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dc.contributor.authorBoehmer, Ekkehart
dc.contributor.authorBroussard, John Paul
dc.contributor.authorKallunki, Juha-Pekka
dc.date.issued2002
dc.identifier.isbn1590470397
dc.identifier.urihttps://thuvienso.hoasen.edu.vn/handle/123456789/12277
dc.description.abstractThis 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.
dc.formatviii, 165 p.
dc.language.isoen
dc.publisherSAS Publishing
dc.subjectSAS (Computer file)
dc.subjectFinance
dc.subjectResearch
dc.subjectData processing
dc.titleUsing SAS in financial research
dc.typeBook


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