Using SAS in Financial Research PDF
By:Ekkehart Boehmer,John Paul Broussard,Juha-Pekka Kallunki
Published on 2002-01-01 by SAS Institute
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.
This Book was ranked at 4 by Google Books for keyword Business Money Finance novel.
Book ID of Using SAS in Financial Research's Books is NTuGa5rOXRsC, Book which was written byEkkehart Boehmer,John Paul Broussard,Juha-Pekka Kallunkihave ETAG "Z+ou1tTUAW4"
Book which was published by SAS Institute since 2002-01-01 have ISBNs, ISBN 13 Code is 9781590470398 and ISBN 10 Code is 1590470397
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Book which have "165 Pages" is Printed at BOOK under CategoryBusiness and Economics
Book was written in en
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