Advances in Quantitative Analysis of Finance and Accounting
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- Cheng-Few Lee(Rutgers University, USA)
Individual chapters are listed in the "Chapters" tab
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Book Chapters
The following chapters of this book are listed in IDEAS- Guan-Yu Chen & Ken Palmer & Yuan-Chung Sheu, 2007. "The Least Cost Superreplicating Portfolio for Short Puts and Calls in The Boyle–Vorst Model with Transaction Costs," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 1, pages 1-22, World Scientific Publishing Co. Pte. Ltd..
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2007. "Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 2, pages 23-50, World Scientific Publishing Co. Pte. Ltd..
- Beni Lauterbach & Joseph Vu, 2007. "Equity Restructuring via Tracking Stocks: Is there any Value Added?," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 3, pages 51-62, World Scientific Publishing Co. Pte. Ltd..
- Wei Zhang & Steven F. Cahan, 2007. "Stock Option Exercises and Discretionary Disclosure," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 4, pages 63-84, World Scientific Publishing Co. Pte. Ltd..
- Dave Jackson & Jeff Madura & Judith Swisher, 2007. "Do Profit Warnings Convey Information About the Industry?," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 5, pages 85-111, World Scientific Publishing Co. Pte. Ltd..
- Erik Devos & Yiuman Tse, 2007. "Are Whisper Forecasts More Informative than Consensus Analysts’ Forecasts?," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 6, pages 113-140, World Scientific Publishing Co. Pte. Ltd..
- Le (Emily) Xu, 2007. "Earning Forecast-Based Return Predictions: Risk Proxies in Disguise?," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 7, pages 141-161, World Scientific Publishing Co. Pte. Ltd..
- Hemantha S. B. Herath & Pranesh Kumar, 2007. "On Simple Binomial Approximations for Two Variable Functions in Finance Applications," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 8, pages 163-179, World Scientific Publishing Co. Pte. Ltd..
- Bradley T. Ewing & Jamie Brown Kruse, 2007. "The Prime Rate-Deposit Rate Spread and Macroeconomic Shocks," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 9, pages 181-197, World Scientific Publishing Co. Pte. Ltd..
- Charmen Loh, 2007. "The Long-Run Performance of Firms that Issue Tracking Stocks," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 10, pages 199-213, World Scientific Publishing Co. Pte. Ltd..
- William Dimovski & Robert Brooks, 2007. "Differences in Underpricing Returns Between REIT IPOs and Industrial Company IPOs," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 11, pages 215-225, World Scientific Publishing Co. Pte. Ltd..
- Rajeeva Sinha & Vijay Jog, 2007. "Performance of Canadian Mutual Funds and Investors," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 12, pages 227-258, World Scientific Publishing Co. Pte. Ltd..
- Pauline Shum & Kevin X. Zhu, 2007. "Identifying Major Shocks in Market Volatility and Their Impact on Trading Strategies," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 13, pages 259-281, World Scientific Publishing Co. Pte. Ltd..
- Anthony Yanxiang Gu & John T. Simon, 2007. "The September Phenomenon of US Equity Market," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 14, pages 283-297, World Scientific Publishing Co. Pte. Ltd..
- Chi-Keung Woo & Ira Horowitz & Nate Toyama & Arne Olson & Aaron Lai & Ray Wan, 2007. "Fundamental Drivers of Electricity Prices in the Pacific Northwest," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 15, pages 299-323, World Scientific Publishing Co. Pte. Ltd..
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Keywords
Monte Carlo Simulations; REIT; IPO; Fractional Integration; Seasonality; Long Memory; Macroeconomic Shocks; VAR; Interest Rates;All these keywords.
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