发帖
雷达卡
【作者】Juha-Pekka Kallunki, John Broussard, and Ekkehart Boehmer
【出版社】SAS Press
【版本】1 edition
【出版日期】December 27, 2002
【文件格式】PDF
【文件大小】22.8MB
【页数】151
【ISBN出版号】978-1-59047-039-8
【资料类别】教程
【市面定价】32.95 USD
【扫描版还是影印版】扫描
【是否缺页】有（少封面、版权信息这几页，但不影响阅读）
【关键词】SAS,financial research
【内容简介】Researchers, graduate students, and practitioners in the financial market now have the first reference-style handbook detailing the mechanics of statistical testing on financial and accounting data. Ekkehart Boehmer, John Paul Broussard, and Juha-Pekka Kallunki's Using SAS in Financial Research illustrates how to use SAS software to conduct basic empirical analyses of stock market and financial statement data. It covers various research topics, including investigating the predictability of stock returns, estimating the risk of common stock, and analyzing the impact of earnings and other financial statement information. The use of the SAS language to investigate these issues is demonstrated with numerous real-world examples employing traditional to state-of-the-art analytical estimation techniques. Main topics covered are variance ratio testing, capital asset pricing model, event studies, value versus growth, earnings response coefficients, and microstructure analysis. Readers will find the merging of theoretical and practical concepts unique and informative. permission in writing from the publisher.
【目录】
Contents
ACKNOWLEDGMENTS vii
CHAPTER 1 -INTRODUCTION
Chapter 2 - Random Walking or Walking Randomly: Using SAS to Conduct Variance Ratio Testing of Asset prices
Chapter 3 – Analyzing Winners and Losers: Using SAS to test the Overreaction Hypothesis
Chapter 4 – Cross-Sectional approach to the empirical test of the Capital Asset Pricing Model
Chapter 5 – Event Studies
Chapter 6 – Effective Use of SAS Macros: An application to event studies
Chapter 7 – Association types of Studies: Investigating the Price-Earnings Relationship
Chapter 8 – Predicting Bankruptcy from Financial Distress Characterization Models
Chapter 9 – Using Accounting information to Forecast Market Performance
Chapter 10 – Analysis of Transaction Data
【原创书评】using sas in financial research，SAS关于金融的一本书，本来从其他下的是扫描版，文字没法复制，我用Adobe Acrobat 8 Professional的文字识别功能把整本书给识别了一下，方便大家看书的时候可以复制代码等文字。
这本书通俗易懂，是用SAS研究金融的推荐教程。
279689.rar
(19.06 MB, 需要: 1 个论坛币)
本附件包括：- using_sas_in_financial_research（OCR）.pdf
提升卡
置顶卡
沉默卡
变色卡
抢沙发
千斤顶
显身卡
京公网安备 11010802022788号
