Essays in financial economics
著者
書誌事項
Essays in financial economics
(Research in finance : a research annual, v. 35)
Emerald, 2019
大学図書館所蔵 全11件
  青森
  岩手
  宮城
  秋田
  山形
  福島
  茨城
  栃木
  群馬
  埼玉
  千葉
  東京
  神奈川
  新潟
  富山
  石川
  福井
  山梨
  長野
  岐阜
  静岡
  愛知
  三重
  滋賀
  京都
  大阪
  兵庫
  奈良
  和歌山
  鳥取
  島根
  岡山
  広島
  山口
  徳島
  香川
  愛媛
  高知
  福岡
  佐賀
  長崎
  熊本
  大分
  宮崎
  鹿児島
  沖縄
  韓国
  中国
  タイ
  イギリス
  ドイツ
  スイス
  フランス
  ベルギー
  オランダ
  スウェーデン
  ノルウェー
  アメリカ
注記
Includes bibliographical references
内容説明・目次
内容説明
This volume, dedicated to John W. Kensinger, explores a variety of topics in financial economics, including firm growth, investment risks, and the profitability of the banking industry. With its global perspective, Essays in Financial Economics is a valuable addition to the bookshelf of any researcher in finance.
Starting with a study examining the NYMEX Crude oil market, the first paper uses a no-arbitrage futures equilibrium cost-of-carry model that incorporates both the quality delivery option as well as the timing delivery option in the NYMEX contract. This is followed by two papers focusing on the growth of firms, one looking at a sample of S&P 500 firms in the US and one utilising a sample of firms from India's manufacturing sector.
The fourth paper compares the Fama-French (FF) five-factor model for firms on the Paris Bourse with the four-factor model, exploring how the fifth factor, investment risk premium, benefits the French stock market in comparison with the profitability factor (the fourth factor). The fifth paper examines the volatility of the Indian stock market, while the sixth looks at the Italian banking industry. Closing the volume is a paper that looks at the relationship between the US Dollar Index and several emerging stock market indices using Granger Causality tests.
目次
- Introduction
- Rita Biswas and Michael Michaelides 1. Market Efficiency, Arbitrage and Delivery Options in the Nymex Crude Oil Market
- Don N. MacDonald and Hiro Nishi 2. Financial Decisions and Growth of the Firm Under High and Low Levels of Information Asymmetry
- Tarek Ibrahim Eldomiaty, Panagiotis Andrikopoulos and Mina K. Bishara 3. Is Growth Risky? Evidence from India
- Lalit Arora, Shailendra Kumar, and Piyush Verna 4. Detecting Profitability and Investment Risk Premiums in French Stock Market
- Amal Zaghouani Chakroun and Dorra Mezzez Hmaied 5. Stock Market Volatility Modeling and Forecasting with a Special Reference to BSE Sensex
- Venkataramanaiah Malepati, Madhavi Latha Challa and Siva Nageswara Rao Kolusu 6. Are Italian Banks Profitable by Using Derivatives? Evidence from the Recent Recession of Italian Economy
- Mohamed Rochdi Keffala 7. The Impact of US Dollar Index on Emerging Stock Markets: A Simultaneous Granger Causality and Rolling Correlation Analysis
- Deniz Ilalan and Burak Pirgaip
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