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Advances in quantitative analysis of finance and accounting . Volume 6 / / editor, Cheng-Few Lee
| Advances in quantitative analysis of finance and accounting . Volume 6 / / editor, Cheng-Few Lee |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Singapore, : World Scientific, c2008 |
| Descrizione fisica | 1 online resource (270 p.) |
| Disciplina |
332
657.48 |
| Altri autori (Persone) | LeeCheng F |
| Collana | Advances in Quantitative Analysis of Finance & Accounting |
| Soggetto topico |
Finance
Finance - Mathematical models Accounting Accounting - Mathematical models |
| ISBN |
1-281-93398-8
9786611933982 981-279-169-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""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""
""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"" ""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"" ""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"" ""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"" ""Chapter 7 The Pricing of Initial Public Offerings: An Option Approach Sheen Liu, Chunchi Wu and Peter Huaiyu Chen"" |
| Record Nr. | UNINA-9910815404303321 |
| Singapore, : World Scientific, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 5 / / editor, Cheng-Few Lee
| Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 5 / / editor, Cheng-Few Lee |
| Pubbl/distr/stampa | Hackensack, NJ, : World Scientific Publishing, c2007 |
| Descrizione fisica | 1 online resource (344 p.) |
| Disciplina |
332
657 |
| Altri autori (Persone) | LeeCheng F |
| Collana | Advances in Quantitative Analysis of Finance & Accounting |
| Soggetto topico |
Finance - Mathematical models
Accounting - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-91197-6
9786611911973 981-277-221-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; Contents; List of Contributors; Chapter 1 The Least Cost Super-replicating Portfolio for Short Puts and Calls in The Boyle-Vorst Model with Transaction Costs Guan-Yu Chen, Ken Palmer and Yuan-Chung Sheu; 1. Introduction; 2. Preliminaries; 3. General Contingent Claims in the Two-Period Case; 4. Least Cost Super-replicating Portfolios for Short Puts and Calls in the Two-Period Case; 5. An Example with Path-Dependent Least Cost Super-replicating Portfolios; References
Chapter 2 Testing of Non-stationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data Guglielmo Maria Caporale, Luis A. Gil-Alana and Mike Nazarski 1. Introduction; 2. Testing of Nonstationarities in the Unit Circle; 3. A Monte Carlo Simulation Study; 4. Two Empirical Applications; 4.1. The Eurodollar rate; 4.2. The Dow Jones index; 5. Conclusions; Acknowledgments; References; Chapter 3 Equity Restructuring via Tracking Stocks: Is there any Value Added? Beni Lauterbach and Joseph Vu; 1. Introduction; 2. Why Issue Tracking Stocks? 2.1. Information explanations 2.2. The diversification discount motive; 2.3. Investor clientele; 2.4. Agency perspectives; 2.5. Other motivations; 3. Market Response to Tracking Stock Announcements; 4. The Long-Term Response of Parent Stocks; 5. Summary and Conclusions; Acknowledgments; References; Chapter 4 Stock Option Exercises and Discretionary Disclosure Wei Zhang and Steven F. Cahan; 1. Introduction; 2. Prior Literature; 2.1. Disclosure; 2.2. Disclosure and option grants; 2.3. Disclosures, option exercises, and privation information; 3. Hypothesis; 4. Method 4.1. Measurements of main variables 4.2. Model specification; 5. Results; 5.1. Sample and descriptive statistics; 5.2. Regression results from partitioned samples; 5.3. Results from regressions with interactions; 6. Discussion and Conclusion; References; Chapter 5 Do Profit Warnings Convey Information About the Industry? Dave Jackson, Jeff Madura and Judith Swisher; 1. Introduction; 2. Related Literature and Hypotheses; 2.1. Related literature; 2.2. Factors that could influence industry effects; 3. Sample Selection; 4. Descriptive Statistics; 5. Industry Effects 5.1. Industry effects partitioned by pre- and post-RFD5.2. Industry effects partitioned by SIC classification; 5.3. Industry effects partitioned by size of the surprise; 5.4. Industry effects partitioned by the revaluation of the warning firm; 5.5. Industry effects partitioned by size of the warning firm; 5.6. Industry effects partitioned by analyst coverage of the warning firm; 6. Multivariate Analysis; 6.1. Multivariate model; 6.2. Results of multivariate analysis; 6.3. Results of the multivariate analysis applied to pre- and post-RFD periods; 7. Conclusion; Acknowledgments; References Chapter 6 Are Whisper Forecasts more Informative than Consensus Analysts' Forecasts? Erik Devos and Yiuman Tse |
| Record Nr. | UNINA-9910458413403321 |
| Hackensack, NJ, : World Scientific Publishing, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 5 / / editor, Cheng-Few Lee
| Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 5 / / editor, Cheng-Few Lee |
| Pubbl/distr/stampa | Hackensack, NJ, : World Scientific Publishing, c2007 |
| Descrizione fisica | 1 online resource (344 p.) |
| Disciplina |
332
657 |
| Altri autori (Persone) | LeeCheng F |
| Collana | Advances in Quantitative Analysis of Finance & Accounting |
| Soggetto topico |
Finance - Mathematical models
Accounting - Mathematical models |
| ISBN |
1-281-91197-6
9786611911973 981-277-221-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; Contents; List of Contributors; Chapter 1 The Least Cost Super-replicating Portfolio for Short Puts and Calls in The Boyle-Vorst Model with Transaction Costs Guan-Yu Chen, Ken Palmer and Yuan-Chung Sheu; 1. Introduction; 2. Preliminaries; 3. General Contingent Claims in the Two-Period Case; 4. Least Cost Super-replicating Portfolios for Short Puts and Calls in the Two-Period Case; 5. An Example with Path-Dependent Least Cost Super-replicating Portfolios; References
Chapter 2 Testing of Non-stationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data Guglielmo Maria Caporale, Luis A. Gil-Alana and Mike Nazarski 1. Introduction; 2. Testing of Nonstationarities in the Unit Circle; 3. A Monte Carlo Simulation Study; 4. Two Empirical Applications; 4.1. The Eurodollar rate; 4.2. The Dow Jones index; 5. Conclusions; Acknowledgments; References; Chapter 3 Equity Restructuring via Tracking Stocks: Is there any Value Added? Beni Lauterbach and Joseph Vu; 1. Introduction; 2. Why Issue Tracking Stocks? 2.1. Information explanations 2.2. The diversification discount motive; 2.3. Investor clientele; 2.4. Agency perspectives; 2.5. Other motivations; 3. Market Response to Tracking Stock Announcements; 4. The Long-Term Response of Parent Stocks; 5. Summary and Conclusions; Acknowledgments; References; Chapter 4 Stock Option Exercises and Discretionary Disclosure Wei Zhang and Steven F. Cahan; 1. Introduction; 2. Prior Literature; 2.1. Disclosure; 2.2. Disclosure and option grants; 2.3. Disclosures, option exercises, and privation information; 3. Hypothesis; 4. Method 4.1. Measurements of main variables 4.2. Model specification; 5. Results; 5.1. Sample and descriptive statistics; 5.2. Regression results from partitioned samples; 5.3. Results from regressions with interactions; 6. Discussion and Conclusion; References; Chapter 5 Do Profit Warnings Convey Information About the Industry? Dave Jackson, Jeff Madura and Judith Swisher; 1. Introduction; 2. Related Literature and Hypotheses; 2.1. Related literature; 2.2. Factors that could influence industry effects; 3. Sample Selection; 4. Descriptive Statistics; 5. Industry Effects 5.1. Industry effects partitioned by pre- and post-RFD5.2. Industry effects partitioned by SIC classification; 5.3. Industry effects partitioned by size of the surprise; 5.4. Industry effects partitioned by the revaluation of the warning firm; 5.5. Industry effects partitioned by size of the warning firm; 5.6. Industry effects partitioned by analyst coverage of the warning firm; 6. Multivariate Analysis; 6.1. Multivariate model; 6.2. Results of multivariate analysis; 6.3. Results of the multivariate analysis applied to pre- and post-RFD periods; 7. Conclusion; Acknowledgments; References Chapter 6 Are Whisper Forecasts more Informative than Consensus Analysts' Forecasts? Erik Devos and Yiuman Tse |
| Record Nr. | UNINA-9910784877903321 |
| Hackensack, NJ, : World Scientific Publishing, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advances in quantitative analysis of finance and accounting . Volume 5 / / editor, Cheng-Few Lee
| Advances in quantitative analysis of finance and accounting . Volume 5 / / editor, Cheng-Few Lee |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hackensack, NJ, : World Scientific Publishing, c2007 |
| Descrizione fisica | 1 online resource (344 p.) |
| Disciplina |
332
657 |
| Altri autori (Persone) | LeeCheng F |
| Collana | Advances in Quantitative Analysis of Finance & Accounting |
| Soggetto topico |
Finance - Mathematical models
Accounting - Mathematical models |
| ISBN |
1-281-91197-6
9786611911973 981-277-221-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; Contents; List of Contributors; Chapter 1 The Least Cost Super-replicating Portfolio for Short Puts and Calls in The Boyle-Vorst Model with Transaction Costs Guan-Yu Chen, Ken Palmer and Yuan-Chung Sheu; 1. Introduction; 2. Preliminaries; 3. General Contingent Claims in the Two-Period Case; 4. Least Cost Super-replicating Portfolios for Short Puts and Calls in the Two-Period Case; 5. An Example with Path-Dependent Least Cost Super-replicating Portfolios; References
Chapter 2 Testing of Non-stationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data Guglielmo Maria Caporale, Luis A. Gil-Alana and Mike Nazarski 1. Introduction; 2. Testing of Nonstationarities in the Unit Circle; 3. A Monte Carlo Simulation Study; 4. Two Empirical Applications; 4.1. The Eurodollar rate; 4.2. The Dow Jones index; 5. Conclusions; Acknowledgments; References; Chapter 3 Equity Restructuring via Tracking Stocks: Is there any Value Added? Beni Lauterbach and Joseph Vu; 1. Introduction; 2. Why Issue Tracking Stocks? 2.1. Information explanations 2.2. The diversification discount motive; 2.3. Investor clientele; 2.4. Agency perspectives; 2.5. Other motivations; 3. Market Response to Tracking Stock Announcements; 4. The Long-Term Response of Parent Stocks; 5. Summary and Conclusions; Acknowledgments; References; Chapter 4 Stock Option Exercises and Discretionary Disclosure Wei Zhang and Steven F. Cahan; 1. Introduction; 2. Prior Literature; 2.1. Disclosure; 2.2. Disclosure and option grants; 2.3. Disclosures, option exercises, and privation information; 3. Hypothesis; 4. Method 4.1. Measurements of main variables 4.2. Model specification; 5. Results; 5.1. Sample and descriptive statistics; 5.2. Regression results from partitioned samples; 5.3. Results from regressions with interactions; 6. Discussion and Conclusion; References; Chapter 5 Do Profit Warnings Convey Information About the Industry? Dave Jackson, Jeff Madura and Judith Swisher; 1. Introduction; 2. Related Literature and Hypotheses; 2.1. Related literature; 2.2. Factors that could influence industry effects; 3. Sample Selection; 4. Descriptive Statistics; 5. Industry Effects 5.1. Industry effects partitioned by pre- and post-RFD5.2. Industry effects partitioned by SIC classification; 5.3. Industry effects partitioned by size of the surprise; 5.4. Industry effects partitioned by the revaluation of the warning firm; 5.5. Industry effects partitioned by size of the warning firm; 5.6. Industry effects partitioned by analyst coverage of the warning firm; 6. Multivariate Analysis; 6.1. Multivariate model; 6.2. Results of multivariate analysis; 6.3. Results of the multivariate analysis applied to pre- and post-RFD periods; 7. Conclusion; Acknowledgments; References Chapter 6 Are Whisper Forecasts more Informative than Consensus Analysts' Forecasts? Erik Devos and Yiuman Tse |
| Record Nr. | UNINA-9910819464703321 |
| Hackensack, NJ, : World Scientific Publishing, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advances in quantitative analysis of finance and accounting . Volume 4 [[electronic resource] /] / editor Cheng-Few Lee
| Advances in quantitative analysis of finance and accounting . Volume 4 [[electronic resource] /] / editor Cheng-Few Lee |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, N. J., : World Scientific, c2006 |
| Descrizione fisica | 1 online resource (376 p.) |
| Disciplina | 657.48 |
| Altri autori (Persone) | LeeCheng F |
| Collana | Advances in quantitative analysis of finance and accounting |
| Soggetto topico |
Accounting - Mathematical models
Finance - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-37333-8
9786611373337 981-277-282-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""Preface to Volume 4""; ""List of Contributors""; ""Chapter 1 Real Option Based Equity Valuation Models: An Empirical Analysis""; ""1. Introduction""; ""2. Background and Prior Research""; ""3. Real Option Based Equity Valuation Models""; ""4. Sample and Variables""
""5. Analyses and Results""""6. Financial Management Considerations""; ""7. Loss Firms""; ""8. Conclusions and Limitations""; ""Appendix A. Some Basic Properties of Options""; ""Appendix B. Reconciling the Apparent Negative Earnings Anomaly""; ""References"" ""Chapter 2 Firm Performance and Compensation-Based Stock Trading by Corporate Executives""""1. Introduction""; ""2. Data and Sample""; ""3. Empirical Results""; ""4. Conclusions and Discussions""; ""Appendix A""; ""Appendix B""; ""Appendix C""; ""References "" ""Chapter 3 Management Compensation, Debt Contract, and Earnings Management Strategy""""1. Introduction""; ""2. The Basic Model""; ""3. Earnings Management Strategy and Debt Covenants""; ""4. Conclusions""; ""References""; ""Chapter 4 Risky Debt-Maturity Choice under Information Asymmetry""; ""1. Introduction""; ""2. The Model"" ""3. Debt-Market Equilibrium""""4. Numerical Examples""; ""5. Conclusions""; ""Appendix A""; ""Acknowledgements""; ""References""; ""Chapter 5 Estimated Operating Cash Flow, Reported Cash Flow from Operating Activities, and Financial Distress""; ""1. Introduction""; ""2. Motivation for Study and Relevant Prior Literature ""; ""3. Research Methods"" ""4. Statistical Results"" |
| Record Nr. | UNINA-9910450819303321 |
| Singapore ; ; Hackensack, N. J., : World Scientific, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advances in quantitative analysis of finance and accounting . Volume 4 [[electronic resource] /] / editor Cheng-Few Lee
| Advances in quantitative analysis of finance and accounting . Volume 4 [[electronic resource] /] / editor Cheng-Few Lee |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, N. J., : World Scientific, c2006 |
| Descrizione fisica | 1 online resource (376 p.) |
| Disciplina | 657.48 |
| Altri autori (Persone) | LeeCheng F |
| Collana | Advances in quantitative analysis of finance and accounting |
| Soggetto topico |
Accounting - Mathematical models
Finance - Mathematical models |
| ISBN |
1-281-37333-8
9786611373337 981-277-282-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""Preface to Volume 4""; ""List of Contributors""; ""Chapter 1 Real Option Based Equity Valuation Models: An Empirical Analysis""; ""1. Introduction""; ""2. Background and Prior Research""; ""3. Real Option Based Equity Valuation Models""; ""4. Sample and Variables""
""5. Analyses and Results""""6. Financial Management Considerations""; ""7. Loss Firms""; ""8. Conclusions and Limitations""; ""Appendix A. Some Basic Properties of Options""; ""Appendix B. Reconciling the Apparent Negative Earnings Anomaly""; ""References"" ""Chapter 2 Firm Performance and Compensation-Based Stock Trading by Corporate Executives""""1. Introduction""; ""2. Data and Sample""; ""3. Empirical Results""; ""4. Conclusions and Discussions""; ""Appendix A""; ""Appendix B""; ""Appendix C""; ""References "" ""Chapter 3 Management Compensation, Debt Contract, and Earnings Management Strategy""""1. Introduction""; ""2. The Basic Model""; ""3. Earnings Management Strategy and Debt Covenants""; ""4. Conclusions""; ""References""; ""Chapter 4 Risky Debt-Maturity Choice under Information Asymmetry""; ""1. Introduction""; ""2. The Model"" ""3. Debt-Market Equilibrium""""4. Numerical Examples""; ""5. Conclusions""; ""Appendix A""; ""Acknowledgements""; ""References""; ""Chapter 5 Estimated Operating Cash Flow, Reported Cash Flow from Operating Activities, and Financial Distress""; ""1. Introduction""; ""2. Motivation for Study and Relevant Prior Literature ""; ""3. Research Methods"" ""4. Statistical Results"" |
| Record Nr. | UNINA-9910784716003321 |
| Singapore ; ; Hackensack, N. J., : World Scientific, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advances in quantitative analysis of finance and accounting . Volume 4 / / editor Cheng-Few Lee
| Advances in quantitative analysis of finance and accounting . Volume 4 / / editor Cheng-Few Lee |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, N. J., : World Scientific, c2006 |
| Descrizione fisica | 1 online resource (376 p.) |
| Disciplina | 657.48 |
| Altri autori (Persone) | LeeCheng F |
| Collana | Advances in quantitative analysis of finance and accounting |
| Soggetto topico |
Accounting - Mathematical models
Finance - Mathematical models |
| ISBN |
1-281-37333-8
9786611373337 981-277-282-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""Preface to Volume 4""; ""List of Contributors""; ""Chapter 1 Real Option Based Equity Valuation Models: An Empirical Analysis""; ""1. Introduction""; ""2. Background and Prior Research""; ""3. Real Option Based Equity Valuation Models""; ""4. Sample and Variables""
""5. Analyses and Results""""6. Financial Management Considerations""; ""7. Loss Firms""; ""8. Conclusions and Limitations""; ""Appendix A. Some Basic Properties of Options""; ""Appendix B. Reconciling the Apparent Negative Earnings Anomaly""; ""References"" ""Chapter 2 Firm Performance and Compensation-Based Stock Trading by Corporate Executives""""1. Introduction""; ""2. Data and Sample""; ""3. Empirical Results""; ""4. Conclusions and Discussions""; ""Appendix A""; ""Appendix B""; ""Appendix C""; ""References "" ""Chapter 3 Management Compensation, Debt Contract, and Earnings Management Strategy""""1. Introduction""; ""2. The Basic Model""; ""3. Earnings Management Strategy and Debt Covenants""; ""4. Conclusions""; ""References""; ""Chapter 4 Risky Debt-Maturity Choice under Information Asymmetry""; ""1. Introduction""; ""2. The Model"" ""3. Debt-Market Equilibrium""""4. Numerical Examples""; ""5. Conclusions""; ""Appendix A""; ""Acknowledgements""; ""References""; ""Chapter 5 Estimated Operating Cash Flow, Reported Cash Flow from Operating Activities, and Financial Distress""; ""1. Introduction""; ""2. Motivation for Study and Relevant Prior Literature ""; ""3. Research Methods"" ""4. Statistical Results"" |
| Record Nr. | UNINA-9910810288603321 |
| Singapore ; ; Hackensack, N. J., : World Scientific, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 2 New series / / editor, Cheng-Few Lee
| Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 2 New series / / editor, Cheng-Few Lee |
| Pubbl/distr/stampa | Hackensack, NJ, : World Scientific, c2005 |
| Descrizione fisica | 1 online resource (235 p.) |
| Disciplina | 332.015195 |
| Altri autori (Persone) | LeeCheng F |
| Collana | Advances in Quantitative Analysis of Finance & Accounting |
| Soggetto topico |
Finance - Mathematical models
Accounting - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-37268-4
9786611372682 981-270-121-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface 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
3.2. 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 Chapter 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 5.3. 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 4.3. 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 Chapter 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 |
| Record Nr. | UNINA-9910450928503321 |
| Hackensack, NJ, : World Scientific, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 2 New series / / editor, Cheng-Few Lee
| Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 2 New series / / editor, Cheng-Few Lee |
| Pubbl/distr/stampa | Hackensack, NJ, : World Scientific, c2005 |
| Descrizione fisica | 1 online resource (235 p.) |
| Disciplina | 332.015195 |
| Altri autori (Persone) | LeeCheng F |
| Collana | Advances in Quantitative Analysis of Finance & Accounting |
| Soggetto topico |
Finance - Mathematical models
Accounting - Mathematical models |
| ISBN |
1-281-37268-4
9786611372682 981-270-121-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface 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
3.2. 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 Chapter 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 5.3. 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 4.3. 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 Chapter 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 |
| Record Nr. | UNINA-9910784827003321 |
| Hackensack, NJ, : World Scientific, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advances in quantitative analysis of finance and accounting . Volume 2 New series / / editor, Cheng-Few Lee
| Advances in quantitative analysis of finance and accounting . Volume 2 New series / / editor, Cheng-Few Lee |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hackensack, NJ, : World Scientific, c2005 |
| Descrizione fisica | 1 online resource (235 p.) |
| Disciplina | 332.015195 |
| Altri autori (Persone) | LeeCheng F |
| Collana | Advances in Quantitative Analysis of Finance & Accounting |
| Soggetto topico |
Finance - Mathematical models
Accounting - Mathematical models |
| ISBN |
1-281-37268-4
9786611372682 981-270-121-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface 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
3.2. 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 Chapter 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 5.3. 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 4.3. 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 Chapter 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 |
| Record Nr. | UNINA-9910819096403321 |
| Hackensack, NJ, : World Scientific, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
