Jau Lian Jeng: 2 books
Analyzing Event Statistics in Corporate Finance
Methodologies, Evidences, and Critiques
Language: English
Release Date: February 4, 2015
Analyzing Event Statistics in Corporate Finance provides new alternative methodologies to increase accuracy when performing statistical tests for event studies within corporate finance. In contrast to conventional surveys or literature reviews, Jeng focuses on various methodological defects or deficiencies...
Empirical Asset Pricing Models
Data, Empirical Verification, and Model Search
Language: English
Release Date: March 19, 2018
This book analyzes the verification of empirical asset pricing models when returns of securities are projected onto a set of presumed (or observed) factors. Particular emphasis is placed on the verification of essential factors and features for asset returns through model search approaches, in which...