<P><STRONG><FONT size=4>Book: </FONT></STRONG>Using SAS in Financial Research</P>
<P><STRONG><FONT size=4>Author:</FONT></STRONG> By Juha-Pekka Kallunki, John Broussard, and Ekkehart Boehmer</P>
<P><FONT size=4><STRONG>Comments:</STRONG></FONT><FONT size=3>very good book used to analyze the financial data by SAS code</FONT></P>
<P><FONT size=3><STRONG>Notes:</STRONG>Since I really need the money to buy some other materials, I would have to post it for some money! Sorry for any inconvenience. </FONT></P>
<P><FONT size=4><STRONG>Contents:</STRONG></FONT></P>
<P>Chapter 1: Introduction</P>
<UL>
<LI>Introduction <br>
<LI>Working with SAS <br>
<LI>Ground Rules <br>
<LI>SAS Data Sets <br>
<LI>Using This Book Conventions Used in This Book </LI></UL>
<P>Chapter 2: Random Walking or Walking Randomly: Using SAS to Conduct Variance Ratio Testing of Asset Prices</4> </P>
<UL>
<LI>Background for the Random Walk Theory of Asset Prices <br>
<LI>The Data <br>
<LI>Sample SAS Code for Variance Ratio Specification Testing <br>
<LI>Summary <br>
<LI>Program Listing </LI></UL>
<P>Chapter 3: Analyzing Winners and Losers: Using SAS to Test the Overreaction Hypothesis</P>
<UL>
<LI>Gackground on Behavioral Issues Specifically Related to Overreaction <br>
<LI>Data Used for Analysis <br>
<LI>Sample SAS Code Evaluating the Existence of Return Reversals <br>
<LI>Summary <br>
<LI>Program Listing </LI></UL>
<P>Chapter 4: Cross-Sectional Approach to the Empirical Test of the Capital Asset Pricing Model</P>
<UL>
<LI>Background <br>
<LI>The Data <br>
<LI>Sample SAS Code <br>
<LI>Program Listing <br>
<LI>Appendix: A Short Introduction to SAS Macros </LI></UL>
<P>Chapter 5: Event Studies</P>
<UL>
<LI>Background <br>
<LI>Measuring Abnormal Stock Returns <br>
<LI>The Data <br>
<LI>Sample Program <br>
<LI>Program Listing </LI></UL>
<P>Chapter 6: Effective Use of SAS Macros: An Application to Event Studies</P>
<UL>
<LI>Alternative Test Statistics in Event Studies <br>
<LI>The Data <br>
<LI>Sample Program <br>
<LI>Program Listing </LI></UL>
<P>Chapter 7: Association Types of Studies: Investigating the Price-Earnings Relationship </P>
<UL>
<LI>Background for Association Types of Studies <br>
<LI>The Data <br>
<LI>Sample SAS Code for Price-Earnings Regressions <br>
<LI>Program Listing </LI></UL>
<P>Chapter 8: Predicting Bankruptcy from Financial Distress Characterization Models </P>
<UL>
<LI>Background for Characterizing Firms in Financial Distress <br>
<LI>The Data <br>
<LI>Sample SAS Program to Evaluate Financial Distress Characterization <br>
<LI>Summary <br>
<LI>Program Listing </LI></UL>
<P>Chapter 9: Using Accounting Information to Forecast Market Performance </P>
<UL>
<LI>Background for Analyzing Fundamental Accounting Information and Market Performance <br>
<LI>The Data <br>
<LI>Sample Program to Evaluate Financial Information and Market Performance <br>
<LI>Summary <br>
<LI>Program Listing </LI></UL>
<P>Chapter 10: Analysis of Transaction Data </H4) <ul></P>
<UL>
<LI>Background <br>
<LI>The Data <br>
<LI>Combining Identical Trades <br>
<LI>Correcting Time Stamps and Computing the Tick Test <br>
<LI>Computing Quote Changes and Combining Them with Trades <br>
<LI>Estimation of Trading Costs <br>
<LI>VAR Estimation <br>
<LI>Program Listing <br>
<LI>Appendix: Using SAS/CONNECT Software to Access WRDS </LI></UL>
<P>References </P>
<P></P> <br>

[此贴子已经被作者于2007-2-17 15:47:31编辑过]