Your textbook…
Performing Financial Studies: A Methodological Cookbook
ISBN-10: 0-13-047981-0
ISBN-13: 978-0-13-047981-5
Published by Prentice Hall
© 2004
Pub. Date: Jan 24, 2003
Format: Paper
Table of Contents
I. GETTING STARTED.
1. Understanding Your Data.
2. Preparing Your Data for Analysis.
II. BASIC FINANCIAL STATISTICS/METHODOLOGIES.
3. Correlation.
4. Autocorrelation.
5. Partial Autocorrelation.
6. Autocorrelation for Nonparametric Data (Wald-Wolfowitz Runs Test).
7. T-test.
8. Analysis of Variance.
9. Regression.
10. Factor Analysis.
11. Calculating a Stock's Beta.
12. Predictive Ability.
III. ADVANCED FINANCIAL TECHNIQUES/METHODOLOGIES.
13. Event Studies.
14. Unit Root Test.
15. Granger Causality.
16. Cointegration.
17. Vector Autoregression.
18. Vector Error Correction.
19. ARCH/GARCH.
20. Programming a Binomial Option Pricing Model.
21. Programming a Black-Scholes Option Pricing Model.
IV. WRITING A FINANCIAL STUDY.
22. Sections in a Financial Study.
23. Bringing Output into Microsoft Word.
Appendix - Dataset Descriptions.
