springer Fachmedien Wiesbaden GmbH, 2021.
1 online resource (162 p.)
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
Gabler Theses.
Description based upon print version of record.
General Introduction Cross-Country Composite Capital Share Risk in International Asset Pricing The Pricing of European Non-Performing Real Estate Loan Portfolios Concluding Remarks
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 and others (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.
English
Capital market.
international stock markets
empirical asset pricing
market efficiency
behavioral finance
real estate finance
Open Access
3-658-35478-X
language German
format eBook
author Müller, Birgit, 1957-
spellingShingle Müller, Birgit, 1957-
Three essays on empirical asset pricing in international equity markets /
Gabler Theses.
General Introduction Cross-Country Composite Capital Share Risk in International Asset Pricing The Pricing of European Non-Performing Real Estate Loan Portfolios Concluding Remarks
author_facet Müller, Birgit, 1957-
author_variant b m bm
author_sort Müller, Birgit, 1957-
title Three essays on empirical asset pricing in international equity markets /
title_full Three essays on empirical asset pricing in international equity markets / Birgit Charlotte Müller.
title_fullStr Three essays on empirical asset pricing in international equity markets / Birgit Charlotte Müller.
title_full_unstemmed Three essays on empirical asset pricing in international equity markets / Birgit Charlotte Müller.
title_auth Three essays on empirical asset pricing in international equity markets /
title_alt Entzauberung der Marktwirtschaft.
3 essays on empirical asset pricing in international equity markets
title_new Three essays on empirical asset pricing in international equity markets /
title_sort three essays on empirical asset pricing in international equity markets /
series Gabler Theses.
series2 Gabler Theses.
publisher Springer Fachmedien Wiesbaden GmbH,
publishDate 2021
physical 1 online resource (162 p.)
edition 1st edition.
contents General Introduction Cross-Country Composite Capital Share Risk in International Asset Pricing The Pricing of European Non-Performing Real Estate Loan Portfolios Concluding Remarks
isbn 3-658-35479-8
3-658-35478-X
callnumber-first H - Social Science
callnumber-subject HG - Finance
callnumber-label HG4523
callnumber-sort HG 44523
illustrated Not Illustrated
work_keys_str_mv AT mullerbirgit threeessaysonempiricalassetpricingininternationalequitymarkets
AT mullerbirgit 3essaysonempiricalassetpricingininternationalequitymarkets
status_str n
ids_txt_mv (CKB)5590000000549949
EBL6709815
(AU-PeEL)EBL6709815
(oapen)https://directory.doabooks.org/handle/20.500.12854/72065
(MiAaPQ)EBC6709815
(PPN)257355766
(EXLCZ)995590000000549949
carrierType_str_mv cr
hierarchy_parent_title Gabler Theses.
is_hierarchy_title Three essays on empirical asset pricing in international equity markets /
container_title Gabler Theses.
_version_ 1796651970908389376
fullrecord <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02584nam a22005053u 4500</leader><controlfield tag="001">993545043204498</controlfield><controlfield tag="005">20230912164233.0</controlfield><controlfield tag="006">m d </controlfield><controlfield tag="007">cr#|n|---|||||</controlfield><controlfield tag="008">220617s2021||||gw o 000|0 ger d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">3-658-35479-8</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(CKB)5590000000549949</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">EBL6709815</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(AU-PeEL)EBL6709815</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(oapen)https://directory.doabooks.org/handle/20.500.12854/72065</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(MiAaPQ)EBC6709815</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(PPN)257355766</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(EXLCZ)995590000000549949</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">AU-PeEL</subfield><subfield code="b">eng</subfield><subfield code="c">AU-PeEL</subfield><subfield code="d">AU-PeEL</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">deu</subfield></datafield><datafield tag="050" ind1=" " ind2="4"><subfield code="a">HG4523</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">PSV</subfield><subfield code="a">PTG</subfield><subfield code="a">PRU</subfield><subfield code="2">ghbs</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Müller, Birgit,</subfield><subfield code="d">1957-</subfield><subfield code="t">Entzauberung der Marktwirtschaft.</subfield><subfield code="l">English</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Three essays on empirical asset pricing in international equity markets /</subfield><subfield code="c">Birgit Charlotte Müller.</subfield></datafield><datafield tag="246" ind1="0" ind2="3"><subfield code="a">3 essays on empirical asset pricing in international equity markets</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1st edition.</subfield></datafield><datafield tag="260" ind1=" " ind2=" "><subfield code="a">Wiesbaden :</subfield><subfield code="b">Springer Fachmedien Wiesbaden GmbH,</subfield><subfield code="c">2021.</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (162 p.)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">computer</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">online resource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Gabler Theses.</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Description based upon print version of record.</subfield></datafield><datafield tag="505" ind1="0" ind2=" "><subfield code="a">General Introduction Cross-Country Composite Capital Share Risk in International Asset Pricing The Pricing of European Non-Performing Real Estate Loan Portfolios Concluding Remarks</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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 and others (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.</subfield></datafield><datafield tag="546" ind1=" " ind2=" "><subfield code="a">English</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Capital market.</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">international stock markets</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">empirical asset pricing</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">market efficiency</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">behavioral finance</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">real estate finance</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Open Access</subfield></datafield><datafield tag="776" ind1="1" ind2=" "><subfield code="z">3-658-35478-X</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Gabler Theses.</subfield></datafield><datafield tag="906" ind1=" " ind2=" "><subfield code="a">BOOK</subfield></datafield><datafield tag="ADM" ind1=" " ind2=" "><subfield code="b">2023-10-05 13:47:44 Europe/Vienna</subfield><subfield code="f">system</subfield><subfield code="c">marc21</subfield><subfield code="a">2021-09-18 22:17:20 Europe/Vienna</subfield><subfield code="g">false</subfield></datafield><datafield tag="AVE" ind1=" " ind2=" "><subfield code="i">DOAB Directory of Open Access Books</subfield><subfield code="P">DOAB Directory of Open Access Books</subfield><subfield code="x">https://eu02.alma.exlibrisgroup.com/view/uresolver/43ACC_OEAW/openurl?u.ignore_date_coverage=true&amp;portfolio_pid=5337835490004498&amp;Force_direct=true</subfield><subfield code="Z">5337835490004498</subfield><subfield code="b">Available</subfield><subfield code="8">5337835490004498</subfield></datafield></record></collection>

Similar Items