Author | Kรผlpmann, Mathias. author |
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Title | Irrational Exuberance Reconsidered [electronic resource] : The Cross Section of Stock Returns / by Mathias Kรผlpmann |
Imprint | Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2004 |
Edition | Second Edition |
Connect to | http://dx.doi.org/10.1007/978-3-540-24765-4 |
Descript | XII, 230 p. online resource |
I Irrational Exuberance Reconsidered -- 1 Stock Market Overreaction and Portfolio Management โ An Interview with Barbara Rega, CFA, and Bernd Meyer, CFA -- 2 Scope of Analysis -- II Overshooting in the Cross Section of Stock Returns: The Winner-Loser Effect -- 3 Literature -- 4 Empirical Evidence for Germany -- III Explaining the Cross Section of Stock Returns: CAPM versus Fundamentals -- 5 Explaining the Winner-Loser Effect: Theory -- 6 The CAPM and the Winner-Loser Effect -- 7 Fundamentals and the Winner-Loser Effect -- 8 Fundamentals versus Beta โ What Drives Stock Returns? -- IV Corporate Control -- 9 Reversals in Stock Returns and Temporary Problems of Corporate Control -- Conclusion -- References -- Author Index -- About the Author