LEADER 04485nam 2200649 a 450 001 9910462068003321 005 20200520144314.0 010 $a1-280-76902-5 010 $a9786613679796 010 $a1-78052-753-5 035 $a(CKB)2670000000193735 035 $a(EBL)943332 035 $a(OCoLC)795895096 035 $a(SSID)ssj0000678956 035 $a(PQKBManifestationID)11449836 035 $a(PQKBTitleCode)TC0000678956 035 $a(PQKBWorkID)10745556 035 $a(PQKB)11241889 035 $a(MiAaPQ)EBC943332 035 $a(Au-PeEL)EBL943332 035 $a(CaPaEBR)ebr10571127 035 $a(CaONFJC)MIL367979 035 $a(OCoLC)795466310 035 $a(EXLCZ)992670000000193735 100 $a20120625d2012 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 00$aResearch in finance$b[electronic resource] 205 $a1st ed. 210 $aBingley, U.K. $cEmerald$d2012 215 $a1 online resource (309 p.) 225 0 $aResearch in finance,$x0196-3821 ;$vv. 28 300 $aDescription based upon print version of record. 311 $a1-78052-752-7 320 $aIncludes bibliographical references. 327 $aFRONT 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 327 $aEXPECTED 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; ACKNOWLEDGMENTS; REFERENCES 327 $aAPPENDIX: 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 327 $aCHAPTER 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 327 $aREFERENCESCHAPTER 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 330 $aContributions to Research in Finance, volume 28, include finance theory and financial practice, plus accounting issues such as reporting derivatives positions, reflecting intangible holdings, or predicting financial distress. 410 0$aResearch in Finance, 28 606 $aFinance 608 $aElectronic books. 615 0$aFinance. 676 $a332 701 $aKensinger$b John F$0988861 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910462068003321 996 $aResearch in finance$92261340 997 $aUNINA