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Advances in quantitative analysis of finance and accounting. Vol. 5 /
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 ; London :
World Scientific,
2007.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Ch. 1. The least cost superreplicating portfolio for short puts and calls in the Boyle-Vorst model with transaction costs / Guan-Yu Chen, Ken Palmer and Yuan-Chung Sheu
- ch. 2. Testing of nonstationarities in the unit circle, long memory processes, and Day of the Week effects in financial data / Guglielmo Maria Caporale, Luis A. Gil-Alana and Mike Nazarski
- ch. 3. Equity restructuring via tracking stocks : is there any value added? / Beni Lauterbach and Joseph Vu
- ch. 4. Stock option exercises and discretionary disclosure / Wei Zhang and Steven F. Cahan
- ch. 5. Do profit warnings convey information about the industry? / Dave Jackson, Jeff Madura and Judith Swisher
- ch. 6. Are Whisper Forecasts more informative than Consensus Analysts' Forecasts? / Erik Devos and Yiuman Tse
- ch. 7. Earning Forecast-Based Return Predictions: risk proxies in disguise? / Le (Emily) Xu
- ch. 8. On simple binomial approximations for two variable functions in finance applications / Hemantha S.B. Herath and Pranesh Kumar
- ch. 9. The Prime Rate-Deposit Rate Spread and macroeconomic shocks / Bradley T. Ewing and Jamie Brown Kruse
- ch. 10. The long-run performance of firms that issue tracking stocks / Charmen Loh
- Differences in underpricing returns between REIT IPOs and Industrial Company IPOs / William Dimovski and Robert Brooks
- ch. 12. Performance of Canadian mutual funds and investors / Rajeeva Sinha and Vijay Jog
- ch. 13. Identifying major shocks in market volatility and their impact on trading strategies / Pauline Shum and Kevin X. Zhu
- ch. 14. The September Phenomenon of US Equity Market / Anthony Yanxiang Gu and John T. Simon
- ch. 15. Fundamental Drivers of Electricity Prices in the Pacific Northwest / Chi-Keung Woo [and others].