Format:
1 online resource (270 pages)
ISBN:
9789812791696
Series Statement:
Advances in Quantitative Analysis of Finance and Accounting Ser. v.6
Content:
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, as well as applications of quantitative methods to problems in financial management, financial accounting, and business management. The objective is to promote interaction between academic research in finance and accounting and applied research in the financial community and accounting profession. The chapters in this volume cover a wide range of important topics, including corporate finance and debt management, earnings management, options and futures, equity market, and portfolio diversification. These topics are very useful for both academicians and practitioners in the area of finance. Sample Chapter(s). Chapter 1: Collateral Constraints, Debt Management, and Investment Incentives (127 KB). Contents: Collateral Constraints, Debt Management, and Investment Incentives (E Agliardi & R Andergassen); A Concave Quadratic Programming Marketing Strategy Model with Product Life Cycles (P Y Kim et al.); Evaluating the Robustness of Market Anomaly Evidence (W D Brown, Jr et al.); Why is the Value Relevance of Earnings Lower for High-Tech Firms? (B B Lee et al.); Thirty Years of Canadian Evidence on Stock Splits, Reverse Stock Splits, and Stock Dividends (V Jog & P C Zhu); Intraday Volume - Volatility Relation of the DOW: A Behavioral Interpretation (A F Darrat et
Content:
Intro -- 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 Problem -- 4. 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 deletion -- 4.2. 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 Results -- 4.1. Expense mismatching -- 4.2. Noise -- 5. Conclusions -- APPENDIX -- References.
Note:
Description based on publisher supplied metadata and other sources
Additional Edition:
9789812791689
Additional Edition:
Erscheint auch als Druck-Ausgabe 9789812791689
Language:
English
Bookmarklink
