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Article
Generalized dividend behavior model and dividend smoothing: theory and empirical evidence
The main purpose of this study is to use generalized dividend behavior model proposed by Fama and Babiak (1968) and Lee et al. (1987) to re-examine previous dividend smoothing researches. This study proposes a di...
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Article
The influences of information demand and supply on stock price synchronicity
This study investigates how information flow affects the determinants of stock price synchronicity, with a focus on the role of investors' information demand and supply. We analyze quarterly data for S&P500 co...
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Article
Recap of the 2022 annual conference on financial economics and accounting, November 4–5, 2022
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Chapter
Simulation and Its Application
In this chapter, we will introduce Monte Carlo simulation which is a problem-solving technique. This technique can approximate the probability of certain outcomes by using random variables, called simulations.
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Chapter
Kernel Linear Model
The kernel concept was introduced into the field of pattern recognition by (Aizerman et al. 1964).
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Chapter
Introduction
In Volume I of this book, we have shown how Excel VBA, Python, and R can be used in financial statistics analysis and portfolio analysis. In this volume, we will further demonstrate how these tools can be used...
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Chapter
Binomial/Trinomial Tree Option Pricing Using Python
The Binomial Tree Option Pricing model is one the most famous models used to price options.
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Chapter
Introduction to VBA Programming
In the previous chapter, we mentioned that VBA was Excel’s programming language. It turns out that VBA is the programming language for all Microsoft Office applications. In this chapter, we will study VBA and ...
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Article
Recap of the 31st Annual Conference on Financial Economics and Accounting, November 5-6, 2021
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Chapter
Linear Models for Regression
The goal of regression is to predict the target value y as a function f(x) of the d-dimensional input variables x
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Chapter
Neural Networks and Deep Learning Algorithm
In Chap. 11, we considered a model f(x) = \({\varvec{\phi}}\left({{\varvec{x}}}_{i}\right){\varvec{w}}\) ...
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Chapter
Introduction to Excel Programming and Excel 365 Only Features
A lot of the work done by an Excel user is repetitive and time-consuming.
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Chapter
Professional Techniques Used in Excel and VBA
In this chapter, we will discuss Excel and Excel VBA techniques that are useful and are not usually discussed or pointed out in Excel and Excel VBA books.
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Chapter
Three Alternative Programs to Estimate Binomial Option Pricing Model and Black and Scholes Option Pricing Model
In Chap. 5, we use Microsoft Excel programs to create large decision trees for the binomial pricing model to compute the prices of call and put options.
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Chapter
Microsoft Excel Approach to Estimating Alternative Option Pricing Models
This chapter shows how Microsoft Excel can be used to estimate call and put options.
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Chapter
Greek Letters and Portfolio Insurance
In Chapter 26, we have discussed how the call option value can be affected by the stock price per share, the exercise price per share, the contract period of the option.
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Chapter
Alternative Machine Learning Methods for Credit Card Default Forecasting*
Following de Mello and Ponti (Machine learning: a practical approach on the statistical learning theory. Springer, 2018), Bzdok et al. (Nat Methods 15:233–234, 2018), and others, we can define machine learning...
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Chapter
Financial Analysis, Planning, and Forecasting
This chapter covers alternative financial planning models and their use in financial analysis and decision-making.
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Chapter
Time Value of Money Determinations and Their Applications
The concepts of present value, discounting, and compounding are frequently used in most types of financial analysis. This chapter discusses the concepts of the time value of money and the mechanics of using va...
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Chapter
Application of Simultaneous Equation in Finance Research: Methods and Empirical Results
Simultaneous equation models have been widely adopted in finance literature. It is suggested that the relation, particularly the interaction, among corporate decisions, firm characteristics, and firm performan...
