Advances In Quantitative Analysis Of Finance And Accounting (Vol. 6)

Cheng-few Lee

• Publisher: World Scientific
• Year: 2008
• ISBN:
  9789812791696
• Topic: Biological Sciences
• Subtopic: Science General
• Index: Biological Sciences

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 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.

Table of contents

• Contents
• Preface
• List of Contributors
• Chapter 1 Collateral Constraints, Debt Management, and Investment Incentives Elettra Agliardi and Rainer Andergassen
• Chapter 2 A Concave Quadratic Programming Marketing Strategy Model with Product Life Cycles Paul Y. Kim, Chin W. Yang, Cindy Hsiao-Ping Peng and Ken Hung
• Chapter 3 Evaluating the Robustness of Market Anomaly Evidence William D. Brown Jr., Erin A. Moore and Ray J. Pfeiffer Jr.
• Chapter 4 Why is the Value Relevance of Earnings Lower for High-Tech Firms? B. Brian Lee, Eric Press and B. Ben Choi
• Chapter 5 Thirty Years of Canadian Evidence on Stock Splits, Reverse Stock Splits, and Stock Dividends Vijay Jog and PengCheng Zhu
• Chapter 6 IntradayVolume—VolatilityRelation of theDOW: A Behavioral Interpretation Ali F. Darrat, Shafiqur Rahman and Maosen Zhong
• Chapter 7 The Pricing of Initial Public Offerings: An Option Approach Sheen Liu, Chunchi Wu and Peter Huaiyu Chen
• Chapter 8 Determinants of Winner–Loser Effects in National Stock Markets Ming-Shiun Pan
• Chapter 9 Earnings Management in Corporate Voting: Evidence from Antitakeover Charter Amendments Chun-Keung Hoi, Michael Lacina and Patricia L. Wollan
• Chapter 10 Deterministic Portfolio Selection Models, Selection Bias, and an Unlikely Hero Herbert E. Phillips
• Chapter 11 Corporate Capital Structure and Firm Value: A Panel Data Evidence from Australia’s Dividend Imputation Tax System Abu Taher Mollik
• Chapter 12 The Momentum and Mean Reversion of Nikkei Index Futures: A Markov Chain Analysis Ke Peng and Shiyun Wang
• Index