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Record Nr. |
UNINA9910462068003321 |
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Titolo |
Research in finance [[electronic resource]] |
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Pubbl/distr/stampa |
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Bingley, U.K., : Emerald, 2012 |
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ISBN |
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1-280-76902-5 |
9786613679796 |
1-78052-753-5 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (309 p.) |
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Collana |
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Research in finance, , 0196-3821 ; ; v. 28 |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Finance |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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FRONT COVER; RESEARCH IN FINANCE; COPYRIGHT PAGE; CONTENTS; LIST OF CONTRIBUTORS; INTRODUCTION; CHAPTER 1 AN EMPIRICAL EXPLORATION OF THE CBOE VOLATILITY INDEX (VIX) FUTURES MARKET AS A HEDGE FOR EQUITY MARKET AND HEDGE FUND INVESTORS; LITERATURE REVIEW; EMPIRICAL PROPERTIES OF THE CASH VIX AND THE CASH-FUTURES BASIS; EXPLANATION OF THE VOLATILITY FUTURES RISK PREMIUM; THE RELATIONSHIP BETWEEN VIX AND THE S&P 500; USING VIX TO REDUCE HIGHER MOMENT RISKS OF HEDGE FUNDS; CONCLUSION; REFERENCES; CHAPTER 2 GLOBAL EARNINGS FORECASTING EFFICIENCY; UNDERSTANDING RISK AND PORTFOLIO CONSTRUCTION |
EXPECTED RETURNS MODELING AND STOCK SELECTIONEFFICIENT PORTFOLIO CONSTRUCTION; ADDITIONAL EVIDENCE ON TRACKING ERROR AT RISK AND EFFICIENT PORTFOLIO CONSTRUCTION; CONCLUSIONS; NOTES; ACKNOWLEDGMENTS; REFERENCES; DISCLAIMER; CHAPTER 3 THE IMPACT OF EMPLOYEE STOCK OWNERSHIP ON FIRMS' INVESTMENTS AND MARKET VALUE; INTRODUCTION; LITERATURE REVIEW; EMPLOYEE OWNERSHIP AND ENHANCED PRODUCTIVITY; EMPLOYEE OWNERSHIP AND THE MARKET VALUE OF EQUITY; EMPLOYEE STOCK OWNERSHIP VERSUS OTHER COMPENSATION PLANS; IMPLICATIONS; CONCLUDING REMARKS; NOTES; |
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ACKNOWLEDGMENTS; REFERENCES |
APPENDIX: CONFLICTS OF INTEREST IN CORPORATE INVESTMENT DECISIONSCHAPTER 4 ABNORMAL RETURNS AND IN-HOUSE MERGERS AND ACQUISITIONS; INTRODUCTION; LITERATURE REVIEW AND HYPOTHESES DEVELOPMENT; SAMPLE AND DATA; DESCRIPTIVE STATISTICS AND UNIVARIATE COMPARISONS; SHAREHOLDER WEALTH EFFECTS; CONCLUSION; NOTES; REFERENCES; APPENDIX; CHAPTER 5 ENHANCING THE ROLE OF REAL OPTIONS IN FINANCIAL DECISION MAKING: BUYING AND SELLING REAL OPTIONS; INTRODUCTION; THE CASE OF THE COMPACT REACTORS FROM BABCOCK & WILCOX; THE CASE OF HAWKER BEECHCRAFT; CLOSING REMARKS; NOTES; REFERENCES |
CHAPTER 6 FINANCIAL LEVERAGE, PROJECT EQUITY, AND SENSITIVITY OF NPVINTRODUCTION AND BRIEF REVIEW OF THE LITERATURE; DESCRIPTION OF THE FORMAL MODEL; CONCLUSION; REFERENCES; APPENDIX: A SIMPLE EXAMPLE; CHAPTER 7 RISK MANAGEMENT AND MARKET EFFICIENCY ON THE MIDWEST INDEPENDENT SYSTEM OPERATOR ELECTRICITY EXCHANGE; INTRODUCTION; BACKGROUND; RESULTS; CONCLUSION; NOTES; REFERENCES; CHAPTER 8 AT THE ORIGINS OF FEMALE DIRECTORS' NETWORKS: A STUDY OF THE FRENCH CASE; INTRODUCTION; THEORETICAL PERSPECTIVES AND HYPOTHESES FOR SPECIFICITY OF FEMALE BOARD NETWORKS; METHODS; RESULTS; CONCLUSION; NOTE |
REFERENCESCHAPTER 9 ECONOMIC MOTIVATION OF THE EX-DIVIDEND DAY ANOMALY: EVIDENCE FROM AN EMERGING MARKET ENVIRONMENT; INTRODUCTION; BACKGROUND; DATA; METHODOLOGY; EMPIRICAL RESULTS; SUMMARY AND DISCUSSION; CONCLUSION; NOTES; REFERENCES |
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Sommario/riassunto |
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Contributions to Research in Finance, volume 28, include finance theory and financial practice, plus accounting issues such as reporting derivatives positions, reflecting intangible holdings, or predicting financial distress. |
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