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| ADVANCES IN INVESTMENT ANALYSIS AND PORTFOLIO MANAGEMENT, VOLUME 4, 4
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To order this title, and for more information, click here
Edited By
Cheng-Few Lee, Rutgers University at New Brunswick, NJ, USA
Included in series
Advances in Investment Analysis and Portfolio Management,
Contents
Indexed commodity futures and the risk and return of institutional portfolios (K.G. Becker, J.E. Finnerty). Asymmetric information, insider
trading and the small firm size effect: an empirical investigation (S. Ilfakhani, T. Zaher). The information content in forward interest
rates: further evidence on heteroskedasticity, long forecast horizon, and simultaneous multiple forward rates (S. Yuan Lee). Price dynamics
among exchange rates, stock index, and treasure bonds in futures markets (M. Najand, K. Yung). The role of beta and other fundamental
variables in explaining expected stock returns: Hong Kong evidence (J.K. Cheung, R. Chung and J. Bon Kim). Further evidence on the relationship
between beta stability and the length of the estimation period (R.D. Brroks, R.W. Faff). The nature and implications of serial diversification
(J.M. Steeley). Foreign risk-free assets and exchange risk in international investment (T.W. Chamberlain, C.S. Cheung and C.C.Y. Kwan).
The behavior of option prices around merger and acquisition announcements (H. Levy and J. Yoder). A performance comparison of a technical
trading system with ARIMA models for soybean complex prices (S.H. Irwin et al.).
| Bibliographic details |
Hardbound, 0 pages, publication date: NOV-1997
ISBN-13: 978-0-7623-0126-3
ISBN-10: 0-7623-0126-0
Imprint: JAI
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Last update: 4 Sep 2009
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