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No abstract received.
Persistent link: https://www.econbiz.de/10010598114
The main purpose of this paper is to investigate the impact of the 2007 financial tsunami on the Taiwanese financial market. We find that, although significant for banks, security firms, and insurance companies, the effect was relatively lower if compared with that in Europe and the United...
Persistent link: https://www.econbiz.de/10008863010
No abstract received.
Persistent link: https://www.econbiz.de/10009395564
No abstract received.
Persistent link: https://www.econbiz.de/10009291617
No abstract received.
Persistent link: https://www.econbiz.de/10010752805
Persistent link: https://www.econbiz.de/10011074609
No abstract received.
Persistent link: https://www.econbiz.de/10010540994
This is the 22nd Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management which was held in Aichi University, Nagoya, Japan on September 4 to September 5, 2014. The first conference was held at Rutgers University in 1993. Since then, the conference has been held in Hong...
Persistent link: https://www.econbiz.de/10011279173
In this essay, we empirically test the Constant–Elasticity-of-Variance (CEV) option pricing model by Cox (1975, 1996) and Cox and Ross (1976), and compare the performances of the CEV and alternative option pricing models, mainly the stochastic volatility model, in terms of European option...
Persistent link: https://www.econbiz.de/10004964024
Value-added performance measures, such as economic value added (EVA), are promoted as a means to better align managerial incentives and improve firm performance. This paper empirically examines whether EVA adopters outperform a peer group of non-adopters over a long term horizon. It also...
Persistent link: https://www.econbiz.de/10004964027