Research in Finance

Author:   Andrew H. Chen
Publisher:   Emerald Publishing Limited
Volume:   13
ISBN:  

9781559385787


Pages:   308
Publication Date:   20 March 1996
Format:   Hardback
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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Research in Finance


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Overview

This is the 13th volume in a series on research in finance. This volume covers such topics as liquidity and market microstructure, predictability and time-varying risk in world equity markets and the structure of price discounts on private equity placements.

Full Product Details

Author:   Andrew H. Chen
Publisher:   Emerald Publishing Limited
Imprint:   JAI Press Inc.
Volume:   13
Dimensions:   Width: 15.60cm , Height: 2.00cm , Length: 23.40cm
Weight:   0.611kg
ISBN:  

9781559385787


ISBN 10:   1559385782
Pages:   308
Publication Date:   20 March 1996
Audience:   College/higher education ,  Professional and scholarly ,  Postgraduate, Research & Scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

Liquidity and market microstructure - an empirical comparison of the specialist system versus multiple market makers, Marc R. Reinganum; predictability and time-varying risk in world equity markets, Wayne E. Ferson and Campbell R. Harvey; further results on the small sample properties of the generalised method of moments - tests of latent variable models, Wayne E. Ferson and Stephen R. Foerster; on the mean standard deviation frontier of stochastic discount factor in the presence of regime shifts, Mao-Wei Hung; fixed-price offering, underwriters' discriminatory allocation and IPO underpricing, Joseph C. Kang; the structure of price dis-counts on private equity placements, Myron J. Gordon and Ashwani K. Srivastave; the wealth effects of liquidity gains from option listings, Michael D. Schinski and D. Michael Long; the asset flexibility option and the value of deposit insurance, Peter Ritchken, James B. Thomson, Ramon P. De-Gennaro, and Anlong Li; debt structure, insider ownership, and dividend policy - a test of the substitutability hypo-thesis in an agency framework, Chenchuramaiah T. Bathala, Oswald D. Bowlin, and Ramesh P. Rao; an interactive multi-objective programming approach to the capital expenditure planning, V. M. Jog, W. Michalowski and T. Trzaskalik; some further examination of the event study method of analysis, George M. Frankfurter and Helmut Schneider.

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