Performance Management or The Econometrics of Financial Markets

Performance Management

Author: Herman Aguinis

 This is the first text to emphasize that the key competitive advantage in today’s globalized world lies, not in technology and products, but in its PEOPLE.

The author examines the design and implementation of successful management systems.

For courses in Performance Appraisal, Compensation Management, & Training and Development.

Table of Contents:

Pt. I	Strategic and general considerations	1
Ch. 1	Performance management and reward systems in context	1
Ch. 2	Performance management process	28
Ch. 3	Performance management and strategic planning	48
Pt. II	System implementation	75
Ch. 4	Defining performance and choosing a measurement approach	75
Ch. 5	Measuring results and behaviors	90
Ch. 6	Gathering performance information	113
Ch. 7	Implementing a performance management system	147
Pt. III	Employee development	171
Ch. 8	Performance management and employee development	171
Ch. 9	Performance management skills	196
Pt. IV	Reward systems, legal issues, and team performance management	227
Ch. 10	Reward systems and legal issues	227
Ch. 11	Managing team performance	256

Books about economics: Prospect Research or Cases in Public Human Resource Management

The Econometrics of Financial Markets

Author: John Y Campbell

The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire spectrum of empirical finance, including: the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, the term structure of interest rates, dynamic models of economic equilibrium, and nonlinear financial models such as ARCH, neural networks, statistical fractals, and chaos theory.

Each chapter develops statistical techniques within the context of a particular financial application. This exciting new text contains a unique and accessible combination of theory and practice, bringing state-of-the-art statistical techniques to the forefront of financial applications. Each chapter also includes a discussion of recent empirical evidence, for example, the rejection of the Random Walk Hypothesis, as well as problems designed to help readers incorporate what they have read into their own applications.

Professors: A supplementary Solutions Manual is available for this book. It is restricted to teachers using the text in courses. For information on how to obtain a copy, refer to: pup.princeton.edu/solutions.html

Table of Contents:

	List of Figures
	List of Tables
	Preface
1	Introduction	3
2	The Predictability of Asset Returns	27
3	Market Microstructure	83
4	Event-Study Analysis	149
5	The Capital Asset Pricing Model	181
6	Multifactor Pricing Models	219
7	Present-Value Relations	253
8	Intertemporal Equilibrium Models	291
9	Derivative Pricing Models	339
10	Fixed-Income Securities	395
11	Term-Structure Models	427
12	Nonlinearities in Financial Data	467
App. A.1	Linear Instrumental Variables	527
App. A.2	Generalized Method of Moments	532
App. A.3	Serially Correlated and Heteroskedastic Errors	534
App. A.4	GMM and Maximum Likelihood	536
	References	541
	Author Index	587
	Subject Index	597