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- 作者: Cheng F. Lee 、 Alice C. Lee (編)
- 學科分類: 社會科學類
- 書籍分類: 財務‧金融 ; 管理學院
- 出版社: Center for PBBEFR & Airiti Press
- 出版地:臺灣
- 出版日期:2012
- 語文:英文
- ISBN/識別號:9789866286216
- DOI: 10.978.9866286/216
Advances in Investment Analysis and Portfolio Management (New Series) Vol.5
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Advances in Investment Analysis and Portfolio Management (New Series) is an annual publication designed to disseminate developments in the area of investment analysis and portfolio management. The publication is a forum for statistical and quantitative analyses of issues in security analysis, portfolio management, options, futures, and other related issues. The objective is to promote interaction between academic research in finance, economics, and accounting and applied research in the financial community.
- 目錄
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Preface to Volume 5
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List of Contributors
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Chapter 1 Synchronous Movement Effects of Stock Returns in Taiwan Stock Market Hsien-Yi Lee, Lian-Chun Lee, Yung-Jang Wang, Li-Che Huang
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Chapter 2 Open Market Share Repurchase on French Market: Investors’ Irrational Behavior and Corporate Governance Underlying Factors Dorsaf Ben Aissia, Slaheddine Hallara
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Chapter 3 Risk and Predictability: An Analysis of Latin American Emerging Markets Shamila A. Jayasuriya, Rosemary Rossiter
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Chapter 4 Institutional Investing Activities Before and After Sell-Side Analyst Coverage Initiation and Termination-Evidence from the U.S. Market Li Xu
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Chapter 5 Convergence Patterns in Equity Markets: International Evidence from the Club Convergence and Clustering Procedure Nicholas Apergis, Christina Christou, James Payne
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Chapter 6 An Examination of Stock Market Dynamics in the Frequency Domain Emiliano Giudici, Marc W. Simpson
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Chapter 7 Price Error Sensitivity to the Implied Volatility Estimation -- Rethinking Volatility Smile Guan Jun Wang
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Chapter 8 Risk Premiums and Returns in Futures Markets: Evidence from the Financial Crisis Darren Henry, Shan Jiang, Yulia Veld-Merkoulova
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Chapter 9 Investor Protection and the Resiliency of Stock Market Liquidity Paul Brockman, Chris C. H. Leung, Raymond W. So
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Index
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Advances in Investment Analysis and Portfolio Management (New Series) Vol.5
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