New series / editor Cheng-Few Lee.

Format:

Book

Contributor:

Lee, Cheng F.

Series:

Advances in quantitative analysis of finance and accounting ; v.1

Language:

English

Subjects (All):

Accounting--Mathematical models.

Accounting.

Finance--Mathematical models.

Finance.

Physical Description:

1 online resource (235 p.)

Edition:

1st ed.

Place of Publication:

Greenwich, CT : JAI Press, 2004.

Language Note:

English

Summary:

Advances in Quantitative Analysis of Finance and Accounting, New Series is a continuation (with new features) of the similarly titled book series that was previously published by JAI Press from 1991. AQAFANS is an annual publication designed t to disseminate developments in the quantitative analysis of finance and accounting. It 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

Contents:

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; Chapter 2 Value-Relevance of Knowledge Spillovers: Evidence from Three High-Tech Industries Michael K. Fung; Chapter 3 Using Path Analysis to Integrate Accounting and Non-Financial Information: The Case for Revenue Drivers of Internet Stocks Anthony Kozberg; Chapter 4 A Teaching Note on the Effective Interest Rate, Periodic Interest Rate and Compounding Frequency Youngsik Kwak, H. James Williams

Chapter 5 Voluntary Disclosure of Strategic Operating Information and the Accuracy of Analysts' Earnings Forecasts Sidney Leung 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; 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; Chapter 8 Hedging with Foreign-Listed Single Stock Futures Mao-wei Hung, Cheng-few Lee, Leh-chyan So

Chapter 9 Asset Pricing with Higher Moments: Empirical Evidence from the Taiwan Stock Market Bing-Huei Lin, Jerry M. C. Wang Chapter 10 Listing Switches from NASDAQ to the NYSE/AMEX: Is New York Issuance a Motive? Asli Ascioglu, Thomas H. McInish; Chapter 11 Is Covered Call Investing Wise? Evaluating the Strategy Using Risk-Adjusted Performance Measures Karyl B. Leggio, Donald Lien; Chapter 12 CFA Designation, Geographical Location and Analyst Performance Ping Hsiao, Wayne Y. Lee; Index

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

ISBN:

9786611347772

9781281347770

1281347779

9789812565457

9812565450

OCLC:

475947677