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...
Clasificación: | Libro Electrónico |
---|---|
Otros Autores: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Singapore :
World Scientific,
©2008.
|
Colección: | Advances in Quantitative Analysis of Finance & Accounting.
|
Temas: | |
Acceso en línea: | Texto completo |
Tabla de Contenidos:
- 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
- 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
- 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 (earnings� lack of timeliness) versus noise for high-technology firms
- 3.2. Model development
- 3.3. Noise from uncertain benefits
- 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
- 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 IntradayVolume�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