| Description |
1 online resource (xvii, 326 pages) : illustrations |
| Contents |
Ch. 1. The least cost superreplicating portfolio for short puts and calls in the Boyle-Vorst model with transaction costs / Guan-Yu Chen, Ken Palmer and Yuan-Chung Sheu -- ch. 2. Testing of nonstationarities 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 -- ch. 3. Equity restructuring via tracking stocks : is there any value added? / Beni Lauterbach and Joseph Vu -- ch. 4. Stock option exercises and discretionary disclosure / Wei Zhang and Steven F. Cahan -- ch. 5. Do profit warnings convey information about the industry? / Dave Jackson, Jeff Madura and Judith Swisher -- ch. 6. Are Whisper Forecasts more informative than Consensus Analysts' Forecasts? / Erik Devos and Yiuman Tse -- ch. 7. Earning Forecast-Based Return Predictions: risk proxies in disguise? / Le (Emily) Xu -- ch. 8. On simple binomial approximations for two variable functions in finance applications / Hemantha S.B. Herath and Pranesh Kumar -- ch. 9. The Prime Rate-Deposit Rate Spread and macroeconomic shocks / Bradley T. Ewing and Jamie Brown Kruse -- ch. 10. The long-run performance of firms that issue tracking stocks / Charmen Loh -- Differences in underpricing returns between REIT IPOs and Industrial Company IPOs / William Dimovski and Robert Brooks -- ch. 12. Performance of Canadian mutual funds and investors / Rajeeva Sinha and Vijay Jog -- ch. 13. Identifying major shocks in market volatility and their impact on trading strategies / Pauline Shum and Kevin X. Zhu -- ch. 14. The September Phenomenon of US Equity Market / Anthony Yanxiang Gu and John T. Simon -- ch. 15. Fundamental Drivers of Electricity Prices in the Pacific Northwest / Chi-Keung Woo [and others] |
| Summary |
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 acco |
| Bibliography |
Includes bibliographical references and index |
| Notes |
Print version record |
| Subject |
Finance.
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Finance -- Mathematical models.
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Accounting.
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Accounting -- Mathematical models
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finance.
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BUSINESS & ECONOMICS -- Finance.
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Accounting
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Accounting -- Mathematical models
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Finance
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Finance -- Mathematical models
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| Form |
Electronic book
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| Author |
Lee, Cheng F.
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| ISBN |
9789812772213 |
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9812772219 |
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