Категории
Самые читаемые книги
ЧитаемОнлайн » Бизнес » Финансы » Инвестиционная оценка. Инструменты и методы оценки любых активов - Асват Дамодаран

Инвестиционная оценка. Инструменты и методы оценки любых активов - Асват Дамодаран

Читать онлайн Инвестиционная оценка. Инструменты и методы оценки любых активов - Асват Дамодаран

Шрифт:

-
+

Интервал:

-
+

Закладка:

Сделать
1 ... 268 269 270 271 272 273 274 275 276 ... 285
Перейти на страницу:
1979. Option pricing: A simplified approach. Journal of Financial Economics 7:229–264.

Geske, R. 1979. The valuation of compound options. Journal of Finance 7:63–82. Hull, J. C. 1999. Options, futures and other derivatives. Upper Saddle River, NJ: Prentice Hall.

Hull, J. C. 1995. Introduction to futures and options markets. Upper Saddle River, NJ: Prentice Hall.

Merton, R. C. 1973. The theory of rational option pricing. Bell Journal of Economics 4(1):141–183.

Merton, R. C. Option pricing when the underlying stock returns are discontinuous.

Journal of Financial Economics 3:125–144.

Глава 6. РЫНОЧНАЯ ЭФФЕКТИВНОСТЬ – ОПРЕДЕЛЕНИЕ, ТЕСТЫ И ОБОСНОВАНИЯ

Alexander, S. S. 1964. Price movements in speculative markets: Trends or random walks? In The Random Character of Stock Market Prices. Cambridge, MA: MIT Press.

Arbel, A., and P. J. Strebel. 1983. Pay attention to neglected stocks. Journal of Porfolio Management 9:37–42.

Banz, R. 1981. The relationship between return and market value of common stocks.

Journal of Financial Economics 9:3-18.

Basu, S. 1977. The investment performance of common stocks in relation to their price-earnings: A test of the efficient market hypothesis. Journal of Finance 32:663–682.

Basu, S. 1983. The relationship between earnings yield, market value and return for NYSE common stocks: Further evidence. Journal of Financial Economics 12:129–156.

Bernstein, R. 1995. Style investing. New York: John Wiley & Sons.

Capaul, C., I. Rowley, and W. F. Sharpe. 1993. International value and growth stock returns. Financial Analysts Journal 49:27–36.

Carhart, M. M. 1997. On the persistence of mutual fund performance. Journal of Finance 52:57–82.

Chambers, A. E., and S. H. Penman. 1984. Timeliness of reporting and the stock price reaction to earnings announcements. Journal of Accounting Research 22:21–47.

Chan, L. K., Y. Hamao, and J. Lakonishok. 1991. Fundamentals and stock returns in Japan. Journal of Finance 46:1739–1789.

Chan, S. H., J. Martin, and J. Kensinger. 1990. Corporate research and development expenditures and share value. Journal of Financial Economics 26:255–276.

Conrad, J. 1989. The price effect of option introduction. Journal of Finance 44:487–498.

Cootner, P. H. 1961. Common elements in futures markets for commodities and bonds. American Economic Review 51(2):173–183.

Cootner, P. H. 1962. Stock prices: Random versus systematic changes. Industrial Management Review 3:24–45.

Damodaran, A. 1989. The weekend effect in information releases: A study of earnings and dividend announcements. Review of Financial Studies 2:607–623.

DeBondt, W. F. M., and R. Thaler. 1985. Does the stock market overreact? Journal of Finance 40:793–805.

DeBondt, W. F. M., and R. Thaler. 1987. Further evidence on investor overreaction and stock market seasonality. Journal of Finance 42:557–581.

Dimson, E., and P. R. Marsh. 1984. An analysis of brokers’ and analysts’ unpublished forecasts of UK stock returns. Journal of Finance 39:1257–1292.

Dimson, E., and P. R. Marsh. 1986. Event studies and the size effect: The case of UK press recommendations. Journal of Financial Economics 17:113–142.

Dimson, E., and P. R. Marsh. 2001. Murphy’s law and market anomalies. Journal of Portfolio Management 25:53–69.

Fama, E. F. 1965. The behavior of stock market prices. Journal of Business 38:34-105.

Fama, E. F. 1970. Efficient capital markets: A review of theory and empirical work.

Journal of Finance 25:383–417.

Fama, E. F., and K. R. French. 1988. Permanent and temporary components of stock prices. Journal of Political Economy 96:246–273.

Fama, E. F., and K. R. French. 1992. The cross-section of expected returns. Journal of Finance 47:427–466.

Fama, E. F., and M. Blume. 1966. Filter rules and stock market trading profits.

Journal of Business 39:226–241.

Gibbons, M. R., and P. Hess. 1981. Day of the week effects and asset returns.

Journal of Business 54:579–596.

Gultekin, M. N., and B. N. Gultekin. 1983. Stock market seasonality: International evidence. Journal of Financial Economics 12:469–481.

Haugen, R. A. 1990. Modern investment theory. Englewood Cliffs, NJ: Prentice Hall.

Haugen, R. A., and Lakonishok, J. 1988. The incredible January effect. Homewood IL: Dow Jones-Irwin.

Jaffe, J. 1974. Special information and insider trading. Journal of Business 47:410–428.

Jegadeesh, N., and S. Titman. 1993. Returns to buying winners and selling losers: Implications for stock market efficiency. Journal of Finance 48(1):65–91.

Jegadeesh, N., and S. Titman. 2001. Profitability of momentum strategies: An evaluation of alternative explanations. Journal of Finance 56(2):699–720.

Jennergren, L. P. 1975. Filter tests of Swedish share prices. In International Capital Markets, 55–67. New York: North-Holland.

Jennergren, L. P., and P. E. Korsvold. 1974. Price formation in the Norwegian and Swedish stock markets – Some random walk tests. Swedish Journal of Economics 76:171–185.

Jensen, M. 1968. The performance of mutual funds in the period 1945-64. Journal of Finance 2:389–416.

Jensen, M., and G. A. Bennington. 1970. Random walks and technical theories, some additional evidence. Journal of Finance 25:469–482.

Kaplan, R. S., and R. Roll. 1972. Investor evaluation of accounting information: Some empirical evidence. Journal of Business 45:225–257.

Keim, D. 1983. Size related anomalies and stock return seasonality: Further empirical evidence. Journal of Financial Economics 12.

McConnell, J. J., and C. J. Muscarella. 1985. Corporate capital expenditure decisions and the market value of the firm. Journal of Financial Economics 14:399–422.

Michaely, R., and K. L. Womack. 1999. Conflict of interest and the credibility of underwriter analyst recommendations. Review of Financial Studies 12:653–686.

Niederhoffer, V., and M. F. M. Osborne. 1966. Market making and reversal on the stock exchange. Journal of the American Statistical Association 61:891–916.

Peters, E. E. 1991. Chaos and order in the capital markets. New York: John Wiley & Sons.

Pradhuman, S. 2000. Small cap dynamics. Princeton, NJ: Bloomberg Press. Praetz, P. D. 1972. The distribution of share price changes. Journal of Business 45(l):49–55.

Reinganum, M. R. 1983. The anomalous stock market behavior of small firms in January: Empirical tests for tax-loss effects. Journal of Financial Economics 12.

Rendleman, R. J., C. P. Jones, and H. A. Latene. 1982. Empirical anomalies based on unexpected earnings and the importance of risk adjustments. Journal of Financial Economics 10:269–287.

Richards, R. M., and J. D. Martin. 1979. Revisions in earnings forecasts: How much response? Journal of Portfolio Management 5:47–52.

Ritter, J., and N. Chopra. 1989. Portfolio rebalancing and the turn of the year effect.

1 ... 268 269 270 271 272 273 274 275 276 ... 285
Перейти на страницу:
На этой странице вы можете бесплатно скачать Инвестиционная оценка. Инструменты и методы оценки любых активов - Асват Дамодаран торрент бесплатно.
Комментарии
КОММЕНТАРИИ 👉
Комментарии
Татьяна
Татьяна 21.11.2024 - 19:18
Одним словом, Марк Твен!
Без носенко Сергей Михайлович
Без носенко Сергей Михайлович 25.10.2024 - 16:41
Я помню брата моего деда- Без носенко Григория Корнеевича, дядьку Фёдора т тётю Фаню. И много слышал от деда про Загранное, Танцы, Савгу...