Encyclopedia of Finance Part 15 pot
Encyclopedia of Finance Part 15 pot
... debts
by partial sale of assets.
A growing literature on method of takeover
payment shows the existence of a relationship be-
tween methods of takeover payment and of finan-
cing for takeover. Most of ... sell-off induced abnormal returns.’’ Journal of
Finance, 42(4): 933–942.
Travlos, N.G. (1987). ‘‘Corpo rate takeover bids,
methods of payment, and bidding firms’ stock re-
t...
Encyclopedia of Finance Part 4 potx
... (1989). ‘‘The impact of data errors on meas-
urement of the foreign exchange risk premium.’’ Jour-
nal of International Money and Finance, 8: 147 157 .
356 ENCYCLOPEDIA OF FINANCE
asset on each ... swap
CREDIT DERIVATIVES 341
Counterparty A
100
Counterparty B
Counterparty A Counterparty B
Reference asset
worth P
Dirty
C
LIBOR + S
C
Counterparty A Counterparty B
100
100
Maturity
P...
Encyclopedia of Finance Part 5 pot
... the
Arbitrage Pricing Theory.’’ Journal of Finance, 43(3):
721–733.
372 ENCYCLOPEDIA OF FINANCE
Chapter 7
TREASURY INFLATION-INDEXED
SECURITIES
QUENTIN C. CHU, The University of Memphis, USA
DEBORAH N. PITTMAN, ... 100.00 percent because of rounding.
362 ENCYCLOPEDIA OF FINANCE
Ferson, W.E. and Harvey, C.R. (1992). ‘‘Seasonality
and consumption based Asset Pricing Models.’’...
Encyclopedia of Finance Part 10 potx
... elimination of cumu-
lative voting in the election of directors.
The proposed changes do not result from
any present knowledge on the part of the
Board of Directors of any proposed tender
offer or ... invention. Millions of individ-
uals voluntarily entrust billions of dollars,
francs, pesos, etc., of personal wealth to the
care of managers on the basis of a complex set...
Encyclopedia of Finance Part 16 potx
... the size of serial correlation in
returns offers no precise implications on the extent
of speculative profits available in the market. They
propose that examining the profitability of various
trading ... reality, not only
592 ENCYCLOPEDIA OF FINANCE
Chapter 29
MARKET EFFICIENCY HYPOTHESIS
MELODY LO, University of Southern Mississippi, USA
Abstract
Market efficiency is one of t...
Encyclopedia of Finance Part 19 potx
... problem of handling big
block orders. A lot of interaction with the market
is needed to trade large orders. That is where some
see the advantage of continuous trading. It offers a
special kind of ... clear-
624 ENCYCLOPEDIA OF FINANCE
of 49 there are only two sell orders. For this rea-
son, the clearing price in a call auction is typically
identified as the value that maximize...
Encyclopedia of Finance Part 20 potx
... together in call auction
640 ENCYCLOPEDIA OF FINANCE
Chapter 38
STRUCTURE OF SECURITIES MARKETS
1
ROBERT A. SCHWARTZ, City University of New York, USA
LIN PENG, City University of New York, USA
Abstract
The ... (1996).‘‘Limit order
trading.’’ Journal of Finance, 51: 1835–1861.
Ho, T. and Stoll, H. (1983). ‘‘The dynamics of dealer
markets under competition.’’ Journal of Fin...
Encyclopedia of Finance Part 21 pot
... fields of accounting, finance,
and law. The Board of Directors had several com-
mittees to review various aspects of the company’s
policies and operations. There was separation of
the offices of ... of an aggressive managerial style for the
sake of profit maximization?
The lesson from Enron is very clear that it does
not pay to sacrifice the defensive role when risk
646 ENCYC...
Encyclopedia of Finance Part 26 pot
... arbitrage pri-
cing’’. Journal of Finance 48: 1719–1747.
16 Barberis, N., Shleifer, A. (2003). A Survey of
Behavioral Finance. In: Stulz, R. (ed.), Handbook
of the Economics of Finance. North Holland,
Ch. ... extent of BHCs’ Latin American
loan exposures for both the passage of the IMF
quota increase and the passage of the ILSA.
Demirguc-kunt and Huizinga (1993) studied the...
Encyclopedia of Finance Part 1 pptx
... amount of the loan and
the amount of interest. In the example, this gives an
interest rate of 15 percent. The interest ( $150 ,000) is
28 ENCYCLOPEDIA OF FINANCE
PREFACE
Finance has become one of the ... and professionals, in an attempt to
meet the demand for a key source of fundamental finance terminology
and concepts.
This Encyclopedia of Finance contains five pa...