Performing Financial Studies : A Methodological Cookbook / Edition 1

Paperback (Print)
Buy Used
Buy Used from BN.com
$70.09
(Save 34%)
Item is in good condition but packaging may have signs of shelf wear/aging or torn packaging.
Condition: Used – Good details
Used and New from Other Sellers
Used and New from Other Sellers
from $10.98
Usually ships in 1-2 business days
(Save 89%)
Other sellers (Paperback)
  • All (10) from $10.98   
  • New (2) from $70.50   
  • Used (8) from $10.98   
Close
Sort by
Page 1 of 1
Showing All
Note: Marketplace items are not eligible for any BN.com coupons and promotions
$70.50
Seller since 2008

Feedback rating:

(217)

Condition:

New — never opened or used in original packaging.

Like New — packaging may have been opened. A "Like New" item is suitable to give as a gift.

Very Good — may have minor signs of wear on packaging but item works perfectly and has no damage.

Good — item is in good condition but packaging may have signs of shelf wear/aging or torn packaging. All specific defects should be noted in the Comments section associated with each item.

Acceptable — item is in working order but may show signs of wear such as scratches or torn packaging. All specific defects should be noted in the Comments section associated with each item.

Used — An item that has been opened and may show signs of wear. All specific defects should be noted in the Comments section associated with each item.

Refurbished — A used item that has been renewed or updated and verified to be in proper working condition. Not necessarily completed by the original manufacturer.

New

Ships from: Chicago, IL

Usually ships in 1-2 business days

  • Standard, 48 States
  • Standard (AK, HI)
$155.00
Seller since 2015

Feedback rating:

(241)

Condition: New
Brand new.

Ships from: acton, MA

Usually ships in 1-2 business days

  • Standard, 48 States
  • Standard (AK, HI)
Page 1 of 1
Showing All
Close
Sort by

More About This Textbook

Overview

Ideal for both reference and self-study, this unique volume goes beyond simply explaining how statistical procedures should be done, to showing in "no-detail-left-out" fashion what should be done at each step—much like following a recipe in a cookbook. Additionally, raw financial data sets are used in the examples so each method is related directly to finance and to the specific problems financial data presents. Statistical procedures related exclusively to finance (and often only found tersely described in academic journals) are also covered. Features screen captures in various computer programs (Excel, SPSS, or EViews). Understanding Your Data. Preparing Your Data for Analysis. Correlation. Autocorrelation. Partial Autocorrelation. Autocorrelation for Nonparametric Data (Wald-Wolfowitz Runs Test). T-test. ANOVA. Regression. Calculating Beta. Measuring Predictive Ability. Event Studies. Bootstrapping. AVRM (Added Variable Regression Model). Cointegration. ARIMA Models. Unit Root Test. Granger Causality. ARCH/GARCH. Programming the Black-Scholes Model. Programming the Binomial Option Pricing Model. Sections within the Financial Study. Bringing Output into Word. For Financial Research Analysts, Financial Consultants, Mutual Fund Managers, Financial Managers, etc.

Read More Show Less

Product Details

  • ISBN-13: 9780130479815
  • Publisher: Prentice Hall
  • Publication date: 2/28/2003
  • Edition description: New Edition
  • Edition number: 1
  • Pages: 448
  • Product dimensions: 8.00 (w) x 9.90 (h) x 1.00 (d)

Table of Contents

I. GETTING STARTED.

1. Understanding Your Data.

2. Preparing Your Data for Analysis.

II. BASIC FINANCIAL STATISTICS/METHODOLOGIES.

3. Correlation.

4. Autocorrelation.

5. Partial Autocorrelation.

6. Autocorrelation for Nonparametric Data (Wald-Wolfowitz Runs Test).

7. T-test.

8. Analysis of Variance.

9. Regression.

10. Factor Analysis.

11. Calculating a Stock's Beta.

12. Predictive Ability.

III. ADVANCED FINANCIAL TECHNIQUES/METHODOLOGIES.

13. Event Studies.

14. Unit Root Test.

15. Granger Causality.

16. Cointegration.

17. Vector Autoregression.

18. Vector Error Correction.

19. ARCH/GARCH.

20. Programming a Binomial Option Pricing Model.

21. Programming a Black-Scholes Option Pricing Model.

IV. WRITING A FINANCIAL STUDY.

22. Sections in a Financial Study.

23. Bringing Output into Microsoft Word.

Appendix - Dataset Descriptions.

Read More Show Less

Customer Reviews

Be the first to write a review
( 0 )
Rating Distribution

5 Star

(0)

4 Star

(0)

3 Star

(0)

2 Star

(0)

1 Star

(0)

Your Rating:

Your Name: Create a Pen Name or

Barnes & Noble.com Review Rules

Our reader reviews allow you to share your comments on titles you liked, or didn't, with others. By submitting an online review, you are representing to Barnes & Noble.com that all information contained in your review is original and accurate in all respects, and that the submission of such content by you and the posting of such content by Barnes & Noble.com does not and will not violate the rights of any third party. Please follow the rules below to help ensure that your review can be posted.

Reviews by Our Customers Under the Age of 13

We highly value and respect everyone's opinion concerning the titles we offer. However, we cannot allow persons under the age of 13 to have accounts at BN.com or to post customer reviews. Please see our Terms of Use for more details.

What to exclude from your review:

Please do not write about reviews, commentary, or information posted on the product page. If you see any errors in the information on the product page, please send us an email.

Reviews should not contain any of the following:

  • - HTML tags, profanity, obscenities, vulgarities, or comments that defame anyone
  • - Time-sensitive information such as tour dates, signings, lectures, etc.
  • - Single-word reviews. Other people will read your review to discover why you liked or didn't like the title. Be descriptive.
  • - Comments focusing on the author or that may ruin the ending for others
  • - Phone numbers, addresses, URLs
  • - Pricing and availability information or alternative ordering information
  • - Advertisements or commercial solicitation

Reminder:

  • - By submitting a review, you grant to Barnes & Noble.com and its sublicensees the royalty-free, perpetual, irrevocable right and license to use the review in accordance with the Barnes & Noble.com Terms of Use.
  • - Barnes & Noble.com reserves the right not to post any review -- particularly those that do not follow the terms and conditions of these Rules. Barnes & Noble.com also reserves the right to remove any review at any time without notice.
  • - See Terms of Use for other conditions and disclaimers.
Search for Products You'd Like to Recommend

Recommend other products that relate to your review. Just search for them below and share!

Create a Pen Name

Your Pen Name is your unique identity on BN.com. It will appear on the reviews you write and other website activities. Your Pen Name cannot be edited, changed or deleted once submitted.

 
Your Pen Name can be any combination of alphanumeric characters (plus - and _), and must be at least two characters long.

Continue Anonymously

    If you find inappropriate content, please report it to Barnes & Noble
    Why is this product inappropriate?
    Comments (optional)