| Description |
1 online resource (322 pages .) |
| Series |
Research in finance ; v. 23, 0196-3821 |
|
Research in finance ; v. 23. 0196-3821
|
| Contents |
Ownership Structure, Agency Costs and Dividend Policy (M. Bajaj et al.). Managerial Entrenchment and the Effectiveness of Internal Governance Mechanisms (M.M. McNabb, J.D. Martin). An Empirical Analysis of the Association Between CEO Compensation and Firm Performance: A Relative Excess Value Ratio Approach J. Kang et al.). The Relationship Between Systematic Risk and Underpricing of the IPO mMrket M.A. Almisher et al.). Hidden Cost Reductions in Bank Mergers: Accounting for More Productive Banks (S.H. Kwan, J.A. Wilcox). The Likelihood and Extent of Banks' Involvement with Interest Rate Derivatives as End Users (J.W. Gunther, T.F. Siems). The Determinants of Derivative Use by U.S. and Foreign Banks (Y.-W. Shyu, A. Reichert). The Impact of Regulatory Changes on Banks' Risks and Returns in Taiwan H.-Y. Yin et al.). The Market Value and Dynamic Interest Rate Risk of Swaps (A.H. Chen, M.M. Chaudhury). The Analysis of Duration and Immunization Strategy Under the HJM Term Structure Framework (C-.C. Chang, J-.C. Ho). The Lead-lag Relation Between Spot and Option Markets and Implied Volatility in Option Prices (P.P. Boyle et al.). Syndication Among Venture Capitalists -- When and With Whom (A. Bubna) |
| Summary |
Contains contributions on a range of important issues in financial research. This title covers such topics as: the performance of fixed income mutual funds in different economic states, the determinants of long-term excess performance of the ADRs on the NYSE, and the fragmentation in day and night markets. This volume contains contributions on a range of important issues in current financial research. Topics included are - the performance of fixed income mutual funds in different economic states, the determinants of long-term excess performance of the ADRs on the NYSE, the models for forecasting the Euro/US Dollar exchange rates and the U.S. mutual funds movements, the fragmentation in day and night markets, the market reactions of the U.S.-listed foreign banks to the passage of the GLB Act of 1999, the upper bounds for American options, the spread-based models for the valuation of credit derivatives, the empirical evidence on the evolution of corporate borrowers, the determinants of private debt source, and the underlying causes and resolution policies for the systematic banking crises. This is a valuable addition to the research of finance. It contains contributions from key figures the world of finance; and offers broad coverage |
| Notes |
Epublication rendering of: 9780762313457, 2006 |
| Form |
Electronic book
|
| Author |
Chen, Andrew H.
|
| ISBN |
1848554478 (E-Book) |
|
1849504415 |
|
9781848554474 |
|
9781849504416 |
|
