Research in empirical asset pricing has â?? fostered by the availability of new databases â?? become an important field of research within the last three decades. This kind of - search co… Mehr…
Research in empirical asset pricing has â?? fostered by the availability of new databases â?? become an important field of research within the last three decades. This kind of - search contributes to the ongoing and exciting debate between the neoclassical and the behavioral explanation of asset pricing and can help to better explain the evolvement of asset prices in capital markets. Research in empirical asset pricing requires multiple competences: a sound - derstanding of capital markets, market designs, trading processes, and asset pricing models, a superior handling of large databases, and efficient programming skills. Chr- tian Funke lives up to this challenge and his doctoral thesis comprises of three important essays in empirical asset pricing. In the first essay, Christian investigates the long term performance of rival c- panies related to acquisition targets. He documents an underreaction of capital markets to the information contained in M&A announcements. Following large rival gain events due to positive information signaling and large rival loss events due to the negative competitive effects of the transaction, he observes a return drift for up to 12 months after the announcement. The second essay documents a strong and prevalent drift in long-term industry returns after M&A announcements. Specifically, industries that experience positive - erage announcement reactions continue to do well in the future, while industries that experience negative average announcement reactions continue to do poorly. The e- dence suggests that capital markets underreact to the industry-wide information p- vided by merger announcements. Books > Economics eBook, Springer Shop<
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Research in empirical asset pricing has – fostered by the availability of new databases – become an important field of research within the last three decades. This kind of - search contri… Mehr…
Research in empirical asset pricing has – fostered by the availability of new databases – become an important field of research within the last three decades. This kind of - search contributes to the ongoing and exciting debate between the neoclassical and the behavioral explanation of asset pricing and can help to better explain the evolvement of asset prices in capital markets. Research in empirical asset pricing requires multiple competences: a sound - derstanding of capital markets, market designs, trading processes, and asset pricing models, a superior handling of large databases, and efficient programming skills. Chr- tian Funke lives up to this challenge and his doctoral thesis comprises of three important essays in empirical asset pricing. In the first essay, Christian investigates the long term performance of rival c- panies related to acquisition targets. He documents an underreaction of capital markets to the information contained in M&A announcements. Following large rival gain events due to positive information signaling and large rival loss events due to the negative competitive effects of the transaction, he observes a return drift for up to 12 months after the announcement. The second essay documents a strong and prevalent drift in long-term industry returns after M&A announcements. Specifically, industries that experience positive - erage announcement reactions continue to do well in the future, while industries that experience negative average announcement reactions continue to do poorly. The e- dence suggests that capital markets underreact to the industry-wide information p- vided by merger announcements., Gabler Verlag<
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Selected Essays in Empirical Asset Pricing ab 69.49 € als pdf eBook: Information Incorporation at the Single-Firm Industry and Cross-Industry Level. Aus dem Bereich: eBooks, Wirtschaft, M… Mehr…
Selected Essays in Empirical Asset Pricing ab 69.49 € als pdf eBook: Information Incorporation at the Single-Firm Industry and Cross-Industry Level. Aus dem Bereich: eBooks, Wirtschaft, Medien > Bücher, Selected Essays in Empirical Asset Pricing - eBook als pdf von Christian Funke - Gabler Betriebswirt.-Vlg - 9783834998149<
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Information Incorporation at the Single-Firm, Industry and Cross-Industry Level, eBooks, eBook Download (PDF), 2008, [PU: Betriebswirtschaftlicher Verlag Gabler], Betriebswirtschaftlicher… Mehr…
Information Incorporation at the Single-Firm, Industry and Cross-Industry Level, eBooks, eBook Download (PDF), 2008, [PU: Betriebswirtschaftlicher Verlag Gabler], Betriebswirtschaftlicher Verlag Gabler, 2008<
Research in empirical asset pricing has â?? fostered by the availability of new databases â?? become an important field of research within the last three decades. This kind of - search co… Mehr…
Research in empirical asset pricing has â?? fostered by the availability of new databases â?? become an important field of research within the last three decades. This kind of - search contributes to the ongoing and exciting debate between the neoclassical and the behavioral explanation of asset pricing and can help to better explain the evolvement of asset prices in capital markets. Research in empirical asset pricing requires multiple competences: a sound - derstanding of capital markets, market designs, trading processes, and asset pricing models, a superior handling of large databases, and efficient programming skills. Chr- tian Funke lives up to this challenge and his doctoral thesis comprises of three important essays in empirical asset pricing. In the first essay, Christian investigates the long term performance of rival c- panies related to acquisition targets. He documents an underreaction of capital markets to the information contained in M&A announcements. Following large rival gain events due to positive information signaling and large rival loss events due to the negative competitive effects of the transaction, he observes a return drift for up to 12 months after the announcement. The second essay documents a strong and prevalent drift in long-term industry returns after M&A announcements. Specifically, industries that experience positive - erage announcement reactions continue to do well in the future, while industries that experience negative average announcement reactions continue to do poorly. The e- dence suggests that capital markets underreact to the industry-wide information p- vided by merger announcements. Books > Economics eBook, Springer Shop<
new in stock. Versandkosten:zzgl. Versandkosten. (EUR 0.00)
Research in empirical asset pricing has – fostered by the availability of new databases – become an important field of research within the last three decades. This kind of - search contri… Mehr…
Research in empirical asset pricing has – fostered by the availability of new databases – become an important field of research within the last three decades. This kind of - search contributes to the ongoing and exciting debate between the neoclassical and the behavioral explanation of asset pricing and can help to better explain the evolvement of asset prices in capital markets. Research in empirical asset pricing requires multiple competences: a sound - derstanding of capital markets, market designs, trading processes, and asset pricing models, a superior handling of large databases, and efficient programming skills. Chr- tian Funke lives up to this challenge and his doctoral thesis comprises of three important essays in empirical asset pricing. In the first essay, Christian investigates the long term performance of rival c- panies related to acquisition targets. He documents an underreaction of capital markets to the information contained in M&A announcements. Following large rival gain events due to positive information signaling and large rival loss events due to the negative competitive effects of the transaction, he observes a return drift for up to 12 months after the announcement. The second essay documents a strong and prevalent drift in long-term industry returns after M&A announcements. Specifically, industries that experience positive - erage announcement reactions continue to do well in the future, while industries that experience negative average announcement reactions continue to do poorly. The e- dence suggests that capital markets underreact to the industry-wide information p- vided by merger announcements., Gabler Verlag<
Nr. 978-3-8349-9814-9. Versandkosten:Worldwide free shipping, , DE. (EUR 0.00)
Selected Essays in Empirical Asset Pricing ab 69.49 € als pdf eBook: Information Incorporation at the Single-Firm Industry and Cross-Industry Level. Aus dem Bereich: eBooks, Wirtschaft, M… Mehr…
Selected Essays in Empirical Asset Pricing ab 69.49 € als pdf eBook: Information Incorporation at the Single-Firm Industry and Cross-Industry Level. Aus dem Bereich: eBooks, Wirtschaft, Medien > Bücher, Selected Essays in Empirical Asset Pricing - eBook als pdf von Christian Funke - Gabler Betriebswirt.-Vlg - 9783834998149<
Information Incorporation at the Single-Firm, Industry and Cross-Industry Level, eBooks, eBook Download (PDF), 2008, [PU: Betriebswirtschaftlicher Verlag Gabler], Betriebswirtschaftlicher… Mehr…
Information Incorporation at the Single-Firm, Industry and Cross-Industry Level, eBooks, eBook Download (PDF), 2008, [PU: Betriebswirtschaftlicher Verlag Gabler], Betriebswirtschaftlicher Verlag Gabler, 2008<
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Buch in der Datenbank seit 2010-03-16T12:21:49+01:00 (Vienna) Detailseite zuletzt geändert am 2023-10-23T17:21:23+02:00 (Vienna) ISBN/EAN: 3834998141
ISBN - alternative Schreibweisen: 3-8349-9814-1, 978-3-8349-9814-9 Alternative Schreibweisen und verwandte Suchbegriffe: Autor des Buches: funke, christian funk, christian lutz, stöck christian, klein Titel des Buches: essays pricing, cross, selected essays 1917 1932
Daten vom Verlag:
Autor/in: Christian Funke Titel: ebs-Forschung, Schriftenreihe der EUROPEAN BUSINESS SCHOOL Schloß Reichartshausen; Selected Essays in Empirical Asset Pricing - Information Incorporation at the Single-Firm, Industry and Cross-Industry Level Verlag: Gabler Verlag; Betriebswirtschaftlicher Verlag Gabler 109 Seiten Erscheinungsjahr: 2008-09-15 Wiesbaden; DE Sprache: Englisch 53,49 € (DE) 55,00 € (AT) 59,00 CHF (CH) Available XVII, 109 p.
EA; E107; eBook; Nonbooks, PBS / Wirtschaft/Volkswirtschaft; Öffentlicher Dienst und öffentlicher Sektor; Verstehen; Aktienpreisbildung; Asset Pricing; Informationsverarbeitung; Kapitalmärkte; Markteffizienz; Verhaltensorientierte Finanzwirtschaft; stock prices; C; Public Economics; Financial Economics; Economics and Finance; Finanzenwesen und Finanzindustrie; BC
Information Signaling and Competitive Effects of M&A: Long-Term Performance of Rival Companies.- Predictability of Industry Returns After M&A Announcements.- Predictability of Supplier Returns After Large Customer Price Changes.- Conclusion.
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