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portada Three Essays on Empirical Asset Pricing in International Equity Markets (in German)
Type
Physical Book
Publisher
Author
Language
German
Pages
147
Format
Paperback
ISBN13
9783658354787
Edition No.
1

Three Essays on Empirical Asset Pricing in International Equity Markets (in German)

Birgit Charlotte Müller (Author) · Springer Gabler · Paperback

Three Essays on Empirical Asset Pricing in International Equity Markets (in German) - Birgit Charlotte Müller

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Synopsis "Three Essays on Empirical Asset Pricing in International Equity Markets (in German)"

In this Open-Access-book three essays on empirical asset pricing in international equity markets are presented. Despite being of fundamental economic and scientific importance, international financial markets have remained considerably underresearched until today. In the first essay, the role of firm-specific characteristics is analyzed for the momentum effect to exist in international equity markets. The second essay investigates the validity, persistence, and robustness of the newly discovered capital share growth factor across international equity markets as proposed by Lettau et al. (2019) for the U.S. market. Lastly, the third and final essay studies stock market reactions of European vendor banks to distressed loan sale announcements.

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The book is written in German.

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The binding of this edition is Paperback.

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