Table of contents - Special Issue: Financial modelling
Guest Editors: Joao Duque
Modelling traditional accounting and modern value‐based performance measures to explain stock market returns in the Athens Stock Exchange (ASE)
Dimitrios I. Maditinos, Željko Šević, Nikolaos G. TheriouThe purpose of this paper is to investigate the explanatory power of two value‐based performance measurement models, Economic Value Added (EVA®) and shareholder value added (SVA)…
How is new information capitalized in asset values? The role of kurtosis
José Guedes, João M. Andrade e SilvaThe purpose of this paper is to further understanding of how new information impacts the market value of financial assets.
An application of returns‐based style analysis to investigating the disappearance of the size premium
Julia SawickiThe purpose of this study is to investigate explanations for the behaviour of the size premium using measures of large and small stock holdings of mutual funds.
On the value of European options on a stock paying a discrete dividend
João Amaro de Matos, Rui Dilão, Bruno FerreiraThe purpose of this paper is to present an arbitrarily accurate approximation for the value of European options written on a Black‐Scholes stock paying a discrete dividend.
Multi‐factor competitive internet strategy evaluation: search expansion, portal synergies
Dean A. Paxson, Arun MelmaneThe purpose of this paper is to illustrate the use of a multi‐factor competitive real option model.
ISSN:
1746-5664Online date, start – end:
2006Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Prof Zhimin Huang