Table of contents
A cross‐section analysis of financial market integration in North America using a four factor model
Marie‐Claude Beaulieu, Marie‐Hélène Gagnon, Lynda KhalafThe purpose of this paper is to examine financial integration across North American stock markets from January 1984 to December 2003.
1352
An empirical analysis of the efficiency of online auction IPO processes and traditional IPO processes
Nayantara HenselThe purpose of this paper is to examine whether the online auction mechanism in the USA is more effective at pricing initial public offerings (IPOs) than the traditional book…
1281
The lead‐lag relationship between stock index options and the stock index market: Model, moneyness, and news
Sol Kim, In Joon Kim, Seung Oh NamThe purpose of this paper is to examine the price discovery role of the Korea Composite Stock Price Index 200 (KOSPI 200) stock index options market in contrast to other developed…
1424
Lucent Technologies, Inc.: using structural models to value debt (and equity)
Jack Camiolo, Salvatore Cantale, Michael PurcellThe purpose of this paper is to show how contingent claim valuation and, more precisely, structural models, can be used to value the debt and the equity of a corporation. The…
816
ISSN:
1743-9132Online date, start – end:
2005Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Dr Alfred Yawson