新生學校財團法人新生醫護管理專科學校圖書館 |

Research in finance. Vol. 25 /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Research in finance/ edited by Andrew H. Chen.
other author:	Chen, Andrew H.
Published:	Bingley, U.K. :Emerald, : 2009.,
Description:	1 online resource (x, 369 p.).
Subject:	Finance - Research. -
Online resource:	http://www.emeraldinsight.com/0196-3821/25
ISBN:	9781848554474 (electronic bk.)

Research in finance. Vol. 25 /
Research in financeVol. 25 /[electronic resource].edited by Andrew H. Chen. - Bingley, U.K. :Emerald,2009. - 1 online resource (x, 369 p.). - Research in finance,0196-3821.

Introduction / Andrew H. Chen -- Financial safety nets : why do theykeep 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, JamesA. 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 heuristicri / Manuel Tarrazo -- Arbitrage opportunities and efficiency of an option market at its initialstage : the case of KOSPI 200 options in Korea / Soku Byoun, Hun YoungPark -- 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.

This volume contains contributions on a range of important issues incurrent 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 options by corporate managers, and the interrelationship between the housing and general economic activities. Some important topics such as the choice between stock and options as compensation vehiclesin the presence of bankruptcy risk, the NUA tax benefits in asset allocation in the retirement accounts, the heuristic approach of using ri/stdi to select securities in forming efficient portfolio, and the arbitrage opportunity in index options at the initial stage are also includedin this volume. Finally, the contributions to this volume also addresssome problems that include the explanations of risk premiums on futures contracts, the optimal hedging decision in futures markets, and the pricingof Asian options subject to credit risk.

ISBN: 9781848554474 (electronic bk.)Subjects--Topical Terms:

260254
Finance
--Research.

LC Class. No.: HG152 / .R47 2009

Dewey Class. No.: 332.04

Universal Decimal Class. No.: 336

Research in finance. Vol. 25 /
LDR:03209nmm a2200301Ka 4500 001 170717
003 OrBLW
005 20101115152719.0
006 d
007 un|||||||||
008 160302s2009 enk s 000 0 eng d
020 $a 9781848554474 (electronic bk.)
020 $a 9781848554467 (hbk.)
035 $a 000741
040 $a UtOrBLW $c UtOrBLW
041 0 $a eng
050 4 $a HG152 $b .R47 2009
072 7 $a KFFK $2 bicssc
072 7 $a FIN $2 bicssc
072 7 $a BUS027000 $2 bisacsh
080 $a 336
082 0 4 $a 332.04 $2 22
245 0 0 $a Research in finance $h [electronic resource]. $n Vol. 25 / $c edited by Andrew H. Chen.
260 $a Bingley, U.K. : $c 2009. $b Emerald,
300 $a 1 online resource (x, 369 p.).
490 0 $a Research in finance, $x 0196-3821
505 0 $a Introduction / Andrew H. Chen -- Financial safety nets : why do theykeep 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, JamesA. 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 heuristicri / Manuel Tarrazo -- Arbitrage opportunities and efficiency of an option market at its initialstage : the case of KOSPI 200 options in Korea / Soku Byoun, Hun YoungPark -- 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.
520 $a This volume contains contributions on a range of important issues incurrent 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 options by corporate managers, and the interrelationship between the housing and general economic activities. Some important topics such as the choice between stock and options as compensation vehiclesin the presence of bankruptcy risk, the NUA tax benefits in asset allocation in the retirement accounts, the heuristic approach of using ri/stdi to select securities in forming efficient portfolio, and the arbitrage opportunity in index options at the initial stage are also includedin this volume. Finally, the contributions to this volume also addresssome problems that include the explanations of risk premiums on futures contracts, the optimal hedging decision in futures markets, and the pricingof Asian options subject to credit risk.
650 0 $a Finance $x Research. $3 260254
650 0 $a Banks and banking. $3 131588
700 1 $a Chen, Andrew H. $3 146599
856 4 0 $u http://www.emeraldinsight.com/0196-3821/25