ADVANCES IN QUANTITATIVE ANALYSIS OF FINANCE AND ACCOUNTING
ADVANCES IN QUANTITATIVE ANALYSIS OF FINANCE AND ACCOUNTING New Series Volume 2
edited by Cheng-Few Lee (Rutgers University, USA)
Advances in Quantitative Analysis of Finance and Accounting, New Series is an annual publication designed to disseminate developments in the quantitative analysis of finance and accounting. It 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, applied research in the financial community, and the accounting profession.
Contents:
Multinomial Lattices and Derivatives Pricing (G M Jabbour et al.)
Value-Relevance of Knowledge Spillovers: Evidence from Three High-Tech Industries (M K Fung)
Using Path Analysis to Integrate Accounting and Non-Financial Information: The Case for Revenue Drives of Internet Stocks (A Kozberg)
A Teaching Note on the Effective Interest Rate, Periodic Interest Rate and Compounding Frequency (Y Kwak & H J Williams)
Voluntary Disclosure of Strategic Operating Information and the Accuracy of Analysts� Earnings Forecasts (S Leung)
Intraday Trading of Island (As Reported to the Cincinnati Stock Exchange) and NASDAQ (V T Nguyen et al.)
The Impact of the Introduction of Index Securities on the Underlying Stocks: The Case of the Diamonds and the Dow 30 (B F van Ness et al.)
Hedging with Foreign-Listed Single Stock Futures (M-W Hung et al.)
Asset Pricing with Higher Moments: Empirical Evidence from the Taiwan Stock Market (B-H Lin & J M C Wang)
Listing Switches from NASDAQ to the NYSE/AMEX: Is New York Issuance a Motive? (A Ascioglu & T H Mclnish)
Is Covered Call Investing Wise? Evaluating the Strategy Using Risk-Adjusted Performance Measures (K B Leggio & D Lien)
CFA Designation, Geographical Location and Analyst Performance (P Hsiao & W Y Lee)
ADVANCES IN QUANTITATIVE ANALYSIS OF FINANCE AND ACCOUNTING