Handbook of the Economics of Finance

Handbook of the Economics of Finance

Financial Markets and Asset Pricing

1st Edition - November 4, 2003

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  • Editors: G. Constantinides, R.M. Stulz, M. Harris
  • eBook ISBN: 9780080495088
  • Hardcover ISBN: 9780444513632

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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.

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).

Product details

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

About the Editors

G. Constantinides

Affiliations and Expertise

University of Chicago, Chicago, IL, USA

R.M. Stulz

Affiliations and Expertise

The Ohio State University, Columbus, OH, USA

M. Harris

Affiliations and Expertise

University of Chicago, Chicago, IL, USA

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