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Advances in Quantitative Analysis of Finance and Accounting Vol: 5

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08 Mar 1997
Emerald Group Publishing Limited
248 pages - 156 x 234 x 15mm
Advances in Quantitative Analysis of Finance and Accounting


Part of a series which discusses advances in the quantitative analysis of finance and accounting, this volume is the fifth in the series.
A note on the redundancy of debt covenants for enforcing target debt-equity ratios (M.A. Siddiqi). Inter-company dynamics in the financial ratio adjustment (K. Shih-Jen Ho, Cheng F. Lee and Chunchi Wu). Application of confirmatory factor analysis to the study of corporate dividend policy (Chin-Chen Chien, Jeng-Ren Chiou). Tests for cointegration in financial markets time series: what answer do you want? (T. Loughran, P. Newbold). A general approach or modelling the term structure of interest rates: estimation and application (Hua Zhang). On the implications of leverage adjustments in the framework of arbitarge pricing theory under Modigliana-Miller propositions (T. Conine, M. Tucker). An examination of costing systems in oligopolies (S. Radhakershnan, Bin Srinidhi). An empirical investigation of the performance comparisons between alternative asset pricing models (Cheng-Few Lee, Chin-Chen Chien). A confirmatory test on the stability of financial ratio patterns (T. Martikainen et al.). Input substitution and productive efficiency: optimization behavior in nonprofit institutions (Y. Mensah). Value relevance of popular financial ratios (A. Riahi-Belkaoui). Temporal codetermination of investment and debt (A.P. Prezas, E.L. Bubnys and H.B. Tamule). Incentives for spin-offs in the face of financial distress: debt tax shields and limited liability (M.A. Siddiqi).

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