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Advances in Financial Planning and Forecasting (New Series). Vol.5
- 點閱：1
- 作者： Cheng F. Lee, Alice C. Lee編著
- 出版社：Ainosco Press
- 出版年：2012
- ISBN：9789866286605
- 格式：PDF,JPG
- 系列書： Advances in Financial Planning and Forecasting，本系列共6本
Advances in Quantitative Analysis of Finance and Accounting (New Series) 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 the accounting profession.
The papers in this volume cover a wide range of topics including corporate finance and debt management, earnings management, equity market, auditing, option pricing theory, and interest rate theory.
In this volume there are eleven chapters, five of them are corporate finance and debt management: 1. Liquidity and Adverse Selection: Evidence from the Five-or-Fewer Rule Change; 2. Changing Business Environment and the Value of Relevance of Accounting Information; 3. Pricing Risky Securities in Hidden Markov-Modulated Poisson Processes; 4. An Empirical Assessment of Alternative Dividend Expectation Models; 5. Quantitative Market Risk Disclosure, Bond Default Risk and The Cost of Debt: Why Value At Risk? There are two of the other six chapters which cover interest rate theory: 1. Positive Interest Rates and Yields: Additional Serious Considerations; 2. Collapse of Dimensionality in the Interest Rate Term Structure.
The remaining four chapters cover financial analysts earnings forecasts, equity market, auditing, and option pricing theory. These four papers are: 1. Investors’Apparent Under-weighting of Financial Analysts’ Earnings Forecasts: The Role of Share Price Scaling and Omitted Risk Factors; 2. Predicting Stock Price by Applying the Residual Income Model and Bayesian Statistics; 3. Intertemporal Associations Between Non-Audit Services and Auditors’Tendency to Allow Discretionary Accruals; 4. Put Option Portfolio Insurance vs. Asset Allocation.
- Preface to Volume 5(第vii頁)
- List of Contributors(第xi頁)
- Chapter 1 Analyzing Cost of Debt and Credit Spreads Using A Two Factor Model With Multiple Default Thresholds And Varying Covenant Protection S. Lakshmivarahan, Shengguang Qian, Duane Stock(第1頁)
- Chapter 2 Will The Deduction of Daily Price Limit Induce Volatility Decrease? Taiwan Evidence Shih-Yung Wei, Jack J. W. Yang, Wei-Chiang Hong(第49頁)
- Chapter 3 An Option Valuation Approach to Gauge Trading Halt Economic Drivers and Impact on Listed Firms Konstantinos Konstantaras, Costas Siriopoulos(第69頁)
- Chapter 4 Are Stock Returns Predictable? Evidence from Select Emerging Markets Ravinder Kumar Arora, Pramod Kumar Jain, Himadri Das(第97頁)
- Chapter 5 The Theory of Marginal Tax Rates for Alternative Minimum Tax Firms Buagu G. N. Musazi, B. Anthony Billings(第121頁)
- Chapter 6 Do Investors Value Information about In The Money/Out of The Money Stock Options Differently? Tania Morris, Aurélie Desfleurs, Sylvie Berthelot(第149頁)
- Chapter 7 Stock Market Prices in China: Efficiency, Mean Reversion, Long Memory Volatility and Other Implicit Dynamics Luis A. Gil-Alana, Yun Cao(第171頁)
- Chapter 8 GARCH-typed VG Model in Price-Duration Analysis Using High-frequency Price Data Lie-Jane Kao, Po-Cheng Wu, Yuet-Sheung Yuen(第195頁)
- Chapter 9 Estimating Mortgage Prepayment Rates Using the Gibbs-Sampling Approach Che-Chun Lin, Yu-Lieh Huang, Chiuling Lu(第215頁)
- Chapter 10 Can Momentum and Other Risk Factors Predict Capital Investment Growth? Eric Fricke, Scott Fung(第231頁)
- Index(第259頁)
