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A Proposal for Expensing Employee Compensatory Stock Options for Financial Reporting Purposes
Employees Stock Options Finance Reports
2015/5/14
A Proposal for Expensing Employee Compensatory Stock Options for Financial Reporting Purposes.
Thee Essays in Chapter 11 Bankruptcy: Post Bankruptcy Performance, Bankrupt Stock Performance, and Relationship with Hedge Funds and Other Vulture Investors
Chapter 11 Bankruptcy Post Bankruptcy Performance Bankrupt Stock Performance Relationship Hedge Funds Other Vulture Investors
2014/10/28
Firms that emerged from Chapter 11 as public companies have tons of characteristics. The first essay analyzes their post bankruptcy performance, duration effect, and the quality of their projection in...
Common Mistakes when Applying Computational Intelligence and Machine Learning to Stock Market modelling
Computational intelligence machine learning stock market equities automated stock tradin mistakes.
2012/9/17
For a number of reasons, computational intelligence and machine learning methods have been largely dismissed by the professional community. The reasons for this are numerous and ...
Does Stock Market Performance Influence Retirement Intentions?
Stock Marke Performance Influence Retirement Intentions
2016/3/9
Media reports predicted that the stock market decline in October 2008 would cause changes in retirement intentions, due to declines in retirement assets. We use panel data from the Health and Retireme...
Building the Stock of College-Educated Labor Revisited
Building Stock College-Educated Labor Revisited
2016/3/9
In a recent paper in the Journal of Human Resources, Dynarski (2008) used data from the 1 percent 2000 Census Public Use Microdata Sample (PUMS) files to demonstrate that merit scholarship programs in...
Random matrix approach to the dynamics of stock inventory variations
Random matrix approach dynamics stock inventory variations
2012/3/2
We study the cross-correlation matrix $C_{ij}$ of inventory variations of the most active individual and institutional investors in an emerging market to understand the dynamics of inventory variation...
DCC and Analysis of the Exchange Rate and the Stock Market Returns’ Volatility: An Evidence Study of Thailand Country
Four Quadrant (4Q) Converter Interlacing Traction Systems Power Quality Analysis
2013/2/23
This paper studies the relatedness and the model construction of exchange rate volatility and the Thailand’s stock market returns. Empirical results show that we can construct a bivariate IGARCH (1, 1...
STOCK OPTIONS BACKDATING SCANDALS: What do market participants think about the investigations?
Stock option backdating stock option scandals stock option investigations
2009/12/1
Recently financial newspapers have reported information relating to stock options
backdating. Over one hundred firms are under external investigations. Executives have been
forced out and required...
A generalized binomial model and option pricing formulae for subordinated stock-price processes
A generalized binomial model option pricing formulae subordinated stock-price processes
2009/9/22
The first half of the paper is intended as a short survey
on discrete- and continuous-time option pricing. In the second part,
we develop new concepts and derive new results for option valuations
w...
Option Price When the Stock is a Semimartingale
Black-Scholes formula Meyer-Tanaka formula semimartingales
2009/4/29
The purpose of this note is to give a PDE satisfied by a call option when the price process is a semimartingale. The main result generalizes the PDE in the case when the stock price is a diffusion. It...
On Asymmetry，Holiday and Day-of-the-week Effects in Volatility of Daily Stock Returns：The Case of Japan
Asymmetry effect daily stock returns day-of-the-week effect holiday effect Nikkei 225 stock average stochastic variance model U.S. stock price change effect volatility volatility transmission
2009/3/10
In this paper, we investigate volatility in Japanese stock returns, using the state-space model. The daily data of Nikkei 225 stock average from January 4, 1985 to June 10, 2004 are utilized and the s...
Modelling Stock Returns with AR-GARCH Processes
autoregressive process GARCH and EGARCH models conditional heteroscedastic variance financial log returns
2009/2/23
Financial returns are often modelled as autoregressive time series with random disturbances having conditional heteroscedastic variances, especially with GARCH type processes. GARCH processes have bee...
IMPLICATIONS OF THE E-REVOLUTION FOR HONG KONG’S STOCK MARKET
THE E-REVOLUTION HONG KONG’S STOCK MARKET Technological Revolution
2008/11/11
Technology and global capital markets are transforming business,
society, and government. Technology and globalization are intertwined:
the one makes the other possible. Although, arguably, the
wor...
CHINA’S STOCK MARKET：A MARRIAGE OF CAPITALISM AND SOCIALISM
STOCK MARKET centrally planned economy CAPITALISM AND SOCIALISM
2008/11/5
The rise of China’s stock market during the 1990s was nothing
short of breathtaking. For more than 30 years after 1949, China was
a centrally planned economy in which virtually all enterprises were
...
Half of college students drop out without completing a degree. This paper establishes a causal link between college costs and degree completion. I use quasi-experimental methodology to analyze two sta...