Explores the Efficient Markets Hypothesis in finance, discussing its implications, forms, testability, and real-world challenges.
Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
Explores event studies in financial economics, testing market efficiency with abnormal return calculations and examples like earnings surprises.
Explores asset pricing, equity premium puzzle solutions, stock prices, dividends, CAPE, and interest rate structures.
Delves into equity carve-outs, spinoffs, and behavioral finance concepts, with practical case studies on IPO strategies and market dynamics.
