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Advances in Investment Analysis and Portfolio Management - 1st Edition - ISBN: 9780762306060, 9780080943992

Advances in Investment Analysis and Portfolio Management, Volume 6

1st Edition

Editor: Cheng-Few Lee
Hardcover ISBN: 9780762306060
eBook ISBN: 9780080943992
Imprint: JAI Press
Published Date: 22nd November 1999
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Table of Contents

List of contributors. Insider trading and variable information life (S.F. Bellezza). The long-run relationship between spot and futures prices of the S&P 500 index: evidence from cointegration tests (S. Rahman, A.F. Darrat). An empirical examination of the capital asset pricing model applied to UK stock returns (J. Fletcher). An examination of the effect of debt covenant violation on security price changes: a case of long window earnings response coefficient (P.H. Siegel, K.E. Karim). A note on portfolio selection, randomly changing portfolio weights and diversification (S.C. Linn). Mutual fund tax-efficiency and net new investment: evidence from 1996 (S.P. Zera, H. Pforsich). A Fisher-Weil Theorem for non-parallel interest shifts (R. Fry et al.). Firm size and stock returns: a stochastic dominance analysis (J.A. Yoder, R.W. Best and R.J. Best). Trends of interest rates term structure in US secular data (G. Prat). The Mean-Gini international asset pricing model under investment barriers (Son-Nan Chen, Kisuk Jeon).


© JAI Press 1999
22nd November 1999
JAI Press
Hardcover ISBN:
eBook ISBN:

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About the Editor

Cheng-Few Lee

Affiliations and Expertise

Rutgers University at New Brunswick, NJ, USA