Overview
- Dies ist ein Open-Access-Buch, was bedeutet, dass Sie freien und uneingeschränkten Zugang haben
Part of the book series: Gabler Theses (GT)
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Table of contents (5 chapters)
Keywords
About this book
In this Open-Access-book three essays on empirical asset pricing in international equity markets are presented. Despite being of fundamental economic and scientific importance, international financial markets have remained considerably underresearched until today. In the first essay, the role of firm-specific characteristics is analyzed for the momentum effect to exist in international equity markets. The second essay investigates the validity, persistence, and robustness of the newly discovered capital share growth factor across international equity markets as proposed by Lettau et al. (2019) for the U.S. market. Lastly, the third and final essay studies stock market reactions of European vendor banks to distressed loan sale announcements.
Authors and Affiliations
About the author
Birgit Charlotte Müller pursued her PhD from the Technical University of Darmstadt at the Chair of Corporate Finance. While pursuing her PhD, she additionally worked as a research associate at the Technical University of Munich and the German Graduate School of Management and Law. Additionally, she worked as a lecturer in Mathematics at the Heilbronn University of Applied Sciences.
Bibliographic Information
Book Title: Three Essays on Empirical Asset Pricing in International Equity Markets
Authors: Birgit Charlotte Müller
Series Title: Gabler Theses
DOI: https://doi.org/10.1007/978-3-658-35479-4
Publisher: Springer Gabler Wiesbaden
eBook Packages: Business and Economics (German Language)
Copyright Information: Der/die Herausgeber bzw. der/die Autor(en) 2021
Softcover ISBN: 978-3-658-35478-7Published: 20 August 2021
eBook ISBN: 978-3-658-35479-4Published: 19 August 2021
Series ISSN: 2731-3220
Series E-ISSN: 2731-3239
Edition Number: 1
Number of Pages: XIX, 147
Number of Illustrations: 2 b/w illustrations
Topics: Capital Markets