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001 9781789733891
003 UtOrBLW
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006 m o d
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020 _a9781789733891 (e-book)
040 _aUtOrBLW
_beng
_erda
_cUtOrBLW
050 4 _aHG4523
_b.E87 2019
072 7 _aKFF
_2bicssc
072 7 _aBUS027000
_2bisacsh
080 _a332
082 0 4 _a332.0415
_223
245 0 0 _aEssays in financial economics /
_cedited by Rita Biswas and Michael Michaelides.
264 1 _bEmerald Publishing Limited,
300 _a1 online resource (xi, 154 pages) ;
_ccm.
490 0 _aResearch in finance,
_x0196-3821 ;
_vvolume 35
520 _aThis 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.
650 0 _aCapital market.
650 0 _aFinance.
650 7 _aBusiness & Economics
_xFinance
_xGeneral.
_2bisacsh
650 7 _aFinance.
_2bicssc
700 1 _aBiswas, Rita,
_eeditor.
700 1 _aMichaelides, Michael,
_eeditor.
776 _z9781789733907
856 4 0 _uhttps://www.emerald.com/insight/publication/doi/10.1108/S0196-3821201935
999 _c29622
_d29622