Browsing by Author "Choi, Daniel F.S."

Professor Hull in his textbook [Hull, J. C. Options, Futures, & Other Derivatives, Edition 7, Pearson, 2009] illustrates the determination of the credit default swap (CDS) spread by a numerical example. This paper follows ...

This article investigates the dynamics of correlation between 11 Asian stock markets and the US stock market. By utilizing the method of 'principal components', we identify a single latent factor that can explain a major ...

Post-earnings announcement drift (PEAD) which was first identified over 40 years ago seems to be as much alive today as it ever was. Numerous attempts have been made to explain its continued existence. In this paper we ...

The thesis investigates principal-principal (PP) conflicts arising in mergers and acquisitions (M&A) in Asean 5 countries; Indonesia, Malaysia, the Philippines, Thailand and Singapore. This thesis is the first study adapting ...