Advances in Quantitative Analysis of Finance and Accounting

Erscheinungsjahr 1999
ISBN: 978-0-7623-0564-3
Verlag: Jai Press Inc.

Buch, Englisch, 220 Seiten, HC gerader Rücken kaschiert, Format (B × H): 161 mm x 240 mm, Gewicht: 501 g

Reihe: Advances in Quantitative Analysis of Finance and Accounting

Autoren/Hrsg.

Lee, Cheng-Few

Fachgebiete

• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Finanzsektor & Finanzdienstleistungen: Allgemeines
• Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsmathematik und -statistik
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie

Inhaltsverzeichnis

Rational delayed responses to earnings announcements (A.T.K. Lee). Explaining auditors going concern decisions using loan defaults/accommodations and covenant violations (T.J. Ward et al.). The dividend-price puzzle: a nonparametric approach (G. Vasconcellos, J.C. Mun and R. Kish). Loan loss provision and income smoothing: an analysis of the thrift industry (I. Hasan, W.C. Hunter). The effect of income smoothing on stock price (Chunchi Wu). Business viability risk assessment modeled through a Bayesian network approach (S. Dutta, L.E. Graham). Influence of unresolved commitments on investment decisions (L. Culumovic, J.P. Mayberry). Basis convergence and time-dependent hedging rule (Chin-Shen Lee). Forecasting stock prices from macroeconomic fundamentals: further evidence from an error correction model (N. Apergis). Stochastic dynamic relationship between stock price and EPS: forecasting evidence from an error correction model (A. Ghosh, C. Coyne). Categorizing mutual funds using clusters (H.A. Shawky, A. Marathe).