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Three Essays on Empirical Asset Pricing in International Equity Markets

dc.contributor.authorMüller, Birgit Charlotte
dc.date.accessioned2021-10-06T04:02:52Z
dc.date.available2021-10-06T04:02:52Z
dc.date.issued2021
dc.date.submitted2021-10-05T14:07:11Z
dc.identifierONIX_20211005_9783658354794_27
dc.identifierOCN: 1286904877
dc.identifierhttps://library.oapen.org/handle/20.500.12657/50739
dc.identifier.urihttps://directory.doabooks.org/handle/20.500.12854/72065
dc.description.abstractIn this Open-Access-book three essays on empirical asset pricing in international equity markets are presented. Despite being of fundamental economic and scientific importance, international financial markets have remained considerably underresearched until today. In the first essay, the role of firm-specific characteristics is analyzed for the momentum effect to exist in international equity markets. The second essay investigates the validity, persistence, and robustness of the newly discovered capital share growth factor across international equity markets as proposed by Lettau et al. (2019) for the U.S. market. Lastly, the third and final essay studies stock market reactions of European vendor banks to distressed loan sale announcements.
dc.languageGerman
dc.relation.ispartofseriesGabler Theses
dc.rightsopen access
dc.subject.classificationthema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting::KFF Finance and the finance industryen_US
dc.subject.otherinternational stock markets
dc.subject.otherempirical asset pricing
dc.subject.othermarket efficiency
dc.subject.otherbehavioral finance
dc.subject.otherreal estate finance
dc.subject.otherOpen Access
dc.subject.otherthema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting::KFF Finance and the finance industry
dc.titleThree Essays on Empirical Asset Pricing in International Equity Markets
dc.typebook
oapen.identifier.doi10.1007/978-3-658-35479-4
oapen.relation.isPublishedBy9fa3421d-f917-4153-b9ab-fc337c396b5a
oapen.relation.isbn9783658354794
oapen.imprintSpringer Gabler
oapen.pages147
dc.abstractotherlanguageIn this Open-Access-book three essays on empirical asset pricing in international equity markets are presented. Despite being of fundamental economic and scientific importance, international financial markets have remained considerably underresearched until today. In the first essay, the role of firm-specific characteristics is analyzed for the momentum effect to exist in international equity markets. The second essay investigates the validity, persistence, and robustness of the newly discovered capital share growth factor across international equity markets as proposed by Lettau et al. (2019) for the U.S. market. Lastly, the third and final essay studies stock market reactions of European vendor banks to distressed loan sale announcements.


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