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Selected Essays in Empirical Asset Pricing : Information Incorporation at the Single-Firm, Industry, and Cross-Industry Level / by Christian Funke

Contributor(s): Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: SpringerLink BücherPublisher: Wiesbaden : Betriebswirtschaftlicher Verlag Dr. Thomas Gabler / GWV Fachverlage GmbH, Wiesbaden, 2008Description: Online-Ressource (XVII, 128p, digital)ISBN:
  • 9783834998149
Subject(s): Additional physical formats: 9783834911421 | Buchausg. u.d.T.: Selected essays in empirical asset pricing. 1. Aufl. Wiesbaden : Gabler, 2008. XVII, 108 S.DDC classification:
  • 657.8333
  • 658.152
  • 332.63222
  • 332.63 332.63222
RVK: RVK: QK 600LOC classification:
  • HG1-9999 HG4501-6051 HG1501-HG3550
  • HF5416.5
DOI: DOI: 10.1007/978-3-8349-9814-9Online resources:
Contents:
Preliminary; Introduction; Information Signaling and Competitive Effects of M&A: Long-Term Performance of Rival Companies; Predictability of Industry Returns After M&A Announcements; Predictability of Supplier Returns After Large Customer Price Changes; Conclusion; Back matter
Summary: Christian Funke aims at developing a better understanding of a central asset pricing issue: the stock price discovery process in capital markets. Using U.S. capital market data, he investigates the importance of mergers and acquisitions (MA) for stock prices and examines economic links between customer and supplier firms. The empirical investigations document return predictability and show that capital markets are not perfectly efficient.Summary: Christian Funke aims at developing a better understanding of a central asset pricing issue: the stock price discovery process in capital markets. Using U.S. capital market data, he investigates the importance of mergers and acquisitions (MA) for stock prices and examines economic links between customer and supplier firms. The empirical investigations document return predictability and show that capital markets are not perfectly efficient. Dr. Christian Funke completed his doctoral studies under the supervision of Prof. Dr. Lutz Johanning at the European Business School Oestrich Winkel. He is portfolio manager and partner at Source For Alpha, a quantitative asset management boutique.PPN: PPN: 1647518431Package identifier: Produktsigel: ZDB-2-SBE
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