[下载]6本数量金融与会计最新进展的书（从2004-2008）-经管之家官网！

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6本数量金融与会计最新进展的书（从2004-2008）Advances In Quantitative Analysis Of Finance And Accounting, Vol. 1-6 ，从2004年开始出版，每年一本，到2008年止共六本。全都是高清晰PDF版本，非常精致。本人花了大量时间收集！

第一、二卷介绍

Advances in Quantitative Analysis of Finance and Accounting (New Series) is
an annual publication designed to disseminate developments in the quantitative
analysis of finance and accounting. It is a forum for statistical and quantitative
analyses of issues in finance and accounting, as well as applications of
quantitative methods to problems in financial management, financial accounting
and business management. The objective is to promote interaction between
academic research in finance and accounting, applied research in the financial
community, and the accounting profession.
The chapters in this volume cover a wide range of topics including derivatives
pricing, hedging, index securities, asset pricing, different exchange trading,
knowledge spillovers and analyst performance and voluntary disclosure.
In this volume, there are 12 chapters. Five of them are related to stock
exchange trading, index securities and hedging: 1. Intraday Trading of Island
(As Reported to the Cincinnati Stock Exchange) and NASDAQ; 2. The Impact
of the Introduction of Index Securities on the Underlying Stocks: The Case of
the Diamonds and the Dow 30; 3. Hedging with Foreign-Listed Single Stock
Futures; 4. Listing Switches from NASDAQ to the NYSE/AMEX: Is New York
Issuance a Motive? 5. Using Path Analysis to Integrate Accounting and Non-
Financial Information: The Case for Revenue Drives of Internet Stocks.
Two of the 12 chapters are related to derivatives securities. 1. Multinomial
Lattices andDerivativesPricing; 2. IsCoveredCall InvestingWise?Evaluating
the Strategy Using Risk-Adjusted Performance Measures
The other two of the 12 chapters are related to analysts’ earnings forecast:
1. VoluntaryDisclosure of StrategicOperating Information and the Accuracy of
Analysts’ Earnings Forecast; 2. CFA Designation, Geographical Location and
Analyst Performance. Finally, the other three papers are 1: Value-Relevance of
Knowledge Spillovers: Evidence from Three High-Tech Industries; 2. A TeachingNote
on theEffective InterestRate, Periodic InterestRate andCompounding
Frequency; 3. Asset Pricing with Higher Moments: Empirical Evidence from
the Taiwan Stock Market.

In this volume, there are 12 chapters. Five of them are related to stock
exchange trading, index securities and hedging: 1. Intraday Trading of Island
(As Reported to the Cincinnati Stock Exchange) and NASDAQ; 2. The Impact
of the Introduction of Index Securities on the Underlying Stocks: The Case of
the Diamonds and the Dow 30; 3. Hedging with Foreign-Listed Single Stock
Futures; 4. Listing Switches from NASDAQ to the NYSE/AMEX: Is New York
Issuance a Motive? 5. Using Path Analysis to Integrate Accounting and Non-
Financial Information: The Case for Revenue Drives of Internet Stocks.
Two of the 12 chapters are related to derivatives securities. 1. Multinomial
Lattices andDerivativesPricing; 2. IsCoveredCall InvestingWise?Evaluating
the Strategy Using Risk-Adjusted Performance Measures
The other two of the 12 chapters are related to analysts’ earnings forecast:
1. VoluntaryDisclosure of StrategicOperating Information and the Accuracy of
Analysts’ Earnings Forecast; 2. CFA Designation, Geographical Location and
Analyst Performance. Finally, the other three papers are 1: Value-Relevance of
Knowledge Spillovers: Evidence from Three High-Tech Industries; 2. A TeachingNote
on theEffective InterestRate, Periodic InterestRate andCompounding
Frequency; 3. Asset Pricing with Higher Moments: Empirical Evidence from
the Taiwan Stock Market.
第三卷介绍

This volume contains eleven papers in microstructure. These papers have
been classified into three sections: i) Economics of Limit Orders, ii) Essays on
Liquidity of Market, and iii) Market Rationality. The overall highlight of these
papers can be found in the introduction written by Ivan Brick and Tavy Ronen

第4卷介绍

In this volume, there are 14 papers, seven of them apply accounting
information to earnings management and management compensation: 1. Firm
Performance and Compensation-Based Stock Trading by Corporate Executives;
2. Management Compensation, Debt Contract, and Earnings Management
Strategy; 3. Estimated Operating Cash Flow, Reported Cash Flow from
Operating Activities, and Financial Distress; 4. Earnings Surprise and the
Relative Information Content of Short Interest; 5. Group Types and Earnings
Management; 6. The Tendency of Firm Managers to Avoid Small Losses;
7. Beating or Meeting Earnings-Based Target Performance in CEOs' Annual
Cash Bonuses.
Two of the remaining seven papers are related to option theory and application:
1. Real Option Based Equity Valuation Models: An Empirical Analysis;
2. The Shift Function for the Extended Vasicek Model. Three of the remaining
five papers are related to debt management and interest rate theory: I. Risky
Debt-Maturity Choice under Information Asymmetry; 2. A Bayesian Approach
for Testing the Debt Signaling Hypothesis in a Transitional Market: Perspectives
from Egypt; 3. Taking Positive Interest Rates Seriously. The remaining
two papers are related to portfolio diversification: 1. Do Winners Perform Better
Than Losers? A Stochastic Dominance Approach; 2. Corporate Diversification
and the Price-Earnings Association.

第5卷介绍

The chapters in this volume cover a wide range of topics including security
analysis and mutual fund management, option pricing theory and application,
interest rate spread, and electricity pricing.
In this volume there are 15 chapters, 9 of them focus on security analysis
and mutual fund management: 1. Testing of Nonstationarities in the Unit Circle,
Long Memory Processes and Day of the Week Effects in Financial Data;
2. Equity Restructuring Via Tracking Stocks: Is there any Value Added? 3.
Do Profit Warnings Convey Information About the Industry? 4. Are Whisper
Forecasts more Informative than Consensus Analysts’ Forecasts? 5. Earnings
Forecast-Based Returns Predictions: Risk Proxies in Disguise? 6. The
Long-Run Performance of Firms that Issue Tracking Stocks; 7. The September
Phenomenon of U.S. Equity Market; 8. Identifying Major Shocks in Market
Volatility and their Impact on Popular Trading Strategies; 9. Performance of
Canadian Mutual Funds and Investors.
Three of other six chapters are related to option pricing theory and application:
1. The Least Cost Super Replicating Portfolio for Shot Puts and Calls in
the Boyle-Vorst Model with Transaction Costs; 2. Stock Option Exercises and
Discretionary Disclosure; 3. On Simple Binomial Approximations for Two
Variable Functions in Finance Applications. Two of other three chapters are
related to interest rate spread: 1. The Prime Rate-Deposit Rate Spread and
Macroeconomic Shocks; 2. Differences in Underpricing Returns Between Reit
Ipos and Industrial Company Ipos. The remaining one chapter is related to
electricity pricing: Fundamental Drivers of Electricity Prices in the Pacific
Northwest.
第六卷介绍：

Advances in Quantitative Analysis of Finance and Accounting is an annual publication designed to disseminate developments in the quantitative analysis of finance and accounting. The publication is a forum for statistical and quantitative analyses of issues in finance and accounting, as well as applications of quantitative methods to problems in financial management, financial accounting, and business management. The objective is to promote interaction between academic research in finance and accounting and applied research in the financial community and accounting profession.
The chapters in this volume cover a wide range of important topics, including corporate finance and debt management, earnings management, options and futures, equity market, and portfolio diversification. These topics are very useful for both academicians and practitioners in the area of finance.
Contents: Collateral Constraints, Debt Management, and Investment Incentives (E Agliardi & R Andergassen); A Concave Quadratic Programming Marketing Strategy Model with Product Life Cycles (P Y Kim et al.); Evaluating the Robustness of Market Anomaly Evidence (W D Brown, Jr et al.); Why is the Value Relevance of Earnings Lower for High-Tech Firms? (B B Lee et al.); Thirty Years of Canadian Evidence on Stock Splits, Reverse Stock Splits, and Stock Dividends (V Jog & P C Zhu); Intraday Volume Volatility Relation of the DOW: A Behavioral Interpretation (A F Darrat et al.); The Pricing of Initial Public Offerings: An Option Approach (S Liu et al.); Determinants of Winner Loser Effects in National Stock Markets (M-S Pan); Earnings Management in Corporate Voting: Evidence from Antitakeover Charter Amendments (C-K Hoi et al.); Deterministic Portfolio Selection Models, Selection Bias, and an Unlikely Hero (H E Phillips); Corporate Capital Structure and Firm Value: A Panel Data Evidence from Australia s Dividend Imputation Tax System (A T Mollik); The Momentum and Mean Reversion of Nikkei Index Futures: A Markov Chain Analysis (K Peng & S Wang).

共有6个文件，要一起下载下来，再压缩，因为是重压缩了的，原来下了的朋友请再下一次，为了弥补过失，将定价降为10，因为论坛限制，还有一卷见下面6楼的贴子

很抱歉，1、2卷确实是一样的，应该都为第2卷，不能找到第一卷，我上亚马逊书店网站看了一下，也没有第一卷，倒是有一些数字很大的卷，可那都是90年代的或者04年以前的，是第一个系列的，而这儿的2-6卷都是最新的，希望大家找到第1卷后提供名符其实的第1卷

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