Buch, Englisch, 336 Seiten, Format (B × H): 161 mm x 240 mm, Gewicht: 669 g
Reihe: Advances in Quantitative Analysis of Finance and Accounting
Buch, Englisch, 336 Seiten, Format (B × H): 161 mm x 240 mm, Gewicht: 669 g
Reihe: Advances in Quantitative Analysis of Finance and Accounting
ISBN: 978-0-7623-0782-1
Verlag: Jai Press Inc.
Advances in Quantitative Analysis of Finance and Accounting is an annual publication designed to disseminate developments in the quantitative analysis of finance and accounting. The publication is a forum for statistical and quantitative analyses of issues in finance and accounting as well as applications of quantitative methods to problems in financial management, financial accounting, and business management. The objective is to promote interaction between academic research in finance and accounting and applied research in the financial community and the accounting profession.
The papers in this volume cover a wide range of topics including default risk premiums, multi-period contracts, stock market, impact of earnings change on stock price, bank regulation, dividend effect of closed-end mutual funds, income smoothing, and inflation accounting.
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
Time varying default risk premiums in the Eurodollar deposit market (Y. Li, D.G. Wei). Management incumbency and the outcome of the reorganization process under Chapter 11: An empirical analysis (A. Bandopadhyaya, K. Verma). Aggregated and disaggregated cash flows in financial distress (T.J. Ward, B.P. Foster). Stationary components of earnings and stock prices (R.F. Halsey). Discretionary accruals and income smoothing (S.R. Callaghan, S. ChongKol Lim). On the revaluation of arbitraged assets and the inflation accounting debate: error correction estimates and forecasts (D. Butler, M. Ezzamel and W. Forbes).
