Are European Equity Style indices efficient?: an empirical quest in three essays
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Baden-Baden
Nomos
2009
|
| Ausgabe: | 1. Aufl. |
| Schriftenreihe: | Schriften des Instituts für Wirtschaftsforschung Halle
28 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 104 S. graph. Darst. |
| ISBN: | 9783832938550 |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV035218180 | ||
| 003 | DE-604 | ||
| 005 | 20090204 | ||
| 007 | t | ||
| 008 | 081217s2009 gw d||| m||| 00||| eng d | ||
| 015 | |a 08,N45,0320 |2 dnb | ||
| 016 | 7 | |a 990863557 |2 DE-101 | |
| 020 | |a 9783832938550 |c Pb. : sfr 33.60 (freier Pr.), EUR 19.00 |9 978-3-8329-3855-0 | ||
| 024 | 3 | |a 9783832938550 | |
| 035 | |a (OCoLC)262434624 | ||
| 035 | |a (DE-599)DNB990863557 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a gw |c XA-DE-BW | ||
| 049 | |a DE-12 |a DE-N2 |a DE-945 |a DE-188 | ||
| 050 | 0 | |a HG5422 | |
| 082 | 0 | |a 332.0415094 |2 22/ger | |
| 084 | |a QK 620 |0 (DE-625)141668: |2 rvk | ||
| 084 | |a 330 |2 sdnb | ||
| 100 | 1 | |a Berneburg, Marian |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Are European Equity Style indices efficient? |b an empirical quest in three essays |c Marian Berneburg |
| 250 | |a 1. Aufl. | ||
| 264 | 1 | |a Baden-Baden |b Nomos |c 2009 | |
| 300 | |a 104 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Schriften des Instituts für Wirtschaftsforschung Halle |v 28 | |
| 502 | |a Zugl.: Halle (Saale), Univ., Diss., 2007 | ||
| 650 | 7 | |a Aktienindex |2 stw | |
| 650 | 7 | |a Börsenkurs |2 stw | |
| 650 | 7 | |a Effizienzmarktthese |2 stw | |
| 650 | 7 | |a Schätzung |2 stw | |
| 650 | 7 | |a Westeuropa |2 stw | |
| 650 | 4 | |a Capital market |z Europe | |
| 650 | 4 | |a Efficient market theory | |
| 650 | 4 | |a Stock exchanges |z Europe | |
| 650 | 0 | 7 | |a Kapitalmarkteffizienz |0 (DE-588)4125264-0 |2 gnd |9 rswk-swf |
| 651 | 4 | |a Europa - Kapitalmarkteffizienz | |
| 651 | 4 | |a Europa | |
| 651 | 7 | |a Europa |0 (DE-588)4015701-5 |2 gnd |9 rswk-swf | |
| 655 | 7 | |0 (DE-588)4113937-9 |a Hochschulschrift |2 gnd-content | |
| 689 | 0 | 0 | |a Europa |0 (DE-588)4015701-5 |D g |
| 689 | 0 | 1 | |a Kapitalmarkteffizienz |0 (DE-588)4125264-0 |D s |
| 689 | 0 | |5 DE-604 | |
| 830 | 0 | |a Schriften des Instituts für Wirtschaftsforschung Halle |v 28 |w (DE-604)BV012482317 |9 28 | |
| 856 | 4 | 2 | |m DNB Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017024295&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-017024295 | ||
Datensatz im Suchindex
| _version_ | 1804138480080519168 |
|---|---|
| adam_text | CONTENTS CONTENTS 9 LIST OF FIGURES 11 LIST OF TABLES 13 I FINANCIAL
MARKET EFFIEIENCY. WHY DO WE CARE? THEORETICAL AND EMPIRICAL BASICS 15 1
THE EFFICIENT MARKET HYPOTHESIS 18 2 CONSEQUENCES OF INEFFICIENCY
[REPRODUCED WITH MINOR EDITING FROM BERNEBURG (2005)] 20 3 EMPIRICAL AND
THEORETICAL EVIDENCE ON THE EFFICIENT MARKET HYPOTHESIS 22 4 EQUITY
STYLE INVESTMENT 24 4.1 VALUE-ORIENTED STYLE INVESTMENT 25 4.2
GROWTH-ORIENTED STYLE INVESTMENT 26 4.3 MARKET-ORIENTED STYLE INVESTMENT
27 5 AIMS AND OUTLINE OF THE ANALYSIS 27 II ESSAY 1: ARE EUROPEAN EQUITY
STYLE INDICES MEAN REVERTING? TESTING THE VALIDITY OF THE WEAK FORM
EFFICIENT MARKET HYPOTHESIS [REPRODUCED WITH MINOR EDITING FROM
BERNEBURG (2004)] 29 29 30 34 34 40 43 43 44 44 46 47 III ESSAY 2:
EXCESS VOLATILITY IN EUROPEAN EQUITY STYLE INDICES NEW EVIDENCE
[REPRODUCED WITH MINOR EDITING FROM BERNEBURG (2006)] 49 1 INTRODUCTION
49 2 BASIC THEORY 51 3 DATA AND RESULTS 53 3.1 REPLICATION OF SHILLER S
RESULTS 56 3.2 EXTENDING SHILLER S WORK 59 1 2 3 4 5 INTRODUCTION
LITERATURE REVIEW METHODOLOGY 3.1 STATISTICAL TECHNIQUES 3.2 THE DATA
RESULTS 4.1 VR-TEST 4. BIBLIOGRAFISCHE INFORMATIONEN
HTTP://D-NB.INFO/990863557 DIGITALISIERT DURCH 4 CONCLUSION 65 5
APPENDIX 67 IV ESSAY 3: SYSTEMATIC MISPRICING IN EUROPEAN EQUITY PRICES?
[REPRODUCED WITH MINOR EDITING FROM BERNEBURG (2007)] 69 1 INTRODUCTION
69 2 THEORETICAL BACKGROUND AND METHODS 70 2.1 SHILLER S ORIGINAL
APPROACH AND SOME CRITICISMS 70 2.2 A MODEL WITHOUT SHILLER S
ASSUMPTIONS 73 2.3 DATA 77 3 RESULTS 80 4 CONCLUSION 88 V THEORETICAL
AND EMPIRICAL IMPLICATIONS 91 VI CONCLUSION 97 BIBLIOGRAPHY 99 10
|
| any_adam_object | 1 |
| author | Berneburg, Marian |
| author_facet | Berneburg, Marian |
| author_role | aut |
| author_sort | Berneburg, Marian |
| author_variant | m b mb |
| building | Verbundindex |
| bvnumber | BV035218180 |
| callnumber-first | H - Social Science |
| callnumber-label | HG5422 |
| callnumber-raw | HG5422 |
| callnumber-search | HG5422 |
| callnumber-sort | HG 45422 |
| callnumber-subject | HG - Finance |
| classification_rvk | QK 620 |
| ctrlnum | (OCoLC)262434624 (DE-599)DNB990863557 |
| dewey-full | 332.0415094 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.0415094 |
| dewey-search | 332.0415094 |
| dewey-sort | 3332.0415094 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 1. Aufl. |
| format | Thesis Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02256nam a2200601 cb4500</leader><controlfield tag="001">BV035218180</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20090204 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">081217s2009 gw d||| m||| 00||| eng d</controlfield><datafield tag="015" ind1=" " ind2=" "><subfield code="a">08,N45,0320</subfield><subfield code="2">dnb</subfield></datafield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">990863557</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783832938550</subfield><subfield code="c">Pb. : sfr 33.60 (freier Pr.), EUR 19.00</subfield><subfield code="9">978-3-8329-3855-0</subfield></datafield><datafield tag="024" ind1="3" ind2=" "><subfield code="a">9783832938550</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)262434624</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)DNB990863557</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">XA-DE-BW</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield><subfield code="a">DE-N2</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG5422</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.0415094</subfield><subfield code="2">22/ger</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 620</subfield><subfield code="0">(DE-625)141668:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">330</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Berneburg, Marian</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Are European Equity Style indices efficient?</subfield><subfield code="b">an empirical quest in three essays</subfield><subfield code="c">Marian Berneburg</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1. Aufl.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Baden-Baden</subfield><subfield code="b">Nomos</subfield><subfield code="c">2009</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">104 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="1" ind2=" "><subfield code="a">Schriften des Instituts für Wirtschaftsforschung Halle</subfield><subfield code="v">28</subfield></datafield><datafield tag="502" ind1=" " ind2=" "><subfield code="a">Zugl.: Halle (Saale), Univ., Diss., 2007</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Aktienindex</subfield><subfield code="2">stw</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Börsenkurs</subfield><subfield code="2">stw</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Effizienzmarktthese</subfield><subfield code="2">stw</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Schätzung</subfield><subfield code="2">stw</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Westeuropa</subfield><subfield code="2">stw</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Capital market</subfield><subfield code="z">Europe</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Efficient market theory</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stock exchanges</subfield><subfield code="z">Europe</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kapitalmarkteffizienz</subfield><subfield code="0">(DE-588)4125264-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="651" ind1=" " ind2="4"><subfield code="a">Europa - Kapitalmarkteffizienz</subfield></datafield><datafield tag="651" ind1=" " ind2="4"><subfield code="a">Europa</subfield></datafield><datafield tag="651" ind1=" " ind2="7"><subfield code="a">Europa</subfield><subfield code="0">(DE-588)4015701-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4113937-9</subfield><subfield code="a">Hochschulschrift</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Europa</subfield><subfield code="0">(DE-588)4015701-5</subfield><subfield code="D">g</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Kapitalmarkteffizienz</subfield><subfield code="0">(DE-588)4125264-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Schriften des Instituts für Wirtschaftsforschung Halle</subfield><subfield code="v">28</subfield><subfield code="w">(DE-604)BV012482317</subfield><subfield code="9">28</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">DNB Datenaustausch</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=017024295&sequence=000001&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:BVB01-017024295</subfield></datafield></record></collection> |
| genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
| genre_facet | Hochschulschrift |
| geographic | Europa - Kapitalmarkteffizienz Europa Europa (DE-588)4015701-5 gnd |
| geographic_facet | Europa - Kapitalmarkteffizienz Europa |
| id | DE-604.BV035218180 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T21:28:51Z |
| institution | BVB |
| isbn | 9783832938550 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-017024295 |
| oclc_num | 262434624 |
| open_access_boolean | |
| owner | DE-12 DE-N2 DE-945 DE-188 |
| owner_facet | DE-12 DE-N2 DE-945 DE-188 |
| physical | 104 S. graph. Darst. |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | Nomos |
| record_format | marc |
| series | Schriften des Instituts für Wirtschaftsforschung Halle |
| series2 | Schriften des Instituts für Wirtschaftsforschung Halle |
| spelling | Berneburg, Marian Verfasser aut Are European Equity Style indices efficient? an empirical quest in three essays Marian Berneburg 1. Aufl. Baden-Baden Nomos 2009 104 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Schriften des Instituts für Wirtschaftsforschung Halle 28 Zugl.: Halle (Saale), Univ., Diss., 2007 Aktienindex stw Börsenkurs stw Effizienzmarktthese stw Schätzung stw Westeuropa stw Capital market Europe Efficient market theory Stock exchanges Europe Kapitalmarkteffizienz (DE-588)4125264-0 gnd rswk-swf Europa - Kapitalmarkteffizienz Europa Europa (DE-588)4015701-5 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Europa (DE-588)4015701-5 g Kapitalmarkteffizienz (DE-588)4125264-0 s DE-604 Schriften des Instituts für Wirtschaftsforschung Halle 28 (DE-604)BV012482317 28 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017024295&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Berneburg, Marian Are European Equity Style indices efficient? an empirical quest in three essays Schriften des Instituts für Wirtschaftsforschung Halle Aktienindex stw Börsenkurs stw Effizienzmarktthese stw Schätzung stw Westeuropa stw Capital market Europe Efficient market theory Stock exchanges Europe Kapitalmarkteffizienz (DE-588)4125264-0 gnd |
| subject_GND | (DE-588)4125264-0 (DE-588)4015701-5 (DE-588)4113937-9 |
| title | Are European Equity Style indices efficient? an empirical quest in three essays |
| title_auth | Are European Equity Style indices efficient? an empirical quest in three essays |
| title_exact_search | Are European Equity Style indices efficient? an empirical quest in three essays |
| title_full | Are European Equity Style indices efficient? an empirical quest in three essays Marian Berneburg |
| title_fullStr | Are European Equity Style indices efficient? an empirical quest in three essays Marian Berneburg |
| title_full_unstemmed | Are European Equity Style indices efficient? an empirical quest in three essays Marian Berneburg |
| title_short | Are European Equity Style indices efficient? |
| title_sort | are european equity style indices efficient an empirical quest in three essays |
| title_sub | an empirical quest in three essays |
| topic | Aktienindex stw Börsenkurs stw Effizienzmarktthese stw Schätzung stw Westeuropa stw Capital market Europe Efficient market theory Stock exchanges Europe Kapitalmarkteffizienz (DE-588)4125264-0 gnd |
| topic_facet | Aktienindex Börsenkurs Effizienzmarktthese Schätzung Westeuropa Capital market Europe Efficient market theory Stock exchanges Europe Kapitalmarkteffizienz Europa - Kapitalmarkteffizienz Europa Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017024295&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV012482317 |
| work_keys_str_mv | AT berneburgmarian areeuropeanequitystyleindicesefficientanempiricalquestinthreeessays |