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Advances in Pacific Basin business, economics and finance /
Advances in Pacific Basin Business, Economics, and Financeis an annual publication designed to focus on interdisciplinary research in finance, economics, accounting and management among Pacific Rim countries.
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Bingley, UK :
Emerald Publishing,
2020.
|
| Colección: | Advances in Pacific Basin business, economics and finance ;
v. 8. |
| Temas: | |
| Acceso en línea: | Texto completo Texto completo |
MARC
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| 020 | |a 9781838673635 |q (electronic bk.) | ||
| 020 | |a 1838673636 |q (electronic bk.) | ||
| 020 | |a 9781838673642 |q (hardcover) | ||
| 020 | |a 1838673644 |q (hardcover) | ||
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| 082 | 0 | 4 | |a 337 |
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| 245 | 0 | 0 | |a Advances in Pacific Basin business, economics and finance / |c edited by Cheng-Few Lee and Min-Teh Yu. |
| 264 | 1 | |a Bingley, UK : |b Emerald Publishing, |c 2020. | |
| 300 | |a 1 online resource (x, 242 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Advances in Pacific Basin Business, Economics and Finance ; |v volume 8 | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Cover -- ADVANCES IN PACIFIC BASIN BUSINESS, ECONOMICS AND FINANCE -- Series Editors: Cheng Few Lee and Min-Teh Yu -- ADVANCES IN PACIFIC BASIN BUSINESS, ECONOMICS AND FINANCE -- Copyright -- EDITORIAL BOARD -- CONTENTS -- LIST OF CONTRIBUTORS -- Divergent Opinion, Trading Information, and Stock Price Co-movements -- Abstract -- 1 Introduction -- 2 Opinion Divergence and Price Co-movement -- 3 Variable Definition and Data -- 3.1 Measuring Stock Price Co-movement -- 3.2 Measuring Investor's Opinion Divergence -- 3.3 Data -- 4 Empirical Results -- 4.1 Results of Multivariate Regressions | |
| 505 | 8 | |a 4.2 Controls for Firm Characteristic and Governance Variables -- 4.3 Price Co-movements in the Bear and Bull Markets -- 4.4 Robustness Checks -- 5 Conclusion -- Acknowledgments -- References -- Assessing Asset Tail Risk with Artificial Intelligence: The Application of Artificial Neural Network -- Abstract -- 1 Introduction -- 2 Risk Properties and Assessments -- 2.1 Value at Risk -- 2.2 Expected Shortfall -- 2.3 Measurement Approaches -- 3 Artificial Neural Network Model -- 4 Data and Samples -- 4.1 Research Assets -- 4.2 Samples -- 5 Empirical Findings -- 5.1 Model Assessment | |
| 505 | 8 | |a 5.1.1 Forecasting Accuracy -- 5.1.2 VaR Backtesting -- 5.1.3 ES Backtesting -- 5.2 Model Specification -- 5.3 In-sample Performance -- 5.4 Out-of-sample Risk Forecast -- 6 Conclusions -- References -- Option Pricing with Markov Switching Stochastic Volatility Models -- Abstract -- 1 Introduction -- 2 Closed-form Option Pricing Formula -- 2.1 Model Setting -- 2.2 The Option Pricing Formula -- 2.2.1 The Moment Generating Function -- 2.2.2 Application to Markov Switching Volatility Models -- 3 An Empirical Example -- 4 Conclusion -- References | |
| 505 | 8 | |a Further Evidence of Momentum in Corporate Bond Returns -- Abstract -- 1 Introduction -- 2 Data -- 3 Empirical Results -- 3.1 Momentum Effects over Different Return Horizons -- 3.2 Subperiod Analysis -- 3.3 Liquidity and Momentum -- 3.4 The Momentum Effect in the Cross Section of Corporate Bonds -- 4 Conclusions -- References -- The Causes and Consequences of Stock Pledging by Controlling Shareholders: The Case of Taiwan -- Abstract -- 1 Introduction -- 2 Determinants of Stock Pledging by Controlling Shareholders -- 2.1 Firm Attributes -- 2.1.1 Capital -- 2.1.2 Leverage -- 2.1.3 Credit Rating | |
| 505 | 8 | |a 2.2 Market Condition -- 2.2.1 Share Price -- 2.2.2 Beta -- 2.3 Corporate Governance -- 2.3.1 Number of Board Seats -- 2.3.2 Cash Flow Right -- 2.3.3 Types of Control -- 2.3.3.1 Professional Managers -- 2.3.3.2 Cooperative -- 2.3.3.3 Family-controlled Firms -- 2.3.3.4 State-controlled Firms -- 3 Data and Empirical Methodology -- 3.1 Sample Selection -- 3.2 Methodology -- 3.2.1 Determinants of Stock Pledging by Controlling Shareholders -- 3.2.2 Performances of Firms with Stock Pledging -- 4 Empirical Results -- 4.1 Stock Pledging Determinants -- 4.2 Logit Models -- 4.3 Tobit Models | |
| 520 | |a Advances in Pacific Basin Business, Economics, and Financeis an annual publication designed to focus on interdisciplinary research in finance, economics, accounting and management among Pacific Rim countries. | ||
| 590 | |a Emerald Insight |b Emerald All Book Titles | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 651 | 0 | |a Pacific Area |x Economic conditions. | |
| 650 | 0 | |a Finance |z Pacific Area. | |
| 651 | 0 | |a Pacific Area |x Commerce. | |
| 651 | 0 | |a Pacific Area |x Foreign economic relations. | |
| 651 | 6 | |a Pacifique, Région du |x Conditions économiques. | |
| 650 | 6 | |a Finances |z Pacifique, Région du. | |
| 651 | 6 | |a Pacifique, Région du |x Commerce. | |
| 651 | 6 | |a Pacifique, Région du |x Relations économiques extérieures. | |
| 650 | 7 | |a International economics. |2 bicssc | |
| 650 | 7 | |a Public finance. |2 bicssc | |
| 650 | 7 | |a Financial accounting. |2 bicssc | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x International |x Economics. |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Accounting |x Financial. |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x International |x Accounting. |2 bisacsh | |
| 650 | 7 | |a Commerce |2 fast | |
| 650 | 7 | |a Economic history |2 fast | |
| 650 | 7 | |a Finance |2 fast | |
| 650 | 7 | |a International economic relations |2 fast | |
| 651 | 7 | |a Pacific Area |2 fast | |
| 700 | 1 | |a Lee, Cheng F., |e editor. | |
| 700 | 1 | |a Yu, Min-teh, |e editor. | |
| 758 | |i has work: |a Advances in Pacific Basin business, economics, and finance (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGqGqW9GwFKy9jRdJkFPDC |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |z 1838673644 |z 9781838673642 |w (OCoLC)1149380328 |
| 830 | 0 | |a Advances in Pacific Basin business, economics and finance ; |v v. 8. | |
| 856 | 4 | 0 | |u https://www.emerald.com/insight/publication/doi/10.1108/S2514-4650202008 |z Texto completo |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=6340299 |z Texto completo |
| 938 | |a Askews and Holts Library Services |b ASKH |n AH37362290 | ||
| 938 | |a Askews and Holts Library Services |b ASKH |n AH37362288 | ||
| 938 | |a ProQuest Ebook Central |b EBLB |n EBL6340299 | ||
| 938 | |a YBP Library Services |b YANK |n 16940437 | ||
| 994 | |a 92 |b IZTAP | ||