Advances In Quantitative Analysis Of Finance And Accounting (Vol. 5)
Published on 31. July 2007
Book
Hardback
344 pages
978-981-270-628-7 (ISBN)
Description
News
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 recent 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. Its objective is to promote interaction between academic research in finance and accounting with applied research in the financial community and the accounting profession.The chapters in this volume cover a wide range of pressing topics including security analysis and mutual fund management, option pricing theory and application, interest rate spread, and electricity pricing.
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 recent 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. Its objective is to promote interaction between academic research in finance and accounting with applied research in the financial community and the accounting profession.The chapters in this volume cover a wide range of pressing topics including security analysis and mutual fund management, option pricing theory and application, interest rate spread, and electricity pricing.
More details
Series
Language
English
Place of publication
Singapore
Singapore
Target group
Professional and scholarly
Professors and PhD students in finance and accounting, finance professionals.
Product notice
sewn/stitched
Paper over boards
Dimensions
Height: 230 mm
Width: 161 mm
Thickness: 24 mm
Weight
490 gr
ISBN-13
978-981-270-628-7 (9789812706287)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Person
Content
Testing of Nonstationarities in the Unit Circle, Long Memory Processes and Day of the Week Effects in Financial Data (G M Caporale et al.); Equity Restructuring Via Tracking Stocks: Is there any Value Added? (B Lauterbach & J Vu); Stock Option Exercises and Discretionary Disclosure (W Zhang & S F Cahan); Do Profit Warnings Convey Information About the Industry? (D Jackson et al.); Earnings Forecast-Based Returns Predictions: Risk Proxies in Disguise? (L Xu); The Prime Rate-Deposit Rate Spread and Macroeconomic Shocks (B T Ewing & J B Kruse); The Long-Run Performance of Firms that Issue Tracking Stocks (C Loh); Performance of Canadian Mutual Funds and Investors (R Sinha & V Jog); The September Phenomenon of US Equity Market (A Y Gu & J T Simon); Fundamental Drivers of Electricity Prices in the Pacific Northwest (I Horowitz et al.); and other papers.