Research in finance. Vol. 23

• Other Authors: Chen, Andrew H.
• Format: Electronic eBook
• Language: English
• Published: Bingley, U.K. : Emerald, 2006.
• Series: Research in finance,
• Subjects: Finance > Research.; Banks and banking.

This volume contains contributions on a range of important issues in current financial research. Topics included are - 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 E...

Table of Contents:

• Fixed income fund performance across economic states / Wayne Ferson, Darren Kisgen, Tyler Henry
• Determinants of the long term excess performance of American depository receipts listed on the New York Stock Exchange / Mark Schaub, Bruce L. McManis
• Kernel bandwidth applications to the euro and the U.S. mutual fund movements / Timothy J. Brailsford, Jack H.W. Penm, Richard D. Terrell
• Fragmentation of day versus night markets / Nivine Richie, Jeff Madura
• The share price and trading volume reactions of U.S.-listed foreign banks to the Financial Services Modernization Act of 1999 / Carl Pacini, William Hillison, Bradley K. Hobbs
• Upper bounds for American options / Mo Chaudhury
• A spread-based model for the valuation of credit derivatives with correlated defaults and counter-party risks / Chuang-Chang Chang, Yu Jih-Chieh
• The evolution of corporate borrowers : prime versus LIBOR / Patricia A. McGraw, Kamphol Panyagometh, Gordon S. Roberts
• The determinants of private debt source / Nadeem A. Siddiqi
• Systemic banking crises / O. Emre Ergungor, James B. Thomson.