[推荐]Using SAS in Financial Research (very good SAS pratical book for financial m-经管之家官网！

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Book: Using SAS in Financial Research

Author: By Juha-Pekka Kallunki, John Broussard, and Ekkehart Boehmer

Comments:very good book used to analyze the financial data by SAS code

Notes:Since I really need the money to buy some other materials, I would have to post it for some money! Sorry for any inconvenience.

Contents:

Chapter 1: Introduction

• Introduction
  
• Working with SAS
  
• Ground Rules
  
• SAS Data Sets
  
• Using This Book Conventions Used in This Book

Chapter 2: 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

Chapter 3: Analyzing Winners and Losers: Using SAS to Test the Overreaction Hypothesis

• Gackground on Behavioral Issues Specifically Related to Overreaction
  
• Data Used for Analysis
  
• Sample SAS Code Evaluating the Existence of Return Reversals
  
• Summary
  
• Program Listing

Chapter 4: Cross-Sectional Approach to the Empirical Test of the Capital Asset Pricing Model

• Background
  
• The Data
  
• Sample SAS Code
  
• Program Listing
  
• Appendix: A Short Introduction to SAS Macros

Chapter 5: Event Studies

• Background
  
• Measuring Abnormal Stock Returns
  
• The Data
  
• Sample Program
  
• Program Listing

Chapter 6: Effective Use of SAS Macros: An Application to Event Studies

• Alternative Test Statistics in Event Studies
  
• The Data
  
• Sample Program
  
• Program Listing

Chapter 7: 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

Chapter 8: 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

Chapter 9: 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

Chapter 10: 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
  
• Appendix: Using SAS/CONNECT Software to Access WRDS

References

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