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

Mostrar otras versiones (1)

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...

Descripción completa

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:
Finance.
Finance > Mathematical models.
Accounting.
Accounting > Mathematical models.
Finances.
Finances > Modèles mathématiques.
finance.
Accounting
Accounting > Mathematical models
Finance
Finance > Mathematical models
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 (earningsâ€? 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 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

Ejemplares similares