Buch, Englisch
Buch, Englisch
Reihe: Advances in Pacific Basin Financial Markets
ISBN: 978-0-7623-0319-9
Verlag: Elsevier Science & Technology
Fachgebiete
- Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Internationale Finanzmärkte
- Wirtschaftswissenschaften Volkswirtschaftslehre Internationale Wirtschaft Internationale Finanzmärkte
- Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Unternehmensfinanzierung
- Wirtschaftswissenschaften Betriebswirtschaft Unternehmensfinanzen Finanzierung, Investition, Leasing
- Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Bankwirtschaft
Weitere Infos & Material
Prologue and overview. Market Integration. Trading mechanisms, liquidity risk and international equity market integration (Kyung-Won Kim, J.E. Finnerty). An examination into market segmentation in the Chinese Stock Market (Yea-Mow Chen, Yuli Su). Stock price fluctuations in Australia: the influence of Japanese and U.S. markets (Guay Lim, P. McNelis. Market Microstructure. Intraday and interday volatility patterns in HSIF contracts (D.F.S. Choi, Kin Lam). Intraday bid-asked spreads on the prediction of currency risk and return (T.H. Lin, Ansing Chen). Additional evidence of the spinoff effect: the case of Hong Kong (Lifan Wu). Fractal structure in the Pacific Rim (J.S. Howe et al.). Statistical long-term dependence in currency futures markets (J. Batten, C. Ellis). An analysis of return behavior of Indonesian Stocks (R.P. Chang and S. Ghon Rhee). IPO returns: state versus non-state firms (Tai Ma, C.C. Tsai). The behavior of stock returns around the holidays: an approach of robustness in Taiwan (Che-Peng Lin, M. Walker). Estimating interest rate futures model in the Heath-Jarrow-Morton framework (R. Bhar, C. Chiarella). Futures margin regulation and stock market volatility evidence from the Nikkei 225 options market (M.M. Nabil). A term structure model for delivery options implied in interest rate futures (Shang-Wu Yu). Banking, Financial Forecasting, Capital Structure and Fixed Income. Capital theory: lesson from Tobin's Q applied to bank's commercial loan portfolios (D.J. Jüttner, B.E. Gup). Regulatory intervention and the removal of market discipline evidence from the deposit interest rates of uninsured financial institutions in Taiwan (Chai-Liang Huang, Pu Liu). Earnings forecasts in Malaysia: an empirical analysis (K. Paudyal et al.). A direct test of the pecking order hypothesis in an Australian context (D.E. Allen, M.R. Clissold). Valuation of Singapore corporate bonds and implications (J. Kang et al.).
