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Kallunki J.-P., Broussard J., Boehmer E. — Using SAS in Financial Research
Kallunki J.-P., Broussard J., Boehmer E. — Using SAS in Financial Research

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Название: Using SAS in Financial Research

Авторы: Kallunki J.-P., Broussard J., Boehmer E.

Аннотация:

Researchers, graduate students, and practitioners in the financial market now have the first reference-style handbook detailing the mechanics of statistical testing on financial and accounting data. This one-of-a-kind book illustrates how to use SAS software to conduct basic empirical analyses of stock market and financial statement data. It covers various research topics, including investigating the predictability of stock returns, estimating the risk of common stock, and analyzing the impact of earnings and other financial statement information. The use of the SAS language to investigate these issues is demonstrated with numerous real-world examples employing traditional to state-of-the-art analytical estimation techniques. Main topics covered are variance ratio testing, capital asset pricing model, event studies, value versus growth, earnings response coefficients, and microstructure analysis. Readers will find the merging of theoretical and practical concepts unique and informative.

Ekkehart Boehmer is a Director of Research at the New York Stock Exchange. Previously, he has held a Heisenberg Research Fellowship awarded by the German Science Foundation (DFG). He has also worked as an Economic Fellow at the U.S. Securities and Exchange Commisssion and as an Assistant Professor at Humboldt University, Berlin, Germany, and Louisiana State University. Dr. Boehmer received a Ph.D. in Finance and an M.A. in Economics from the University of Georgia. He has published in the Journal of Finance and the Journal of Financial Economics. His recent research synthesizes market microstructure considerations and corporate finance. Several previous papers analyze methodological issues in financial research, security issues, and the German corporate governance system. John Paul Broussard is an Assistant Finance Professor at Rutgers University where he teaches courses in investments and corporate finance. Dr. Broussard's academic research in international investments and extreme value statistical properties of asset prices has been published in Management Science, the Journal of Financial Services Research, the Quarterly Review of Economics and Finance, the European Journal of Operational Research, and other Millsaps College. Dr. Broussard has won various teaching awards in his career and has taught CFA study review courses since 1999 in Europe and the United States. He is a CFA Charterholder and a Certified Financial Risk Manager. Juha-Pekka Kallunki is a Professor of Financial Accounting in the Department of Accounting and Finance at the University of Oulu, Finland. In 1996, he received a Ph.D. (Econ) in accounting and finance from the University of Vaasa, Finland. His publications include 27 refereed articles in such scientific journals as the Journal of International Financial Markets, Institutions and Money, the Journal of International Mondy and Finance, the Journal of Multinational Financial Management, the Journal of Business Finance and Acounting, and the International Journal of Accounting. Dr. Kallunki's published and current research covers the areas of stock market microstructure, asset pricing, investment strategies, and stock market response to accounting information


Язык: en

Рубрика: Экономика и финансы/

Статус предметного указателя: Предполагается, что указатель существует, но у нас либо неполный его вариант, либо нет совсем

ed2k: ed2k stats

Год издания: 2002

Количество страниц: 166

Добавлена в каталог: 30.12.2007

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