040 __ |a YDX |b eng |e rda |c YDX |d HBS |d OCLCQ |d YDXIT |d EAU |d OCLCF |d PSC |d JHE |d JLU

245 00 |a Essays in financial economics / |c edited by Rita Biswas, University at Albany, State University of New York, USA; Michael Michaelides, Allegheny College, USA.

505 0_ |a Market efficiency, arbitrage and delivery options in the NYMEX crude oil market / Don N. MacDonald and Hirofumi Nishi -- Financial decisions and growth of the firm under high and low levels of information asymmetry / Tarek Ibrahim Eldomiaty, Panagiotis Andrikopoulos and Mina K. Bishara -- Is growth risky? Evidence from India / Lalit Arora, Shailendra Kumar and Piyush Verma -- Detecting profitability and investment risk premiums in the French stock market / Amal Zaghouani Clakroun and Dorra Mezzez Hmaied -- Stock market volatility modeling and forecasting with a special reference to BSE Sensex / Venkataramanaiah Malepati, Madhavi Latha Challa and Siva Nageswara Rao Kolusu -- Are Italian banks profitable by using derivatives? Evidence from the recent recession of Italian economy / Mohamed Rochdi Keffala -- The impact of US dollar index on emerging stock markets: a simultaneous granger causality and rolling correlation analysis / Deniz Ilalan and Burak Pirgaip.

520 __ |a "This volume, dedicated to John W. Kensinger, explores a variety of topics in financial economics, including firm growth, investment risks, and the profitability of the banking industry. With its global perspective, Essays in Financial Economics is a valuable addition to the bookshelf of any researcher in finance. Starting with a study examining the NYMEX Crude oil market, the first paper uses a no-arbitrage futures equilibrium cost-of-carry model that incorporates both the quality delivery option as well as the timing delivery option in the NYMEX contract. This is followed by two papers focusing on the growth of firms, one looking at a sample of S&P 500 firms in the US and one utilising a sample of firms from India's manufacturing sector. The fourth paper compares the Fama-French (FF) five-factor model for firms on the Paris Bourse with the four-factor model, exploring how the fifth factor, investment risk premium, benefits the French stock market in comparison with the profitability factor (the fourth factor) The fifth paper examines the volatility of the Indian stock market, while the sixth looks at the Italian banking industry. Closing the volume is a paper that looks at the relationship between the US Dollar Index and several emerging stock market indices using Granger Causality tests."-- |c Provided by publisher.