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Handbooks in Finance

Series edited by
W.T. Ziemba, University of British Columbia, Vancouver, Canada

"The Handbooks in Finance" are the definitive source for comprehensive and accessible information in finance. Written and edited by leading scholars, each volume presents an accurate, self-contained survey suitable for use by finance and economics professors and lecturers, professional researchers, and graduate students. Offering surveys that other books and journals cannot match, the volumes excel at providing overviews with applications. Contributors position their subjects in context to empirical and theoretical research. As the only reference source in finance, this series builds arguments and insights that are unavailable anywhere else.

详细的介绍请看链接：http://www.elsevier.com/wps/find/bookseriesdescription.cws_home/BS_S368/description

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关键词：Handbooks handbook Finance Financ Nance Finance 全套 Handbooks Ziemba

Handbook of Financial Econometrics Set
Edited By
Yacine Ait-Sahalia, Department of Economics, Princeton University
Lars Hansen, University of Chicago

Included in series
Handbooks in Finance

Audience:
University, research, and major public libraries with finance and economic holdings, academics in finance and economics, finance and economics professionals.

Handbook of Financial Econometrics, Vol 1

1. Operator Methods for Continuous-Time Markov Processes
2.  Parametric and Nonparametric Volatility Measurement
3. Nonstationary Continuous-Time Processes
4. Estimating Functions for Discretely Sampled Diffusion-Type Models-
5. Portfolio Choice Problems
6. Heterogeneity and Portfolio Choice: Theory and Evidence
7. Analysis of High Frequency Data
8. Simulated Score Methods and Indirect Inference for Continuous-time Models
9. The Econometrics of Option Pricing
10. Value at Risk- Christian Gourieroux
11. Measuring and Modeling Variation in the Risk-Return Tradeoff
12. Affine Term Structure Models

Handbook of Financial Econometrics, Vol 2

13. MCMC Methods for Continuous-Time Financial Econometrics
14. The Analysis of the Cross Section of Security Returns
15. Option Pricing Bounds and Statistical Uncertainty
16. Inference for Stochastic Processes
17. Stock market Trading Volume

too expensive!

Handbook of Sports and Lottery Markets
Edited By
Donald Hausch, University of Wisconsin, Madison, USA
G. Constantinides, University of Chicago, Chicago, IL, USA
W.T. Ziemba, University of British Columbia, Vancouver, Canada
H.M Markowitz, University of California-San Diego, La Jolla, CA, USA
R.C. Merton, Harvard Business School, Cambridge, MA, USA
S.C. Myers, MIT, Sloan School of Management, Cambridge, MA, USA
P.A. Samuelson, Mass Inst. of Technology, Cambridge, MA, USA
W.F. Sharpe, Graduate School of Business, Stanford, CA, USA
Kenneth Arrow, Stanford University, Stanford, CA, USA

Included in series
Handbooks in Finance

Audience:
Primary: university, research, and major public libraries with finance and economics holdings. Secondary: academics in finance and economics


Contents
Preview content on ScienceDirect

I. INDUSTRY STUDIES 1. Pari-mutuel Horse Race Wagering – Competition from Within and Outside the Industry Mukhtar Ali, University of Kentucky and Richard    Thalheimer, University of Louisville II. UTILITY AND PROBABILITY ESTIMATION
2. Utility and preference estimation Bruno Jullien, Universite de Toulouse and Bernard Salanie, Centre de Recherche en Economie et Statistique
3. Comparing Efficiency of the Over/Under Bets on NFL and NBA Games Joseph Golec and Murray Tamarkin, Clark University
4. Approximating the ordering probabilities of multi-entry competitions by a simple method Victor Lo, Fidelity Investments, Boston and John Bacon-Shone, Social Sciences Research Centre. University of Hong Kong III. FAVORITE-LONGSHOT BIAS IN THE WIN MARKET
5. The Favorite Longshot Bias: An Overview of the Main Explanations Marco Ottaviani, London Business School and Peter Norman Sorensen, University of Copenhagen 6. Examining explanations of a market anomaly: preferences or perceptions? Erik Snowberg, Stanford University and Justin Wolfers, University of Pennsylvania
7. Unifying the Favorite-Longshot Bias with Other Market Anomalies Russell S. Sobel and Matt E. Ryan, Department of Economics, West Virginia University
8. The Favorite-Longshot Bias in S&P 500 and FTSE 100 Index Futures Options: The Return to Bets and the Cost of Insurance Robert G. Tompkins, Hochschule fur Bankwirtschaft, Germany, William T. Ziemba, UBC, and Stewart D. Hodges, Univesity of Warwick IV. WEAK MARKET EFFICIENCY
9. Efficiency of racetrack betting markets Donald B. Hausch, University of Wisconsin and William T. Ziemba, UBC
10. Modeling Distance Preference and Pace Character in Thoroughbred Turf Racing David Edelman, University College, Dublin
11. Pointspread and Odds Betting in Baseball, Basketball and American Football Hal S. Stern, University of California, Irvine
12. Arbitrage and risk arbitrage in Team Jai Alai Daniel Lane, University of Ottawa and William T. Ziemba, UBC V. SEMI-STRONG FORM EFFICIENCY
13. Semi-strong form efficiency in the horserace betting market Johnnie Johnson and Ming-Chien Sung, University of Southhampton
14. The dosage breeding theory for horseracing predictions Marshall Gramm, Rhodes College and William T. Ziemba, UBC
15. Efficiency in Horse Race Betting Markets: The Role of Professional Tipsters Olivier Gergaud, University of Reims and Bruno Deschamps, University of Bath
16. Hong Kong markets TBA John Bacon-Shone et al, Hong Kong University VI. PREDICTION MARKETS
17. Index betting for sports and stock indices John Haigh, University of Sussex and Leighton Vaughan Williams, The Nottingham Trent University
18. Prediction Markets: From Politics to Business (and Back) Erik Snowberg, Stanford University, Justin Wolfers, University of Pennsylvania and E. Zitzewitz, Dartmouth College
19. Betting exchanges: a technological revolution in sports betting Michael A. Smith, Canterbury Christ Church University Leighton Vaughan Williams, Nottingham Business School, Nottingham Trent University VII. SOCCER
20. British soccer betting in Britain David Forrest, University of Salford
21. Efficiency of soccer betting odds - evidence from a pan-European electronic market Stephen Kossmeier and Simon Weinberger, Institute for Advanced Studies, Vienna, Austria VIII. LOTTERIES
22. Economics of lottery markets Ian Walker, University of Warwick
23. The statistics of lotteries John Haigh, University of Sussex
24. US lotto markets Victor Matheson, Holy Cross College and K. Grote, Lake Forest College

Handbook of Empirical Corporate Finance SET, 1 & 2
Edited By
B. Espen Eckbo, Center for Corporate Governance Tuck School at Dartmouth, Hanover, NH, USA

Included in series
Handbooks in Finance

Handbook of Empirical Corporate Finance 1:

Part 1 - Econometric Issues and Methodologgical Trends
Part 2 – Banking, Public Offerings, and Private Sources of Capital

Handbook of Empirical Corporate Finance 2:

Part 3 - Dividends, Capital Structure, and Financial Distress
Part 4 - Takeovers, Restructurings, and Managerial Incentives

kind of expensive

Handbook of Financial Markets: Dynamics and Evolution
Edited By
Thorsten Hens
Klaus Schenk-Hoppe

Included in series
Handbooks in Finance

Audience:
Primary: university, research, and major public libraries with finance and economics holdings. Secondary: academics in finance and economics

Preview content on ScienceDirect

"Introduction"--Thorsten Hens and Klaus Reiner Schenk-Hopp

1. "Thought and Behavioral Contagion in Capital Markets"--David Hirshleifer and Siew Hong Teoh
2. "How markets digest supply and demand and slowly incorporate information into prices"--Jean-Philippe Bouchaud, J. Doyne Farmer, and Fabrizio Lillo
3. "Stochastic Behavioral Asset Pricing Models and the Stylized Facts"--Thomas Lux
4. "Complex Evolutionary Systems in Behavioral Finance"--Cars Hommes and Florian Wagener
5. "Heterogeneity, Market Mechanisms, and Asset Price Dynamics"--Carl Chiarella, Xue-Zhong He and Roberto Dieci
6. "Perfect Forecasting and Behavioral Heterogeneities"--Jan Wenzelburger
7. "Market Selection and Asset Pricing"--Lawrence Blume and David Easley
8. "Rational Diverse Beliefs and Market Volatility"--Mordecai Kurz
9. "Evolutionary Finance"--Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hopp

Handbook of Financial Intermediation and Banking
Edited By
Anjan V. Thakor, John E. Simon Professor of Finance and Senior Associate Dean of Programs, Olin School of Business, Washington University, St. Louis, MO, USA
Kenneth Arrow, Stanford University, Stanford, CA, USA
Arnoud Boot, University of Amsterdam
G. Constantinides, University of Chicago, Chicago, IL, USA
H.M Markowitz, University of California-San Diego, La Jolla, CA, USA
R.C. Merton, Harvard Business School, Cambridge, MA, USA
S.C. Myers, MIT, Sloan School of Management, Cambridge, MA, USA
P.A. Samuelson, Mass Inst. of Technology, Cambridge, MA, USA
W.F. Sharpe, Graduate School of Business, Stanford, CA, USA

Included in series
Handbooks in Finance

Audience:
Upper-division undergraduates, graduate students, professors, and professionals studying financial intermediation, in particular banking, financial systems, regulation, mutual funds, and interbank competition

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OVERALL INTRODUCTION Arnoud W.A. Boot and Anjan V. Thakor Section
1: Design of Securities and Contracts Overview by Franklin Allen Paolo Fulghieri and Eitan Goldman ?The Design of Debt Contracts? Anthony Sanders, Yongheng Deng and Xudong An ?Subordination Levels in Structured Financing? Section
2: Market Structure and Structure of Financial Markets Christine Parlour and Duane Seppi ?Limit Order Markets: A Survey? Section
3: Structure of Financial Institutions Overview by Mitch Berlin Philip E. Strahan ?Bank Structure and Lending: What We Do and Do Not Know? Loretta J. Mester ?Optimal Industrial Structure in Banking? Amar Gande ?Commercial Banks in Investment Banking: A Survey? Section
4: Mutual Funds Overview by Sudipto Bhattacharya Bruce Lehmann and Allan Timmermann ?Performance Measurement and Evaluation? Lu Zheng ?The Behavior of Mutual Fund Investors? Sudipto Bhattacharya, Amil Dasgupta and Andrea Prat ?Incentives in Funds Management: Foundations and Consequences? Section
5: Regulation Overview by Mark Flannery Kenneth D. Jones and Tim Critchfield ?Consolidation in the U.S. Banking Industry: Is the ?Long, Strange Trip' About to End?? page Robert DeYoung ?Safety, Soundness, and The Evolution of the U.S. Banking Industry? Mark Flannery and Kasturi P. Rangan ?What Caused the Bank Capital Build-up of the 1990s?? Paul H. Kupiec ?Basel II: A Case for Recalibration? Section
6: Competition and Regulation Overview by Xavier Vives ?Competition and Regulation in Banking? Elena Carletti ?Competition and Regulation in Banking? Hans Degryse and Steven Ongena ?Competition and Regulation in the Banking Sector: A Review of the Empirical Evidence on the Sources of Bank Rents?

便宜便宜行不行啊……

Handbook of the Equity Risk Premium

Edited By
Rajnish Mehra, University of California Santa Barbara

Edited by Rajnish Mehra, this volume focuses on the equity risk premium puzzle, a term coined by Mehra and Prescott in 1985 which encompasses a number of empirical regularities in the prices of capital assets that are at odds with the predictions of standard economic theory.

Included in series
Handbooks in Finance

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Rajnish Mehra (UCSB), Introduction.
1. Rajnish Mehra (UCSB)and Edward C. Prescott (Arizona State), The Equity Premium: ABCs.
2. John B. Donaldson (Columbia) and Rajnish Mehra (UCSB), Risk Based Explanations of the Equity Premium.
3. Rajnish Mehra (UCSB)and Edward C. Prescott (Arizona State), Non-Risk Based Explanations of the Equity Premium.
4. Andy Abel (Wharton), Equity Premia with Benchmark Levels of Consumption: Closed-Form Results.
5. Ravi Bansal (Duke), Long Run Risks and Risk Compensation in Equity Markets.
6. Nick Barberis (Yale) and Ming Huang (Cornell), The Loss Aversion/Narrow Framing Approach to the Stock Market Pricing and Participation Puzzles.
7. John Cochrane (Chicago), Financial Markets and the Real Economy.
8. George Constantinides (Chicago), Understanding the Equity Risk Premium Puzzle.
9. Gurdip Bakshi (Maryland) and Zhiwu Chen (Yale), Cash Flow Risk and the Equity Premium Puzzle.
10. Jean-Pierre Danthine (Lausanne), John Donaldson (Columbia) and Paolo Siconolfi (Columbia)and Paolo Siconolfi (Columbia), Distribution Risk and Equity Returns.
11. Elroy Dimson (LBS), Paul Marsh (LBS) and Mike Staunton (LBS), The Worldwide Equity Premium: A Smaller Puzzle.
12. William Goetzmann (Yale) and Roger Ibbotson (Yale), History and the Equity Risk Premium.
13. John Heaton (Chicago) and Debbie Lucas (Northwestern), Can Heterogeneity, Undiversifiable Risk, and Trading Frictions Explain the Equity Premium?
14. Kjetil Storesletten (U Oslo), Chris Telmer (CMU) and Amir Yaron (Wharton), Asset Prices and Intergenerational Risk Sharing: the Role of Idiosyncratic Earnings Shocks.