Lecture Notes on Asset Pricing Model Design and Empirical Corporate Finance: A Comprehensive Literature Review of Modern Financial Economics

This book surveys the contemporary lecture notes, topics, and issues in asset pricing model design and empirical corporate finance. The former covers empirical asset pricing tests (e.g. Fama-French-Carhart), asset pricing models with Epstein-Zin recursive investor preferences, behavioral stock return momentum patterns, and some auxiliary asset pricing exam review notes. The latter encapsulates many topics in empirical corporate finance such as capital structure, corporate ownership and governance, corporate investment, corporate innovation, net equity issuance, corporate diversification, cash management, corporate payout, and so forth. These lecture notes and annotations are useful and convenient for the typical graduate student who specializes in modern finance.