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Information dissemination, market efficiency and the joint test issue - Basse Mama, Houdou
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Basse Mama, Houdou:

Information dissemination, market efficiency and the joint test issue - Taschenbuch

1977, ISBN: 9783842300682

[ED: Softcover], [PU: Books On Demand], Despite the popularity of event studies in capital market research, the inherent joint test issue has surprisingly received very limited attention in the existing literature. Specifically, the state-of-the-art consists in merely asserting the descriptive validity of a specification of the two-parameter market model or even cruder models such as the constant mean model and the model of market adjusted returns hardly an epitome of sound research practice.The most salient contribution of this work resides in the suggested two-step approach to event studies. Indeed, the proposed approach requires that the conduct of the formal event study be systematically preceded by the search for the best fitting pricing model. By proceeding this way, the beauty defect inherent in the de facto Brenner (1977) approach, consisting in using a battery of return-generating processes for robustness purposes, comes to be mitigated. This is because the suggested two-step procedure ably disentangles the deficiency of the underlying return-generating process and the intrinsic inefficiency of the market to hand. The empirical results attained by Mr. Basse Mama suggest that, for the retained sample, the price formation mechanics on the German stock market are inconsistent with the semi-strong form market efficiency. This study adds to the literature in that it uses an updated sample of ad hoc announcements pursuant to 15 WpHG. What is more, the joint test issue even in short-window event studies appears to be more crucial than many researchers have apparently assumed. 2010. 412 S. 210 mm Versandfertig in 3-5 Tagen, [SC: 0.00]

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Information dissemination, market efficiency and the joint test issue - Basse Mama, Houdou
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)

Basse Mama, Houdou:

Information dissemination, market efficiency and the joint test issue - Taschenbuch

2010, ISBN: 9783842300682

[ED: Softcover], [PU: Books On Demand], Despite the popularity of event studies in capital market research, the inherent joint test issue has surprisingly received very limited attention in the existing literature. Specifically, the state-of-the-art consists in merely asserting the descriptive validity of a specification of the two-parameter market model or even cruder models such as the constant mean model and the model of market adjusted returns-hardly an epitome of sound research practice.The most salient contribution of this work resides in the suggested two-step approach to event studies. Indeed, the proposed approach requires that the conduct of the formal event study be systematically preceded by the search for the best fitting pricing model. By proceeding this way, the beauty defect inherent in the de facto Brenner (1977) approach, consisting in using a battery of return-generating processes for robustness purposes, comes to be mitigated. This is because the suggested two-step procedure ably disentangles the deficiency of the underlying return-generating process and the intrinsic inefficiency of the market to hand. The empirical results attained by Mr. Basse Mama suggest that, for the retained sample, the price formation mechanics on the German stock market are inconsistent with the semi-strong form market efficiency. This study adds to the literature in that it uses an updated sample of ad hoc announcements pursuant to 15 WpHG. What is more, the joint test issue even in short-window event studies appears to be more crucial than many researchers have apparently assumed.2010. 412 S. 210 mmVersandfertig in 3-5 Tagen, [SC: 0.00]

Neues Buch Booklooker.de
buecher.de GmbH & Co. KG
Versandkosten:Versandkostenfrei, Versand nach Deutschland (EUR 0.00)
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
Information dissemination, market efficiency and the joint test issue (_NZ) - Basse Mama, Houdou
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(*)
Basse Mama, Houdou:
Information dissemination, market efficiency and the joint test issue (_NZ) - Taschenbuch

2010

ISBN: 3842300689

ID: 13785116486

[EAN: 9783842300682], Neubuch, This item is printed on demand for shipment within 3 working days.

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Information dissemination, market efficiency and the joint test issue (_NZ) - Basse Mama, Houdou
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Basse Mama, Houdou:
Information dissemination, market efficiency and the joint test issue (_NZ) - Taschenbuch

2010, ISBN: 3842300689

ID: 13785116486

[EAN: 9783842300682], Neubuch, This item is printed on demand for shipment within 3 working days.

Neues Buch Abebooks.de
English-Book-Service - A Fine Choice, Waldshut-Tiengen, Germany [1048135] [Rating: 5 (von 5)]
NEW BOOK Versandkosten:Versandkostenfrei (EUR 0.00)
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
Information dissemination, market efficiency and the joint test issue - Alexander Bassen; Houdou Basse Mama
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Alexander Bassen; Houdou Basse Mama:
Information dissemination, market efficiency and the joint test issue - Erstausgabe

2010, ISBN: 9783842300682

Taschenbuch, ID: 17221540

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Information dissemination, market efficiency and the joint test issue
Autor:

Basse Mama, Houdou

Titel:

Information dissemination, market efficiency and the joint test issue

ISBN-Nummer:

9783842300682

Despite the popularity of event studies in capital market research, the inherent joint test issue has surprisingly received very limited attention in the existing literature. Specifically, the state-of-the-art consists in merely asserting the descriptive validity of a specification of the two-parameter market model or even cruder models such as the constant mean model and the model of market adjusted returns-hardly an epitome of sound research practice.The most salient contribution of this work resides in the suggested two-step approach to event studies. Indeed, the proposed approach requires that the conduct of the formal event study be systematically preceded by the search for the best fitting pricing model. By proceeding this way, the beauty defect inherent in the de facto Brenner (1977) approach, consisting in using a battery of return-generating processes for robustness purposes, comes to be mitigated. This is because the suggested two-step procedure ably disentangles the deficiency of the underlying return-generating process and the intrinsic inefficiency of the market to hand. The empirical results attained by Mr. Basse Mama suggest that, for the retained sample, the price formation mechanics on the German stock market are inconsistent with the semi-strong form market efficiency. This study adds to the literature in that it uses an updated sample of ad hoc announcements pursuant to § 15 WpHG. What is more, the joint test issue even in short-window event studies appears to be more crucial than many researchers have apparently assumed.

Detailangaben zum Buch - Information dissemination, market efficiency and the joint test issue


EAN (ISBN-13): 9783842300682
ISBN (ISBN-10): 3842300689
Taschenbuch
Erscheinungsjahr: 2010
Herausgeber: Books on Demand GmbH
412 Seiten
Gewicht: 0,585 kg
Sprache: eng/Englisch

Buch in der Datenbank seit 13.02.2011 17:45:20
Buch zuletzt gefunden am 09.02.2015 18:09:01
ISBN/EAN: 9783842300682

ISBN - alternative Schreibweisen:
3-8423-0068-9, 978-3-8423-0068-2

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