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This volume is part of an annual series that presents recent developments in the quantitative analysis of finance and accounting. It aims to foster interaction between academic research and applied practice in finance, accounting and business management. Volume 5 includes a diverse set of chapters covering topics such as least-cost super-replicating portfolios under transaction costs; testing non-stationarities and long-memory in financial data; tracking stocks and equity restructuring; stock option exercises and disclosure; profit warnings and industry information; analyst forecasts; interest-rate spreads and macro-economic shocks; performance of firms issuing tracking stocks; mutual fund investor performance; market volatility shocks; and electricity pricing dynamics.

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245: $a: Advances in Quantitative Analysis of Finance and Accounting Volume 5
245: $b:
082: $a:
100: $a: Cheng-Few Lee
650: $a: Finance / Accounting / Quantitative Methods
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440: $v:
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250: $c: 2007
020: $a: 978-981-277-221-3
300: $a: 344