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Handbook of the Economics of Finance - 1st Edition - ISBN: 9780444513632, 9780080495088

Handbook of the Economics of Finance, Volume 1B

1st Edition

Financial Markets and Asset Pricing

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Editors: G. Constantinides Rene M. Stulz M. Harris
Hardcover ISBN: 9780444513632
Paperback ISBN: 9781493302307
eBook ISBN: 9780080495088
Imprint: North Holland
Published Date: 4th November 2003
Page Count: 694
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Table of Contents

Arbitrage, State Prices and Portfolio Theory (P.H. Dybvig, S. Ross). Intertemporal Asset Pricing Theory (D. Duffie). Tests of Multi-Factor Pricing Models, Volatility, and Portfolio Performance (W.E. Ferson). Consumption-Based Asset Pricing (J.Y. Campbell). The Equity Premium in Retrospect (R. Mehra, E.C. Prescott). Anomalies and Market Efficiency (G.W. Schwert). Are financial assets priced locally or globally? (G.A. Karolyi, R. Stulz). Microstructure and Asset Pricing (D. Easley, M. O'Hara). A Survey of Behavioral Finance (N.C. Barberis, R.H. Thaler). Finance, Optimization, and the Irreducibly Irrational Component of Human Behavior (R.J. Shiller). Derivatives (R.E Whaley). Fixed Income Pricing (Q. Dai, K.Singleton).


Description

Volume 1B covers the economics of financial markets: the saving and investment decisions; the valuation of equities, derivatives, and fixed income securities; and market microstructure.


Details

No. of pages:
694
Language:
English
Copyright:
© North Holland 2003
Published:
4th November 2003
Imprint:
North Holland
Hardcover ISBN:
9780444513632
Paperback ISBN:
9781493302307
eBook ISBN:
9780080495088

Ratings and Reviews


About the Editors

G. Constantinides

Affiliations and Expertise

University of Chicago, Chicago, IL, USA

Rene M. Stulz

Affiliations and Expertise

The Ohio State University, Columbus, OH, USA

M. Harris

Affiliations and Expertise

University of Chicago, Chicago, IL, USA