Empirical research on the German capital market
著者
書誌事項
Empirical research on the German capital market
(Contributions to management science)
Physica-Verlag, 1999
- : pbk
大学図書館所蔵 全6件
  青森
  岩手
  宮城
  秋田
  山形
  福島
  茨城
  栃木
  群馬
  埼玉
  千葉
  東京
  神奈川
  新潟
  富山
  石川
  福井
  山梨
  長野
  岐阜
  静岡
  愛知
  三重
  滋賀
  京都
  大阪
  兵庫
  奈良
  和歌山
  鳥取
  島根
  岡山
  広島
  山口
  徳島
  香川
  愛媛
  高知
  福岡
  佐賀
  長崎
  熊本
  大分
  宮崎
  鹿児島
  沖縄
  韓国
  中国
  タイ
  イギリス
  ドイツ
  スイス
  フランス
  ベルギー
  オランダ
  スウェーデン
  ノルウェー
  アメリカ
注記
Includes bibliographical references
内容説明・目次
内容説明
This collection of fifteen original articles results from a cooperative intensive program of research on the German capital market. The program objectives included the development of expertise in modern empirical methods in financial economics and the derivation of results that might be specific to the German capital market.
The four parts of the book are dedicated to:
- problems of market structure and organization
- information and capital market
- risk and return
- futures and options
Altogether, the book gives an overview of empirical research on capital markets in Germany and helps to understand their nature. It also shows the application of modern techniques in financial research.
目次
Market Structure and Organization: W. Gerke, H. Bienert: Market Design, Trading Behavior and Price Discovery - An Experimental Stock Market Model.- J.P. Krahnen, C. Rieck, E. Theissen: Designing an Experimental Stock Market.- A. Oehler: Private Investor Behavior in Germany: An Empirical Survey and Experimental Results.- H. Schmidt, P. Iversen, K. Treske: Market Structure and Bid-Ask Spread.- H. Schmidt, T. Schrader: Statutory Induced Switching into a New Market.- Information and Capital Market: W. Gebauer, K.J.W. Schmidt, D. Veestraeten: Financial Market Indicators and Real Capital Investment in Germany.- H.P. Moeller, E. Keller: Financial Reporting and the Stock Market in Germany.- Risk and Return: O. Adelberger, G. Lockert: An Investigation into the Number of Factors Generating German Stock Returns.- H. Goeppl, T. Ludecke, C. Schlag, H. Schutz: The German Equity Market: Risk, Return, and Liquidity.- B. Rudolph, P. Zimmermann: Estimation and Prediction of Systematic Risk with Market-Based and Accounting-Based Data for German Shares.- M. Steiner, T. Nowak, C. Wittrock: Measuring Portfolio Performance and the Empirical Content of the APT.- Futures and Options: W. Buhler, M. Schulze: Analysis of the Call Policy of Bund, Bahn and Post in the German Bond Market.- M. Gais, R. Hecker, E. Wenger: Time-lags between Price Changes of Stocks and Stock options.- K. Roeder, G. Bamberg: The Dax Futures Market and Dividends.- S. Trautmann, M. Beinert: Impact of Stock Price Jumps on Option Values.
「Nielsen BookData」 より