|aAdvances in investment analysis and portfolio management (new series)|nVol.2 /|ceditors, Cheng F. Lee and Alice C. Lee.
|aBrunswick, NJ :|bCenter for Pacific Basin Business, Economics, and Finance Research,|cc2006.
|axvi, 269 p. :|bill. ;|c24 cm.
|aAdvances in investment analysis and portfolio management. |p New series, 2005 ; |v v. 1
|aIncludes bibliographical references and index.
|tHedging with Latin American emerging future model (Brazilian Real): an intertemporal error correction model / |r Asim Ghosh, |r Robert Boldin -- |t Heads I win, tails you lose: the profitability of underwriting initial public offerings / |r James F. Cotter, |r Anlin Chen -- |t Momentum strategies in international equity markets / |r Walid Hached, |r Jean-Franc?ois L'Her, |r Mohamed Yassine Tnani -- |t Hedging effectiveness of T-bill futures and Eurodollar futures / |r Susan J. Crain, |r Jae Ha Lee -- |t Censoring and its impact on beta risk estimation / |r Robert D. Brooks, |r Robert W. Faff, |r Tim R.L. Fry, |r Lucy Gunn -- |t The information content of trade size / |r Jinliang Li, |r Chunchi Wu -- |t Seasonality and regime switching in the U.S. stock market / |r Steven J. Cochran, |r Iqbal Mansur, |r Jean L. Heck -- |t Long memory in daily absolute and squared returns in the Spanish stock market / |r Luis A. Gil-Alana -- |t Mean reversion and the asset allocation decision / |r Sanjiv Jaggia, |r Satish Thosar -- |t An analysis of indirect bankruptcy costs on the TS-BC hypothesis: a note / |r Khondkar E. Karim, |r Zhaohui Zhang, |r Dayong Liu -- |t Determinants of cross-border listing of American depository receipts (ADRs) on regulated and less regulated U.S. stock markets / |r Gordian A. Ndubizu, |rLee-Seok Hwang.
|aCenter for Pacific Basin Business, Economics, and Finance Research.