Are European Equity Style indices efficient?: an empirical quest in three essays
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
Baden-Baden
Nomos
2009
|
| Edition: | 1. Aufl. |
| Series: | Schriften des Instituts für Wirtschaftsforschung Halle
28 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 104 S. graph. Darst. |
| ISBN: | 9783832938550 |
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MARC
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| 245 | 1 | 0 | |a Are European Equity Style indices efficient? |b an empirical quest in three essays |c Marian Berneburg |
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| 650 | 4 | |a Efficient market theory | |
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Record in the Search Index
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| 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
|
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| ctrlnum | (OCoLC)262434624 (DE-599)DNB990863557 |
| dewey-full | 332.0415094 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
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| dewey-search | 332.0415094 |
| dewey-sort | 3332.0415094 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 1. Aufl. |
| format | Thesis Book |
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| 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 |
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| physical | 104 S. graph. Darst. |
| publishDate | 2009 |
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| 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 |
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