Research in finance. Vol. 23

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 E...

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Bibliographic Details
Other Authors Chen, Andrew H.
Format Electronic eBook
LanguageEnglish
Published Bingley, U.K. : Emerald, 2006.
SeriesResearch in finance,
Subjects
Finance > Research.
Banks and banking.
elektronické knihy
electronic books
Online AccessFull text
ISBN9781849504416
ISSN0196-3821
DOI10.1016/S0196-3821(2006)23
Physical Description1 online resource (x, 310 p.).

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Table of Contents:
  • Fixed income fund performance across economic states / Wayne Ferson, Darren Kisgen, Tyler Henry
  • Determinants of the long term excess performance of American depository receipts listed on the New York Stock Exchange / Mark Schaub, Bruce L. McManis
  • Kernel bandwidth applications to the euro and the U.S. mutual fund movements / Timothy J. Brailsford, Jack H.W. Penm, Richard D. Terrell
  • Fragmentation of day versus night markets / Nivine Richie, Jeff Madura
  • 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, Bradley K. Hobbs
  • Upper bounds for American options / Mo Chaudhury
  • A spread-based model for the valuation of credit derivatives with correlated defaults and counter-party risks / Chuang-Chang Chang, Yu Jih-Chieh
  • The evolution of corporate borrowers : prime versus LIBOR / Patricia A. McGraw, Kamphol Panyagometh, Gordon S. Roberts
  • The determinants of private debt source / Nadeem A. Siddiqi
  • Systemic banking crises / O. Emre Ergungor, James B. Thomson.

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