Ausgabe 4/2008
Inhalt (5 Artikel)
Original Research
Residual income, value-relevant information and equity valuation: a simultaneous equations approach
Ruey S. Tsay, Yi-Mien Lin, Hsiao-Wen Wang
Original Research
A multi-factor Markovian HJM model for pricing American interest rate derivatives
Marat V. Kramin, Saikat Nandi, Alexander L. Shulman
Original Research
Liquidity commonality and spillover in the US and Japanese markets: an intraday analysis using exchange-traded funds
Vinay Datar, Raymond W. So, Yiuman Tse
Original Research
Specification analysis of corporate equity financing decision: a conditional residual approach
YiLin Wu, Lee Cheng-Few