Item description for Advances In Quantitative Analysis Of Finance And Accounting (Advances in Quantitative Analysis of Finance and Accounting) by Cheng-Few Lee...
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, as well as applications of quantitative methods to problems in financial management, financial accounting, and business management. The objective is to promote interaction between academic research in finance and accounting and applied research in the financial community and accounting profession.
The chapters in this volume cover a wide range of important topics, including corporate finance and debt management, earnings management, options and futures, equity market, and portfolio diversification. These topics are very useful for both academicians and practitioners in the area of finance.
Contents: Collateral Constraints, Debt Management, and Investment Incentives (E Agliardi & R Andergassen); A Concave Quadratic Programming Marketing Strategy Model with Product Life Cycles (P Y Kim et al.); Evaluating the Robustness of Market Anomaly Evidence (W D Brown, Jr et al.); Why is the Value Relevance of Earnings Lower for High-Tech Firms? (B B Lee et al.); Thirty Years of Canadian Evidence on Stock Splits, Reverse Stock Splits, and Stock Dividends (V Jog & P C Zhu); Intraday Volume Volatility Relation of the DOW: A Behavioral Interpretation (A F Darrat et al.); The Pricing of Initial Public Offerings: An Option Approach (S Liu et al.); Determinants of Winner Loser Effects in National Stock Markets (M-S Pan); Earnings Management in Corporate Voting: Evidence from Antitakeover Charter Amendments (C-K Hoi et al.); Deterministic Portfolio Selection Models, Selection Bias, and an Unlikely Hero (H E Phillips); Corporate Capital Structure and Firm Value: A Panel Data Evidence from Australia s Dividend Imputation Tax System (A T Mollik); The Momentum and Mean Reversion of Nikkei Index Futures: A Markov Chain Analysis (K Peng & S Wang).
Promise Angels is dedicated to bringing you great books at great prices. Whether you read for entertainment, to learn, or for literacy - you will find what you want at promiseangels.com!
Studio: World Scientific Publishing Company
Est. Packaging Dimensions: Length: 8.98" Width: 6.06" Height: 0.79" Weight: 1.19 lbs.
Release Date Mar 14, 2008
Publisher World Scientific Publishing Company
ISBN 981279168X ISBN13 9789812791689
Availability 0 units.
More About Cheng-Few Lee
Professor Cheng-Few Lee is a Distinguished Professor of Finance at Rutgers Business School and was chairperson of the Department of Finance from 1988-1995. He has maintained academic and consulting ties in Taiwan, Hong Kong, China and the United States for the past three decades. In the winter 2005 issue of the Journal of Finance Literature, Professor Lee was ranked as the most published finance professor worldwide during 1953-2002.
Professor Alice C. Lee is an Assistant Professor of Finance at San Francisco State University. She has a diverse background, which includes engineering, sales, and management consulting. Her primary areas of teaching and research are corporate finance and financial institutions.