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Advances in Financial Planning and Forecasting (New Series). Vol.6
- 點閱：1
- 作者： Cheng F. Lee, Alice C. Lee編著
- 出版社：Ainosco Press
- 出版年：2015
- ISBN：9789865663612
- 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 6(第vii頁)
- List of Contributors(第xi頁)
- Chapter 1 Analyst Forecast Dispersion, R＆D and Stock Returns: Evidence from the UK Seraina C. Anagnostopoulou(第1頁)
- Chapter 2 Taiwan Tilapia Production History, Traceability in Seafood Supply, and Transfer Pricing in the Global Market Chao-Hung Yu, Chung-Jian Huang, Chao-Hsien Sung, Jin-Long Huang, Yueh-Yuan Ho-Hsu(第31頁)
- Chapter 3 The Out-of-Sample Prediction of Annual Operating Cash Flow: A Comparison of Regression and Naïve Forecast Models Rick N. Francis, Lori M. Olsen(第65頁)
- Chapter 4 Information Shares in Foreign Currency Futures and Spot Markets Yu-Lun Chen, Yin-Feng Gau(第95頁)
- Chapter 5 A Comparative Simulation Study of Fund Performance Measures Shafiqur Rahman, Shahidur Rahman, Zhangpeng Gao(第115頁)
- Chapter 6 Market Risk-Adjusted Dividend Policy and Price-to-Book Ratio Tarek Ibrahim Eldomiaty, Ola Atia(第137頁)
- Chapter 7 An Empirical Study of Risk Aversion Using Natural Experiment Dorsaf Ben Aissia(第173頁)
- Chapter 8 Differing Attitudes toward a Regional Integration Agreement between China and Taiwan: The Perspectives of Taiwanese Companies Hsin-Hong Kang, Shu Li Huang(第191頁)
- Chapter 9 The Existence and Calculation of Optimal Capital Structure: An Application of Panel Smooth Transition Regression on Taiwan 50 Yu-Ko Huang, Ginny Ju-Ann Yang, Chen-Hsun Lee(第211頁)
- Chapter 10 Short Interest Ratio and Equity Market Return: Causality and Impulse Response Functions Vichet Sum, Jung-Chu Lin(第233頁)
- Index(第249頁)
