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

Editors: G. Constantinides Rene M. Stulz M. Harris
eBook ISBN: 9780080495088
Hardcover ISBN: 9780444513632
Paperback ISBN: 9781493302307
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:
Imprint:
North Holland
eBook ISBN:
9780080495088
Hardcover ISBN:
9780444513632
Paperback ISBN:
9781493302307

About the Editors

G. Constantinides Editor

Affiliations and Expertise

University of Chicago, Chicago, IL, USA

Rene M. Stulz Editor

Affiliations and Expertise

The Ohio State University, Columbus, OH, USA

M. Harris Editor

Affiliations and Expertise

University of Chicago, Chicago, IL, USA