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Irrational exuberance reconsidered : the cross section of stock returns

Author: Mathias Külpmann
Publisher: Berlin ; New York : Springer, ©2004.
Series: Springer finance.
Edition/Format:   Print book : English : 2nd edView all editions and formats
Database:WorldCat
Summary:

Does the stock market overreact? Recent capital market turbulences have cast doubt whether the behaviour of stock markets is in line with rational investor behaviour. To which extent stock returns  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Mathias Külpmann
ISBN: 3540140077 9783540140078
OCLC Number: 53821239
Notes: Originally published: Lecture notes in economics and mathematical systems volume 511, 2002.
Description: xii, 230 pages : illustrations ; 24 cm.
Contents: I. Irrational Exuberance Reconsidered --
1. Stock Market Overreaction and Portfolio Management --
An Interview with Barbara Rega, CFA, and Bernd Meyer, CFA --
2. Scope of Analysis --
II. Overshooting in the Cross Section of Stock Returns: The Winner-Loser Effect --
3. Literature --
4. Empirical Evidence for Germany --
III. Explaining the Cross Section of Stock Returns: CAPM versus Fundamentals --
5. Explaining the Winner-Loser Effect: Theory --
6. The CAPM and the Winner-Loser Effect --
7. Fundamentals and the Winner-Loser Effect --
8. Fundamentals versus Beta --
What Drives Stock Returns? --
IV. Corporate Control --
9. Reversals in Stock Returns and Temporary Problems of Corporate Control.
Series Title: Springer finance.
Responsibility: Mathias Külpmann.
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From the reviews of the second edition: "This book provides a highly stimulating contribution to the controversial discussion on stock return predictability, combining theory, thorough empirical Read more...

 
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