Table of contents

  1. Front Matter
    Pages 1-28
  2. Cheng-Few Lee, John C. Lee
    Pages 1-62
  3. April Knill, Kristina L. Minnick, Ali Nejadmalayeri
    Pages 63-100
  4. Robert A. Schwartz, Bruce W. Weber
    Pages 121-147
  5. Ivan E. Brick, Oded Palmon, Dilip K. Patro
    Pages 149-185
  6. Hsuan-Chu Lin, Ren-Raw Chen, Oded Palmon
    Pages 207-231
  7. Chin-Wen Huang, Chun-Pin Hsu, Wan-Jiun Paul Chiou
    Pages 233-251
  8. James S. Ang, Shaojun Zhang
    Pages 383-411
  9. Kiseok Nam, Joshua Krausz, Augustine C. Arize
    Pages 413-437
  10. Alexander Kogan, Miguel A. Lejeune
    Pages 439-483
  11. Thomas Meinl, Edward W. Sun
    Pages 519-538

About this book


​The Handbook of Financial Econometrics and Statistics provides, in four volumes and over 100 chapters, a comprehensive overview of the primary methodologies in econometrics and statistics as applied to financial research. Including overviews of key concepts by the editors and in-depth contributions from leading scholars around the world, the Handbook is the definitive resource for both classic and cutting-edge theories, policies, and analytical techniques in the field. Volume 1 (Parts I and II) covers all of the essential theoretical and empirical approaches. Volumes 2, 3, and 4 feature contributed entries that showcase the application of financial econometrics and statistics to such topics as asset pricing, investment and portfolio research, option pricing, mutual funds, and financial accounting research. Throughout, the Handbook offers illustrative case examples and applications, worked equations, and extensive references, and includes both subject and author indices.​


Asset pricing Corporate finance Econometrics Financial accounting Financial institutions Investment portfolio Mutual Fund New financial products Option pricing Quantitative finance Risk analysis Statistics

Editors and affiliations

  • Cheng-Few Lee
    • 1
  • John C. Lee
    • 2
  1. 1.Department of Finance and Economics, Rutgers Business SchoolRutgers, The State University of New JerseyPiscatawayUSA
  2. 2.Center for PBBEF ResearchNorth BrunswickUSA

Bibliographic information

  • DOI
  • Copyright Information Springer Science+Business Media New York 2015
  • Publisher Name Springer, New York, NY
  • eBook Packages Business and Economics
  • Print ISBN 978-1-4614-7749-5
  • Online ISBN 978-1-4614-7750-1
  • About this book
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