Research in finance. Vol. 25

• Other Authors: Chen, Andrew H.
• Format: Electronic eBook
• Language: English
• Published: Bingley, U.K. : Emerald, 2009.
• Series: Research in finance,
• Subjects: Finance > Research.; Banks and banking.

This volume contains contributions on a range of important issues in current research in finance and economics. Topics include the design of a country's financial safety nets, the effective policies of acquiring failed banks in reducing moral hazard problems, the voluntary disclosure of real op...

Table of Contents:

• Introduction / Andrew H. Chen
• Financial safety nets : why do they keep expanding? / Edward J. Kane
• A positive analysis of bank failure resolution policies / Kamphol Panyagometh, Gordon S. Roberts
• Bank failure resolution policies and subordinated debt / Kamphol Panyagometh, Gordon S. Roberts
• Voluntary disclosure of real options : when and how it can be done / Andrew H. Chen, James A. Conover, John W. Kensinger
• Non-linear modelling of the relationship between price movements in the OECD housing markets and significant economic activities / T.J. O'Neill, J. Penm, R.D. Terrell
• Stock or options? An economical justification for using stocks as a compensation tool / Melanie Cao, Jason Wei
• The NUA benefit and optimal investment in company stock in 401(k) accounts / Mukesh Bajaj, Sumon Mazumdar, Vikram Nanda, Rahul Surana
• Identifying securities to buy : the heuristic ri / Manuel Tarrazo
• Arbitrage opportunities and efficiency of an option market at its initial stage : the case of KOSPI 200 options in Korea / Soku Byoun, Hun Young Park
• Hedging pressure and delivery risk explanations of futures risk premia / Charnwut Roongsangmanoon, Andrew H. Chen, Joseph Kang, Donald Lien
• Timing the value-at-risk hedge / Donald Lien
• The pricing of Asian options with default risk / Chueh-Yung Tsao, Chao-Ching Liu.