Research in Finance Vol: 13
Product Details
- Format:
- Hardback
- ISBN:
- 9781559385787
- Published:
- 20 Mar 1996
- Publisher:
- Emerald Group Publishing Limited
- Dimensions:
- 308 pages - 156 x 234 x 20mm
- Series:
- Research in Finance
Categories:
This is the 13th volume in a series on research in finance. This volume covers such topics as liquidity and market microstructure, predictability and time-varying risk in world equity markets and the structure of price discounts on private equity placements.
Liquidity and market microstructure - an empirical comparison of the specialist system versus multiple market makers, Marc R. Reinganum; predictability and time-varying risk in world equity markets, Wayne E. Ferson and Campbell R. Harvey; further results on the small sample properties of the generalised method of moments - tests of latent variable models, Wayne E. Ferson and Stephen R. Foerster; on the mean standard deviation frontier of stochastic discount factor in the presence of regime shifts, Mao-Wei Hung; fixed-price offering, underwriters' discriminatory allocation and IPO underpricing, Joseph C. Kang; the structure of price dis-counts on private equity placements, Myron J. Gordon and Ashwani K. Srivastave; the wealth effects of liquidity gains from option listings, Michael D. Schinski and D. Michael Long; the asset flexibility option and the value of deposit insurance, Peter Ritchken, James B. Thomson, Ramon P. De-Gennaro, and Anlong Li; debt structure, insider ownership, and dividend policy - a test of the substitutability hypo-thesis in an agency framework, Chenchuramaiah T. Bathala, Oswald D. Bowlin, and Ramesh P. Rao; an interactive multi-objective programming approach to the capital expenditure planning, V. M. Jog, W. Michalowski and T. Trzaskalik; some further examination of the event study method of analysis, George M. Frankfurter and Helmut Schneider.