EconPapers    
Economics at your fingertips  
 

Encyclopedia of Finance

Edited by Cheng-Few Lee and Alice C. Lee

in Springer Books from Springer

Date: 2022
Edition: Third Edition
ISBN: 978-3-030-91231-4
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Chapters in this book:

Ch 1 Terms and Essays
Cheng-Few Lee and Alice C. Lee
Ch 2 Deposit Insurance Schemes
James Barth, Nguyen Nguyen and Jiayi Xu
Ch 3 Gramm-Leach-Bliley Act: Creating a New Bank for a New Millennium
James Barth and Shen Zhang
Ch 4 Pre-funded Coupon and Zero-Coupon Bonds: Cost of Capital Analysis
Suresh Srivastava and Ken Hung
Ch 5 Intertemporal Risk and Currency Risk
Jow-Ran Chang and Mao-Wei Hung
Ch 6 Credit Derivatives
Ren-Raw Chen and Jingzhi Huang
Ch 7 Foreign Exchange Risk Premium and Policy Uncertainty
Thomas C. Chiang
Ch 8 Treasury Inflation-Protected Securities
Quentin C. Chu and Deborah N. Pittman
Ch 9 Asset Pricing Models
Wayne E. Ferson
Ch 10 Conditional Asset Pricing
Wayne E. Ferson
Ch 11 Conditional Performance Evaluation
Wayne E. Ferson
Ch 12 Working Capital and Cash Flow
Joseph E. Finnerty
Ch 13 Evaluating Fund Performance Within the Stochastic Discount Factor Framework
Jonathan Fletcher
Ch 14 Duration Concepts, Analysis, and Applications
Zvika Afik, Iraj Fooladi, Gady Jacoby and Gordon Roberts
Ch 15 Loan Contract Terms
Aron Gottesman
Ch 16 Chinese A and B Shares
Yan He
Ch 17 Decimal Trading in the U.S. Stock Markets
Yan He
Ch 18 The 1997 NASDAQ Trading Rules
Yan He
Ch 19 Reincorporation
Randall A. Heron and Wilbur G. Lewellen
Ch 20 Mean Variance Portfolio Allocation
Cheng Hsiao and Shin-Huei Wang
Ch 21 Online Trading
Chang-Tseh Hsieh
Ch 22 A Critical Evaluation of the Portfolio Performance Indices Under Rank Transformation
Ken Hung, Chin W. Yang, Matthew Brigida and Dwight B. Means
Ch 23 Corporate Failure: Definitions, Methods, and Failure Prediction Models
Jenifer Piesse, Cheng-Few Lee, Hsien-Chang Kuo and Lin Lin
Ch 24 Main Bank Relationships, Debt Structure, and Innovation in Japan
Hai-Chin Yu and Phuong Dung Tong
Ch 25 Term Structure: Interest Rate Models
Thomas S. Y. Ho and Sang Bin Lee
Ch 26 Review of REIT and MBS
Chiuling Lu and Chou-Yen Wu
Ch 27 Experimental Economics and the Theory of Finance
Haim Levy
Ch 28 Merger and Acquisition: Definitions, Motives, and Market Responses
Jenifer Piesse, Cheng-Few Lee, Lin Lin and Hsien-Chang Kuo
Ch 29 Multistage Compound Real Options: Theory and Application
William T. Lin, Cheng-Few Lee and Chang-Wen Duan
Ch 30 Market Efficiency Hypothesis
Melody Lo
Ch 31 The Microstructure/Micro-Finance Approach to Exchange Rates
Melody Lo
Ch 32 Arbitrage and Market Frictions
Shashidhar Murthy
Ch 33 Fundamental Tradeoffs in the Publicly Traded Corporation
Joseph P. Ogden
Ch 34 The Mexican Peso Crisis
Fai-Nan Perng
Ch 35 Methods for Portfolio Performance Evaluation
Lalith P. Samarakoon and Tanweer Hasan
Ch 36 Call Auction Trading
Robert A. Schwartz and Reto Francioni
Ch 37 Market Liquidity
Robert A. Schwartz and Lin Peng
Ch 38 Market Makers
Robert A. Schwartz and Lin Peng
Ch 39 Structure of Securities Markets
Robert A. Schwartz and Lin Peng
Ch 40 Accounting Scandals and Implications for Directors: Lessons from Enron
Pearl Tan and Gillian Yeo
Ch 41 Agent-Based Models of Financial Markets
Nicholas S. P. Tay
Ch 42 The Asian Bond Market
Khairy Tourk and Hui Li
Ch 43 Cross-Border Mergers and Acquisitions
Geraldo M. Vasconcellos and Richard J. Kish
Ch 44 Jump Diffusion Model
Shin-Huei Wang
Ch 45 Networks, Nodes, and Priority Rules
Daniel G. Weaver
Ch 46 The Momentum Trading Strategy
K. C. John Wei and Linti Zhang
Ch 47 Equilibrium Credit Rationing and Monetary Non-neutrality in a Small Open Economy
Ying Wu
Ch 48 Policy Coordination Between Wages and Exchange Rates in Singapore
Ying Wu
Ch 49 The Le Chatelier Principle of the Capital Market Equilibrium
Chin W. Yang, Ken Hung, Matthew Brigida and John A. Fox
Ch 50 MBS Valuation and Prepayments
C. H. Ted Hong and Wen-Ching Wang
Ch 51 The Impacts of IMF Bailouts in International Debt Crises
Zhaohui Zhang and Khondkar E. Karim
Ch 52 Corporate Governance: Structure and Consequences
Bikki Jaggi
Ch 53 A Survey Article on International Banking
James Winder
Ch 54 Hedge Funds: Overview, Strategies, and Trends
John M. Longo
Ch 55 An Appraisal of Modeling Dimensions for Performance Appraisal of Global Mutual Funds
G. V. Satya Sekhar
Ch 56 Structural Credit Risk Models: Endogenous Versus Exogenous Default
Michael B. Imerman
Ch 57 Arbitrage Opportunity Set and the Role of Corporations
James S. Ang and Yingmei Cheng
Ch 58 Equity Premium Puzzle: The Distributional Approach
Nadezhda Safronova
Ch 59 Understanding Ginnie Mae Reverse Mortgage H-REMICs: Its Programs and Cashflow Analysis
C. H. Ted Hong and George H. Lee
Ch 60 An Analysis of Risk Treatment in the Field of Finance
Fernando Gómez-Bezares and Fernando R. Gómez-Bezares
Ch 61 The Trading Performance of Dynamic Hedging Models: Time Varying Covariance and Volatility Transmission Effects
Michael T. Chng and Gerard L. Gannon
Ch 62 Portfolio Insurance Strategies
Lan-chih Ho, John Cadle and Michael Theobald
Ch 63 Time-Series and Cross-Sectional Tests of Asset Pricing Models
Kyung-Jin Choi, Dongcheol Kim and Soon-Ho Kim
Ch 64 Unified Model Arbitrage-Free Term Structure of Flow Risks
Thomas S. Y. Ho and Sang Bin Lee
Ch 65 A Comparison of Formulas to Compute Implied Standard Deviation
James S. Ang, Gwoduan David Jou and Tsong-Yue Lai
Ch 66 Securities Transaction Taxes: Literature and Key Issues
Anna Pomeranets
Ch 67 Financial Control and Transfer Pricing
Savita A. Sahay
Ch 68 Alternative Models for Evaluating Convertible Bond: Review and Integration
Cheng-Few Lee, Lie-Jane Kao and Po-Cheng Wu
Ch 69 A Rationale for Hiring Irrationally Overconfident Managers
Oded Palmon and Itzhak Venezia
Ch 70 Current Versus Permanent Earnings for Estimating Alternative Dividend Payment Behavioral Model: Theory, Methods and Applications
Cheng-Few Lee, Hong-Yi Chen, Alice C. Lee and Yuhsin Tai
Ch 71 Valuation of Interest Tax Shields
Michael Dothan
Ch 72 Usefulness of Cash Flow Statements
Savita A. Sahay
Ch 73 Do CEO Gender and Marital Status Affect Firm’s R&D and Value? An Empirical Analysis Using Nonlinear Models
Keshab Shrestha, Cheng-Few Lee and Abdul Ghafoor
Ch 74 Three Alternative Methods for Estimating Hedge Ratios
Sheng-Syan Chen, Cheng-Few Lee, Fu-Lai Lin and Keshab Shrestha
Ch 75 Credit Risk Modeling: A General Framework
Ren-Raw Chen
Ch 76 Bankruptcy Prediction Studies Across Countries Using Multiple Criteria Linear Programming (MCLP) and Other Data Mining Approaches
Wikil Kwak and Yong Shi
Ch 77 Application of Difference-in-Differences Strategies in Finance: The Case of Natural Disasters and Bank Responses
James Barth, Kang Bok Lee, Xuan Shen and Yeo Song Yoon
Ch 78 Financial Panel Data Models, Strict Versus Contemporaneous Exogeneity, and Durbin-Wu-Hausman Specification Tests
Robert H. Patrick
Ch 79 Accruals and the Asymmetric Timeliness of Earnings: A Decomposition Analysis
Wenhsin Hsu
Ch 80 Computing Technology for Financial Service
Fang-Pang Lin
Ch 81 Local Volatility Interest Rate Model
Thomas S. Y. Ho and Sang Bin Lee
Ch 82 Applications of Logistic Regression and Hazard Method in Accounting and Finance Research
Feng Gao
Ch 83 Cube Root Utility Theory
Jack Clark Francis
Ch 84 A Global Comparative Study of Impact Investments Research in Academic Institutions
Rachel Calipha and Itzhak Venezia
Ch 85 Financial Crisis, Capital Requirement, and Stress Tests: Evidence from the Extreme Value and Stable Paretian Estimates
Tony Sio-Chong U and Jacky Yuk-Chow So
Ch 86 The Economics of and Accounting for Lease Transactions
Cheng-Few Lee and Ryan McDonough
Ch 87 Pension Accounting, Inside Debt, and Capital Structure
Cheng-Few Lee and James Juichia Lin
Ch 88 The Role of Earnings Management in Equity Valuation
Guanming He, April Zhichao Li and Dongxiao Shen
Ch 89 The Applications of Machine Learning in Accounting and Auditing Research
Hanxin Hu and Ting Sun
Ch 90 Internal Capital Budgeting and Allocation in Financial Firms
Woo-Young Kang
Ch 91 Job Security and CEO Compensation
James S. Ang and Wei Chen
Ch 92 Tail-Risk Protection: Machine Learning Meets Modern Econometrics
Bruno Spilak and Wolfgang Härdle
Ch 93 Structural Breaks in Financial Panel Data
Yiannis Karavias
Ch 94 More on Equilibrium Credit Rationing and Interest Rates: A Theory with New Evidence
Ying Wu
Ch 95 The Effect of Basel III on Banks’ Lending
Hao Chang and Yan Xue
Ch 96 Mortgage Analysis
Aron Gottesman
Ch 97 A History of Commercially Available Risk Models
John Blin, John Guerard and Andrew Mark
Ch 98 Short Selling Activity and Effects on Financial Markets and Corporate Decisions
Xu Guo and Chunchi Wu
Ch 99 Simultaneous Equation Models for Financial Planning and Forecasting
Cheng-Few Lee, Alice C. Lee and Wen-chi Yeh
Ch 100 Alternative Errors-in-Variables Models and Their Applications in Finance Research
Hong-Yi Chen, Alice C. Lee and Cheng-Few Lee
Ch 101 Optimal Payout Ratio under Uncertainty and the Flexibility Hypothesis: Theory and Empirical Evidence
Cheng-Few Lee, Manak C. Gupta, Hong-Yi Chen and Alice C. Lee
Ch 102 Mergers and Acquisitions: Principles and Practices
Harvey A. Poniachek
Ch 103 Accrual Accounting and Risk: Abnormal Sales Growth, Accruals Quality, and Returns
Liu Min Shirley
Ch 104 Applications of Book-Tax Difference in Accounting and Finance Research
Nan-Ting Kuo and Shang-En Yu
Ch 105 Evaluating Portfolio Risk Management: A New Evidence from DCC Models and Wavelet Approach
Rabeh Khalfaoui, Aviral Tiwari and Xuan Vinh Vo
Ch 106 Cash Conversion Cycle and Corporate Performance: Global Evidence
Chong-Chuo Chang
Ch 107 How Consistent Are the Judges of Portfolio Performance?
Matthew Brigida, Chin W. Yang and Ken Hung
Ch 108 Risk Aversion and the Value of Information for Investors
Richard E. Kihlstrom
Ch 109 A Fuzzy Real Option Valuation Approach To Capital Budgeting Under Uncertainty Environment
Shin-Yun Wang and Cheng-Few Lee

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprbok:978-3-030-91231-4

Ordering information: This item can be ordered from
http://www.springer.com/9783030912314

DOI: 10.1007/978-3-030-91231-4

Access Statistics for this book

More books in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2025-04-02
Handle: RePEc:spr:sprbok:978-3-030-91231-4