European University Institute Library

Encyclopedia of Finance, edited by Cheng-Few Lee, Alice C. Lee

eng

0

non fiction

Encyclopedia of Finance

electronic resource

dictionaries

1289537756

edited by Cheng-Few Lee, Alice C. Lee

Springer eBooks.

The Encyclopedia of Finance comprehensively covers the broad spectrum of terms and topics relating finance from asset pricing models to option pricing models to risk management and beyond. This third edition is comprised of over 1,300 individual definitions, chapters, appendices and is the most comprehensive and up-to-date resource in the field, integrating the most current terminology, research, theory, and practical applications. It includes 200 new terms and essays; 25 new chapters and four new appendices. Showcasing contributions from an international array of experts, the revised edition of this major reference work is unparalleled in the breadth and depth of its coverage.--, Provided by publisher

A Brief Review of the Errors-in-Variables Problem in Asset Pricing Tests -- A Comparison of Formulas to Compute Implied Standard Deviation -- A Critical Evaluation of the Portfolio Performance Indices Under Rank Transformation -- A Fuzzy Real Option Valuation Approach To Capital Budgeting Under Uncertainty Environment -- A Global comparative study of impact investments research in academic institutions -- A History of Commercially Available Risk Models -- A Rationale for Hiring Irrationally Overconfident Managers -- A Survey Article on International Banking -- Accounting Scandals and Implications for Directors: Lessons from Enron -- Accrual Accounting and Risk: Abnormal Sales Growth and Accruals Quality and Returns -- Accrual and Conservatism -- Agent-Based Models of Financial Markets -- Alternative errors-in-variables models and their applications in finance research -- Alternative Method of Estimating Volatility -- Alternative Methods for Estimating Firm's Growth Rate -- Alternative Models for Evaluating Convertible Bond: Review and Integration -- An Analysis of Risk Treatment in the Field of Finance -- An Appraisal of Modeling Dimensions for Performance Appraisal of Global Mutual Funds -- Application of Difference-in-Difference Strategies in Finance: The Case of Natural Disasters and Bank Responses -- Applications of Book-Tax difference in Accounting and Finance research -- Applications of logistic regression and hazard method in accounting and finance research -- Applications of Simultaneous Equations in Finance Research: Methods and Empirical Results -- Arbitrage and Market Frictions -- Arbitrage Opportunity Set and the Role of Corporations -- Assessing Models of Individual Equity Option Prices -- Asset Pricing Models -- Bankruptcy prediction studies across countries using Multiple Criteria Linear Programming (MCLP) data mining approaches -- Call Auction Trading -- Cash Conversion Cycle and Corporate Performance: Global Evidence -- Chinese A and B Shares -- Computer Technology for Financial Service -- Conditional Asset Pricing -- Conditional Performance Evaluation -- Corporate Failure: Definitions, Methods, and Failure Prediction Models -- Corporate Governance: Structure and Consequences -- Credit Derivatives -- Credit Risk Modeling: A General Framework -- Cross-Border Mergers and Acquisitions -- Cube Root Utility Theory -- Decimal Trading in the U.S. Stock Markets -- Deposit Insurance Schemes -- Duration Analysis and Its Applications -- Entropy and the Value of Information for Investors -- Equilibrium Credit Rationing and Monetary Nonneutrality in a Small Open Economy -- Equity Premium Puzzle: The Distributional Approach -- Evaluating Fund Performance Within the Stochastic Discount Factor Framework -- Evaluating Portfolio Risk Management: A New Evidence from DCC Models and Wavelet Approach -- Experimental Economics and the Theory of Finance -- Financial Control and Transfer Pricing -- Financial Crisis, Capital Requirement and Stress Tests: Evidence from the Extreme Value and Stable Paretian Estimates -- Financial Panel Data Models, Strict versus Contemporaneous Exogeneity, and Durbin-Wu-Hausman Specification Tests -- Foreign exchange risk premium and policy uncertainty -- Fundamental Tradeoffs in the Publicly Traded Corporation -- Futures Hedge Ratios: A Review -- Gramm-Leach-Bliley Act: Creating a New Bank for a New Millenium -- Hedge Funds: Overview, Strategies, and Trends -- How Consistent are the Judges of Portfolio Performance? -- Internal capital budgeting and allocation in financial firms -- Intertemporal Risk and Currency Risk -- Investment, Financing Dividend, and Production Policies: Review, Integration, and Extension -- Job Security and CEO Compensation -- Jump Diffusion Model -- Loan Contract Terms -- Main Bank Relationships, Debt Structure, and Innovation in Japan -- Market Efficiency Hypothesis -- Market Liquidity -- Market Makers -- MBS Valuation and Prepayments -- Mean Variance Portfolio Allocation -- Merger and Acquisition: Definitions, Motives, and Market Responses -- Mergers and Acquisitions: Principles and Practices -- More on Equilibrium Credit Rationing and Interest Rates: A Theory with New Evidence -- Mortgage Analysis -- Multistage Compound Real Options: Theory and Application -- Networks, Nodes, and Priority Rules -- Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions -- Online Trading -- Optimal Payout Ratio under Uncertainty and the Flexibility Hypothesis: Theory and Empirical Evidence -- Pension and Inside Debt -- Policy Coordination Between Wages and Exchange Rates in Singapore -- Political Connections, Financial Constraints, and Corporate Investment -- Portfolio Insurance Strategies -- Portfolio Performance Evaluation -- Pre-funded Coupon and Zero-Coupon Bonds: Cost of Capital Analysis -- Reincorporation -- Review of REIT and MBS -- Risk Management -- Securities Transaction Taxes: Literature and Key Issues -- Short Selling Activity and Effects on Financial Markets and Corporate Decisions -- Structural breaks in financial panel data -- Structural Credit Risk Models: Endogenous Versus Exogenous Default -- Structure of Securities Markets -- Tail-risk protection: Machine Learning meets modern Econometrics -- Term Structure: Interest Rate Models -- Terms and Essays -- The 1997 NASDAQ Trading Rules -- The applications of machine learning in accounting and auditing research -- The Asian Bond Market -- The Economics of and Accounting for Lease Transactions -- The effects of zero lower bound of the monetary policy on financial markets and asset prices under a DSGE framework -- The Impacts of IMF Bailouts in International Debt Crises -- The Le Chatelier Principle of the Capital Market Equilibrium -- The Mexican Peso Crisis -- The Microstructure/Micro-Finance Approach to Exchange Rates -- The Momentum Trading Strategy -- The role of earnings management in equity valuation -- The Statistical Distribution Method, the Decision-Tree Method and Simulation Method for Capital Budgeting Decisions -- The Trading Performance of Dynamic Hedging Models: Time Varying Covariance and Volatility Transmission Effects -- Time-Series and Cross-Sectional Tests of Asset Pricing Models -- Treasury Inflation-Protected Securities -- Understanding Ginnie Mae Reverse Mortgage H-REMICs: Its Programs and Cashflow Analysis -- Usefulness of Cash Flow Statements -- Valuation of Interest Tax Shields -- Working Capital and Cash Flow