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Three essays on empirical asset pricing in international equity markets
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|---|---|
| Titel: | Three essays on empirical asset pricing in international equity markets/ Birgit Charlotte Müller |
| Hochschulschriftenvermerk: | Dissertation, Technische Universität Darmstadt, 2021 |
| Format: | E-Book Hochschulschrift |
| Sprache: | Deutsch |
| veröffentlicht: |
Wiesbaden
Springer Gabler
[2021]
© 2021 |
| Gesamtaufnahme: |
Gabler theses Springer eBook Collection |
| Schlagwörter: | |
| Erscheint auch als: | Müller, Birgit Charlotte, Three essays on empirical asset pricing in international equity markets, Wiesbaden, Germany : Springer Gabler, 2021, xiv, 147 Seiten |
| Quelle: | Verbunddaten SWB Lizenzfreie Online-Ressourcen |
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| 520 | |a 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. 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. | ||
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| 950 | |a Devisenmarkt | ||
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| 950 | |a Volkswirtschaftliche Investitionstheorie | ||
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| 950 | |a Effizienzmarkthypothese | ||
| 950 | |a Finanzmarkttheorie des Wechselkurses | ||
| 950 | |a Marktmikrostruktur | ||
| 950 | |a Optionspreistheorie | ||
| 950 | |a Risikoprämie | ||
| 950 | |a Spekulationsblase | ||
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| contents | General Introduction -- Cross-Country Composite -- Capital Share Risk in International Asset Pricing -- The Pricing of European Non-Performing Real Estate Loan Portfolios -- Concluding Remarks., 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. 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. |
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| spelling | Müller, Birgit Charlotte VerfasserIn (DE-588)1240185340 (DE-627)1768069514 aut, Three essays on empirical asset pricing in international equity markets Birgit Charlotte Müller, Wiesbaden Springer Gabler [2021], © 2021, 1 Online-Ressource (xiv, 147 Seiten), Text txt rdacontent, Computermedien c rdamedia, Online-Ressource cr rdacarrier, Gabler theses, Springer eBook Collection, Open Access, Dissertation Technische Universität Darmstadt 2021, General Introduction -- Cross-Country Composite -- Capital Share Risk in International Asset Pricing -- The Pricing of European Non-Performing Real Estate Loan Portfolios -- Concluding Remarks., 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. 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., 1.1\x Kapitalmarkttheorie (DE-627)091370094 (DE-2867)12210-1 stw, 1.2\x Internationaler Finanzmarkt (DE-627)091368545 (DE-2867)10807-4 stw, 1.3\x Schätzung (DE-627)091387892 (DE-2867)19037-3 stw, 1.4\x Welt (DE-627)09140004X (DE-2867)16809-5 stw, Capital market., Hochschulschrift (DE-588)4113937-9 (DE-627)105825778 (DE-576)209480580 gnd-content, s (DE-588)4257200-9 (DE-627)104506687 (DE-576)210561831 Internationaler Aktienmarkt gnd, s (DE-588)4390312-5 (DE-627)189997508 (DE-576)211937606 Kapitalmarktforschung gnd, s (DE-588)4137411-3 (DE-627)10461580X (DE-576)209677376 Kapitalmarkttheorie gnd, s (DE-588)4122774-8 (DE-627)105760013 (DE-576)209554134 Aktienkursprognose gnd, DE-101, Darmstadt (DE-588)4011077-1 (DE-627)106354434 (DE-576)208891749 uvp, 9783658354787, Erscheint auch als Druck-Ausgabe Müller, Birgit Charlotte Three essays on empirical asset pricing in international equity markets Wiesbaden, Germany : Springer Gabler, 2021 xiv, 147 Seiten (DE-627)1765520827 9783658354787 365835478X, https://doi.org/10.1007/978-3-658-35479-4 X:SPRINGER Resolving-System kostenfrei, https://doi.org/10.1007/978-3-658-35479-4 ILN: 736, ILN: 736 epn:3976648191 2023-03-24T21:44:53Z, https://doi.org/10.1007/978-3-658-35479-4 DE-14, DE-14 epn:3975075678 2021-09-08T17:11:26Z, https://doi.org/10.1007/978-3-658-35479-4 Online-Zugriff DE-15, DE-15 epn:3975075708 2021-09-08T17:11:27Z, https://doi.org/10.1007/978-3-658-35479-4 DE-Ch1, DE-Ch1 epn:3975075775 2021-09-08T17:11:27Z, DE-105 epn:3974954120 2021-09-08T16:53:03Z, https://doi.org/10.1007/978-3-658-35479-4 DE-Zwi2, DE-Zwi2 epn:3975075791 2021-09-08T17:11:28Z, https://doi.org/10.1007/978-3-658-35479-4 Zum Online-Dokument DE-Zi4, DE-Zi4 epn:3975075805 2021-09-08T17:11:28Z, https://doi.org/10.1007/978-3-658-35479-4 HTWK-Zugang DE-L189, DE-L189 epn:3975075813 2021-09-08T17:11:28Z, https://doi.org/10.1007/978-3-658-35479-4 DE-520, DE-520 epn:4004704804 2021-11-22T14:08:33Z, https://doi.org/10.1007/978-3-658-35479-4 LFER, LFER epn:3984786107 2021-10-06T11:30:00Z |
| spellingShingle | Müller, Birgit Charlotte, Three essays on empirical asset pricing in international equity markets, General Introduction -- Cross-Country Composite -- Capital Share Risk in International Asset Pricing -- The Pricing of European Non-Performing Real Estate Loan Portfolios -- Concluding Remarks., 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. 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., Kapitalmarkttheorie, Internationaler Finanzmarkt, Schätzung, Welt, Capital market., Hochschulschrift, Internationaler Aktienmarkt, Kapitalmarktforschung, Aktienkursprognose |
| title | Three essays on empirical asset pricing in international equity markets |
| title_auth | Three essays on empirical asset pricing in international equity markets |
| title_full | Three essays on empirical asset pricing in international equity markets Birgit Charlotte Müller |
| title_fullStr | Three essays on empirical asset pricing in international equity markets Birgit Charlotte Müller |
| title_full_unstemmed | Three essays on empirical asset pricing in international equity markets Birgit Charlotte Müller |
| title_short | Three essays on empirical asset pricing in international equity markets |
| title_sort | three essays on empirical asset pricing in international equity markets |
| title_unstemmed | Three essays on empirical asset pricing in international equity markets |
| topic | Kapitalmarkttheorie, Internationaler Finanzmarkt, Schätzung, Welt, Capital market., Hochschulschrift, Internationaler Aktienmarkt, Kapitalmarktforschung, Aktienkursprognose |
| topic_facet | Kapitalmarkttheorie, Internationaler Finanzmarkt, Schätzung, Welt, Capital market., Hochschulschrift, Internationaler Aktienmarkt, Kapitalmarktforschung, Aktienkursprognose |
| url | https://doi.org/10.1007/978-3-658-35479-4 |
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