Using SAS in Financial Research

ISBN-10: 1590470397

ISBN-13: 9781590470398

Edition: 2002

List price: $35.95 Buy it from $8.47
This item qualifies for FREE shipping

*A minimum purchase of $35 is required. Shipping is provided via FedEx SmartPost® and FedEx Express Saver®. Average delivery time is 1 – 5 business days, but is not guaranteed in that timeframe. Also allow 1 - 2 days for processing. Free shipping is eligible only in the continental United States and excludes Hawaii, Alaska and Puerto Rico. FedEx service marks used by permission."Marketplace" orders are not eligible for free or discounted shipping.

30 day, 100% satisfaction guarantee

If an item you ordered from TextbookRush does not meet your expectations due to an error on our part, simply fill out a return request and then return it by mail within 30 days of ordering it for a full refund of item cost.

Learn more about our returns policy

Description:

New Starting from $35.29
what's this?
Rush Rewards U
Members Receive:
coins
coins
You have reached 400 XP and carrot coins. That is the daily max!

Study Briefs

Limited time offer: Get the first one free! (?)

All the information you need in one place! Each Study Brief is a summary of one specific subject; facts, figures, and explanations to help you learn faster.

Customers also bought

Loading
Loading
Loading
Loading
Loading
Loading
Loading
Loading
Loading
Loading

Book details

List price: $35.95
Copyright year: 2002
Publisher: SAS Institute
Publication date: 6/1/2002
Binding: Hardcover
Pages: 184
Size: 8.50" wide x 10.75" long x 0.75" tall
Weight: 0.990
Language: English

Ekkehart Boehmer is a Director of Research at the New York Stock Exchange. Previously, he has held a Heisenberg Research Fellowship awarded by the German Science Foundation (DFG). He has also worked as an Economic Fellow at the U.S. Securities and Exchange Commission and as an Assistant Professor at Humboldt University, Berlin, Germany, and Louisiana State University. Dr. Boehmer received a Ph.D. in Finance and an M.A. in Economics from the University of Georgia. He has published in the Journal of Finance and the Journal of Financial Economics. His recent research synthesizes market microstructure considerations and corporate finance. Several previous papers analyze methodological issues in financial research, security issues, and the German corporate governance system.

John Paul Broussard, Ph.D., CFA, FRM, is an Assistant Finance Professor at Rutgers University where he teaches courses in investments and corporate finance. Dr. Broussard's academic research in international investments and extreme value statistical properties of asset prices has been published in Management Science, the Journal of Financial Services Research, the Quarterly Review of Economics and Finance, the European Journal of Operational Research, and other journals. He received a B.S. and a Ph.D. from Louisiana State University and an M.B.A. from Millsaps College. Dr. Broussard has won various teaching awards in his career and has taught CFA(r) study review courses since 1999 in Europe and the United States. He is a CFA(r) Charterholder and a Certified Financial Risk Manager.

Juha-Pekka Kallunki is a Professor of Financial Accounting in the Department of Accounting and Finance at the University of Oulu, Finland. In 1996, he received a Ph.D. (Econ) in accounting and finance from the University of Vaasa, Finland. His publications include 27 refereed articles in such scientific journals as the Journal of International Financial Markets, Institutions and Money; the Journal of International Money and Finance, the Journal of Multinational Financial Management, the Journal of Business Finance and Accounting, and the International Journal of Accounting. Dr. Kallunki's published and current research covers the areas of stock market microstructure, asset pricing, investment strategies, and stock market response to accounting information.

Acknowledgments
Introduction
Introduction
Working with SAS
Ground Rules
SAS Data Sets
Conventions Used in This Book
Random Walking or Walking Randomly: Using SAS to Conduct Variance Ratio Testing of Asset Prices
Background for the Random Walk Theory of Asset Prices
The Data
Sample SAS Code for Variance Ratio Specification Testing
Summary
Program Listing
Analyzing Winners and Losers: Using SAS to Test the Overreaction Hypothesis
Background on Behavioral Issues Specifically Related to Overreaction
Data Used for Analysis
Sample SAS Code Evaluating the Existence of Return Reversals
Summary
Program Listing
Cross-Sectional Approach to the Empirical Test of the Capital Asset Pricing Model
Background
The Data
Sample SAS Code
Program Listing
A Short Introduction to SAS Macros
Event Studies
Background
Measuring Abnormal Stock Returns
The Data
Sample Program
Program Listing
Effective Use of SAS Macros: An Application to Event Studies
Alternative Test Statistics in Event Studies
The Data
Sample Program
Program Listing
Association Types of Studies: Investigating the Price-Earnings Relationship
Background for Association Types of Studies
The Data
Sample SAS Code for Price-Earnings Regressions
Program Listing
Predicting Bankruptcy from Financial Distress Characterization Models
Background for Characterizing Firms in Financial Distress
The Data
Sample SAS Program to Evaluate Financial Distress Characterization
Summary
Program Listing
Using Accounting Information to Forecast Market Performance
Background for Analyzing Fundamental Accounting Information and Market Performance
The Data
Sample Program to Evaluate Financial Information and Market Performance
Summary
Program Listing
Analysis of Transaction Data
Background
The Data
Combining Identical Trades
Correcting Time Stamps and Computing the Tick Test
Computing Quote Changes and Combining Them with Trades
Estimation of Trading Costs
VAR Estimation
Program Listing
Using SAS/CONNECT Software to Access WRDS
References
Index
×
Free shipping on orders over $35*

*A minimum purchase of $35 is required. Shipping is provided via FedEx SmartPost® and FedEx Express Saver®. Average delivery time is 1 – 5 business days, but is not guaranteed in that timeframe. Also allow 1 - 2 days for processing. Free shipping is eligible only in the continental United States and excludes Hawaii, Alaska and Puerto Rico. FedEx service marks used by permission."Marketplace" orders are not eligible for free or discounted shipping.

Learn more about the TextbookRush Marketplace.

×