Review of Quantitative Finance and Accounting
Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.
Most cited documents in this series: (1) RePEc:kap:rqfnac:v:13:y:1999:i:2:p:11135
Estimating and Testing ExponentialAffine Term Structure Models by Kalman Filter. (1999). Review of Quantitative Finance and Accounting Cited: 18 times. (2) RePEc:kap:rqfnac:v:9:y:1997:i:3:p:25167
Nonparametric Smoothing of Yield Curves. (1997). Review of Quantitative Finance and Accounting Cited: 5 times. (3) RePEc:kap:rqfnac:v:9:y:1997:i:1:p:5370
Asset Allocation via the Conditional First Exit Time or How to Avoid Outliving Your Money. (1997). Review of Quantitative Finance and Accounting Cited: 4 times. (4) RePEc:kap:rqfnac:v:10:y:1998:i:3:p:26984
Product Quality and Payment Policy. (1998). Review of Quantitative Finance and Accounting Cited: 4 times. (5) RePEc:kap:rqfnac:v:13:y:1999:i:1:p:3962
Review of Categorical Models for Classification Issues in Accounting and Finance. (1999). Review of Quantitative Finance and Accounting Cited: 4 times. (6) RePEc:kap:rqfnac:v:15:y:2000:i:3:p:25976
A Neural Network Approach for Analyzing Small Business Lending Decisions. (2000). Review of Quantitative Finance and Accounting Cited: 3 times. (7) RePEc:kap:rqfnac:v:9:y:1997:i:2:p:13146
The Relation between Patent Citations and Tobins Q in the Semiconductor Industry. (1997). Review of Quantitative Finance and Accounting Cited: 3 times. (8) RePEc:kap:rqfnac:v:20:y:2003:i:1:p:4962
Are All Rivals Affected Equally by Bond Rating Downgrades? (2003). Review of Quantitative Finance and Accounting Cited: 3 times. (9) RePEc:kap:rqfnac:v:19:y:2002:i:2:p:15580
Intraday Return Volatility Process: Evidence from NASDAQ Stocks. (2002). Review of Quantitative Finance and Accounting Cited: 3 times. (10) RePEc:kap:rqfnac:v:8:y:1997:i:1:p:6981
Do Interest Rates Follow UnitRoot Processes? Evidence from CrossMaturity Treasury Bill Yields. (1997). Review of Quantitative Finance and Accounting Cited: 3 times. (11) RePEc:kap:rqfnac:v:15:y:2000:i:2:p:10726
The Effects of Downsizing on Operating Performance. (2000). Review of Quantitative Finance and Accounting Cited: 2 times. (12) RePEc:kap:rqfnac:v:15:y:2000:i:4:p:34970
The Valuation Accuracy of the PriceEarnings and PriceBook Benchmark Valuation Methods. (2000). Review of Quantitative Finance and Accounting Cited: 2 times. (13) RePEc:kap:rqfnac:v:13:y:1999:i:2:p:17188
Random Walks and Market Efficiency Tests: Evidence from Emerging Equity Markets. (1999). Review of Quantitative Finance and Accounting Cited: 2 times. (14) RePEc:kap:rqfnac:v:22:y:2004:i:2:p:7995 ValueatRisk Analysis for Taiwan Stock Index Futures: Fat Tails and Conditional Asymmetries in Return Innovations (2004). Review of Quantitative Finance and Accounting Cited: 2 times. (15) RePEc:kap:rqfnac:v:16:y:2001:i:3:p:22350
Bank Managers Heterogeneous Decisions on Discretionary Loan Loss Provisions. (2001). Review of Quantitative Finance and Accounting Cited: 2 times. (16) RePEc:kap:rqfnac:v:10:y:1998:i:3:p:285302
Volume and Volatility in Foreign Currency Futures Markets. (1998). Review of Quantitative Finance and Accounting Cited: 2 times. (17) RePEc:kap:rqfnac:v:19:y:2002:i:4:p:399416
A Generalized Method for Detecting Abnormal Returns and Changes in Systematic Risk. (2002). Review of Quantitative Finance and Accounting Cited: 2 times. (18) RePEc:kap:rqfnac:v:13:y:1999:i:4:p:32345
Predicting Corporate Financial Distress: A TimeSeries CUSUM Methodology. (1999). Review of Quantitative Finance and Accounting Cited: 2 times. (19) RePEc:kap:rqfnac:v:12:y:1999:i:1:p:8996
A Note on Perceptions of Finance Journal Quality. (1999). Review of Quantitative Finance and Accounting Cited: 1 times. (20) RePEc:kap:rqfnac:v:29:y:2007:i:1:p:124 Disclosure and the cost of equity in international crosslisting (2007). Review of Quantitative Finance and Accounting Cited: 1 times. (21) RePEc:kap:rqfnac:v:10:y:1998:i:1:p:95113
Fractionally Integrated Models with ARCH Errors: With an Application to the Swiss OneMonth Euromarket Interest Rate. (1998). Review of Quantitative Finance and Accounting Cited: 1 times. (22) RePEc:kap:rqfnac:v:18:y:2002:i:2:p:95118
Estimating Beta. (2002). Review of Quantitative Finance and Accounting Cited: 1 times. (23) RePEc:kap:rqfnac:v:7:y:1996:i:1:p:6579
Refining the Bootstrap Method of Stochastic Dominance Analysis: The Case of the January Effect. (1996). Review of Quantitative Finance and Accounting Cited: 1 times. (24) RePEc:kap:rqfnac:v:11:y:1998:i:3:p:293310
Corporate Policy and Market Value: A qTheory Approach. (1998). Review of Quantitative Finance and Accounting Cited: 1 times. (25) RePEc:kap:rqfnac:v:22:y:2004:i:1:p:1528 (). Review of Quantitative Finance and Accounting Cited: 1 times. (26) RePEc:kap:rqfnac:v:12:y:1999:i:4:p:35170
On the Nonlinear Specifications of ShortTerm Interest Rate Behavior: Evidence from EuroCurrency Markets. (1999). Review of Quantitative Finance and Accounting Cited: 1 times. (27) RePEc:kap:rqfnac:v:17:y:2001:i:3:p:283300
Market Imperfections as the Cause of Accounting Income SmoothingThe Case of Differential Capital Access. (2001). Review of Quantitative Finance and Accounting Cited: 1 times. (28) RePEc:kap:rqfnac:v:6:y:1996:i:2:p:10331
Sequential Parameter Nonstationarity in Stock Market Returns. (1996). Review of Quantitative Finance and Accounting Cited: 1 times. (29) RePEc:kap:rqfnac:v:11:y:1998:i:2:p:16582
Information Asymmetry around Earnings Announcements. (1998). Review of Quantitative Finance and Accounting Cited: 1 times. (30) RePEc:kap:rqfnac:v:15:y:2000:i:1:p:2135
Valuation Implications of Investment Opportunities and Earnings Permanence. (2000). Review of Quantitative Finance and Accounting Cited: 1 times. (31) RePEc:kap:rqfnac:v:12:y:1999:i:3:p:283301
Predicting UK Takeover Targets: Some Methodological Issues and an Empirical Study. (1999). Review of Quantitative Finance and Accounting Cited: 1 times. (32) RePEc:kap:rqfnac:v:16:y:2001:i:2:p:10315
The Relationship between REITs Returns and Inflation: A Vector Error Correction Approach. (2001). Review of Quantitative Finance and Accounting Cited: 1 times. (33) RePEc:kap:rqfnac:v:5:y:1995:i:2:p:179201
Options and Efficiency: Some Experimental Evidence. (1995). Review of Quantitative Finance and Accounting Cited: 1 times. (34) RePEc:kap:rqfnac:v:14:y:2000:i:1:p:1743
U.S. Banking Sector Risk in an Era of Regulatory Change: A Bivariate GARCH Approach. (2000). Review of Quantitative Finance and Accounting Cited: 1 times. (35) RePEc:kap:rqfnac:v:12:y:1999:i:2:p:13557
The Estimation of Systematic Risk under Differentiated Risk Aversion: A MeanExtended Gini Approach. (1999). Review of Quantitative Finance and Accounting Cited: 1 times. (36) RePEc:kap:rqfnac:v:5:y:1995:i:1:p:5570
Simultaneous Estimation of the Demand and Supply of Differentiated Audits. (1995). Review of Quantitative Finance and Accounting Cited: 1 times. (37) RePEc:kap:rqfnac:v:10:y:1998:i:2:p:20726
Companies Modest Claims about the Value of CEO Stock Option Awards. (1998). Review of Quantitative Finance and Accounting Cited: 1 times. (38) RePEc:kap:rqfnac:v:18:y:2002:i:3:p:27391
The Usefulness of DerivativeRelated Accounting Disclosures. (2002). Review of Quantitative Finance and Accounting Cited: 1 times. (39) RePEc:kap:rqfnac:v:7:y:1996:i:2:p:17786
Optimal Growth Portfolios Reconciling Theory and Practice. (1996). Review of Quantitative Finance and Accounting Cited: 1 times. (40) RePEc:kap:rqfnac:v:12:y:1999:i:1:p:2134
Stochastic Discount Rates, Productivity Shocks and Capital Asset Pricing. (1999). Review of Quantitative Finance and Accounting Cited: 1 times. (41) RePEc:kap:rqfnac:v:15:y:2000:i:2:p:16985
Managerial Ownership and Accounting Disclosures: An Empirical Study. (2000). Review of Quantitative Finance and Accounting Cited: 1 times. (42) RePEc:kap:rqfnac:v:17:y:2001:i:3:p:30118
Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TARGARCH Model. (2001). Review of Quantitative Finance and Accounting Cited: 1 times. (43) RePEc:kap:rqfnac:v:6:y:1996:i:2:p:13347
CVP under Uncertainty and the Managers Utility Function. (1996). Review of Quantitative Finance and Accounting Cited: 1 times. (44) RePEc:kap:rqfnac:v:11:y:1998:i:3:p:26991
Rationalizable and Coalition Proof Shareholder Tendering Strategies in Corporate Takeovers. (1998). Review of Quantitative Finance and Accounting Cited: 1 times. (45) RePEc:kap:rqfnac:v:15:y:2000:i:1:p:3755
Are There Sectoral Anomalies Too? The Pitfalls of Unreported Multiple Hypothesis Testing and a Simple Solution. (2000). Review of Quantitative Finance and Accounting Cited: 1 times. (46) RePEc:kap:rqfnac:v:20:y:2003:i:1:p:534
TradeOff Model of Debt Maturity Structure. (2003). Review of Quantitative Finance and Accounting Cited: 1 times. (47) RePEc:kap:rqfnac:v:9:y:1997:i:1:p:7188
Financial Ratio Adjustment: IndustryWide Effects or Strategic Management. (1997). Review of Quantitative Finance and Accounting Cited: 1 times. (48) RePEc:kap:rqfnac:v:12:y:1999:i:4:p:34150
The Determinants of Debt Maturity: The Case of Bank Financing in Singapore. (1999). Review of Quantitative Finance and Accounting Cited: 1 times. (49) RePEc:kap:rqfnac:v:5:y:1995:i:4:p:36573
The Early Exercise Premia of American Put Options on Stocks. (1995). Review of Quantitative Finance and Accounting Cited: 1 times. (50) RePEc:kap:rqfnac:v:14:y:2000:i:4:p:36180
A Complete Nonparametric Event Study Approach. (2000). Review of Quantitative Finance and Accounting Cited: 1 times. Latest citations received in:  2003  2002  2001  2000 Latest citations received in: 2003 (1) RePEc:lar:wpaper:200302 Contagion effects of successive bond rating downgrades (2003). Laboratoire de Recherche en Gestion et Economie, UniversitÃ© Louis Pasteur, Strasbourg (France) / Working Papers of LaRGE (Laboratoire de Recherche en Latest citations received in: 2002 (1) RePEc:tky:fseres:2002cf171 Concept and Relevance of Income (2002). CIRJE, Faculty of Economics, University of Tokyo / CIRJE FSeries Latest citations received in: 2001 Latest citations received in: 2000 Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results. Source data used to compute the impact factor of RePEc series.
