This book explores new topics in modern research on empirical corporate finance and applied accounting, especially the econometric analysis of microdata. Dubbed

The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophist

A comprehensive guide to financial econometrics Financial econometrics is a quest for models that describe financial time series such as prices, returns, intere

Presents an up-to-date treatment of the models and methodologies of financial econometrics by one of the world's leading financial econometricians.

This collection of original articles—8 years in the making—shines a bright light on recent advances in financial econometrics. From a survey of mathematical