LEADER 05571nam 2200661Ia 450 001 9910784827003321 005 20230617000510.0 010 $a1-281-37268-4 010 $a9786611372682 010 $a981-270-121-4 035 $a(CKB)1000000000410504 035 $a(EBL)1214942 035 $a(SSID)ssj0000099158 035 $a(PQKBManifestationID)11981566 035 $a(PQKBTitleCode)TC0000099158 035 $a(PQKBWorkID)10013158 035 $a(PQKB)10999133 035 $a(MiAaPQ)EBC1214942 035 $a(WSP)00000747 035 $a(Au-PeEL)EBL1214942 035 $a(CaPaEBR)ebr10713435 035 $a(CaONFJC)MIL137268 035 $a(OCoLC)71436582 035 $a(EXLCZ)991000000000410504 100 $a20130531d2005 uy 0 101 0 $aeng 135 $aurcuu|||uu||| 181 $ctxt 182 $cc 183 $acr 200 00$aAdvances in quantitative analysis of finance and accounting$b[electronic resource] $hVolume 2$iNew series /$feditor, Cheng-Few Lee 210 $aHackensack, NJ $cWorld Scientific$dc2005 215 $a1 online resource (235 p.) 225 1 $aAdvances in Quantitative Analysis of Finance & Accounting ;$vv.2 300 $aDescription based upon print version of record. 311 $a981-256-164-1 320 $aIncludes bibliographical references and index. 327 $aPreface 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; 1. Introduction; 2. A General Description of n-Order Multinomial Lattices; 3. Multinomial Lattices and Lognormally Distributed Asset Prices; 4. Practical Implementation and Numerical Results; 5. Conclusions; References; Chapter 2 Value-Relevance of Knowledge Spillovers: Evidence from Three High-Tech Industries Michael K. Fung; 1. Introduction; 2. Measuring Knowledge Spillovers; 3. Data; 3.1. Knowledge spillovers 327 $a3.2. Firm-specific financial data4. Empirical Formulation - The Ohlson Model; 5. Results; 6. Conclusions; Acknowledgments; References; Chapter 3 Using Path Analysis to Integrate Accounting and Non-Financial Information: The Case for Revenue Drives of Internet Stocks Anthony Kozberg; 1. Introduction; 2. Literature Review; 3. Data Collection; 4. Methodology; 5. Results; 6. Expanded Testing; 7. Conclusions and Suggestions for Further Research; Acknowledgments; Appendix; References 327 $aChapter 4 A Teaching Note on the Effective Interest Rate, Periodic Interest Rate and Compounding Frequency Youngsik Kwak, H. James Williams 1. Introduction; 2. Different Textbook Approaches; 3. When Cash Flows Match Compounding Periods; 3.1. Example 1; 3.2. Algebraic method; 3.3. Formula method; 3.4. Financial calculator method; 4. When Cash Flows Occur More Frequently than Compounding Periods; 4.1. Example 2; 4.2. Algebraic method; 4.3. Formula method; 4.4. Financial calculator method; 5. When Cash Flows Occur Less Frequently than Compounding Periods; 5.1. Example 3; 5.2. Algebraic method 327 $a5.3. Formula method 5.4. Financial calculator method; 6. Relationships Among Different Interest Rates; 7. Conclusion; References; Chapter 5 Voluntary Disclosure of Strategic Operating Information and the Accuracy of Analysts' Earnings Forecasts Sidney Leung; 1. Introduction; 2. Related Literature; 3. Research Design; 3.1. Sample; 3.2. Measurement of variables; 3.2.1. Disclosure of strategic operating information (SOI); 3.2.2. Analyst forecast errors (AFEs); 3.2.3. Control variables; 4. Results; 4.1. Descriptive statistics and univariate analysis; 4.2. Regression results 327 $a4.3. Sensitivity analyses 4.4. Additional tests; 5. Conclusion; Acknowledgments; References; 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; 1. Introduction; 2. Literature and Background; 3. Data and Trading Characteristics; 4. Intraday Trading Behavior; 4.1. Number of trades and volume; 4.2. Trade size (in shares and in dollars); 5. Determinants of Trading and Volume; 6. Probability of Informed Trading; 7. Conclusion; References 327 $aChapter 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 330 $aNews Professor Cheng-Few Lee ranks #1 based on his publications in the 26 core finance journals, and #163 based on publications in the 7 leading finance journals (Source: Most Prolific Authors in the Finance Literature: 1959-2008 by Jean L Heck and Philip L Cooley (Saint Joseph's University and Trinity University). Advances in Quantitative Analysis of Finance and Accounting, New Series is an annual publication designed to disseminate developments in the quantitative analysis of finance and accounting. It is a forum for statistical and quantitative analyses of issues in finance and accounting, 410 0$aAdvances in Quantitative Analysis of Finance & Accounting 606 $aFinance$xMathematical models 606 $aAccounting$xMathematical models 615 0$aFinance$xMathematical models. 615 0$aAccounting$xMathematical models. 676 $a332.015195 701 $aLee$b Cheng F$0114212 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910784827003321 996 $aAdvances in quantitative analysis of finance and accounting$93671903 997 $aUNINA