Articoli correlati a Using Sas in Financial Research

Using Sas in Financial Research - Brossura

Boehmer, Ekkehart; Broussard, John; Kallunki, Juha-Pekka

 
9781590470398: Using Sas in Financial Research
Brossura
ISBN 10: 1590470397 ISBN 13: 9781590470398
Casa editrice: Sas Inst, 2002

Sinossi

Researchers, graduate students, and practitioners in the financial market now have the first reference-style handbook detailing the mechanics of statistical testing on financial and accounting data. This one-of-a-kind book illustrates how to use SAS software to conduct basic empirical analyses of stock market and financial statement data. It covers various research topics, including investigating the predictability of stock returns, estimating the risk of common stock, and analyzing the impact of earnings and other financial statement information. The use of the SAS language to investigate these issues is demonstrated with numerous real-world examples employing traditional to state-of-the-art analytical estimation techniques. Main topics covered are variance ratio testing, capital asset pricing model, event studies, value versus growth, earnings response coefficients, and microstructure analysis. Readers will find the merging of theoretical and practical concepts unique and informative.

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Product Description

Book by SAS Institute

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Sas Inst
Data di pubblicazione
2002
Lingua
Inglese
ISBN 10 
1590470397
ISBN 13 
9781590470398
Rilegatura
Copertina flessibile
Numero di pagine
200
Contatto del produttore
non disponibile
Persona responsabile
non disponibile