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Research in Finance: Volume 25

Publication Date:

Book Series:

RFIN

Editor:

  • Andrew H. Chen

Chapters:

  • Research in Finance
  • Research in Finance
  • Copyright Page
  • List of contributors
  • Introduction
  • Financial safety nets: Why Do They keep expanding?
  • A positive analysis of bank failure resolution policies
  • Bank failure resolution policies and subordinated debt
  • Voluntary disclosure of real options: When and how it can be done
  • Non-linear modelling of the relationship between price movements in the OECD housing markets and significant economic activities
  • Stock or options? An economical justification for using stocks as a compensation tool
  • The NUA benefit and optimal investment in company stock in 401(k) accounts
  • Identifying securities to buy: The heuristic ri
  • Arbitrage opportunities and efficiency of an option market at its initial stage: The case of KOSPI 200 options in Korea
  • Hedging pressure and delivery risk explanations of futures risk premia
  • Timing the value-at-risk hedge
  • The pricing of Asian options with default risk
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