[推荐]Using SAS in Financial Research (very good SAS pratical book for financial m [推广有奖]

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yyu 发表于 2007-2-16 03:49:00 |AI写论文

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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
<UL>
<LI>Introduction 
<LI>Working with SAS 
<LI>Ground Rules 
<LI>SAS Data Sets 
<LI>Using This Book Conventions Used in This Book </LI></UL>
Chapter 2: Random Walking or Walking Randomly: Using SAS to Conduct Variance Ratio Testing of Asset Prices</4> 
<UL>
<LI>Background for the Random Walk Theory of Asset Prices 
<LI>The Data 
<LI>Sample SAS Code for Variance Ratio Specification Testing 
<LI>Summary 
<LI>Program Listing </LI></UL>
Chapter 3: Analyzing Winners and Losers: Using SAS to Test the Overreaction Hypothesis
<UL>
<LI>Gackground on Behavioral Issues Specifically Related to Overreaction 
<LI>Data Used for Analysis 
<LI>Sample SAS Code Evaluating the Existence of Return Reversals 
<LI>Summary 
<LI>Program Listing </LI></UL>
Chapter 4: Cross-Sectional Approach to the Empirical Test of the Capital Asset Pricing Model
<UL>
<LI>Background 
<LI>The Data 
<LI>Sample SAS Code 
<LI>Program Listing 
<LI>Appendix: A Short Introduction to SAS Macros </LI></UL>
Chapter 5: Event Studies
<UL>
<LI>Background 
<LI>Measuring Abnormal Stock Returns 
<LI>The Data 
<LI>Sample Program 
<LI>Program Listing </LI></UL>
Chapter 6: Effective Use of SAS Macros: An Application to Event Studies
<UL>
<LI>Alternative Test Statistics in Event Studies 
<LI>The Data 
<LI>Sample Program 
<LI>Program Listing </LI></UL>
Chapter 7: Association Types of Studies: Investigating the Price-Earnings Relationship 
<UL>
<LI>Background for Association Types of Studies 
<LI>The Data 
<LI>Sample SAS Code for Price-Earnings Regressions 
<LI>Program Listing </LI></UL>
Chapter 8: Predicting Bankruptcy from Financial Distress Characterization Models 
<UL>
<LI>Background for Characterizing Firms in Financial Distress 
<LI>The Data 
<LI>Sample SAS Program to Evaluate Financial Distress Characterization 
<LI>Summary 
<LI>Program Listing </LI></UL>
Chapter 9: Using Accounting Information to Forecast Market Performance 
<UL>
<LI>Background for Analyzing Fundamental Accounting Information and Market Performance 
<LI>The Data 
<LI>Sample Program to Evaluate Financial Information and Market Performance 
<LI>Summary 
<LI>Program Listing </LI></UL>
Chapter 10: Analysis of Transaction Data </H4) <ul>
<UL>
<LI>Background 
<LI>The Data 
<LI>Combining Identical Trades 
<LI>Correcting Time Stamps and Computing the Tick Test 
<LI>Computing Quote Changes and Combining Them with Trades 
<LI>Estimation of Trading Costs 
<LI>VAR Estimation 
<LI>Program Listing 
<LI>Appendix: Using SAS/CONNECT Software to Access WRDS </LI></UL>
References