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Research in Finance, Volume 22

Features papers that represent research on important topics in finance. This title includes contributions on analyses of issues relating to asset prices, the behaviour of stock returns, and capital-raising activities. It shows that the efficiency of time diversification depends on the degree of autocorrelation in security returns.

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  • "Features papers that present research in finance. Based upon the CAPM, this title shows that double taxation and differential tax rates on a personal and capital-gains income, affect corporate stock values and financial policies in nonneutral ways. It also shows tax evasion decisions of a monopolist in a price-ceiling regulatory environment."
  • "Features papers that represent research on important topics in finance. This title includes contributions on analyses of issues relating to asset prices, the behaviour of stock returns, and capital-raising activities. It shows that the efficiency of time diversification depends on the degree of autocorrelation in security returns."
  • "Features papers that represent research on important topics in finance. This title includes contributions on analyses of issues relating to asset prices, the behaviour of stock returns, and capital-raising activities. It shows that the efficiency of time diversification depends on the degree of autocorrelation in security returns."@en
  • "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."
  • "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."@en
  • "Contains contributions on a range of important issues in current financial research."@en
  • "Contains contributions on important topics in finance research. This title covers topics that include the impact of reform in corporate governance, the stock price reactions to the joint venture announcements, the temperature, and the financial signals, the pricing of SPARQs, and the option pricing models with price limits and market liquidity."
  • "Contains contributions on important topics in finance research. This volume includes topics such as the impact of reform in corporate governance, the stock price reactions to the joint venture announcements, the temperature, and the financial signals, the incentive effects in project finance with government financial guarantees, and more."@en
  • "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."@en
  • "Examining various issues in international finance and financial institutions, this collection of eleven papers represent the research on important topics in finance. The contributions include analyses of issues relating to asset prices, the behaviour of stock returns, and capital-raising activities."@en
  • "Shows that ownership structure affects a firm's agency costs of cash flow, which, in turn, influences the market's reaction to changes in the firm's dividend policy. This title examined the relationship between managerial entrenchment and the effectiveness of internal governance mechanisms and the firm performances."
  • "This volume contains contributions on important topics in current finance research. Topics inlcude the impact of recent reform in corporate governance, the stock price reactions to the joint venture announcements, the temperature, and the financial signals, the pricing of SPARQs, the incentive effects in project finance with government financial guarantees, the option pricing models with price limits and market illiquidity, the benefits of financial competition and regulation, the banking theories on the required reserves and the impact of mid-loan bank lending, and the new tests PPP and the c."@en
  • "A total of eleven papers in this volume represent recent research on important topics in finance. The contributions include analyses of issues relating to asset prices, the behaviour of stock returns, and capital-raising activities. Hodges, et al employ stochastic dominance arguments to show that the efficiency of time diversification depends on the degree of autocorrelation in security returns. In their study of the announcement effects of ninety-three minority equity investments, Chan, et. al find a neutral stock price response on average for acquiring firms but a significantly positive response for selling firms. Nguyen, et al provide evidence on the returns structure of U.S. information technology stocks surrounding the bursting of the internet bubble in early 2000. In a study of the informational effects of auditor reputation, Godby and Mahar, Jr. find that implied volatilities for firms audited by Andersen have increased relative to those for firms audited by other Big Five firms. Charaput and Chang find that the usage of installment receipts enhances liquidity in Canadian secondary equity offerings.; The contributions to this volume also examine important issues in international finance and financial institutions. Brailsford, et al use a VECM technique to examine Purchasing Power Parity and causality between the yen and the dollar. Sarmas studies the impact of Hong Kong's fixed exchange rate system and Singapore's floating exchange rate system on the correlation between the US and the two respective countries' stock markets. Povel develops a theoretical model to explain multiple banking as a commitment device. Baer, et al develop a model and empirically examine how the creation of a futures clearinghouse can reduce the need for margin in bilateral and multilateral settings. Roberts and Siddiqi provide an empirical analysis of the link between collateralization and the number of lenders in private debt contracts. Finally, Tripp et al empirically examine the relative efficiency of single versus multiple common bond credit unions."

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  • "Electronic books"
  • "Electronic books"@en
  • "Periodicals"
  • "Periodicals"@en

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  • "Research in Finance, Volume 22"@en
  • "Research in finance vol. 20"
  • "Research in Finance: (Volume 21, Research in Finance)"
  • "Research in finance vol. 24"
  • "Research in finance vol. 21"
  • "Research in finance vol. 19"
  • "Research in Finance. Research in Finance, Volume 23"@en
  • "Research in finance vol. 25"
  • "Research in Finance, Volume 21"@en
  • "Research in Finance"@en
  • "Research in Finance"
  • "Research in finance vol. 22"
  • "Research in finance"
  • "Research in finance"@en
  • "Research in Finance, Volume 23"@en

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