LEADER 05598nam  2200733Ia 450 
001 9910815404303321
005 20240402140108.0
010   $a1-281-93398-8
010   $a9786611933982
010   $a981-279-169-8
035   $a(CKB)1000000000538188
035   $a(EBL)1679324
035   $a(OCoLC)879023464
035   $a(SSID)ssj0000099160
035   $a(PQKBManifestationID)11111523
035   $a(PQKBTitleCode)TC0000099160
035   $a(PQKBWorkID)10009739
035   $a(PQKB)11172927
035   $a(MiAaPQ)EBC1679324
035   $a(WSP)00000327    
035   $a(Au-PeEL)EBL1679324
035   $a(CaPaEBR)ebr10255376
035   $a(CaONFJC)MIL193398
035   $a(EXLCZ)991000000000538188
100   $a20080512d2008      uy         0
101 0 $aeng
135   $aurcuu|||uu|||
181   $ctxt
182   $cc
183   $acr
200 00$aAdvances in quantitative analysis of finance and accounting$hVolume 6 /$feditor, Cheng-Few Lee
205   $a1st ed.
210   $aSingapore $cWorld Scientific$dc2008
215   $a1 online resource (270 p.)
225 1 $aAdvances in Quantitative Analysis of Finance & Accounting ;$vv.6
300   $aDescription based upon print version of record.
311   $a981-279-168-X 
320   $aincludes bibliographical references and index.
327   $a""Contents""; ""Preface""; ""List of Contributors""; ""Chapter 1 Collateral Constraints, Debt Management, and Investment Incentives Elettra Agliardi and Rainer Andergassen""; ""1. Introduction""; ""2. The Model""; ""2.1. Time 2""; ""2.2. Time 1""; ""2.3. Benchmark""; ""3. Optimal Hedging""; ""4. Conclusion""; ""Appendix""; ""References""; ""Chapter 2 A Concave Quadratic Programming Marketing Strategy Model with Product Life Cycles Paul Y. Kim, Chin W. Yang, Cindy Hsiao-Ping Peng and Ken Hung""; ""1. Introduction""; ""2. The Linear Programming Marketing Strategy Model""
327   $a""3. A Concave Quadratic Programming Model of the Marketing Strategy Problem""""4. Critical Evaluations of the Marketing Strategy Models""; ""5. Conclusions""; ""References""; ""Chapter 3 Evaluating the Robustness of Market Anomaly Evidence William D. Brown Jr., Erin A. Moore and Ray J. Pfeiffer Jr.""; ""1. Introduction""; ""2. Background""; ""3. Description of the Research Design""; ""3.1. The effects of passive deletion""; ""3.2. The effects of extreme returns""; ""3.3. The forecast-to-price anomaly""; ""3.4. The accruals anomaly""; ""4. Results""
327   $a""4.1. Investigating the effects of passive deletion""""4.2. Investigating the effects of extreme returns""; ""5. Summary and Conclusions""; ""Acknowledgments""; ""References""; ""Chapter 4 Why is the Value Relevance of Earnings Lower for High-Tech Firms? B. Brian Lee, Eric Press and B. Ben Choi""; ""1. Introduction""; ""2. Contemporaneous Association between Returns and Earnings""; ""3. Background and Model Development""; ""3.1. Expense mismatching (earnings lack of timeliness) versus noise for high-technology firms""; ""3.2. Model development""; ""3.3. Noise from uncertain benefits""
327   $a""4. Empirical Results""""4.1. Expense mismatching""; ""4.2. Noise""; ""5. Conclusions""; ""APPENDIX""; ""References""; ""Chapter 5 Thirty Years of Canadian Evidence on Stock Splits, Reverse Stock Splits, and Stock Dividends Vijay Jog and Peng Cheng Zhu""; ""1. Introduction""; ""2. Literature Review""; ""3. Sample Description and Methodology""; ""4. Empirical Results""; ""4.1. Stock price trend""; ""4.2. Stock return trend""; ""4.3. Earnings per share trend""; ""4.4. Systematic risk (beta) trend""; ""4.5. Trading volume trend""; ""4.6. Transaction number trend""
327   $a""4.7. Possible changes in shareholder composition""""4.8. Post-split dividend behavior""; ""4.9. Valuation impact""; ""4.10. Post-split corporate governance environment""; ""5. Summary and Conclusions""; ""References""; ""Chapter 6 Intraday Volume volatility Relation of the DOW: A Behavioral Interpretation Ali F. Darrat, Shafiqur Rahman and Maosen Zhong""; ""1. Introduction""; ""2. A Behavioral Interpretation""; ""3. Empirical Results""; ""4. Concluding Remarks""; ""References""
327   $a""Chapter 7 The Pricing of Initial Public Offerings: An Option Approach Sheen Liu, Chunchi Wu and Peter Huaiyu Chen""
330   $aNews Professor Cheng-Few Lee ranks #1 based on his publications in the 26 core finance journals, and #163 based on publications in the 7 leading finance journals (Source: Most Prolific Authors in the Finance Literature: 1959-2008 by Jean L Heck and Philip L Cooley (Saint Joseph's University and Trinity University).  Advances in Quantitative Analysis of Finance and Accounting is an annual publication designed to disseminate developments in the quantitative analysis of finance and accounting. The publication is a forum for statistical and quantitative analyses of issues in finance and accounting
410  0$aAdvances in Quantitative Analysis of Finance & Accounting
606   $aFinance
606   $aFinance$xMathematical models
606   $aAccounting
606   $aAccounting$xMathematical models
615  0$aFinance.
615  0$aFinance$xMathematical models.
615  0$aAccounting.
615  0$aAccounting$xMathematical models.
676   $a332
676   $a657.48
701   $aLee$b Cheng F$0114212
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910815404303321
996   $aAdvances in quantitative analysis of finance and accounting$93920318
997   $aUNINA