Research in finance:
Roberts and Siddiqi provide an empirical analysis of the link between collateralization and the number of lenders in private debt contracts. Finally, Tripp et al empirically examine the relative efficiency of single versus multiple common bond credit unions
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Bingley, U.K.
Emerald
2005
|
| Schriftenreihe: | Research in finance
|
| Schlagworte: | |
| Online-Zugang: | DE-634 DE-1043 DE-M347 DE-523 DE-91 DE-473 DE-19 DE-355 DE-703 DE-20 DE-706 DE-824 DE-29 DE-739 Volltext |
| Zusammenfassung: | Roberts and Siddiqi provide an empirical analysis of the link between collateralization and the number of lenders in private debt contracts. Finally, Tripp et al empirically examine the relative efficiency of single versus multiple common bond credit unions find that implied volatilities for firms audited by Andersen have increased relative to those for firms audited by other Big Five firms. Charaput and Chang find that the usage of installment receipts enhances liquidity in Canadian secondary equity offerings. The contributions to this volume also examine important issues in international finance and financial institutions. Brailsford, et al use a VECM technique to examine Purchasing Power Parity and causality between the yen and the dollar. Sarmas studies the impact of Hong Kong's fixed exchange rate system and Singapore's floating exchange rate system on the correlation between the US and the two respective countries' stock markets. Povel develops a theoretical model to explain multiple banking as a commitment device. Baer, et al develop a model and empirically examine how the creation of a futures clearinghouse can reduce the need for margin in bilateral and multilateral settings. A total of eleven papers in this volume represent recent research on important topics in finance. The contributions include analyses of issues relating to asset prices, the behaviour of stock returns, and capital-raising activities. Hodges, et al employ stochastic dominance arguments to show that the efficiency of time diversification depends on the degree of autocorrelation in security returns. In their study of the announcement effects of ninety-three minority equity investments, Chan, et. al find a neutral stock price response on average for acquiring firms but a significantly positive response for selling firms. Nguyen, et al provide evidence on the returns structure of U.S. information technology stocks surrounding the bursting of the internet bubble in early 2000. In a study of the informational effects of auditor reputation, Godby and Mahar, Jr. |
| Beschreibung: | 1 Online-Ressource (vii, 263 Seiten) |
| ISBN: | 9781849503136 |
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| contents | Time diversification and stochastic dominance / Charles W. Hodges, Haim Levy, James A. Yoder -- Minority equity investments and inter-firm collaborations / Su Han Chan, John W. Kensinger, Arthur J. Keown, John D. Martin -- Size and book-to-market effects in the returns on information technology stocks / Quang-Ngoc Nguyen, Thomas A. Fetherston, Jonathan A. Batten -- Implied volatilities and auditor reputation : the Andersen case / Jonathan M. Godbey, James W. Mahar -- Secondary equity offerings : the case of installments receipts / Narat Charupat, C.Sherman Cheung -- A new approach to testing PPP : evidence from the yen / T.J. Brailsford, J.H.W. Penm, R.D. Terrell -- Correlation among stock markets under different exchange rate systems / Paul Sarmas -- Multiple banking as a commitment not to rescue / Paul Povel -- Opportunity cost and prudentiality : an analysis of collateral decisions in bilateral and multilateral settings / Herbert L. Baer, Virginia G. France, James T. Moser -- Collateralization and the number of lenders in private debt contracts : an empirical analysis / Gordon S. Roberts, Nadeem A. Siddiqi -- An examination of the efficiency of single vs. multiple common bond credit unions / James D. Tripp, Peppi M. Kenny, Don T. Johnson |
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| series2 | Research in finance |
| spelling | Research in finance Bingley, U.K. Emerald 2005 1 Online-Ressource (vii, 263 Seiten) c rdamedia cr rdacarrier Time diversification and stochastic dominance / Charles W. Hodges, Haim Levy, James A. Yoder -- Minority equity investments and inter-firm collaborations / Su Han Chan, John W. Kensinger, Arthur J. Keown, John D. Martin -- Size and book-to-market effects in the returns on information technology stocks / Quang-Ngoc Nguyen, Thomas A. Fetherston, Jonathan A. Batten -- Implied volatilities and auditor reputation : the Andersen case / Jonathan M. Godbey, James W. Mahar -- Secondary equity offerings : the case of installments receipts / Narat Charupat, C.Sherman Cheung -- A new approach to testing PPP : evidence from the yen / T.J. Brailsford, J.H.W. Penm, R.D. Terrell -- Correlation among stock markets under different exchange rate systems / Paul Sarmas -- Multiple banking as a commitment not to rescue / Paul Povel -- Opportunity cost and prudentiality : an analysis of collateral decisions in bilateral and multilateral settings / Herbert L. Baer, Virginia G. France, James T. Moser -- Collateralization and the number of lenders in private debt contracts : an empirical analysis / Gordon S. Roberts, Nadeem A. Siddiqi -- An examination of the efficiency of single vs. multiple common bond credit unions / James D. Tripp, Peppi M. Kenny, Don T. Johnson Roberts and Siddiqi provide an empirical analysis of the link between collateralization and the number of lenders in private debt contracts. Finally, Tripp et al empirically examine the relative efficiency of single versus multiple common bond credit unions find that implied volatilities for firms audited by Andersen have increased relative to those for firms audited by other Big Five firms. Charaput and Chang find that the usage of installment receipts enhances liquidity in Canadian secondary equity offerings. The contributions to this volume also examine important issues in international finance and financial institutions. Brailsford, et al use a VECM technique to examine Purchasing Power Parity and causality between the yen and the dollar. Sarmas studies the impact of Hong Kong's fixed exchange rate system and Singapore's floating exchange rate system on the correlation between the US and the two respective countries' stock markets. Povel develops a theoretical model to explain multiple banking as a commitment device. Baer, et al develop a model and empirically examine how the creation of a futures clearinghouse can reduce the need for margin in bilateral and multilateral settings. A total of eleven papers in this volume represent recent research on important topics in finance. The contributions include analyses of issues relating to asset prices, the behaviour of stock returns, and capital-raising activities. Hodges, et al employ stochastic dominance arguments to show that the efficiency of time diversification depends on the degree of autocorrelation in security returns. In their study of the announcement effects of ninety-three minority equity investments, Chan, et. al find a neutral stock price response on average for acquiring firms but a significantly positive response for selling firms. Nguyen, et al provide evidence on the returns structure of U.S. information technology stocks surrounding the bursting of the internet bubble in early 2000. In a study of the informational effects of auditor reputation, Godby and Mahar, Jr. Banks and banking Finance Research Chen, Andrew H. Sonstige oth https://www.emerald.com/insight/publication/doi/10.1016/S0196-3821(2005)21 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Research in finance Time diversification and stochastic dominance / Charles W. Hodges, Haim Levy, James A. Yoder -- Minority equity investments and inter-firm collaborations / Su Han Chan, John W. Kensinger, Arthur J. Keown, John D. Martin -- Size and book-to-market effects in the returns on information technology stocks / Quang-Ngoc Nguyen, Thomas A. Fetherston, Jonathan A. Batten -- Implied volatilities and auditor reputation : the Andersen case / Jonathan M. Godbey, James W. Mahar -- Secondary equity offerings : the case of installments receipts / Narat Charupat, C.Sherman Cheung -- A new approach to testing PPP : evidence from the yen / T.J. Brailsford, J.H.W. Penm, R.D. Terrell -- Correlation among stock markets under different exchange rate systems / Paul Sarmas -- Multiple banking as a commitment not to rescue / Paul Povel -- Opportunity cost and prudentiality : an analysis of collateral decisions in bilateral and multilateral settings / Herbert L. Baer, Virginia G. France, James T. Moser -- Collateralization and the number of lenders in private debt contracts : an empirical analysis / Gordon S. Roberts, Nadeem A. Siddiqi -- An examination of the efficiency of single vs. multiple common bond credit unions / James D. Tripp, Peppi M. Kenny, Don T. Johnson Banks and banking Finance Research |
| title | Research in finance |
| title_auth | Research in finance |
| title_exact_search | Research in finance |
| title_exact_search_txtP | Research in finance |
| title_full | Research in finance |
| title_fullStr | Research in finance |
| title_full_unstemmed | Research in finance |
| title_short | Research in finance |
| title_sort | research in finance |
| topic | Banks and banking Finance Research |
| topic_facet | Banks and banking Finance Research |
| url | https://www.emerald.com/insight/publication/doi/10.1016/S0196-3821(2005)21 |
| work_keys_str_mv | AT chenandrewh researchinfinance |