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TitleAdvances in quantitative analysis of finance and accounting : new series, 2009 : vol. 7 / Cheng F. Lee and Alice C. Lee, editors
Imprint Taiwan : Airiti Press, 2009
Descript xvii, 283 p. : ill


Liquidity and adverse selection : evidence from the five-or-fewer rule change -- Investors' apparent under-weighting of financial analysts' earnings forecasts: the role of share price scaling and omitted risk factors -- Changing business environment and the value relevance of accounting information -- Predicting stock price by applying the residual income model and bayesian statistics -- Predicting stock price by applying the residual income model and bayesian statistics -- Pricing risky securities in hidden Markov-Modulted Poisson Proccesses -- An empirical assessment of alternative dividend expectation models -- Intertemporal association between non-audit services and auditors' tendency to alow discretionary accruals -- Quantitative market risk disclosure, bond default risk and the cost of debt : why value at risk? -- Positive interest rates and yields : additional serious considerations -- Collapse of dimensionality in the interest rate term structure -- Put option portfolio insurance vs. asset allocation

Finance -- Mathematical models Accounting -- Mathematical models

Sasin Library332.015195 A244 2009CHECK SHELVES

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