Connectors and Influencers NYU
The document is a free PDF book that examines the impact of information on financial markets, which is a crucial consideration for investments. It investigates how news events and the accuracy and timeliness of information affect market outcomes and stock market returns. The book provides insights into the relationship between information and financial markets and how investors can benefit from a better understanding of this relationship. The document can be a valuable resource for investors and financial professionals seeking to improve their investment decisions by understanding how information drives market activity. Overall, the book offers important insights into the role of information in investments and financial markets.
Author(s): Syngjoo Choi, Frédéric Moisan, and Sanjeev Goyal, New York University Abu Dhabi
75 Pages 
This note covers overview and history of investment banking, Mergers and acquisitions, Syndicates in IPOs, The underwriting spread in IPOs, Underpricing of IPOs, The market share in IPOs, Conflicts of interest for analysts in investment banks, Financial engineering, Relationship vs transaction banking, New technologies in investment banking, Organization and culture of investment banks, Costs and strategies of investment banks.
Author(s): Dr Andreas Krause
84 Pages
Connectors and Influencers NYU
The document is a free PDF book that examines the impact of information on financial markets, which is a crucial consideration for investments. It investigates how news events and the accuracy and timeliness of information affect market outcomes and stock market returns. The book provides insights into the relationship between information and financial markets and how investors can benefit from a better understanding of this relationship. The document can be a valuable resource for investors and financial professionals seeking to improve their investment decisions by understanding how information drives market activity. Overall, the book offers important insights into the role of information in investments and financial markets.
Author(s): Syngjoo Choi, Frédéric Moisan, and Sanjeev Goyal, New York University Abu Dhabi
75 Pages
This note covers the following topics: Ingredients of an Investment Philosophy, Categorizing Investment Philosophies, Developing an Investment Philosophy, Market Timing, The Cost of Market Timing, Charting and Technical Analysis, Small Cap and Growth Investing, The Passive Screener, Value Investing, Information Trading.
Author(s): Aswath Damodaran
219 Pages
This note covers the following topics: Matrices and Programming, Prices, Probabilities, Risk and Return, Optimization, Factor Models, Style Analysis, Equilibrium, Performance Measurement.
Author(s): William F. Sharpe
NA Pages
Fixed Income Securities Lecture Notes
This note explores key concepts in understanding fixed income instruments. This note will comprehensively cover topics related to fixed income instruments, including nominal yields, effective yields, yield to maturity, spot rates, forward rates, present value, future value, mortgage payments, term structure of interest rates, bond price sensitivity to interest rate changes, hedging, horizon analysis, credit risk, default probability, recovery rates, floaters, inverse floaters, swaps, forward rate agreements, Eurodollars, convertible bonds, callable bonds, interest rate models, risk neutral pricing, and fixed income arbitrage.
Author(s): Professor Doron Avramov
424 Pages
Topics in Asset Pricing Lecture Notes
This note covers the following topics: From CAPM to market anomalies, Credit risk implications for the cross section of asset returns, Rational versus behavioural attributes of stylized cross-sectional effects, Conditional CAPM, Conditional versus unconditional portfolio efficiency, Multi-factor models, Interpreting factor models, Machine learning methods in asset pricing: Lasso, Ridge, elastic net, group Lasso, Neural Network, and Random Forest, Panel regressions with fixed effects and their association with market-timing and cross-section, investment strategies, Consumption based asset pricing models, The discount factor representation in asset pricing, The equity premium puzzle, The risk free rate puzzle, The Epstein-Zin preferences.
Author(s): Professor Doron Avramov
248 Pages
