好书! Using SAS in Financial Research

<p>感谢楼主</p>

牛人

many many many thx!

<p>【书名】 Using SAS in Financial Research<br/>【作者】 Juha-Pekka Kallunki, John Broussard, and Ekkehart Boehmer<br/>【出版社】SAS Publishing<br/>【版本】<br/>【出版日期】2002.3<br/>【文件格式】PDF <br/>【文件大小】29.7mb<br/>【页数】151页<br/>【ISBN出版号】1590470397<br/>【资料类别】计量经济学<br/>【市面定价】<br/>【扫描版还是影印版】清晰扫描版<br/>【是否缺页】完整<br/>【关键词】SAS , Financial Research<br/>【内容简介】主要关于sas在金融研究中的应用<br/>【目录】<br/>Chapter 1: Introduction<br/>Introduction <br/>Working with SAS <br/>Ground Rules<br/>SAS Data Sets<br/>Conventions Used in This Book <br/></p><p>Chapter 2: Random Walking or Walking Randomly: Using SAS to Conduct Variance Ratio Testing of Asset Prices <br/>Background for the Random Walk Theory of Asset Prices <br/>The Data <br/>Sample SAS Code for Variance Ratio Specification Testing <br/>Summary <br/>Program Listing <br/></p><p>Chapter 3: Analyzing Winners and Losers: Using SAS to Test the OverreactionHypothesis<br/>Gackground on Behavioral Issues Specifically Related to Overreaction <br/>Data Used for Analysis <br/>Sample SAS Code Evaluating the Existence of Return Reversals <br/>Summary <br/>Program Listing</p><p>&nbsp;<br/>Chapter 4: Cross-Sectional Approach to the Empirical Test of the CapitalAsset Pricing Model<br/>Background <br/>The Data <br/>Sample SAS Code <br/>Program Listing <br/>Appendix: A Short Introduction to SAS Macros </p><p><br/>Chapter 5: Event Studies<br/>Background <br/>Measuring Abnormal Stock Returns <br/>The Data <br/>Sample Program <br/>Program Listing </p><p><br/>Chapter 6: Effective Use of SAS Macros: An Application to Event Studies<br/>Alternative Test Statistics in Event Studies <br/>The Data <br/>Sample Program <br/>Program Listing </p><p><br/>Chapter 7: Association Types of Studies: Investigating the Price-EarningsRelationship Background for Association Types of Studies<br/>The Data<br/>Sample SAS Code for Price-Earnings Regressions<br/>Program Listing </p><p><br/>Chapter 8: Predicting Bankruptcy from Financial Distress CharacterizationModels <br/>Background for Characterizing Firms in Financial Distress <br/>The Data <br/>Sample SAS Program to Evaluate Financial Distress Characterization <br/>Summary <br/>Program Listing </p><p><br/>Chapter 9: Using Accounting Information to Forecast Market Performance <br/>Background for Analyzing Fundamental Accounting Information and Market Performance <br/>The Data <br/>Sample Program to Evaluate Financial Information and Market Performance <br/>Summary <br/>Program Listing </p><p><br/>Chapter 10: Analysis of Transaction Data<br/>Background<br/>The Data <br/>Combining Identical Trades<br/>Correcting Time Stamps and Computing the Tick Test <br/>Computing Quote Changes and Combining Them with Trades <br/>Estimation of Trading Costs <br/>VAR Estimation <br/>Program Listing <br/>Appendix: Using SAS/CONNECT Software to Access WRDS References <br/>【原创书评】对于具备SAS编程基础的金融和会计实证研究人员来说，本书是其研究的必备工具。该书分为十章，除第一章之外，其他每一章都是围绕着金融或者会计实证研究的一个经典主体来谈的，先介绍这方面的研究背景，然后讨论相应的数据和编程。与国内的sas教材相比，本书真正地实现了金融、会计专业知识与sas编程应用相结合，而非仅仅介绍sas在统计和计量方法中的使用。书中介绍的内容包括随机游走假设的验证、过度反应假设的验证、资本资产定价模型、事件研究的方法、股价和收益的关联研究、破产模型的预测、分析会计信息来预测资本市场的绩效、高频数据的分析。从这些内容来看，都是会计和金融中的经典研究课题，尤其适合正在学习实证研究但却不会将文献转化为实际操作的研究生们。需要注意的是，我国的数据和国外存在差别，因而程序或许要作些修改。</p>

[此贴子已经被作者于2008-1-5 15:34:04编辑过]

really useful!

So good.<br/>

lz辛苦了！谢谢

<p>强烈支持!!!</p>

好人哪！值得一顶！