Research in finance

著者

• Kensinger, John W.

書誌事項

Research in finance

edited by John W. Kensinger

（Emerald books）

Emerald, 2010-

• v. 26
• v. 27
• v. 28
• v. 29

注記

Vol. 25までは別書誌(BA06618327)

Vol. 30 has a distinctive title

Vols. 31- parent title "Emerald books" dropped (リンク先は別書誌<BA06618327>)

Includes bibliographical references

内容説明・目次

巻冊次

v. 27 ISBN 9780857245410

内容説明

The theme of this volume is 'Recovering from Financial Crisis'. The lead chapter sets the theme by giving insight into the recent surge in going-private transactions (and the corresponding reduction of Initial Public Offerings). The author develops evidence (reaching back 25 years) that going-private transactions tend to be inversely related with the return on diversified equity portfolios, suggesting that the recent upswing in going-private transactions in the United States is not simply the result of the Sarbanes - Oxley Act of 2002. The second chapter offers insights into the recent round of hedge fund failures. Then, the third chapter offers new insights into some of the more controversial aspects of private equity arrangements - when private equity arrangements are expressed as real options, the actions of the managing partners are more readily understandable. The fourth chapter offers insights into why commodity producers (such as oil companies) choose not to hedge, so that their stock can offer shareholders the opportunity to gain valuable diversification benefits using the stock as a pure play in the commodity. Remaining chapters offer further insights into recent trends in IPO activity, lease versus purchase decisions, agency costs, project risk, and emerging markets.

目次

List of Contributors. Introduction. Time-Series Analysis of Going-Private Transactions. On Estimating the Failure Probability of Hedge Funds. Private Equity Arrangements as Real Options. The Value Effect of Crude Oil Derivatives Transactions by Oil Producers. IPO Monitoring Effectiveness of External Investment Banks and IPO Insiders. A Simple Option-Theoretic Approach to the Lease Versus Purchase Decision. Empirical Performance of Accounting Measures of Direct Agency Costs. Elasticity as a Measure of Project Uncertainty. Correlation Behavior of Emerging Markets. Research in Finance. Research in Finance. Research in Finance. Copyright page.

巻冊次

v. 28 ISBN 9781780527529

内容説明

The theme of this volume is "Dealing with Volatility and Enhancing Performance". The lead chapter sets the theme by giving insight into using the Chicago Board Option Exchange Volatility Index (CBOE VIX) futures in hedging strategies for equity market investors (and hedge funds). During a time when there is much concern about the perceived volatility of global equity markets, the insights offered here could be reassuring as well as useful. The second chapter offers insights into the efficiency (or lack thereof) of attempts for forecast global earnings. Then, the third chapter offers new insights into an issue that has been important for many decades, but which promises to become more topical in the years to come. That is the question of when and why the people who make the business work should also be the owners. Remaining chapters offer further insights into recent trends in "in-house" mergers/acquisitions activity, purchases and sales of real options, project risk, electricity derivatives, corporate governance in Europe, and emerging markets.

目次

List of Contributors. Introduction. Chapter 1 An Empirical Exploration of the CBOE Volatility Index (VIX) Futures Market as a Hedge for Equity Market and Hedge Fund Investors. Chapter 2 Global Earnings Forecasting Efficiency. Chapter 3 The Impact of Employee Stock Ownership on Firms' Investments and Market Value. Chapter 4 Abnormal Returns and In-House Mergers and Acquisitions. Chapter 5 Enhancing the Role of Real Options in Financial Decision Making: Buying and Selling Real Options. Chapter 6 Financial Leverage, Project Equity, and Sensitivity of NPV. Chapter 7 Risk Management and Market Efficiency on the Midwest Independent System Operator Electricity Exchange. Chapter 8 At the Origins of Female Directors' Networks: A Study of the French Case. Chapter 9 Economic Motivation of the Ex-Dividend Day Anomaly: Evidence from an Emerging Market Environment. Research in Finance. Research in Finance. Research in Finance. Copyright page.

巻冊次

v. 29 ISBN 9781781907580

内容説明

The theme of Research in Finance vol. 29 is "Dealing with Crisis and Regulation." The first chapter looks for solutions to the European financial crisis, and the second provides a study of audit qualifications for accounting firms in Spain using advanced empirical methods. The next chapters are more international in focus, with topics including: business strategies for competition in Mexico; anomalies in the real return on corporate equity compared to real assets; the stabilizing influence of commodity futures trading in oil and gold. The following chapters explore the unintended consequences and burdens of regulations, for example the Sarbanes-Oxley Act of 2002, and other more deeply underlying factors in the financial markets. The regulatory examination then shifts to the electric power grid, and some unintended consequences of the new regulations requiring retail utilities to buy all the power produced by wind and solar generators linked to their grid.

目次

List of Contributors. Introduction. Eurozone Banking Union "Ante Portas". Earnings Management and Audit Qualifications: A Non-Matched Sample Approach. The Real Asset Anomaly: A Critical Long View of Capital Markets and Institutions from Realized Returns of Corporate Assets in Over 50 Years. On the Estimation of Risk Premium in the Gold Futures Market: Using the Goldman Sachs Commodity Index (GSCI) Approach. The Privatization Wave: Reaction to Regulation or Move to Greater Efficiency?. Negative Pricing in U.S. Electric Power Production and Distribution. Head and Shoulders above the Rest? The Performance of Institutional Portfolio Managers Who Use Technical Analysis. Research in Finance. Research in Finance. Research in Finance. Copyright page.

巻冊次

v. 26 ISBN 9781849507264

内容説明

For the last twenty years "The Research in Finance Book Series" has been publishing papers that cover issues of significance and interest in finance and economics. The topics found in the series span a wide range and have made substantial contributions to the literature with articles from key figures in the world of finance. Volume 26, "Coping with Systemic Risk", is no exception and provides a valuable addition to the current research of finance in this area. The lead chapter sets the theme by giving insight into economic systems as packages containing multiple real options where the rational exercise of these options then shapes the outcomes from the system. Remaining chapters explore the use of commodities like oil as a means of improving the diversification of portfolios containing equities, reliability tests for traditional accounting measures to predict the onset of financial distress, the behavior of metal prices such as aluminium and steel, and other issues relevant for a better-diversified investor. Key reading for academics and practitioners alike, its audience will range from financial economists and accountants in academia to executives with financial duties.

目次

List of Contributors. Introduction. Real options "in" economic systems: Exploring systemic disturbance causes and cures. Managing real options in not-for-profit organizations: The case of shell space. O-score financial distress risk asset pricing. The long-term relations under climate change between economic activity and metal utilizations using the forgetting factor. Improved diversification through a mix of oil and equities. Changes in trading volume and return volatility associated with S&P 500 index additions and deletions. Modelling the US swap spread. Pricing and risk management of variable annuities and equity-indexed annuities. Research in Finance. Research in Finance. Copyright page.

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詳細情報

• NII書誌ID(NCID): BB02710518
• ISBN:
  • 9781849507264
  • 9780857245410
  • 9781780527529
  • 9781781907580
• 出版国コード: uk
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Bingley, UK
• ページ数/冊数: v.
• 大きさ: 24 cm
• 親書誌ID:
  • BB00489229