Using SAS in Financial Research
Authors: Ekkehart Boehmer, John Broussard, Juha Pekka Kallunki
Publisher: SAS Press
A reference handbook for empirical analysis of securities, market, and financial statement data.
Editions
Paperback (2002)
Paperback
Year: 2002
ISBN: 1-59047-039-7 (978-1-59047-039-8)
Pages: 170
Publisher’s list price: 32.95
Contents
- 1. Introduction
- 2. Random Walking or Walking Randomly: Using SAS to Conduct Variance Ratio Testing of Asset Prices
- 3. Analyzing Winners and Losers: Using SAS to Test the Overreaction Hypothesis
- 4. Cross-Sectional Approach to the Empirical Test of the Capital Asset Pricing Model
- 5. Event Studies
- 6. Effective Use of SAS Macros: An Application to Event Studies
- 7. Association Types of Studies: Investigating the Price-Earnings Relationship
- 8. Predicting Bankruptcy from Financial Distress Characterization Models
- 9. Using Accounting Information to Forecast Market Performance
- 10. Analysis of Transaction Data
- References
- Index
