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Research in finance / edited by Andrew H. Chen
(Research in finance. ISSN:01963821)

Publisher	Bingley, U.K : Emerald
Year	2009
Authors	Chen, Andrew H

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Links to the text	Location	Volume	Call No.	Barcode No.	Status	Comments	ISBN	Printed	Restriction	Reserve
Links to the text	Library Off-campus access			OB00121548		Emerald eBooks (電子ブック)	9781848554474

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Material Type	E-Book
Media type	機械可読データファイル
Size	1 online resource (x, 369 p.)
Notes	Introduction / Andrew H. Chen -- Financial safety nets : why do they keep 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, James A. 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 heuristic ri / Manuel Tarrazo -- Arbitrage opportunities and efficiency of an option market at its initial stage : the case of KOSPI 200 options in Korea / Soku Byoun, Hun Young Park -- 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 in current 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 vehicles in 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 included in this volume. Finally, the contributions to this volume also address some problems that include the explanations of risk premiums on futures contracts, the optimal hedging decision in futures markets, and the pricing of Asian options subject to credit risk Print version record HTTP:URL=https://www.emerald.com/insight/publication/doi/10.1108/S0196-3821(2009)25
Subjects	LCSH:Finance -- Research All Subject Search LCSH:Banks and banking
Classification	LCC:HG152 UDC:336 DC22:332.04
ID	8000072594
ISBN	9781848554474