Examines issues such as indirect financial distress and sales performance, stock market volatility and the business cycle, the behaviour of futures prices, and curved option pay-offs.
Inhaltsverzeichnis
List of contributors. Why do firms undertake intra-firm exchange offers? (K. Shah). Indirect cost of financial distress and sales performance (G.M. Chen, J.K. Cheung and L.J. Merville). Multinational firm and strategic trade policy (M. DasGupta, Seung-Dong Lee). The role of fundamental data and analysts' earnings breadth, forecasts, and revisions in the creation of efficient portfolios (J.B. Guerard, Jr., M. Gultekin and B.K. Stone). Earnings forecasts, revisions, and momentum in the estimation of efficient market-neutral Japanese and U.S. portfolios (J. Blin, S. Bender and J.B. Guerard, Jr.). The noise trader hypothesis: the case of closed-end country funds (C.S. Cheung, C.C.Y. Kwan and J. Lee). Stock market volatility and the business cycle (H. Shawky, S. Caner). An empirical study of the behavior of futures prices (A.H. Chen, M. Milon Cornett and P.G. Nabar). Pricing and informational efficiency of the Nikkei futures options (Kian-Guan Lim, C. Teo). Determinants of banks' deposit insurance liabilities: exogenous versus managerial influences (Jin-Chuan Duan, C.W. Sealey). Coinsurance and private-public partnership in deposit insurance (Van Son Lai, S. Warywoda). An option-based analysis of income-equity participation loans (W.S. Smith). Power over gamma: curved options payoffs (G. de Jager, J.K. Winsen).
