»
Advances in Investment Analysis and Portfolio Management, Volume 4
 
 

Advances in Investment Analysis and Portfolio Management, Volume 4, 1st Edition

 
Advances in Investment Analysis and Portfolio Management, Volume 4, 1st Edition,Cheng-Few Lee,ISBN9780762301263
 
 
 

C Lee   

JAI Press

9780762301263

Print Book

In Stock

Estimated Delivery Time
USD 103.00
 
 

Cheng-Few Lee

Affiliations and Expertise

Rutgers University at New Brunswick, NJ, USA

View additional works by Cheng-Few Lee

Advances in Investment Analysis and Portfolio Management, Volume 4, 1st Edition

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.).
 
 
Discount on all Earth,Environment and Energy Titles | Use Promo Code EARTH
Shop with Confidence

Free Shipping around the world
▪ Broad range of products
▪ 30 days return policy
FAQ