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  • © 2021

Three Essays on Empirical Asset Pricing in International Equity Markets

  • Dies ist ein Open-Access-Buch, was bedeutet, dass Sie freien und uneingeschränkten Zugang haben

Part of the book series: Gabler Theses (GT)

  • 2125 Accesses

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Softcover Book USD 49.99
Price excludes VAT (USA)

Table of contents (5 chapters)

  1. Front Matter

    Pages i-xix
  2. General Introduction

    • Birgit Charlotte Müller
    Pages 1-10Open Access
  3. Cross-Country Composite Momentum

    • Birgit Charlotte Müller
    Pages 11-61Open Access
  4. Capital Share Risk in International Asset Pricing

    • Birgit Charlotte Müller
    Pages 62-93Open Access
  5. The Pricing of European Non-Performing Real Estate Loan Portfolios

    • Birgit Charlotte Müller
    Pages 94-126Open Access
  6. Concluding Remarks

    • Birgit Charlotte Müller
    Pages 127-130Open Access
  7. Back Matter

    Pages 131-147

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.

Keywords

  • international stock markets
  • empirical asset pricing
  • market efficiency
  • behavioral finance
  • real estate finance
  • Open Access

Authors and Affiliations

  • Technische Universität Darmstadt, Darmstadt, Deutschland

    Birgit Charlotte Müller

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

  • License: CC BY

  • 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

Buying options

Softcover Book USD 49.99
Price excludes VAT (USA)