AuthorKulpmann, Mathias
TitleIrrational exuberance reconsidered the cross section of stock returns / Mathias Kulpmann
Imprint Berlin : Springer, 2004
Edition 2nd. ed
Descript xll, 230 p; 24 cm

CONTENT

I: Irrational exuberance reconsidered -- Stock market overreaction and portfolio management - an interview with barbara rega, cfa, and bernd meyer, cfa -- Scope of analysis -- II: Overshooting in the cross section of stock returns: the winner-loser effect -- Literature -- III: Empirical evidence for germany -- Explaining the cross section of stock returns: capm versus fundamentals -- Explaining the winner-loser effect: theory -- The CAPM and the winner-loser effect -- Fundamentals and the winner-loser effect -- Fundamentals versus beta - what drives stock returns? -- IV: Corporate control -- Reversals in stock returns and temporary problems of corporate control


SUBJECT

  1. Capital assets pricing model
  2. Rate of return
  3. Investment analysis

LOCATIONCALL#STATUS
Economics LibraryHG4636 K84 CHECK SHELVES
Chula Business School Library332.63222 K96I 2004 CHECK SHELVES