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| ADVANCES IN INVESTMENT ANALYSIS AND PORTFOLIO MANAGEMENT, VOLUME 5, 5
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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
An option-based approach to portfolio performance evaluation (S. Smith, S.M. Kokosha). A chartist approach to stock exchange series (CASES)
decomposition: theoretical justifications and empirical analysis (L. Becchetti, C. Becchetti). Put-call-forward exchange parity and the
implied riskfree rate (A.L. Demaskey, J.L. Heck). Characterizing the equally-weighted stock market index (J.A. Macdonald, H.A. Shawky).
Estimating the permanent and transitory components of the bid/ask spread (Woo Suk Choi, Sang Bin Lee and Pying Ii Yu). Option introduction
and security returns distributions: changes in information impoundment vs. narrowing of the bid-ask spread (C.F. Richards, G.V. Henderson
Jr.). Using second order stocahstic domiance and linear options to bound non-linear options premia (C. Henin, Chen Guo). Intertemporal
causality and on the prediction of future spot rates from forward currency rates (A. Gosh). Finite life and perpetual real estate investment
trusts: a re-examination of risk and return (P.H. Siegel, D.W. Durr and K.E. Karim). Integration of world stock markets: an empirical
evidence from nonlinear cointegration (A.Gosh). A multivariate conditional CAPM with threshold ARCH specifications (F. Hamelink, M. Hoesli).
Risk aversion, market segmentation, and the firm size effect: some empirical evidence (C.R. Chen, J. Wuh Lin).
Bibliographic & ordering Information
Hardbound, publication date: AUG-1998
ISBN-13: 978-0-7623-0356-4
ISBN-10: 0-7623-0356-5
Imprint: JAI
Price: Order form
USD 101
EUR 87.95
GBP 58.95
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Last update: 15 Jul 2008
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