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  • 1
    Online Resource
    Online Resource
    Advances in Quantitative Analysis... V5. (2007)
    Singapore : World Scientific Publishing Co Pte Ltd
    Details
    UID:
    (DE-627)1696671639
    Format: 1 online resource (344 pages)
    ISBN: 9789812772213
    Series Statement: Advances in Quantitative Analysis of Finance and Accounting Ser. v.5
    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 recent 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. Its objective is to promote interaction between academic research in finance and accounting with applied research in the financial community and the accounting profession.The chapters in this volume cover a wide range of pressing topics including security analysis and mutual fund management, option pricing theory and application, interest rate spread, and electricity pricing.
    Content: Intro -- Contents -- Preface -- List of Contributors -- Chapter 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 -- 1. Introduction -- 2. Preliminaries -- 3. General Contingent Claims in the Two-Period Case -- 4. Least Cost Superreplicating Portfolios for Short Puts and Calls in the Two-Period Case -- 5. An Example with Path-Dependent Least Cost Superreplicating Portfolios -- References -- Chapter 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 -- 1. Introduction -- 2. Testing of Nonstationarities in the Unit Circle -- 3. A Monte Carlo Simulation Study -- 4. Two Empirical Applications -- 4.1. The Eurodollar rate -- 4.2. The Dow Jones index -- 5. Conclusions -- Acknowledgments -- References -- Chapter 3 Equity Restructuring via Tracking Stocks: Is there any Value Added? Beni Lauterbach and Joseph Vu -- 1. Introduction -- 2. Why Issue Tracking Stocks? -- 2.1. Information explanations -- 2.2. The diversification discount motive -- 2.3. Investor clientele -- 2.4. Agency perspectives -- 2.5. Other motivations -- 3. Market Response to Tracking Stock Announcements -- 4. The Long-Term Response of Parent Stocks -- 5. Summary and Conclusions -- Acknowledgments -- References -- Chapter 4 Stock Option Exercises and Discretionary Disclosure Wei Zhang and Steven F. Cahan -- 1. Introduction -- 2. Prior Literature -- 2.1. Disclosure -- 2.2. Disclosure and option grants -- 2.3. Disclosures, option exercises, and privation information -- 3. Hypothesis -- 4. Method -- 4.1. Measurements of main variables -- 4.2. Model specification -- 5. Results -- 5.1. Sample and descriptive statistics.
    Note: Description based on publisher supplied metadata and other sources
    Additional Edition: 9789812706287
    Additional Edition: Erscheint auch als Druck-Ausgabe 9789812706287
    Language: English
    URL: lizenzpflichtig
    URL: Inhaltstext
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  • 2
    Online Resource
    Online Resource
    Advances in Investment Analysis and Portfolio Management, Volume 9 (2002)
    [Erscheinungsort nicht ermittelbar] : JAI Press | Sebastopol, CA : O'Reilly Media Inc.
    Details
    UID:
    (DE-603)472916378
    Format: 1 Online-Ressource (288 pages)
    Edition: 1st edition
    ISBN: 9780762308873
    Content: Twelve papers focus on investment analysis, portfolio theory, and their implementation in portfolio management...
    Language: English
    URL: https://learning.oreilly.com/library/view/-/9780762308873/?ar
    URL: https://learning.oreilly.com/library/view/-/9780762308873/?ar
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  • 3
    Online Resource
    Online Resource
    Advances in quantitative analysis of finance and accounting; Volume 1. New series (2004)
    New Jersey : World Scientific
    Details
    UID:
    (DE-627)799464678
    Format: Online Ressource (1 v.) , ill.
    Edition: Online-Ausg.
    ISBN: 9812565450 , 9789812565457
    Series Statement: Advances in quantitative analysis of finance and accounting v. 1
    Content: Advances in Quantitative Analysis of Finance and Accounting, New Series is a continuation (with new features) of the similarly titled book series that was previously published by JAI Press from 1991. AQAFANS is an annual publication designed t to disseminate developments in the quantitative analysis of finance and accounting. It 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
    Content: Chapter 5 Voluntary Disclosure of Strategic Operating Information and the Accuracy of Analysts' Earnings Forecasts Sidney Leung Chapter 6 Intraday Trading of Island (As Reported to the Cincinnati Stock Exchange) and NASDAQ Van T. Nguyen, Bonnie F. Van Ness, Robert A. Van Ness; Chapter 7 The Impact of the Introduction of Index Securities on the Underlying Stocks: The Case of the Diamonds and the Dow 30 Bonnie F. Van Ness, Robert A. Van Ness, Richard S. Warr; Chapter 8 Hedging with Foreign-Listed Single Stock Futures Mao-wei Hung, Cheng-few Lee, Leh-chyan So
    Content: Chapter 9 Asset Pricing with Higher Moments: Empirical Evidence from the Taiwan Stock Market Bing-Huei Lin, Jerry M. C. WangChapter 10 Listing Switches from NASDAQ to the NYSE/AMEX: Is New York Issuance a Motive? Asli Ascioglu, Thomas H. McInish; Chapter 11 Is Covered Call Investing Wise? Evaluating the Strategy Using Risk-Adjusted Performance Measures Karyl B. Leggio, Donald Lien; Chapter 12 CFA Designation, Geographical Location and Analyst Performance Ping Hsiao, Wayne Y. Lee; Index
    Content: Preface to Volume 2; Contents; List of Contributors; Chapter 1 Multinomial Lattices and Derivatives Pricing George M. Jabbour, Marat V. Kramin, Timur V. Kramin, Stephen D. Young; Chapter 2 Value-Relevance of Knowledge Spillovers: Evidence from Three High-Tech Industries Michael K. Fung; Chapter 3 Using Path Analysis to Integrate Accounting and Non-Financial Information: The Case for Revenue Drivers of Internet Stocks Anthony Kozberg; Chapter 4 A Teaching Note on the Effective Interest Rate, Periodic Interest Rate and Compounding Frequency Youngsik Kwak, H. James Williams
    Note: Includes bibliographical references and index. - Description based on print version record
    Additional Edition: 9812386696
    Additional Edition: Erscheint auch als Druck-Ausgabe Advances in quantitative analysis of finance and accounting. New series. Volume 1
    Language: English
    Keywords: Electronic books
    URL: lizenzpflichtig
    URL: Inhaltstext
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  • 4
    Online Resource
    Online Resource
    Evaluation of Small- and Medium-Sized Display Market Forecasts (2010)
    [S.l.] : SSRN
    Details
    UID:
    (DE-627)1836695861
    Format: 1 Online-Ressource
    Content: The main purpose of this paper is to evaluate small- and medium-sized display market forecasts made by a market research firm. Hypotheses concerning the relationship between stages of technology development and the accuracy of market forecasts are first developed. The hypotheses are then tested and evaluated using the data issued by one market research company, Techno Systems Research (TSR). Kruskal-Wallis rank sum test and nonparametric simple regression are the statistical methods used. The results of the data analysis showed that the forecasts made by the market research company are dependable for mature technology in mature markets, whereas for a new technology their forecasts are inaccurate. Furthermore, the accuracy of forecasts quite often does not improve over time. To our knowledge, no prior published works examine the accuracy of the forecasts made by market research firms. This research shows that small- and medium-sized display manufacturers have to be cautious when using forecast data from market research firms
    Note: In: International Journal of Information Technology & Decision Making, Vol. 7, No. 3, pp. 517-528, 2008 , Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 1, 2008 erstellt , Volltext nicht verfügbar
    Language: English
    URL: lizenzpflichtig
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  • 5
    Online Resource
    Online Resource
    Encyclopedia of Finance (2006)
    New York, NY : Springer US | Cham : Springer International Publishing AG
    Details
    UID:
    (DE-603)190644257
    Format: eReference.
    Edition: 1st ed. 2006
    ISBN: 9780387263366 , 0387263365 , 0387262849
    Additional Edition: Erscheint auch als Druck-Ausgabe Encyclopedia of Finance New York, NY : Springer US, 2006 9780387262840
    Additional Edition: 9780387262840
    Language: English
    Subjects: Economics
    RVK:
    QL 000
    RVK:
    QP 700
    DOI: 10.1007/978-0-387-26336-6
    URL: https://doi.org/10.1007/978-0-387-26336-6
    URL: Inhaltsverzeichnis
    URL: Ausführliche Beschreibung
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    Online Resource
    Open Access Request
    HeBIS
  • 6
    Online Resource
    Online Resource
    Advances in quantitative analysis of finance and accounting (2004)
    New Jersey : World Scientific | Birmingham, AL, USA : EBSCO Industries, Inc.
    Details
    UID:
    (DE-603)420206663
    Format: 1 Online-Ressource (1 volume) , Illustrations
    ISBN: 9812565450 , 9789812565457
    Note: Includes bibliographical references and index
    Additional Edition: 9812386696
    Language: English
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  • 7
    Online Resource
    Online Resource
    Advances in quantitative analysis of finance and accounting, Volume 1, New series (2004)
    Singapore : World Scientific
    Details
    UID:
    (DE-604)BV044634019
    Format: xiv, 220 p. , ill
    ISBN: 9812565450 , 9789812565457
    Language: English
    DOI: 10.1142/5405
    URL: Volltext  (URL des Erstveroeffentlichers)
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    Online Access
    Open Access Request
    BVB
  • 8
    Online Resource
    Online Resource
    Exploring the Root-Leaf Relationship Between the Manufacturing and Financial Services Industry in Taiwan (2010)
    [S.l.] : SSRN
    Details
    UID:
    (DE-627)1793242151
    Format: 1 Online-Ressource
    Content: We employ the concept of Granger causality to investigate the root-leaf relationship between the manufacturing and financial services industry in Taiwan's economy. Our empirical results show that manufacturing led finance for the last half century, which is consistent with the pattern of other emerging economies. However, the liberalization of the financial services industry in the 1980s changed the relationship from "manufacturing leads, finance follows" to a feedback system. Accordingly, the financial services industry should play a more important role than previously for Taiwan to maintain its economic growth
    Note: In: Review of Pacific Basin Financial Markets and Policies , Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 1, 2008 erstellt , Volltext nicht verfügbar
    Language: English
    URL: lizenzpflichtig
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  • 9
    Online Resource
    Online Resource
    Efficient Market Hypothesis (EMH) : Past, Present and Future (2010)
    [S.l.] : SSRN
    Details
    UID:
    (DE-627)1793242178
    Format: 1 Online-Ressource
    Content: In this survey article, after delineating its historical origin of the Efficient Market Hypothesis (EMH), the authors summarize from the methodological perspective the empirical findings from 1960s through 1990s bearing on the EMH under the headings "supporting empirical findings as documented in 1960s", "mixed empirical findings as merged in the late 1970s through 1980s" and "challenging empirical findings as appeared in 1990s". The authors move on to sketch the ongoing debate in the 21st century based on empirical evidence available and then present an overall assessment of the EMH. Once necessary reservations and precautious interpretations are taken into consideration, the authors contend at the end of the article that the EMH is here to stay and will continue to play an important role in modern finance for years to come
    Note: In: Review of Pacific Basin Financial Markets and Policies, Vol. 11, No. 2, pp. 305-329, 2008 , Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1, 2008 erstellt , Volltext nicht verfügbar
    Language: English
    URL: lizenzpflichtig
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  • 10
    Online Resource
    Online Resource
    Cash Holdings, Corporate Governance Structure and Firm Valuation (2010)
    [S.l.] : SSRN
    Details
    UID:
    (DE-627)1793242437
    Format: 1 Online-Ressource
    Content: Firms with higher board independence, smaller boards, and lower expected managerial entrenchment, have lower cash holdings. We find that the positive association between cash holdings and managerial entrenchment is mitigated by stronger board structures. Specifically, in firms with higher expected managerial entrenchment, those with higher proportion of outside director on the board and smaller board size have lower cash holdings. We also find that firm value is negatively associated with cash levels. The negative association between firm value and cash holdings is more pronounced in firms with (i) lower proportion of outside directors, (ii) larger boards and (iii) higher expected managerial entrenchment. For firms with both high cash holdings and high expected managerial entrenchment, investors additionally discount the valuation of firms with lower proportion of outside directors and those with larger boards
    Note: In: Review of Pacific Basin Financial Markets and Policies, Vol. 12, No. 3, pp. 475-508, 2009 , Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 1, 2009 erstellt , Volltext nicht verfügbar
    Language: English
    URL: lizenzpflichtig
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