
- 376 pages
- English
- PDF
- Available on iOS & Android
Advances In Quantitative Analysis Of Finance And Accounting (Vol. 4)
About this book
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 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 the accounting profession.The papers in this volume cover a wide range of topics including earnings management, management compensation, option theory and application, debt management and interest rate theory, and portfolio diversification.
Frequently asked questions
- Essential is ideal for learners and professionals who enjoy exploring a wide range of subjects. Access the Essential Library with 800,000+ trusted titles and best-sellers across business, personal growth, and the humanities. Includes unlimited reading time and Standard Read Aloud voice.
- Complete: Perfect for advanced learners and researchers needing full, unrestricted access. Unlock 1.4M+ books across hundreds of subjects, including academic and specialized titles. The Complete Plan also includes advanced features like Premium Read Aloud and Research Assistant.
Please note we cannot support devices running on iOS 13 and Android 7 or earlier. Learn more about using the app.
Information
Table of contents
- Contents
- Preface to Volume 4
- List of Contributors
- Chapter 1 Real Option Based Equity Valuation Models: An Empirical Analysis
- Chapter 2 Firm Performance and Compensation-Based Stock Trading by Corporate Executives
- Chapter 3 Management Compensation, Debt Contract, and Earnings Management Strategy
- Chapter 4 Risky Debt-Maturity Choice under Information Asymmetry
- Chapter 5 Estimated Operating Cash Flow, Reported Cash Flow from Operating Activities, and Financial Distress
- Chapter 6 Earnings Surprise and the Relative Information Content of Short Interest
- Chapter 7 Group Types and Earnings Management
- Chapter 8 A Bayesian Approach for Testing the Debt Signaling Hypothesis in a Transitional Market: Perspectives from Egypt
- Chapter 9 The Tendency of Firm Managers to Avoid Small Losses
- Chapter 10 Do Winners Perform Better Than Losers? A Stochastic Dominance Approach
- Chapter 11 The Shift Function for the Extended Vasicek Model
- Chapter 12 Beating or Meeting Earnings-Based Target Performance in CEOs' Annual Cash Bonuses
- Chapter 13 Corporate Diversification and the Price-Earnings Association
- Chapter 14 Taking Positive Interest Rates Seriously
- Index