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Lecture
Event Studies: Market Efficiency
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Related lectures (32)
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Mean-Variance Portfolio Theory
Explores mean-variance efficient portfolios, factor models, and market efficiency in investment management.
Portfolio Management Fundamentals
Explores portfolio management fundamentals, including sustainable finance, risk and return, and the efficient frontier.
Share-holder Activism
Explores the rise of share-holder activism, its impact on market performance, and the challenges faced by arbitrageurs in correcting mispricings.
Principles of Finance: Efficient Portfolios and Risk Management
Explores efficient portfolios, risk management, and the CAPM model in finance.
Asset Pricing: Excess Volatility Puzzle
Explores the Excess Volatility Puzzle in asset pricing, analyzing the relationship between stock prices and dividends, predictability of returns, and implications of risk-aversion.
Asset Pricing Framework
Explores asset pricing, equity premium puzzle solutions, stock prices, dividends, CAPE, and interest rate structures.
High Frequency Trading: Optimal Behavior Analysis
Explores optimal trading behavior in high frequency trading and its impact on market dynamics.
Capital Asset Pricing Model
Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.
Market Liquidity: Equilibrium Prices and Portfolio Choice
Explores mutual fund performance, market liquidity, and optimal portfolio choice with transaction costs.
Mean-Variance Efficient Frontier
Explores the Mean-Variance case, Market Equilibrium, CAPM, and Efficient Market Hypothesis.
