Sign-In
Cart
Empirical Asset Pricing
Hardcover
ISBN13: 9781118095041
Publisher: John Wiley & Sons
Published: Mar 18 2016
Pages: 512
Weight: 0.35
Height: 0.40 Width: 6.50 Depth: 10.00
Language: English
Bali, Engle, and Murray have produced a highly accessible introduction to the techniques and evidence of modern empirical asset pricing. This book should be read and absorbed by every serious student of the field, academic and professional.
Eugene Fama, Robert R. McCormick Distinguished Service Professor of Finance, University of Chicago and 2013 Nobel Laureate in Economic Sciences
The empirical analysis of the cross-section of stock returns is a monumental achievement of half a century of finance research. Both the established facts and the methods used to discover them have subtle complexities that can mislead casual observers and novice researchers. Bali, Engle, and Murray's clear and careful guide to these issues provides a firm foundation for future discoveries.
John Campbell, Morton L. and Carole S. Olshan Professor of Economics, Harvard University
Bali, Engle, and Murray provide clear and accessible descriptions of many of the most important empirical techniques and results in asset pricing.
Kenneth R. French, Roth Family Distinguished Professor of Finance, Tuck School of Business, Dartmouth College
This exciting new book presents a thorough review of what we know about the cross-section of stock returns. Given its comprehensive nature, systematic approach, and easy-to-understand language, the book is a valuable resource for any introductory PhD class in empirical asset pricing.
Lubos Pastor, Charles P. McQuaid Professor of Finance, University of Chicago
Empirical Asset Pricing: The Cross Section of Stock Returns is a comprehensive overview of the most important findings of empirical asset pricing research. The book begins with thorough expositions of the most prevalent econometric techniques with in-depth discussions of the implementation and interpretation of results illustrated through detailed examples. The second half of the book applies these techniques to demonstrate the most salient patterns observed in stock returns. The phenomena documented form the basis for a range of investment strategies as well as the foundations of contemporary empirical asset pricing research. Empirical Asset Pricing: The Cross Section of Stock Returns also includes:
- Discussions on the driving forces behind the patterns observed in the stock market
- An extensive set of results that serve as a reference for practitioners and academics alike
- Numerous references to both contemporary and foundational research articles
Empirical Asset Pricing: The Cross Section of Stock Returns is an ideal textbook for graduate-level courses in asset pricing and portfolio management. The book is also an indispensable reference for researchers and practitioners in finance and economics.
Turan G. Bali, PhD, is the Robert Parker Chair Professor of Finance in the McDonough School of Business at Georgetown University. The recipient of the 2014 Jack Treynor prize, he is the coauthor of Mathematical Methods for Finance: Tools for Asset and Risk Management, also published by Wiley.
Robert F. Engle, PhD, is the Michael Armellino Professor of Finance in the Stern School of Business at New York University. He is the 2003 Nobel Laureate in Economic Sciences, Director of the New York University Stern Volatility Institute, and co-founding President of the Society for Financial Econometrics.
Scott Murray, PhD, is an Assistant Professor in the Department of Finance in the J. Mack Robinson College of Business at Georgia State University. He is the recipient of the 2014 Jack Treynor prize.
Also in
Investing & Finance
How to Invest $50-$5,000: The Small Investor's Step-By-Step Plan for Low-Risk Investing in Today's Economy
Dunnan, Nancy
Paperback
Planet Money: A Guide to the Economic Forces That Shape Your Life
Mayyasi, Alex
Hosts of Npr's Planet Money
Hardcover
Money Unlocked: How to Make It, Keep It and Multiply It: The New York Times Bestseller
Lee, John
Paperback
The Millionaire Next Door: The Surprising Secrets of America's Wealthy
Stanley, Thomas J., PH. D.
Danko, William D., PH. D.
Paperback
I Will Teach You to Be Rich: No Guilt. No Excuses. Just a 6-Week Program That Works (Second Edition)
Sethi, Ramit
Paperback
Poor Charlie's Almanack: The Essential Wit and Wisdom of Charles T. Munger
Munger, Charles T.
Hardcover
J.K. Lasser's Your Income Tax 2026: For Preparing Your 2025 Tax Return
J K Lasser Institute
Paperback
J.K. Lasser's Your Income Tax 2027: For Preparing Your 2026 Tax Return
J K Lasser Institute
Paperback
How to Invest in Gold and Silver: A Complete Guide with a Focus on Mining Stocks
Durrett, Don
Paperback
The Price of Democracy: The Revolutionary Power of Taxation in American History
Williamson, Vanessa S.
Hardcover
The Little Book of Common Sense Investing: The Only Way to Guarantee Your Fair Share of Stock Market Returns
Bogle, John C.
Hardcover
Market Wizards: The Next Generation: The World's Top Young Traders Reveal How They Beat the Market
Schwager, Jack D.
Coyle, George F.
Hardcover
The Making of a Permabear: The Perils of Long-Term Investing in a Short-Term World
Grantham, Jeremy
Hardcover
The Compounders: From Small Acquisitions to Giant Shareholder Returns
Hadziefendic, Adnan
Dybvad, Oddbjørn
Nyland, Kjetil
Paperback
La Psicología del Dinero: 18 Claves Imperecederas Sobre Riqueza Y Felicidad / The Psychology of Money
Housel, Morgan
Paperback
A Beginner's Guide to the Stock Market: Everything You Need to Start Making Money Today
Kratter, Matthew R.
Paperback
The Intelligent Investor Third Edition: The Definitive Book on Value Investing
Graham, Benjamin
Zweig, Jason
Paperback
Trading: Technical Analysis Masterclass: Master the financial markets
Czubatinski, Moritz
Schlotmann, Rolf
Paperback
The World for Sale: Money, Power, and the Traders Who Barter the Earth's Resources
Blas, Javier
Farchy, Jack
Paperback
The Age of Surveillance Capitalism: The Fight for a Human Future at the New Frontier of Power
Zuboff, Shoshana
Paperback
How to Make Money in Stocks: A Winning System in Good Times and Bad, Fourth Edition
O'Neil, William J.
Paperback
El Inversor Inteligente: Un Libro de Asesoramiento Práctico = The Intelligent Investor
Graham, Benjamin
Paperback
The Coffee Can Investor: A Stock-Picker's Journey to Build Generational Wealth
Khemlani, Neeraj
Hardcover
Retirement Planning Guidebook: Navigating the Important Decisions for Retirement Success
Pfau, Wade
Paperback
Tax-Free Wealth: How to Build Massive Wealth by Permanently Lowering Your Taxes
Wheelwright, Tom
Paperback
The Black Swan: Second Edition: The Impact of the Highly Improbable: With a New Section: On Robustness and Fragility
Taleb, Nassim Nicholas
Paperback
The Intelligent Investor, 3rd Ed.: The Definitive Book on Value Investing
Graham, Benjamin
Zweig, Jason
Hardcover
The Investor's Odyssey: Resisting the Sirens and Playing the Long Game
Mayer, Christopher W.
Hardcover
One Up on Wall Street: How to Use What You Already Know to Make Money in the Market
Lynch, Peter
Paperback
The Rules That Make Us: How Culture Shapes the Way We Act, Think, Believe, and Buy
Sweet, Oliver
Hardcover
A History of the United States in Five Crashes: Stock Market Meltdowns That Defined a Nation
Nations, Scott
Paperback
Broken Money: Why Our Financial System is Failing Us and How We Can Make it Better
Alden, Lyn
Paperback
Your Retirement Sketchbook: 125 Retirement Planning Lessons from Financial Experts
Hopkins, Jamie P.
Treichel, Bonnie
Paperback
Quality Investing: Owning the Best Companies for the Long Term
Hargreaves, Patrick
Cunningham, Lawrence a.
Eide, Torkell T.
Hardcover
Friends That Invest: Your Guide to Financial Independence Through Shares and Stocks
Kaur, Simran
Paperback
HBR Guide to Buying a Small Business: Think Big, Buy Small, Own Your Own Company
Yudkoff, Royce
Ruback, Richard S.
Paperback
Profit First: Transform Your Business from a Cash-Eating Monster to a Money-Making Machine
Michalowicz, Mike
Hardcover
Understanding Living Trusts(R): How You Can Avoid Probate, Keep Control, Save Taxes, and Enjoy Peace of Mind
Schumacher, Vickie
Paperback
The Customer Service Survival Kit: What to Say to Defuse Even the Worst Customer Situations
Gallagher, Richard
Paperback
The Winner's Curse: Behavioral Economics Anomalies, Then and Now
Thaler, Richard H.
Imas, Alex
Hardcover
J.K. Lasser's 1001 Deductions and Tax Breaks 2026: Your Complete Guide to Everything Deductible
Weltman, Barbara
Paperback
Trading in the Zone: Master the Market with Confidence, Discipline, and a Winning Attitude
Douglas, Mark
Hardcover
Poor Charlie's Almanack: The Essential Wit and Wisdom of Charles T. Munger
Munger, Charles T.
Paperback
Financial Intelligence: A Manager's Guide to Knowing What the Numbers Really Mean
Berman, Karen
Knight, Joe
Hardcover
The Complete Turtletrader: How 23 Novice Investors Became Overnight Millionaires
Covel, Michael W.
Paperback
Hide Your Assets and Disappear: A Step-By-Step Guide to Vanishing Without a Trace
Pankau, Edmund
Paperback
The New Money Strategy: The Modern Guide to Rational, Long-Term Investing
Van Der Kolk, Brandon
Hardcover
Alchemy: The Dark Art and Curious Science of Creating Magic in Brands, Business, and Life
Sutherland, Rory
Paperback
Finance Equations & Answers: A Quickstudy Laminated Reference Guide
Florida Institute of Finance
Other
Rich Family Smart Family: Raise Your Family's Financial IQ and Take Control of Your Future
Kiyosaki, Robert
Paperback
The Millionaire Next Door: The Surprising Secrets of America's Wealthy
Danko, William D.
Stanley, Thomas J.
Hardcover
Payments Systems in the U.S.: A Guide for the Payments Professional
Loftesness, Scott
Benson, Carol Coye
Jones, Russ
Paperback
Predictably Irrational, Revised and Expanded Edition: The Hidden Forces That Shape Our Decisions
Ariely, Dan
Paperback
Wired on Wall Street: The Rise and Fall of Tipper X, One of the Fbi's Most Prolific Informants
Hardin, Tom
Hardcover
Financial Literacy for All: Disrupting Struggle, Advancing Financial Freedom, and Building a New American Middle Class
Bryant, John Hope
Paperback
El Dinero No Es El Problema, Tú Lo Eres - Money is Not the Problem Spanish
Douglas, Gary M.
Heer, Dain
Paperback
Small Time Operator: How to Start Your Own Business, Keep Your Books, Pay Your Taxes, and Stay Out of Trouble
Kamoroff, Bernard B.
Paperback
The Million-Dollar Financial Services Practice: A Proven System for Becoming a Top Producer
Mullen Jr, David J.
Paperback
Investing 101: From Stocks and Bonds to Etfs and Ipos, an Essential Primer on Building a Profitable Portfolio
Cagan, Michele
Hardcover
The Infographic Guide to Personal Finance: A Visual Reference for Everything You Need to Know
Lariviere, Elisabeth
Cagan, Michele
Paperback
SEVENTEEN TO MILLIONAIRE You're Seventeen. You're Canadian. You wanna be rich. Let's do this.
Price, Douglas
Paperback
The Most Important Thing Illuminated: Uncommon Sense for the Thoughtful Investor
Marks, Howard
Hardcover
No Loose Ends: The Smart & Slightly Morbid Guide to Estate Planning & End-Of-Life Tasks
Zuckerman, Adam
Hardcover
Stop Making Stupid Investments: 7 Rules to Avoid the Hype and Build Real Wealth
Leiter, David
Hardcover
J.K. Lasser's Small Business Taxes 2026: Your Complete Guide to a Better Bottom Line
Weltman, Barbara
Paperback
Sideways: Using the Power of Technical Analysis to Profit in Uncertain Times
Richards, Keith G.
Paperback
Trade Like a Stock Market Wizard: How to Achieve Superperformance in Stocks in Any Market
Minervini, Mark
Hardcover
Easy Money: Cryptocurrency, Casino Capitalism, and the Golden Age of Fraud: The Basis for the Documentary Everyone Is Lying to You for Money
McKenzie, Ben
Silverman, Jacob
Paperback
The Capital Order: How Economists Invented Austerity and Paved the Way to Fascism
Mattei, Clara E.
Paperback
Anti-Fascist Economics: In Defense of Affordability, Dignity, and Democracy
Weber, Isabella
Hardcover
Best Loser Wins: Why Normal Thinking Never Wins the Trading Game - Written by a High-Stake Day Trader
Hougaard, Tom
Paperback
Our Dollar, Your Problem: An Insider's View of Seven Turbulent Decades of Global Finance, and the Road Ahead
Rogoff, Kenneth
Paperback
Como Gane $2,000,000 En La Bolsa / How I Made $2,000,000 in the Stock Market
Darvas, Nicolas
Paperback
The Tax and Legal Playbook: Game-Changing Solutions to Your Small Business Questions
Kohler, Mark
Paperback
Fixed: Why Personal Finance Is Broken and How to Make It Work for Everyone
Campbell, John Y.
Ramadorai, Tarun
Hardcover
The Book on Rental Property Investing: How to Create Wealth with Intelligent Buy and Hold Real Estate Investing
Turner, Brandon
Paperback
The Mental Game of Trading: A System for Solving Problems with Greed, Fear, Anger, Confidence, and Discipline
Tendler, Jared
Paperback
Layered Money: From Gold and Dollars to Bitcoin and Central Bank Digital Currencies
Bhatia, Nik
Paperback
The World for Sale: Money, Power, and the Traders Who Barter the Earth's Resources
Blas, Javier
Farchy, Jack
Hardcover
Money and Me: How to Make Your Finances Work Harder for You and Your Family
Clements, Jonathan
Paperback
Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets
Taleb, Nassim Nicholas
Paperback
Elliott Wave - Fibonacci High Probability Trading: Master The Wave Principle and Market Timing With Proven Strategies
Sanders, Jarrod
Paperback
Money to Burn: The Unvarnished Truth about Leon Black, Apollo, and the Rise of a New Wall Street
Cohan, William D.
Hardcover
A Richer Retirement: Supercharging the 4% Rule to Spend More and Enjoy More
Bengen, William P.
Hardcover
How Not to Invest: The Ideas, Numbers, and Behaviors That Destroy Wealth--And How to Avoid Them
Ritholtz, Barry
Hardcover
Our Dollar, Your Problem: An Insider's View of Seven Turbulent Decades of Global Finance, and the Road Ahead
Rogoff, Kenneth
Hardcover
Covered Calls for Beginners: A Risk-Free Way to Collect "Rental Income" Every Single Month on Stocks You Already Own
Publications, Freeman
Paperback
Masters of the Universe: Winning Strategies of America's Greatest Dealmakers
Kadlec, Daniel J.
Paperback
Mastering Private Equity: Transformation Via Venture Capital, Minority Investments and Buyouts
Zeisberger, Claudia
White, Bowen
Prahl, Michael
Hardcover
Your Perfect Portfolio: The Ultimate Guide to Using the World's Most Powerful Investing Strategies
Roche, Cullen
Paperback
Beyond the Grave, Revised and Updated Edition: The Right Way and the Wrong Way of Leaving Money to Your Children (and Others)
Condon, Jeffery L.
Paperback
You Can Be a Stock Market Genius: Uncover the Secret Hiding Places of Stock Market Profits
Greenblatt, Joel
Paperback
The Accounting Game: Basic Accounting Fresh from the Lemonade Stand
Orloff, Judith
Mullis, Darrell
Paperback
Maximize Your Retirement: The Only Book You'll Ever Need to Retire Prosperous and Worry-Free
Oh, Jae
Paperback