Security market imperfections in worldwide equity markets:
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Cambridge [u.a.]
Cambridge Univ. Press
2000
|
| Ausgabe: | 1. publ. |
| Schriftenreihe: | Publications of the Newton Institute
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XXVII, 531 S. graph. Darst. |
| ISBN: | 0521571383 9780521571388 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV013736502 | ||
| 003 | DE-604 | ||
| 005 | 20080115 | ||
| 007 | t | ||
| 008 | 010521s2000 d||| |||| 10||| eng d | ||
| 020 | |a 0521571383 |9 0-521-57138-3 | ||
| 020 | |a 9780521571388 |9 978-0-521-57138-8 | ||
| 035 | |a (OCoLC)43787494 | ||
| 035 | |a (DE-599)BVBBV013736502 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-12 |a DE-29 |a DE-384 | ||
| 050 | 0 | |a HG4551 | |
| 082 | 0 | |a 332.63/2042 |2 21 | |
| 084 | |a QK 640 |0 (DE-625)141673: |2 rvk | ||
| 245 | 1 | 0 | |a Security market imperfections in worldwide equity markets |c ed. by Donald B. Keim ... |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a Cambridge [u.a.] |b Cambridge Univ. Press |c 2000 | |
| 300 | |a XXVII, 531 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Publications of the Newton Institute | |
| 650 | 4 | |a Actions (Titres de société) - Prix | |
| 650 | 4 | |a Bourse | |
| 650 | 7 | |a Effectenhandel |2 gtt | |
| 650 | 7 | |a Portfolio-theorie |2 gtt | |
| 650 | 4 | |a Securities - Mathematical models | |
| 650 | 4 | |a Valeurs mobilières | |
| 650 | 4 | |a Securities | |
| 650 | 4 | |a Stock exchanges | |
| 650 | 4 | |a Stocks |x Prices | |
| 650 | 0 | 7 | |a Internationaler Wertpapiermarkt |0 (DE-588)4467571-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Mathematisches Modell |0 (DE-588)4114528-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kursanomalie |0 (DE-588)4380086-5 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4143413-4 |a Aufsatzsammlung |2 gnd-content | |
| 655 | 7 | |0 (DE-588)1071861417 |a Konferenzschrift |2 gnd-content | |
| 689 | 0 | 0 | |a Internationaler Wertpapiermarkt |0 (DE-588)4467571-9 |D s |
| 689 | 0 | 1 | |a Kursanomalie |0 (DE-588)4380086-5 |D s |
| 689 | 0 | 2 | |a Mathematisches Modell |0 (DE-588)4114528-8 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Keim, Donald Bruce |e Sonstige |4 oth | |
| 856 | 4 | 2 | |m Digitalisierung UB Augsburg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009389092&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-009389092 | ||
Datensatz im Suchindex
| _version_ | 1804128554796974080 |
|---|---|
| adam_text | CONTENTS
Biographical
Notes
of Contributors
.........................................
vii
Preface
William
T. Ziemba
..................................................xiii
Security market imperfections: an overview
Donald B.
Keim
and William T. Ziemba
..............................xv
PART I. An Overview of Cross Sectional Patterns
in Stock Returns
2.
The cross-section of common stock returns: a review of the evidence and
some new findings
Gabriel Hawawini and Donald B.
Keim ................................3
3.
Beta and book to market: is the glass half full or half empty?
S. P. Kothari and Jay Shanken
........................................44
4.
The psychology of over-reaction and under-reaction in world equity
markets
Werner
FM. De Bondt
..............................................65
5.
A view of the current status of the size anomaly
Jonathan B. Berk
....................................................90
6.
The demise of size
Elroy Dimson and Paul Marsh
.......................................116
7.
Direct evidence of non-trading of NYSE and AMEX stocks
Stephen R.
Foerster
and Donald B.
Keim ............................144
PART II. Seasonal Patterns in Stock Returns
and Other Puzzles
8.
Is there still a January effect?
Donald G. Booth and Donald B.
Keim ...............................169
9.
Anticipation in the January effect in the US futures markets
Chris R. Hensel and William T. Ziemba
.............................179
10.
How does Clinton stand up to history? US investment returns and
presidential party affiliations
vi
Contents
Chris
R.
Hensel and William
T. Ziemba
.............................203
11.
A long term examination of the turn-of-the-month effect in the S&P500
Chris R. Hensel, Gordon A. Sick and William T. Ziemba
............218
12.
The closed-end fund puzzle
Carolina Minio-Paluello
.............................................247
13.
Stock splits and ex-date returns for Nasdaq stocks: the effects of
investor trading and bid-ask spreads
Mark Grinblatt and Donald B.
Keim .................................276
PART III. International Evidence
14.
Canadian security market anomalies
George Athanassakos and Stephen
Foerster
...........................297
15.
Seasonal anomalies in the Italian stock market,
1973-1993
Elio
Canestrelli and William T. Ziemba
..............................337
16.
Efficiency and anomalies in the Turkish stock market
Giilnur Muradoglu
...................................................364
17.
Efficiency and anomalies in the Finnish stock market
Teppo Martikainen
..................................................390
18.
Characteristics-based
premia in
emerging markets: sector-neutrality,
cycles, and cross-market correlations
Sandeep
A. Patel
....................................................416
19.
Anomalies in Asian emerging stock markets
Seng-Kee Koh and Kie Ann Wong
...................................433
20.
Japanese security market regularities,
1990-1994
Luis R. Comolli and William T. Ziemba
.............................458
21.
Predicting returns on the Tokyo Stock Exchange
Sandra L. Schwartz and William T. Ziemba
..........................492
22.
High stock returns before holidays: international evidence and
additional tests
Alonso
Cernera
and Donald B.
Keim ................................512
|
| any_adam_object | 1 |
| building | Verbundindex |
| bvnumber | BV013736502 |
| callnumber-first | H - Social Science |
| callnumber-label | HG4551 |
| callnumber-raw | HG4551 |
| callnumber-search | HG4551 |
| callnumber-sort | HG 44551 |
| callnumber-subject | HG - Finance |
| classification_rvk | QK 640 |
| ctrlnum | (OCoLC)43787494 (DE-599)BVBBV013736502 |
| dewey-full | 332.63/2042 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/2042 |
| dewey-search | 332.63/2042 |
| dewey-sort | 3332.63 42042 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 1. publ. |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02130nam a2200553 c 4500</leader><controlfield tag="001">BV013736502</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20080115 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">010521s2000 d||| |||| 10||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0521571383</subfield><subfield code="9">0-521-57138-3</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780521571388</subfield><subfield code="9">978-0-521-57138-8</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)43787494</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV013736502</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield><subfield code="a">DE-29</subfield><subfield code="a">DE-384</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG4551</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.63/2042</subfield><subfield code="2">21</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 640</subfield><subfield code="0">(DE-625)141673:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Security market imperfections in worldwide equity markets</subfield><subfield code="c">ed. by Donald B. Keim ...</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1. publ.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge [u.a.]</subfield><subfield code="b">Cambridge Univ. Press</subfield><subfield code="c">2000</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XXVII, 531 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Publications of the Newton Institute</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Actions (Titres de société) - Prix</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Bourse</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Effectenhandel</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Portfolio-theorie</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Securities - Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Valeurs mobilières</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Securities</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stock exchanges</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stocks</subfield><subfield code="x">Prices</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Internationaler Wertpapiermarkt</subfield><subfield code="0">(DE-588)4467571-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kursanomalie</subfield><subfield code="0">(DE-588)4380086-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4143413-4</subfield><subfield code="a">Aufsatzsammlung</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)1071861417</subfield><subfield code="a">Konferenzschrift</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Internationaler Wertpapiermarkt</subfield><subfield code="0">(DE-588)4467571-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Kursanomalie</subfield><subfield code="0">(DE-588)4380086-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Keim, Donald Bruce</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Augsburg</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009389092&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-009389092</subfield></datafield></record></collection> |
| genre | (DE-588)4143413-4 Aufsatzsammlung gnd-content (DE-588)1071861417 Konferenzschrift gnd-content |
| genre_facet | Aufsatzsammlung Konferenzschrift |
| id | DE-604.BV013736502 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:51:06Z |
| institution | BVB |
| isbn | 0521571383 9780521571388 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009389092 |
| oclc_num | 43787494 |
| open_access_boolean | |
| owner | DE-12 DE-29 DE-384 |
| owner_facet | DE-12 DE-29 DE-384 |
| physical | XXVII, 531 S. graph. Darst. |
| publishDate | 2000 |
| publishDateSearch | 2000 |
| publishDateSort | 2000 |
| publisher | Cambridge Univ. Press |
| record_format | marc |
| series2 | Publications of the Newton Institute |
| spelling | Security market imperfections in worldwide equity markets ed. by Donald B. Keim ... 1. publ. Cambridge [u.a.] Cambridge Univ. Press 2000 XXVII, 531 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Publications of the Newton Institute Actions (Titres de société) - Prix Bourse Effectenhandel gtt Portfolio-theorie gtt Securities - Mathematical models Valeurs mobilières Securities Stock exchanges Stocks Prices Internationaler Wertpapiermarkt (DE-588)4467571-9 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Kursanomalie (DE-588)4380086-5 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content (DE-588)1071861417 Konferenzschrift gnd-content Internationaler Wertpapiermarkt (DE-588)4467571-9 s Kursanomalie (DE-588)4380086-5 s Mathematisches Modell (DE-588)4114528-8 s DE-604 Keim, Donald Bruce Sonstige oth Digitalisierung UB Augsburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009389092&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Security market imperfections in worldwide equity markets Actions (Titres de société) - Prix Bourse Effectenhandel gtt Portfolio-theorie gtt Securities - Mathematical models Valeurs mobilières Securities Stock exchanges Stocks Prices Internationaler Wertpapiermarkt (DE-588)4467571-9 gnd Mathematisches Modell (DE-588)4114528-8 gnd Kursanomalie (DE-588)4380086-5 gnd |
| subject_GND | (DE-588)4467571-9 (DE-588)4114528-8 (DE-588)4380086-5 (DE-588)4143413-4 (DE-588)1071861417 |
| title | Security market imperfections in worldwide equity markets |
| title_auth | Security market imperfections in worldwide equity markets |
| title_exact_search | Security market imperfections in worldwide equity markets |
| title_full | Security market imperfections in worldwide equity markets ed. by Donald B. Keim ... |
| title_fullStr | Security market imperfections in worldwide equity markets ed. by Donald B. Keim ... |
| title_full_unstemmed | Security market imperfections in worldwide equity markets ed. by Donald B. Keim ... |
| title_short | Security market imperfections in worldwide equity markets |
| title_sort | security market imperfections in worldwide equity markets |
| topic | Actions (Titres de société) - Prix Bourse Effectenhandel gtt Portfolio-theorie gtt Securities - Mathematical models Valeurs mobilières Securities Stock exchanges Stocks Prices Internationaler Wertpapiermarkt (DE-588)4467571-9 gnd Mathematisches Modell (DE-588)4114528-8 gnd Kursanomalie (DE-588)4380086-5 gnd |
| topic_facet | Actions (Titres de société) - Prix Bourse Effectenhandel Portfolio-theorie Securities - Mathematical models Valeurs mobilières Securities Stock exchanges Stocks Prices Internationaler Wertpapiermarkt Mathematisches Modell Kursanomalie Aufsatzsammlung Konferenzschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009389092&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT keimdonaldbruce securitymarketimperfectionsinworldwideequitymarkets |