Adv Quan Anal V4 / Edition 1 available in Hardcover
- Pub. Date:
- Emerald Publishing Ltd
Part of a series which discusses advances in the quantitative analysis of finance and accounting, this volume is the fourth in the series.
|Publisher:||Emerald Publishing Ltd|
|Product dimensions:||6.14(w) x 9.21(h) x 0.75(d)|
About the Author
Jenny Lee was born in Tennessee and now lives in Cambridge, MA, with her husband and their dog, Wendell, a Wheaton Terrier. She writes for Animal Fair, Redbook, and The Boston Globe Sunday Magazine.
Table of Contents
Herfindahl-Hirschman (H) index in the market for academic output, Kee H. Chung, S. Pak Hong; Does comprehensive interperiod income tax allocation make sense? another look at empirical evidence, Pricilla Slade et al; Intraday Beta stability, Larry, J. Lockwood, Thomas H. McInish, Sam Kim; Share repurchase announcement returns under shareholder heterogeneity, Gerald D.Gay et al; An empirical investigation of the transitory component in unexpected earnings, Mohinder Parkash; A longitudinal study of the going concern audit decision and survival time, Carolyn R. George et al; Biases and sensitivities of the Black-Scholes option price, Cheng F. Lee, James Wuh Lin; Testing contingency theory in accounting: a note of the multiplicative interaction model, Ferdinand A. Gul, Judy Tsui; Skewness, transformation and audit sampling, Kevin C.W. Chen et al; The determinants of convergence of opinion at earnings announcements, scott E. Stickel; The effects of option trading on stock price reaction to annual earnings announcements, Richard Lau, Percy Poon; Earnings-returns relation versus net value added-returns relation: the case for nonlinear, Ahmed Belkaoui-Riahi; A specification test of a market model of stock returns, Chi-keung Woo, Cheung Yan-Leung; An empirical test of minimum-risk foreign currency hedging, Chin-Wen Hsin et al; The impact of junior debt upon the systematic risk of senior debt, John Hu, Duane Stock; Extraordinary items reporting experience: successful versus unsuccessful firms, David E. Stout et al; Foreign exchange rate forecasts using vector autoregressive moving average model, Ken Hung, Yang-Tsong Tsay.