Description
Book SynopsisContains contributions on a range of important issues in research in finance and economics. This volume includes topics such as the IPO underwriting spreads, the moral hazard problems in bank regulation as well as in the cost of deposit insurance, the loan yield spreads, and the aggregate bank performance at the state-level.
Table of ContentsCompetition in IPO underwriting: Time series evidence. Can delegating bank regulation to market forces really work?. Internal model-based capital standard and the cost of deposit insurance. Lead lenders and loan pricing. Regional economic conditions and aggregate bank performance. Who benefits more from global diversification? An over-time perspective. Overreaction and seasonality in Asian stock indices: Evidence from Korea, Hong Kong and Japan. A mean-Gini approach to asset allocation involving hedge funds. Incentive stocks and options with trading restrictions: not as restricted as we thought. Board size and firm performance in the property-liability insurance industry. The role of higher oil prices: A case of major developed countries. The futures hedging effectiveness with liquidity risk under alternative settlement specifications. Introduction. List of Contributors. Edited by. Copyright page.
