Advances In Quantitative Analysis Of Finance And Accounting (Vol. 5)
eBook - PDF

Advances In Quantitative Analysis Of Finance And Accounting (Vol. 5)

  1. 344 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Advances In Quantitative Analysis Of Finance And Accounting (Vol. 5)

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 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.

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Yes, you can access Advances In Quantitative Analysis Of Finance And Accounting (Vol. 5) by Cheng-few Lee in PDF and/or ePUB format, as well as other popular books in Biological Sciences & Science General. We have over one million books available in our catalogue for you to explore.

Table of contents

  1. Contents
  2. Preface
  3. List of Contributors
  4. Chapter 1 The Least Cost Superreplicating Portfolio for Short Puts and Calls in The Boyleā€“Vorst Model with Transaction Costs Guan-Yu Chen, Ken Palmer and Yuan-Chung Sheu
  5. 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
  6. Chapter 3 Equity Restructuring via Tracking Stocks: Is there any Value Added? Beni Lauterbach and Joseph Vu
  7. Chapter 4 Stock Option Exercises and Discretionary Disclosure Wei Zhang and Steven F. Cahan
  8. Chapter 5 Do Profit Warnings Convey Information About the Industry? Dave Jackson, Jeff Madura and Judith Swisher
  9. Chapter 6 Are Whisper Forecasts more Informative than Consensus Analystsā€™ Forecasts? Erik Devos and Yiuman Tse
  10. Chapter 7 Earning Forecast-Based Return Predictions: Risk Proxies in Disguise? Le (Emily) Xu
  11. Chapter 8 On Simple Binomial Approximations for Two Variable Functions in Finance Applications Hemantha S. B. Herath and Pranesh Kumar
  12. Chapter 9 The Prime Rateā€“Deposit Rate Spread and Macroeconomic Shocks Bradley T. Ewing and Jamie Brown Kruse
  13. Chapter 10 The Long-Run Performance of Firms that Issue Tracking Stocks Charmen Loh
  14. Chapter 11 Differences in Underpricing Returns Between REIT IPOs and Industrial Company IPOs William Dimovski and Robert Brooks
  15. Chapter 12 Performance of Canadian Mutual Funds and Investors Rajeeva Sinha and Vijay Jog
  16. Chapter 13 Identifying Major Shocks in Market Volatility and Their Impact on Trading Strategies Pauline Shum and Kevin X. Zhu
  17. Chapter 14 The September Phenomenon of US Equity Market Anthony Yanxiang Gu and John T. Simon
  18. Chapter 15 Fundamental Drivers of Electricity Prices in the Pacific Northwest Chi-Keung Woo, Ira Horowitz, Nate Toyama, Arne Olson, Aaron Lai and Ray Wan
  19. Index