Volume 1
Part I. Terms and Essays
Part II Papers
Deposit Insurance Schemes
Gramm-Leach-Bliley Act: Creating a New Bank for a New Millennium
Pre-funded Coupon and Zero-Coupon Bonds: Cost of Capital Analysis
Intertemporal Risk and Currency Risk
Credit Derivatives
Foreign Exchange Risk Premium and Policy Uncertainty
Treasury Inflation-Protected Securities
Asset Pricing Models
Conditional Asset Pricing
Conditional Performance Evaluation
Working Capital and Cash Flow
Evaluating Fund Performance Within the Stochastic Discount Factor Framework
Duration Concepts, Analysis, and Applications
Loan Contract Terms
Chinese A and B Shares
Decimal Trading in the U.S. Stock Markets
The 1997 NASDAQ Trading Rules
Reincorporation
Mean Variance Portfolio Allocation
Online Trading
A Critical Evaluation of the Portfolio Performance Indices Under Rank Transformation
Corporate Failure: Definitions, Methods, and Failure Prediction Models
Main Bank Relationships, Debt Structure, and Innovation in Japan
Term Structure: Interest Rate Models
Review of REIT and MBS
Experimental Economics and the Theory of Finance
Merger and Acquisition: Definitions, Motives, and Market Responses
Multistage Compound Real Options: Theory and Application
Market Efficiency Hypothesis
Volume 2
The Microstructure/Micro-Finance Approach to Exchange Rates
Arbitrage and Market Frictions
Fundamental Tradeoffs in the Publicly Traded Corporation
The Mexican Peso Crisis
Methods for Portfolio Performance Evaluation
Call Auction Trading
Market Liquidity
Market Makers
Structure of Securities Markets
Accounting Scandals and Implications for Directors: Lessons from Enron
Agent-Based Models of Financial Markets
The Asian Bond Market
Cross-Border Mergers and Acquisitions
Jump Diffusion Model
Networks, Nodes, and Priority Rules
The Momentum Trading Strategy
Equilibrium Credit Rationing and Monetary Non-neutrality in a Small Open Economy
Policy Coordination Between Wages and Exchange Rates in Singapore
The Le Chatelier Principle of the Capital Market Equilibrium
MBS Valuation and Prepayments
The Impacts of IMF Bailouts in International Debt Crises
Corporate Governance: Structure and Consequences
A Survey Article on International Banking
Hedge Funds: Overview, Strategies, and Trends
An Appraisal of Modeling Dimensions for Performance Appraisal of Global Mutual Funds
Structural Credit Risk Models: Endogenous Versus Exogenous Default
Arbitrage Opportunity Set and the Role of Corporations
Equity Premium Puzzle: The Distributional Approach
Understanding Ginnie Mae Reverse Mortgage H-REMICs: Its Programs and Cashflow Analysis
An Analysis of Risk Treatment in the Field of Finance
The Trading Performance of Dynamic Hedging Models: Time Varying Covariance and Volatility Transmission Effects
Portfolio Insurance Strategies
Time-Series and Cross-Sectional Tests of Asset Pricing Models
Unified Model Arbitrage-Free Term Structure of Flow Risks
A Comparison of Formulas to Compute Implied Standard Deviation
Securities Transaction Taxes: Literature and Key Issues
Financial Control and Transfer Pricing
Alternative Models for Evaluating Convertible Bond: Review and Integration
A Rationale for Hiring Irrationally Overconfident Managers
Current Versus Permanent Earnings for Estimating Alternative Dividend Payment Behavioral Model: Theory, Methods and Applications
Valuation of Interest Tax Shields
Usefulness of Cash Flow Statements
Do CEO Gender and Marital Status Affect Firm's R&D and Value? An Empirical Analysis Using Nonlinear Models
Three Alternative Methods for Estimating Hedge Ratios
Credit Risk Modeling: A General Framework
Bankruptcy Prediction Studies Across Countries Using Multiple Criteria Linear Programming (MCLP) and Other Data Mining Approaches
Application of Difference-in-Differences Strategies in Finance: The Case of Natural Disasters and Bank Responses
Financial Panel Data Models, Strict Versus Contemporaneous Exogeneity, and Durbin-Wu-Hausman Specification Tests
Accruals and the Asymmetric Timeliness of Earnings: A Decomposition Analysis
Computing Technology for Financial Service
Local Volatility Interest Rate Model
Applications of Logistic Regression and Hazard Method in Accounting and Finance Research
Cube Root Utility Theory
Volume 3
A Global Comparative Study of Impact Investments Research in Academic Institutions
Financial Crisis, Capital Requirement, and Stress Tests: Evidence from the Extreme Value and Stable Paretian Estimates
The Economics of and Accounting for Lease Transactions
Pension Accounting, Inside Debt, and Capital Structure
The Role of Earnings Management in Equity Valuation
The Applications of Machine Learning in Accounting and Auditing Research
Internal Capital Budgeting and Allocation in Financial Firms
Job Security and CEO Compensation
Tail-Risk Protection: Machine Learning Meets Modern Econometrics
Structural Breaks in Financial Panel Data
More on Equilibrium Credit Rationing and Interest Rates: A Theory with New Evidence
The Effect of Basel III on Banks' Lending
Mortgage Analysis
A History of Commercially Available Risk Models
Short Selling Activity and Effects on Financial Markets and Corporate Decisions
Simultaneous Equation Models for Financial Planning and Forecasting
Alternative Errors-in-Variables Models and Their Applications in Finance Research
Optimal Payout Ratio under Uncertainty and the Flexibility Hypothesis: Theory and Empirical Evidence
Mergers and Acquisitions: Principles and Practices
Accrual Accounting and Risk: Abnormal Sales Growth, Accruals Quality, and Returns
Applications of Book-Tax Difference in Accounting and Finance Research
Evaluating Portfolio Risk Management: A New Evidence from DCC Models and Wavelet Approach
Cash Conversion Cycle and Corporate Performance: Global Evidence
How Consistent Are the Judges of Portfolio Performance?
Risk Aversion and the Value of Information for Investors
A Fuzzy Real Option Valuation Approach To Capital Budgeting Under Uncertainty Environment.