Advances in Quantitative Analysis of Finance and Accounting: Vol 6 Book

Preface     v
List of Contributors     ix
Collateral Constraints, Debt Management, and Investment Incentives   Elettra Agliardi   Rainer Andergassen     1
A Concave Quadratic Programming Marketing Strategy Model with Product Life Cycles   Paul Y. Kim   Chin W. Yang   Cindy Hsiao-Ping Peng   Ken Hung     15
Evaluating the Robustness of Market Anomaly Evidence   William D. Brown Jr.   Erin A. Moore   Ray J. Pfeiffer Jr.     27
Why is the Value Relevance of Earnings Lower for High-Tech Firms?   B. Brian Lee   Eric Press   B. Ben Choi     49
Thirty Years of Canadian Evidence on Stock Splits, Reverse Stock Splits, and Stock Dividends   Vijay Jog   PengCheng Zhu     83
Intraday Volume-Volatility Relation of the DOW: A Behavioral Interpretation   Ali F. Darrat   Shafiqur Rahman   Maosen Zhong     117
The Pricing of Initial Public Offerings: An Option Approach   Sheen Liu   Chunchi Wu   Peter Huaiyu Chen     127
Determinants of Winner-Loser Effects in National Stock Markets   Ming-Shiun Pan     143
Earnings Management in Corporate Voting: Evidence from Antitakeover Charter Amendments   Chun-KeungHoi   Michael Lacina   Patricia L. Wollan     159
Deterministic Portfolio Selection Models, Selection Bias, and an Unlikely Hero   Herbert E. Phillips     179
Corporate Capital Structure and Firm Value: A Panel Data Evidence from Australia's Dividend Imputation Tax System   Abu Taher Mollik     205
The Momentum and Mean Reversion of Nikkei Index Futures: A Markov Chain Analysis   Ke Peng   Shiyun Wang     239
Index     253