國立虎尾科技大學 |

Three Essays on Empirical Asset Pricing in International Equity Markets

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Three Essays on Empirical Asset Pricing in International Equity Markets/ von Birgit Charlotte Müller.
作者:	Müller, Birgit Charlotte.
面頁冊數:	XIX, 147 S. 2 Abb.online resource. :
Contained By:	Springer Nature eBook
標題:	Capital Markets. -
電子資源:	https://doi.org/10.1007/978-3-658-35479-4
ISBN:	9783658354794

Three Essays on Empirical Asset Pricing in International Equity Markets
Müller, Birgit Charlotte.

Three Essays on Empirical Asset Pricing in International Equity Markets[electronic resource] /von Birgit Charlotte Müller. - 1st ed. 2021. - XIX, 147 S. 2 Abb.online resource. - Gabler Theses,2731-3239. - Gabler Theses,.

General Introduction -- Cross-Country Composite -- Capital Share Risk in International Asset Pricing -- The Pricing of European Non-Performing Real Estate Loan Portfolios -- Concluding Remarks.

Open Access

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. About the author Birgit Charlotte Müller pursued her PhD from the Technical University of Darmstadt at the Chair of Corporate Finance. While pursuing her PhD, she additionally worked as a research associate at the Technical University of Munich and the German Graduate School of Management and Law. Additionally, she worked as a lecturer in Mathematics at the Heilbronn University of Applied Sciences.

ISBN: 9783658354794

Standard No.: 10.1007/978-3-658-35479-4doiSubjects--Topical Terms:

1106532
Capital Markets.

LC Class. No.: HG4523

Dewey Class. No.: 332.0415

Three Essays on Empirical Asset Pricing in International Equity Markets
LDR:02636nam a22003855i 4500 001 1046712
003 DE-He213
005 20210819171236.0
007 cr nn 008mamaa
008 220103s2021 gw | s |||| 0|ger d
020 $a 9783658354794 $9 978-3-658-35479-4
024 7 $a 10.1007/978-3-658-35479-4 $2 doi
035 $a 978-3-658-35479-4
050 4 $a HG4523
072 7 $a KFF $2 bicssc
072 7 $a BUS027000 $2 bisacsh
072 7 $a KFF $2 thema
082 0 4 $a 332.0415 $2 23
100 1 $a Müller, Birgit Charlotte. $e author. $4 aut $4 http://id.loc.gov/vocabulary/relators/aut $3 1350297
245 1 0 $a Three Essays on Empirical Asset Pricing in International Equity Markets $h [electronic resource] / $c von Birgit Charlotte Müller.
250 $a 1st ed. 2021.
264 1 $a Wiesbaden : $b Springer Fachmedien Wiesbaden : $b Imprint: Springer Gabler, $c 2021.
300 $a XIX, 147 S. 2 Abb. $b online resource.
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
347 $a text file $b PDF $2 rda
490 1 $a Gabler Theses, $x 2731-3239
505 0 $a General Introduction -- Cross-Country Composite -- Capital Share Risk in International Asset Pricing -- The Pricing of European Non-Performing Real Estate Loan Portfolios -- Concluding Remarks.
506 0 $a Open Access
520 $a 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. About the author Birgit Charlotte Müller pursued her PhD from the Technical University of Darmstadt at the Chair of Corporate Finance. While pursuing her PhD, she additionally worked as a research associate at the Technical University of Munich and the German Graduate School of Management and Law. Additionally, she worked as a lecturer in Mathematics at the Heilbronn University of Applied Sciences.
650 1 4 $a Capital Markets. $3 1106532
650 0 $a Capital market. $3 556702
710 2 $a SpringerLink (Online service) $3 593884
773 0 $t Springer Nature eBook
776 0 8 $i Printed edition: $z 9783658354787
830 0 $a Gabler Theses, $x 2731-3239 $3 1350298
856 4 0 $u https://doi.org/10.1007/978-3-658-35479-4
912 $a ZDB-2-SWI
912 $a ZDB-2-SOB
950 $a Business and Economics (German Language) (SpringerNature-11775)