ADVANCES IN FINANCIAL PLANNING
AND FORECASTING

(New Issue) 

VOLUME 3

 

 

Edited by: 

Cheng-few Lee 

and 

Alice C. Lee


 

ADVANCES IN FINANCIAL PLANNING AND FORECASTING

Volume 3

Table of Contents

 

1.      The Effect of Regulation FD on Market Reactions

Rong Yang, State University of New York - College at Brockport

 

2.     Do Long Interest Rates Ever Fall?  

Bradford D. Jordan, University of Kentucky

Susan D. Jordan, University of Kentucky

Joseph C. Smolira, Belmont University

Denver H. Travis, California State University, Sacramento

 

3.      Planning the Firm’s Financing Mix: Optimal Control Modeling And Computation

Ping Chen, Victoria University  

Sardar M. N. Islam, Victoria University   

  

4.      Volatility Forecasting Performance with VIX: Implied Volatility Versus Historical Standard Deviation and Conditional Volatility

Jorg Bley, American University of Sharjah

Dennis Olson, American University of Sharjah

 

5.     The Relative Importance of Global, Country and Sector Risks

Eric Girard, Siena College  

Eurico Ferreira, Indiana State University  

Amit Sinha, Indiana State University  

  

6.     The Effect of Distribution Method on Optimal Choice of IRA Plan

Wm. Steven Smith, University of North Dakota

  

7.     Value Growth Rate and Value-to-Price Ratio: Forecasting Returns of the S&P 500 Composite Index

Yan He, Indiana University Southeast

Chunchi Wu, University of Missouri—Columbia 

Uric B. Dufrene, Indiana University Southeast

 

8.      Does the Net Flow of Funds Help to Predict the S&P 500 Index?

Thomas A. Carnes, Berry College

Michael Mosebach, University of Illinois at Urbana-Champaign

Mohammed Najad, Old Dominion University

 

9.     Futures Margin Requirement—A Comparison of Value-at-Risk with Expected Shortfall Measures

Lan-Chih Ho, The Central Bank of the Republic of China (Taiwan)

Min-Teh Yu, Providence University (Taiwan)

Po-Han Chen, National Central University (Taiwan)

 

10.    Functional Forms, Market Segmentation and Pricing of Closed-end Country Funds

Cheng-Few Lee, Rutgers Business School

Dilip K. Patro, Office of the Comptroller of the Currency

Bo Liu, Rutgers Business School