Research in finance . Volume 24 [[electronic resource] /] / edited by Andrew H. Chen

• Pubblicazione: Bingley, UK ; ; Greenwich, Conn., : Emerald, : JAI Press, 2008
• Edizione: 1st ed.
• Descrizione fisica: 1 online resource (333 p.)
• Disciplina: 332.05
• Soggetto topico: Finance; Stochastic processes
• Soggetto genere / forma: Electronic books.
• Altri autori: ChenAndrew H
• Note generali: "A research annual.
• Nota di bibliografia: Includes bibliographical references.
• Nota di contenuto: Front cover; Research in Finance; Copyright page; Contents; List of Contributors; Introduction; Chapter 1. Competition in IPO Underwriting: Time Series Evidence; 1. Introduction; 2. Sample Description; 3. Trends in IPO Characteristics; 4. IPO Underwriting Spreads; 5. Conclusions; Notes; Acknowledgments; References; Chapter 2. Can Delegating Bank Regulation to Market Forces Really Work?; 1. The model; 2. The Bank's Quality Decision with no Monitoring; 3. The Bank's Quality Decision with Direct Monitoring; 4. The Bank's Quality Decision in the Absence of Direct Monitoring ; 5. An Alternative Mechanism: Solving the Moral Hazard Problem 6. Conclusions; Acknowledgments; Notes; References; Chapter 3. Internal Model-Based Capital Standard and the Cost of Deposit Insurance; 1. Introduction; 2. The Model; 3. Numerical Analysis; 4. Conclusion; Notes; Acknowledgments; References; Chapter 4. Lead Lenders and Loan Pricing; 1. Introduction; 2. Bank, Borrower, Non-Price Loan Characteristics; 3. Data; 4. Empirical Results; 5. Conclusions; Notes; Acknowledgments; References; Chapter 5. Regional Economic Conditions and Aggregate Bank Performance; 1. Introduction ; 2. Literature Review 3. Data; 4. Traditional Micro-Level View; 5. Aggregate Evidence of a Relationship; 6. Forecasts of Relative State Rankings of Bank Condition; 7. Conclusion; Notes; Acknowledgments; References; Chapter 6. Who Benefits More from Global Diversification? an Over-Time Perspective; 1. Introduction; 2. Literature Reviews; 3. Measures of the Global Diversification Benefits; 4. Data; 5. Empirical Results; 6. Constraints of Weighting and Feasibility of Strategies; 7. Conclusions; Notes; Acknowledgments; References ; Chapter 7. Overreaction and Seasonality in Asian Stock Indices: Evidence from Korea, Hong Kong and Japan 1. Introduction; 2. Background; 3. Analysis of Overreaction; 4. Analysis of Seasonality Patterns; 5. Summary and Conclusions; Notes; References; Chapter 8. A Mean-Gini Approach to Asset Allocation Involving Hedge Funds; The Gini coefficient; Data; Methodology; Hedge funds; Conclusion; Notes; Acknowledgments; References; Chapter 9. Incentive Stocks and Options with Trading Restrictions: Not as Restricted as we Thought; 1. Introduction ; 2. Optimal Consumption-Portfolio Strategy with a Hedging Index 3. Undoing the Holding Restrictions Using the Hedging Index; 4. Conclusion; Notes; Acknowledgments; References; Appendix; Chapter 10. Board Size and Firm Performance in the Property-Liability Insurance Industry; Introduction; Theory and Literature Review; Hypotheses Development, Alternative Explanations, and Control Variables; Sample Selection, Methods, and Results; Conclusions and limitations; Note; References; Chapter 11. The Role of Higher Oil Prices: A Case of Major Developed Countries; 1. Introduction ; 2. Changes in Inflation Expectations
• Sommario/riassunto: Contains contributions on a range of important issues in research in finance and economics. This volume includes topics such as the IPO underwriting spreads, the moral hazard problems in bank regulation as well as in the cost of deposit insurance, the loa
• Titolo autorizzato: Research in finance
• ISBN: 1-280-77174-7; 9786613682512; 1-84950-549-7
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910455020603321
• Lo trovi qui: Univ. Federico II