Security Market Imperfections in Worldwide Equity Markets

by Donald B. Keim

The study of security market imperfections, namely, the predictability of equity stock returns, is one of the fundamental research areas in financial modeling. In this book leading academics and investment researchers provide a complete and current account of work in this area, including both cross-sectional and time series analyses, as well as measurement of risk and prediction models that have been used by institutional investors. The case studies...

• Format: Hardcover
• Language: English
• ISBN: 0521571383
• ISBN13: 9780521571388
• Release Date: March 2000
• Publisher: Cambridge University Press
• Length: 560 Pages
• Weight: 2.20 lbs.
• Dimensions: 1.5" x 6.3" x 9.3"