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Advances in quantitative analysis of finance and accounting. New series. Vol. 2 /

News Professor Cheng-Few Lee ranks #1 based on his publications in the 26 core finance journals, and #163 based on publications in the 7 leading finance journals (Source: Most Prolific Authors in the Finance Literature: 1959-2008 by Jean L Heck and Philip L Cooley (Saint Joseph's University and...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Lee, Cheng F.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore ; Hackensack, NJ : World Scientific, ©2005.
Temas:
Acceso en línea:Texto completo

MARC

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245 0 0 |a Advances in quantitative analysis of finance and accounting.  |p New series.  |n Vol. 2 /  |c editor, Cheng-Few Lee. 
260 |a Singapore ;  |a Hackensack, NJ :  |b World Scientific,  |c ©2005. 
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520 |a News Professor Cheng-Few Lee ranks #1 based on his publications in the 26 core finance journals, and #163 based on publications in the 7 leading finance journals (Source: Most Prolific Authors in the Finance Literature: 1959-2008 by Jean L Heck and Philip L Cooley (Saint Joseph's University and Trinity University). Advances in Quantitative Analysis of Finance and Accounting, New Series is an annual publication designed to disseminate developments in the quantitative analysis of finance and accounting. It is a forum for statistical and quantitative analyses of issues in finance and accounting. 
505 0 |a Preface to Volume 2; Contents; List of Contributors; Chapter 1 Multinomial Lattices and Derivatives Pricing George M. Jabbour, Marat V. Kramin, Timur V. Kramin, Stephen D. Young; 1. Introduction; 2. A General Description of n-Order Multinomial Lattices; 3. Multinomial Lattices and Lognormally Distributed Asset Prices; 4. Practical Implementation and Numerical Results; 5. Conclusions; References; Chapter 2 Value-Relevance of Knowledge Spillovers: Evidence from Three High-Tech Industries Michael K. Fung; 1. Introduction; 2. Measuring Knowledge Spillovers; 3. Data; 3.1. Knowledge spillovers 
505 8 |a 3.2. Firm-specific financial data4. Empirical Formulation -- The Ohlson Model; 5. Results; 6. Conclusions; Acknowledgments; References; Chapter 3 Using Path Analysis to Integrate Accounting and Non-Financial Information: The Case for Revenue Drives of Internet Stocks Anthony Kozberg; 1. Introduction; 2. Literature Review; 3. Data Collection; 4. Methodology; 5. Results; 6. Expanded Testing; 7. Conclusions and Suggestions for Further Research; Acknowledgments; Appendix; References 
505 8 |a Chapter 4 A Teaching Note on the Effective Interest Rate, Periodic Interest Rate and Compounding Frequency Youngsik Kwak, H. James Williams1. Introduction; 2. Different Textbook Approaches; 3. When Cash Flows Match Compounding Periods; 3.1. Example 1; 3.2. Algebraic method; 3.3. Formula method; 3.4. Financial calculator method; 4. When Cash Flows Occur More Frequently than Compounding Periods; 4.1. Example 2; 4.2. Algebraic method; 4.3. Formula method; 4.4. Financial calculator method; 5. When Cash Flows Occur Less Frequently than Compounding Periods; 5.1. Example 3; 5.2. Algebraic method 
505 8 |a 5.3. Formula method5.4. Financial calculator method; 6. Relationships Among Different Interest Rates; 7. Conclusion; References; Chapter 5 Voluntary Disclosure of Strategic Operating Information and the Accuracy of Analysts' Earnings Forecasts Sidney Leung; 1. Introduction; 2. Related Literature; 3. Research Design; 3.1. Sample; 3.2. Measurement of variables; 3.2.1. Disclosure of strategic operating information (SOI); 3.2.2. Analyst forecast errors (AFEs); 3.2.3. Control variables; 4. Results; 4.1. Descriptive statistics and univariate analysis; 4.2. Regression results 
505 8 |a 4.3. Sensitivity analyses4.4. Additional tests; 5. Conclusion; Acknowledgments; References; Chapter 6 Intraday Trading of Island (As Reported to the Cincinnati Stock Exchange) and NASDAQ Van T. Nguyen, Bonnie F. Van Ness, Robert A. Van Ness; 1. Introduction; 2. Literature and Background; 3. Data and Trading Characteristics; 4. Intraday Trading Behavior; 4.1. Number of trades and volume; 4.2. Trade size (in shares and in dollars); 5. Determinants of Trading and Volume; 6. Probability of Informed Trading; 7. Conclusion; References 
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