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Advances in quantitative analysis of finance and accounting. Vol. 6 /

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 : World Scientific, ©2008.
Colección:Advances in Quantitative Analysis of Finance & Accounting.
Temas:
Acceso en línea:Texto completo

MARC

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245 0 0 |a Advances in quantitative analysis of finance and accounting.  |n Vol. 6 /  |c editor, Cheng-Few Lee. 
260 |a Singapore :  |b World Scientific,  |c ©2008. 
300 |a 1 online resource (xv, 253 pages) :  |b illustrations 
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490 1 |a Advances in Quantitative Analysis of Finance & Accounting 
504 |a Includes bibliographical references and index. 
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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 is an annual publication designed to disseminate developments in the quantitative analysis of finance and accounting. The publication is a forum for statistical and quantitative analyses of issues in finance and accounting, 
505 0 |a Contents -- Preface -- List of Contributors -- Chapter 1 Collateral Constraints, Debt Management, and Investment Incentives Elettra Agliardi and Rainer Andergassen -- 1. Introduction -- 2. The Model -- 2.1. Time 2 -- 2.2. Time 1 -- 2.3. Benchmark -- 3. Optimal Hedging -- 4. Conclusion -- Appendix -- References -- Chapter 2 A Concave Quadratic Programming Marketing Strategy Model with Product Life Cycles Paul Y. Kim, Chin W. Yang, Cindy Hsiao-Ping Peng and Ken Hung -- 1. Introduction -- 2. The Linear Programming Marketing Strategy Model 
505 8 |a 3. A Concave Quadratic Programming Model of the Marketing Strategy Problem4. Critical Evaluations of the Marketing Strategy Models -- 5. Conclusions -- References -- Chapter 3 Evaluating the Robustness of Market Anomaly Evidence William D. Brown Jr., Erin A. Moore and Ray J. Pfeiffer Jr. -- 1. Introduction -- 2. Background -- 3. Description of the Research Design -- 3.1. The effects of passive deletion -- 3.2. The effects of extreme returns -- 3.3. The forecast-to-price anomaly -- 3.4. The accruals anomaly -- 4. Results 
505 8 |a 4.1. Investigating the effects of passive deletion4.2. Investigating the effects of extreme returns -- 5. Summary and Conclusions -- Acknowledgments -- References -- Chapter 4 Why is the Value Relevance of Earnings Lower for High-Tech Firms? B. Brian Lee, Eric Press and B. Ben Choi -- 1. Introduction -- 2. Contemporaneous Association between Returns and Earnings -- 3. Background and Model Development -- 3.1. Expense mismatching (earningsâ€? lack of timeliness) versus noise for high-technology firms -- 3.2. Model development -- 3.3. Noise from uncertain benefits 
505 8 |a 4. Empirical Results4.1. Expense mismatching -- 4.2. Noise -- 5. Conclusions -- APPENDIX -- References -- Chapter 5 Thirty Years of Canadian Evidence on Stock Splits, Reverse Stock Splits, and Stock Dividends Vijay Jog and PengCheng Zhu -- 1. Introduction -- 2. Literature Review -- 3. Sample Description and Methodology -- 4. Empirical Results -- 4.1. Stock price trend -- 4.2. Stock return trend -- 4.3. Earnings per share trend -- 4.4. Systematic risk (beta) trend -- 4.5. Trading volume trend -- 4.6. Transaction number trend 
505 8 |a 4.7. Possible changes in shareholder composition4.8. Post-split dividend behavior -- 4.9. Valuation impact -- 4.10. Post-split corporate governance environment -- 5. Summary and Conclusions -- References -- Chapter 6 IntradayVolumeâ€?VolatilityRelation of theDOW: A Behavioral Interpretation Ali F. Darrat, Shafiqur Rahman and Maosen Zhong -- 1. Introduction -- 2. A Behavioral Interpretation -- 3. Empirical Results -- 4. Concluding Remarks -- References 
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