Research in Finance
- 1st Edition, Volume 23 - November 8, 2006
- Editor: Andrew H. Chen
- Language: English
- eBook ISBN:9 7 8 - 0 - 0 8 - 0 4 6 7 4 8 - 1
This volume contains contributions on a range of important issues in current financial research. Topics include the performance of fixed income mutual funds in different economic… Read more
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Request a sales quoteThis volume contains contributions on a range of important issues in current financial research. Topics include 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.
*A valuable addition to the research of finance
*Contains contributions from key figures in the world of finance
*Offers broad coverage
*Contains contributions from key figures in the world of finance
*Offers broad coverage
professors of corporate finance, investment analysis and international finance at major universities, managers of hedge funds, mutual funds and pension funds, chiefs financial officers and corporate directory determining the investments in strategic partnership and the secondary equity offerings, bank officers and directors
1. FIXED INCOME FUND PERFORMANCE ACROSS ECONOMIC STATES
Wayne Ferson, Darren Kisgen and Tyler Henry
2. DETERMINANTS OF THE LONG TERM EXCESS PERFORMANCE OF AMERICAN DEPOSITORY RECEIPTS LISTED ON THE NEW YORK STOCK EXCHANGE
Mark Schaub and Bruce L. McManis
3. KERNEL BANDWIDTH APPLICATIONS TO THE EURO AND THE U.S. MUTUAL FUND MOVEMENTS
Timothy J. Brailsford, Jack H.W. Penm and Richard D. Terrell
4. FRAGMENTATION OF DAY VERSUS NIGHT MARKETS
Nivine Richie and Jeff Madura
5. THE SHARE PRICE AND TRADING VOLUME REACTIONS OF U.S.-LISTED FOREIGN BANKS TO THE FINANCIAL SERVICES MODERNIZATION ACT OF 1999
Carl Pacini, William Hillison and Bradley Hobbs
6. UPPER BOUNDS FOR AMERICAN OPTIONS
Mo Chaudhury
7 A SPREAD-BASED MODEL FOR THE VALUATION OF CREDIT DERIVATUIVES WITH CORRELATED DEFAULTS AND COUNTER-PARTY RISKS
Chuang-Chang Chang and Yu Jih-Chieh
8. THE EVOLUTION OF CORPORATE BORROWERS: PRIME VERSUS LIBOR
Patricia A. McGraw, Kamphol Panyagometh and Gordon S. Roberts
9. THE DETERMINANTS OF PRIVATE DEBT SOURCE
Nadeem A. Siddiqi
10. SYSTEMIC BANKING CRISES
O. Emre Ergungor and James B. Thomson
Wayne Ferson, Darren Kisgen and Tyler Henry
2. DETERMINANTS OF THE LONG TERM EXCESS PERFORMANCE OF AMERICAN DEPOSITORY RECEIPTS LISTED ON THE NEW YORK STOCK EXCHANGE
Mark Schaub and Bruce L. McManis
3. KERNEL BANDWIDTH APPLICATIONS TO THE EURO AND THE U.S. MUTUAL FUND MOVEMENTS
Timothy J. Brailsford, Jack H.W. Penm and Richard D. Terrell
4. FRAGMENTATION OF DAY VERSUS NIGHT MARKETS
Nivine Richie and Jeff Madura
5. THE SHARE PRICE AND TRADING VOLUME REACTIONS OF U.S.-LISTED FOREIGN BANKS TO THE FINANCIAL SERVICES MODERNIZATION ACT OF 1999
Carl Pacini, William Hillison and Bradley Hobbs
6. UPPER BOUNDS FOR AMERICAN OPTIONS
Mo Chaudhury
7 A SPREAD-BASED MODEL FOR THE VALUATION OF CREDIT DERIVATUIVES WITH CORRELATED DEFAULTS AND COUNTER-PARTY RISKS
Chuang-Chang Chang and Yu Jih-Chieh
8. THE EVOLUTION OF CORPORATE BORROWERS: PRIME VERSUS LIBOR
Patricia A. McGraw, Kamphol Panyagometh and Gordon S. Roberts
9. THE DETERMINANTS OF PRIVATE DEBT SOURCE
Nadeem A. Siddiqi
10. SYSTEMIC BANKING CRISES
O. Emre Ergungor and James B. Thomson
- No. of pages: 322
- Language: English
- Edition: 1
- Volume: 23
- Published: November 8, 2006
- Imprint: JAI Press
- eBook ISBN: 9780080467481
AC
Andrew H. Chen
Affiliations and expertise
Edwin L. Cox School of Business, Southern Methodist University, TX, USA