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New Advances in Financial Economicsseries in International Business & Economics

52:B&W 6. 14 x 9. 21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam. Sprache: Englisch.
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This is a collection of 21 articles that deal with the frontiers in financial theory of economics. Most aspects of finance are covered - domestic corporate and investment issues as well as questions and problems of topical value in international fina … weiterlesen
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New Advances in Financial Economicsseries in International Business & Economics als Buch

Produktdetails

Titel: New Advances in Financial Economicsseries in International Business & Economics
Autor/en: Dilip Ghosh

ISBN: 0080424082
EAN: 9780080424088
52:B&W 6. 14 x 9. 21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam.
Sprache: Englisch.
Herausgegeben von Tom Clark, D. K. Ghosh
Emerald Group Publishing Limited

21. Juli 1995 - gebunden - 376 Seiten

Beschreibung

This is a collection of 21 articles that deal with the frontiers in financial theory of economics. Most aspects of finance are covered - domestic corporate and investment issues as well as questions and problems of topical value in international finance. It includes topics such as: initial public offerings, debt restructuring, mergers, dividend policy, stock returns, capital structure, measures of risk aversion, microstructure of equity markets, agency cost and employee stock ownership, international takeover bidding, futures and forward contracts in currency markets, offshore loans, and market efficiency.

Inhaltsverzeichnis

Preface. Introduction. Part I. Capital structure and dividend policy in an intertemporal optimization model (D.K. Ghosh). Ex-dividend days and daily stock returns (E.A. Dyl et al.). A quadratic growth approach to the two-stage dividend discount model (J.Y. Uppal, et al.). The nature of the predictability of German stock returns (G.G. Booth et al.). Complex and random appearing stock prices: a chaotic approach (E. Pilarinu, G.C. Philappatos). A strong case for the Arrow-Pratt risk aversion measure (R. Dossani et al.). The role of banks in debt restructuring (K. John, G.K. Vasudevan). Stock prices, merger activity, and the macroeconomy (I. Mathur, V. Subrahmanyam). The impact of the type of offering on the underpricing of IPOs (D. Prasad). Assessment of investment quality of securities: a fuzzy set theory approach (R.S. Koundinya). Equity markets with frictions: an examination (A. Mulugetta, G. Duteil). Using real options analysis in capital budgeting: the opportunity cost of excess capacity (R. McLaughlin, R.A. Taggart). Is the real interest rate stable? (O.D. Gulley). Agency costs and employee stock ownership plans (K.T. Liaw). Part II. Innovations in currency markets: rolling spot(tm) contracts (I.G. Kawaller). The pricing of forward and futures contracts with heterogeneous consumers (L.P. Blenman). Exchange rate determination in the forward exchange and foreign currency futures markets (A.M. Parhizgari, R.E. Mathis). Evidence on market efficiency in the term structure of currency futures prices (M.A. Sullivan). A theory of international takeover bidding (V.R. Errunza et al.). Foreign bank credit to US corporations: the implications of offshore loans (R.N. McCauley, R. Seth). Sovereign and corporate borrowing and sustainable growth: strategies model for the design of payments (E. Ortiz, E. Arjona).
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