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Financial Valuation and Econometrics by KIAN GUAN Lim, Hardcover | Indigo Chapters
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Financial Valuation and Econometrics by KIAN GUAN Lim, Hardcover | Indigo Chapters
From KIAN GUAN Lim
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This book brings together domains in financial asset pricing and valuation, financial investment theory, econometrics modeling, and the empirical analyses of financial data by applying appropriate econometric techniques. These domains are highly intertwined and should be properly understood in order to correctly and effectively harness the power of data and methods for investment and financial decision-making. The book is targeted at advanced finance undergraduates and beginner professionals performing financial forecasts or empirical modeling who will find it refreshing to see how forecasting is not simply running a least squares regression line across data points, and that there are many minefields and pitfalls to avoid, such as spurious results and incorrect interpretations. Contents: Probability and Statistics; Return Distributions; Simple Linear Regression and Hedging; Capital Asset Pricing Model; Cost of Capital; Time Series Models and Macro Variables; Market Efficiency and Random Walk; Predictability of Stock Returns; Event Studies; Multiple Linear Regression; Stochastic Regressors, and Expected Returns; Time Effect Anomalies; Behavioral Finance; Specification Errors; Multi-Factor Asset Pricing;Exchange Rates and Risk Premium; Unit Root Processes and Purchasing Power Parity; Conditional Heteroskedasticity and Risk; Bonds and Term Structures & Option Pricing and Implied Volatilities. | Financial Valuation and Econometrics by KIAN GUAN Lim, Hardcover | Indigo Chapters