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Research in Finance : Research in Finance - Andrew H. Chen

Research in Finance

Research in Finance

By: Andrew H. Chen (Editor)

Hardcover Published: 8th November 2006
ISBN: 9780762313457
Number Of Pages: 324

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This volume contains contributions on a range of important issues in current financial research. Topics include the performance of fixed income mutual funds in different economic states, the determinants of long-term excess performance of the ADRs on the NYSE, the models for forecasting the Euro/US Dollar exchange rates and the U.S. mutual funds movements, the fragmentation in day and night markets, the market reactions of the U.S.-listed foreign banks to the passage of the GLB Act of 1999, the upper bounds for American options, the spread-based models for the valuation of credit derivatives, the empirical evidence on the evolution of corporate borrowers, the determinants of private debt source, and the underlying causes and resolution policies for the systematic banking crises.
*A valuable addition to the research of finance
*Contains contributions from key figures the world of finance
*Offers broad coverage

Fixed Income Fund Performance Across Economic States Determinants Of
The Long Term Excess Performance Of American Depository Receipts Listed
On The New York Stock Exchange Kernel Bandwidth Applications
To The Euro And The U.S. Mutual Fund Movements Competition
In Ipo Underwriting: Time Series Evidence Fragmentation
Of Day Versus Night Markets The Share Price And Trading Volume Reactions
Of U.S.-Listed Foreign Banks
To The Financial Services Modernization Act
Of 1999 Upper Bounds For American Options A Spread-Based Model
For The Valuation Of Credit Derivatuives With Correlated Defaults
And Counter-Party Risks
The Evolution Of Corporate Borrowers: Prime Versus Libor
The Determinants Of Private Debt Source Systemic Banking Crises
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9780762313457
ISBN-10: 0762313455
Series: Research in Finance : Book 23
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 324
Published: 8th November 2006
Publisher: Emerald Publishing Limited
Country of Publication: US
Dimensions (cm): 22.86 x 15.24  x 2.54
Weight (kg): 0.59