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Research in Finance (English, Andrew H. Chen)
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Book Details
| ISBN-13 | 9780762311613 |
| ISBN-10 | 0762311614 |
Product Description
About the Book
A total of eleven papers in this volume represent recent research on important topics in finance. The contributions include analyses of issues relating to asset prices, the behaviour of stock returns, and capital-raising activities. Hodges, et al employ stochastic dominance arguments to show that the efficiency of time diversification depends on the degree of autocorrelation in security returns. In their study of the announcement effects of ninet…
ISBN: 9780762311613
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