Giving content to investor sentiment: the role of media in the stock market

I quantitatively measure the interactions between the media and the stock market using daily content from a popular Wall Street Journal column. I find that high media pessimism predicts downward pressure on market prices followed by a reversion to fundamentals, and unusually high or low pessimism predicts high market trading volume. These and similar results are consistent with theoretical mode…

A Guide to econometrics 2nd ed

Includes bibliographies and index

A Guide to econometrics 4th ed

Includes bibliographies & index

The Econometrics of inflationary expectations

Edisi

-

ISBN/ISSN

0444862080

Deskripsi Fisik

xxii, 208 p. : ill. ; 26 cm.

Judul Seri

-

No. Panggil

332.410 28 Lah e

Prices, cycles, and growth

Includes bibliographies, index and tables

Microeconomics of banking

Includes bibliographies, index and tables

Investment valuation : tools and techniques for determining the value of any …

The definitive source of information on all topics related to investment valuation tools and techniques Valuation is at the heart of any investment decision, whether that decision is buy, sell or hold. But the pricing of many assets has become a more complex task in modern markets, especially after the recent financial crisis. In order to be successful at this endeavor, you must have a firm un…

Investment valuation : tools and techniques for determining the value of any …

Valuation is at the heart of any investment decision, whether that decision is buy, sell or hold. But the pricing of many assets has become a more complex task in modern markets, especially after the recent financial crisis. In order to be successful at this endeavor, you must have a firm understanding of the proper valuation techniques. One valuation book stands out as withstanding the test of…

Equity Term Structures without Dividend Strips Data

We use a large cross section of equity returns to estimate a rich affine model of equity prices, dividends, returns, and their dynamics. Our model prices dividend strips of the market and equity portfolios without using strips data in the estimation. Yet model-implied equity yields closely match yields on traded strips. Our model extends equity term-structure data over time (to the 1970s) and a…

Putting the Price in Asset Pricing

We propose a novel way to estimate a portfolio's abnormal price, the percentage gap between price and the present value of dividends computed with a chosen asset pricing model. Our method, based on a novel identity, resembles the time-series estimator of abnormal returns, avoids the issues in alternative approaches, and clarifies the role of risk and mispricing in long-horizon returns. We apply…

Presidential Address: Macrofinance and Resilience

This address reviews macrofinance from the perspective of resilience. It argues for a shift in mindset, away from risk management toward resilience management. It proposes a new resilience measure, and contrasts micro- and macro-resilience. It also classifies macrofinance models in first- (log-linearized) and second-generation models, and links the important themes of macrofinance to resilience.

Asymmetric information, corporate, finance, and investment

Includes bibliographies, index and tables.

Asean link an econometric study

Includes tables

Bayesian models in economic theory

Includes bibliographies and index

Handbook of mathematical economics

.

Structural equation modeling : concepts, issues, and applications

Includes bibliographies, index and tables

Financial modelling in corporate management

Bibliography : p. 447 - 449 idex and table

Efficient asset management : a practical guide to stock portfolio optimizatio…

Includes bibliographies, index and tables

Quantitative methods for business and management

Includes bibliographies and index

Active portfolio management : a quantitative approach for providing superior …

Includes bibliographies and index