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
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