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Handbook of the Economics of Finance
Financial Markets and Asset Pricing
- 1st Edition, Volume 1B - November 4, 2003
- Editors: G. Constantinides, Rene M. Stulz, M. Harris
- Language: English
- Paperback ISBN:9 7 8 - 1 - 4 9 3 3 - 0 2 3 0 - 7
- Hardback ISBN:9 7 8 - 0 - 4 4 4 - 5 1 3 6 3 - 2
- eBook ISBN:9 7 8 - 0 - 0 8 - 0 4 9 5 0 8 - 8
Volume 1B covers the economics of financial markets: the saving and investment decisions; the valuation of equities, derivatives, and fixed income securities; and market… Read more
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Request a sales quoteVolume 1B covers the economics of financial markets: the saving and investment decisions; the valuation of equities, derivatives, and fixed income securities; and market microstructure.
Arbitrage, State Prices and Portfolio Theory (P.H. Dybvig, S. Ross). Intertemporal Asset Pricing Theory (D. Duffie). Tests of Multi-Factor Pricing Models, Volatility, and Portfolio Performance (W.E. Ferson). Consumption-Based Asset Pricing (J.Y. Campbell). The Equity Premium in Retrospect (R. Mehra, E.C. Prescott). Anomalies and Market Efficiency (G.W. Schwert). Are financial assets priced locally or globally? (G.A. Karolyi, R. Stulz). Microstructure and Asset Pricing (D. Easley, M. O'Hara). A Survey of Behavioral Finance (N.C. Barberis, R.H. Thaler). Finance, Optimization, and the Irreducibly Irrational Component of Human Behavior (R.J. Shiller). Derivatives (R.E Whaley). Fixed Income Pricing (Q. Dai, K.Singleton).
- No. of pages: 694
- Language: English
- Edition: 1
- Volume: 1B
- Published: November 4, 2003
- Imprint: North Holland
- Paperback ISBN: 9781493302307
- Hardback ISBN: 9780444513632
- eBook ISBN: 9780080495088
GC
G. Constantinides
Affiliations and expertise
University of Chicago, Chicago, IL, USARS
Rene M. Stulz
Affiliations and expertise
The Ohio State University, Columbus, OH, USAMH
M. Harris
Affiliations and expertise
University of Chicago, Chicago, IL, USARead Handbook of the Economics of Finance on ScienceDirect