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Bibliographic Record Display

• Title:Security market imperfections in worldwide equity markets / edited by Donald B. Keim and William T. Ziemba.
  
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• Other Contributors/Collections:Keim, Donald Bruce, 1953-
  Ziemba, W. T.
  
• Published/Created:Cambridge : Cambridge University Press, 2000.
  

• Holdings

  Holdings Record Display

  • Location:DAVID LAM LIBRARY stacksWhere is this?
    
  • Call Number: HG4551 .S385 2000
    
  • Number of Items:1
    
  • Status:Available
    

   
• Library of Congress Subjects:Stock exchanges.
  Securities.
  
• Description:xxvii, 531 p. : ill. ; 24 cm.
  
• Series:Publications of the Newton Institute.
  
• ISBN:0521571383
  
• Contents:Preface / William T. Ziemba
  Security market imperfections: an overview / Donald B. Keim and William T. Ziemba
  Pt. I. Overview of Cross Sectional Patterns in Stock Returns
  2. cross-section of common stock returns: a review of the evidence and some new findings / Gabriel Hawawini and Donald B. Keim
  3. Beta and book to market: is the glass half full or half empty? / S. P. Kothari and Jay Shanken
  4. psychology of over-reaction and under-reaction in world equity markets / Werner F. M. De Bondt
  5. view of the current status of the size anomaly / Jonathan B. Berk
  6. demise of size / Elroy Dimson and Paul Marsh
  7. Direct evidence of non-trading of NYSE and AMEX stocks / Stephen R. Foerster and Donald B. Keim
  Pt. II. Seasonal Patterns in Stock Returns and Other Puzzles
  8. Is there still a January effect? / Donald G. Booth and Donald B. Keim
  9. Anticipation in the January effect in the US futures markets / Chris R. Hensel and William T. Ziemba
  10. How does Clinton stand up to history? U.S. investment returns and presidential party affiliations / Chris R. Hensel and William T. Ziemba
  11. long term examination of the turn-of-the-month effect in the S&P500 / Chris R. Hensel, Gordon A. Sick and William T. Ziemba
  12. closed-end fund puzzle / Carolina Minio-Paluello
  13. Stock splits and ex-date returns for Nasdaq stocks: the effects of investor trading and bid-ask spreads / Mark Grinblatt and Donald B. Keim
  Pt. III. International Evidence
  14. Canadian security market anomalies / George Athanassakos and Stephen Foerster
  15. Seasonal anomalies in the Italian stock market, 1973-1993 / Elio Canestrelli and William T. Ziemba
  16. Efficiency and anomalies in the Turkish stock market / Gulnur Muradoglu
  17. Efficiency and anomalies in the Finnish stock market / Teppo Martikainen
  18. Characteristics-based premia in emerging markets: sector-neutrality, cycles, and cross-market correlations / Sandeep A. Patel
  19. Anomalies in Asian emerging stock markets / Seng-Kee Koh and Kie Ann Wong
  20. Japanese security market regularities, 1990-1994 / Luis R. Comolli and William T. Ziemba
  21. Predicting returns on the Tokyo Stock Exchange / Sandra L. Schwartz and William T. Ziemba
  22. High stock returns before holidays: international evidence and additional tests / Alonso Cervera and Donald B. Keim.