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200912s2020 enk ob 001 0 eng d |
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|a YDX
|b eng
|e rda
|e pn
|c YDX
|d UKAHL
|d CDN
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|d OCLCF
|d NLW
|d OCLCQ
|d OCLCO
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|a 1195457807
|a 1203951133
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|a 9781838673635
|q (electronic bk.)
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|a 1838673636
|q (electronic bk.)
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|a 9781838673642
|q (hardcover)
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|a 1838673644
|q (hardcover)
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|z 1838673644
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|z 9781838673642
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|a (OCoLC)1194536200
|z (OCoLC)1195457807
|z (OCoLC)1203951133
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|a p------
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|a HC681
|b .A39 2020
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|a HCDD
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|a Advances in Pacific Basin business, economics and finance /
|c edited by Cheng-Few Lee and Min-Teh Yu.
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|a Bingley, UK :
|b Emerald Publishing,
|c 2020.
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|a 1 online resource (x, 242 pages)
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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|a online resource
|b cr
|2 rdacarrier
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|a Advances in Pacific Basin Business, Economics and Finance ;
|v volume 8
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|a Includes bibliographical references and index.
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|a Cover -- ADVANCES IN PACIFIC BASIN BUSINESS, ECONOMICS AND FINANCE -- Series Editors: Cheng Few Lee and Min-Teh Yu -- ADVANCES IN PACIFIC BASIN BUSINESS, ECONOMICS AND FINANCE -- Copyright -- EDITORIAL BOARD -- CONTENTS -- LIST OF CONTRIBUTORS -- Divergent Opinion, Trading Information, and Stock Price Co-movements -- Abstract -- 1 Introduction -- 2 Opinion Divergence and Price Co-movement -- 3 Variable Definition and Data -- 3.1 Measuring Stock Price Co-movement -- 3.2 Measuring Investor's Opinion Divergence -- 3.3 Data -- 4 Empirical Results -- 4.1 Results of Multivariate Regressions
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|a 4.2 Controls for Firm Characteristic and Governance Variables -- 4.3 Price Co-movements in the Bear and Bull Markets -- 4.4 Robustness Checks -- 5 Conclusion -- Acknowledgments -- References -- Assessing Asset Tail Risk with Artificial Intelligence: The Application of Artificial Neural Network -- Abstract -- 1 Introduction -- 2 Risk Properties and Assessments -- 2.1 Value at Risk -- 2.2 Expected Shortfall -- 2.3 Measurement Approaches -- 3 Artificial Neural Network Model -- 4 Data and Samples -- 4.1 Research Assets -- 4.2 Samples -- 5 Empirical Findings -- 5.1 Model Assessment
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|a 5.1.1 Forecasting Accuracy -- 5.1.2 VaR Backtesting -- 5.1.3 ES Backtesting -- 5.2 Model Specification -- 5.3 In-sample Performance -- 5.4 Out-of-sample Risk Forecast -- 6 Conclusions -- References -- Option Pricing with Markov Switching Stochastic Volatility Models -- Abstract -- 1 Introduction -- 2 Closed-form Option Pricing Formula -- 2.1 Model Setting -- 2.2 The Option Pricing Formula -- 2.2.1 The Moment Generating Function -- 2.2.2 Application to Markov Switching Volatility Models -- 3 An Empirical Example -- 4 Conclusion -- References
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|a Further Evidence of Momentum in Corporate Bond Returns -- Abstract -- 1 Introduction -- 2 Data -- 3 Empirical Results -- 3.1 Momentum Effects over Different Return Horizons -- 3.2 Subperiod Analysis -- 3.3 Liquidity and Momentum -- 3.4 The Momentum Effect in the Cross Section of Corporate Bonds -- 4 Conclusions -- References -- The Causes and Consequences of Stock Pledging by Controlling Shareholders: The Case of Taiwan -- Abstract -- 1 Introduction -- 2 Determinants of Stock Pledging by Controlling Shareholders -- 2.1 Firm Attributes -- 2.1.1 Capital -- 2.1.2 Leverage -- 2.1.3 Credit Rating
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|a 2.2 Market Condition -- 2.2.1 Share Price -- 2.2.2 Beta -- 2.3 Corporate Governance -- 2.3.1 Number of Board Seats -- 2.3.2 Cash Flow Right -- 2.3.3 Types of Control -- 2.3.3.1 Professional Managers -- 2.3.3.2 Cooperative -- 2.3.3.3 Family-controlled Firms -- 2.3.3.4 State-controlled Firms -- 3 Data and Empirical Methodology -- 3.1 Sample Selection -- 3.2 Methodology -- 3.2.1 Determinants of Stock Pledging by Controlling Shareholders -- 3.2.2 Performances of Firms with Stock Pledging -- 4 Empirical Results -- 4.1 Stock Pledging Determinants -- 4.2 Logit Models -- 4.3 Tobit Models
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|a Advances in Pacific Basin Business, Economics, and Financeis an annual publication designed to focus on interdisciplinary research in finance, economics, accounting and management among Pacific Rim countries.
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|a Pacific Area
|x Economic conditions.
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650 |
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|a Finance
|z Pacific Area.
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651 |
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|a Pacific Area
|x Commerce.
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651 |
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|a Pacific Area
|x Foreign economic relations.
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650 |
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|a International economics.
|2 bicssc
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650 |
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7 |
|a Public finance.
|2 bicssc
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650 |
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7 |
|a Financial accounting.
|2 bicssc
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650 |
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7 |
|a BUSINESS & ECONOMICS
|x International
|x Economics.
|2 bisacsh
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650 |
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7 |
|a BUSINESS & ECONOMICS
|x Accounting
|x Financial.
|2 bisacsh
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650 |
|
7 |
|a BUSINESS & ECONOMICS
|x International
|x Accounting.
|2 bisacsh
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650 |
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7 |
|a Commerce
|2 fast
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650 |
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7 |
|a Economic history
|2 fast
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650 |
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7 |
|a Finance
|2 fast
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650 |
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7 |
|a International economic relations
|2 fast
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651 |
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7 |
|a Pacific Area
|2 fast
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700 |
1 |
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|a Lee, Cheng F.,
|e editor.
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700 |
1 |
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|a Yu, Min-teh,
|e editor.
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758 |
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|i has work:
|a Advances in Pacific Basin business, economics, and finance (Text)
|1 https://id.oclc.org/worldcat/entity/E39PCGqGqW9GwFKy9jRdJkFPDC
|4 https://id.oclc.org/worldcat/ontology/hasWork
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776 |
0 |
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|i Print version:
|z 1838673644
|z 9781838673642
|w (OCoLC)1149380328
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830 |
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0 |
|a Advances in Pacific Basin business, economics and finance ;
|v v. 8.
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856 |
4 |
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|u https://ebookcentral.proquest.com/lib/holycrosscollege-ebooks/detail.action?docID=6340299
|y Click for online access
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|a EBC-AC
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|a 92
|b HCD
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