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Review of Quantitative Finance and Accounting / Springer


0.42

Impact Factor

0.46

5-Years IF

18

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.04
19910.09000 (%)0.04
19920.09000 (%)0.04
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.2252510.0431002 (6.5%)10.040.07
19960.080.230.08396440.069125225213 (14.3%)0.09
19970.273296119646415 (12.6%)0.09
19980.080.280.062812470.0615171696620 (13.2%)0.1
19990.080.320.0844168120.072236051241020 (9%)20.050.13
20000.080.40.0740208120.061757261681123 (13.1%)10.030.15
20010.10.40.0739247170.071568481831227 (17.3%)10.030.15
20020.080.410.1339286280.11187961832330 (25.4%)10.030.18
20030.10.440.1738324400.121457881903222 (15.2%)10.030.19
20040.090.480.1438362420.121587772002826 (16.5%)0.2
20050.080.530.1240402500.121277661942434 (26.8%)0.21
20060.060.510.1240442660.151617851942349 (30.4%)0.2
20070.250.450.24404821040.2212480201954737 (29.8%)20.050.18
20080.190.470.23405221200.2316680151964534 (20.5%)10.030.2
20090.190.470.28355571290.2315280151985525 (16.4%)20.060.19
20100.240.450.25496061440.2412275181954940 (32.8%)20.040.16
20110.260.520.38486542010.3112384222047733 (26.8%)0.2
20120.20.540.33497031960.289797192127146 (47.4%)20.040.2
20130.250.620.42647672240.2911797242219238 (32.5%)70.110.22
20140.430.640.51648313210.39981134924512634 (34.7%)140.220.22
20150.30.690.36648953390.38431283927410017 (39.5%)50.080.22
20160.420.860.46969914100.41291285428913211 (37.9%)60.060.26
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:


#YearTitleCited
11999Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter.. (1999). Simonato, Jean-Guy ; Duan, Jin-Chuan . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:13:y:1999:i:2:p:111-35.

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86
21998The Event Study Methodology since 1969.. (1998). Binder, John J. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:11:y:1998:i:2:p:111-37.

Full description at Econpapers || Download paper

66
32008International evidence on the impact of regulations and supervision on banks’ technical efficiency: an application of two-stage data envelopment analysis. (2008). Pasiouras, Fotios. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:30:y:2008:i:2:p:187-223.

Full description at Econpapers || Download paper

43
42006The impact of bank regulations, supervision, market structure, and bank characteristics on individual bank ratings: A cross-country analysis. (2006). Pasiouras, Fotios ; Gaganis, Chrysovalantis ; Zopounidis, Constantin . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:27:y:2006:i:4:p:403-438.

Full description at Econpapers || Download paper

37
52009Oil prices and transport sector returns: an international analysis. (2009). Brooks, Robert ; Nandha, Mohan . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:33:y:2009:i:4:p:393-409.

Full description at Econpapers || Download paper

30
61999Random Walks and Market Efficiency Tests: Evidence from Emerging Equity Markets.. (1999). Ojah, Kalu. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:13:y:1999:i:2:p:171-88.

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27
72009Corporate governance and firm operating performance. (2009). Brown, Lawrence ; Caylor, Marcus . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:32:y:2009:i:2:p:129-144.

Full description at Econpapers || Download paper

27
82003Managerial Incentives for Income Smoothing through Bank Loan Loss Provisions.. (2003). Kanagaretnam, Kiridaran ; Lobo, Gerald J ; Mathieu, Robert . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:20:y:2003:i:1:p:63-80.

Full description at Econpapers || Download paper

27
91998Information Asymmetry around Earnings Announcements.. (1998). Yohn, Teri Lombardi . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:11:y:1998:i:2:p:165-82.

Full description at Econpapers || Download paper

25
102009Corporate social responsibility and financial performance: the “virtuous circle” revisited. (2009). Nelling, Edward ; Webb, Elizabeth . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:32:y:2009:i:2:p:197-209.

Full description at Econpapers || Download paper

25
112001Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model.. (2001). Doong, Shuh-Chyi ; Chiang, Thomas. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:17:y:2001:i:3:p:301-18.

Full description at Econpapers || Download paper

25
122001Value Relevance of Nonfinancial Information: The Case of Patent Data.. (2001). Hirschey, Mark ; Richardson, Vernon J ; Scholz, Susan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:17:y:2001:i:3:p:223-35.

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22
132007A robust VaR model under different time periods and weighting schemes. (2007). Degiannakis, Stavros ; Angelidis, Timotheos ; Benos, Alexandros . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:28:y:2007:i:2:p:187-201.

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20
142004Value-at-Risk Analysis for Taiwan Stock Index Futures: Fat Tails and Conditional Asymmetries in Return Innovations. (2004). Lin, Bor-Jing ; Huang, Yu Chuan ; Yu Chuan Huang, . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:22:y:2004:i:2:p:79-95.

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19
152001Bank Managers Heterogeneous Decisions on Discretionary Loan Loss Provisions.. (2001). Yang, Dong-Hoon ; Lobo, Gerald J. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:16:y:2001:i:3:p:223-50.

Full description at Econpapers || Download paper

19
162000Managerial Ownership and Accounting Disclosures: An Empirical Study.. (2000). Gelb, David S. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:15:y:2000:i:2:p:169-85.

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19
172011Australia’s equity home bias and real exchange rate volatility. (2011). Mishra, Anil. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:37:y:2011:i:2:p:223-244.

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19
182006Shareholder rights, financial disclosure and the cost of equity capital. (2006). cheng, cheng ; Huang, Henry ; Collins, Denton . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:27:y:2006:i:2:p:175-204.

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18
191996Measuring Abnormal Daily Trading Volume for Samples of NYSE/ASE and NASDAQ Securities Using Parametric and Nonparametric Test Statistics.. (1996). Wasley, Charles E ; Campbell, Cynthia J. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:6:y:1996:i:3:p:309-26.

Full description at Econpapers || Download paper

18
201999Predicting UK Takeover Targets: Some Methodological Issues and an Empirical Study.. (1999). barnes, paul. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:12:y:1999:i:3:p:283-301.

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18
212000Information Asymmetry and Earnings Management: Some Evidence.. (2000). Richardson, Vernon J. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:15:y:2000:i:4:p:325-47.

Full description at Econpapers || Download paper

17
222007The empirical relationship between ownership characteristics and audit fees. (2007). Deis, Donald ; Mitra, Santanu ; Hossain, Mahmud . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:28:y:2007:i:3:p:257-285.

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17
232002The Evolution of Market Efficiency: 103 Years Daily Data of the Dow.. (2002). Gu, Anthony Yanxiang ; Finnerty, Joseph . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:18:y:2002:i:3:p:219-37.

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16
242001The Limitations of Bankruptcy Prediction Models: Some Cautions for the Researcher.. (2001). Grice, John Stephen ; Dugan, Michael T. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:17:y:2001:i:2:p:151-66.

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16
25The Impact of the Reduction in Tick Increments in Major U.S. Markets on Spreads, Depth, and Volatility.. (2000). Pruitt, Stephen ; van Ness, Bonnie F. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:15:y:2000:i:2:p:153-67.

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15
262006The joint determination of audit fees, non-audit fees, and abnormal accruals. (2006). Gordon, Elizabeth ; Antle, Rick ; Zhou, Ling ; Narayanamoorthy, Ganapathi . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:27:y:2006:i:3:p:235-266.

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15
271997The Relation between Patent Citations and Tobins Q in the Semiconductor Industry.. (1997). Klock, Mark ; Shane, Hilary. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:9:y:1997:i:2:p:131-46.

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15
281999Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology.. (1999). Theodossiou, Panayiotis ; Kahya, Emel . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:13:y:1999:i:4:p:323-45.

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14
291997Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields.. (1997). zhang, hua ; Wu, Yangru. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:8:y:1997:i:1:p:69-81.

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14
302005Dynamic Linkages Between the Greater China Economic Area Stock Markets—Mainland China, Hong Kong, and Taiwan. (2005). Glascock, John ; Cheng, Hwahsin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:24:y:2005:i:4:p:343-357.

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14
312000Does Trading Volume Contain Information to Predict Stock Returns? Evidence from Chinas Stock Markets.. (2000). Rui, Oliver ; Lee, Cheng F. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:14:y:2000:i:4:p:341-60.

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14
321997Does Post-Earnings-Announcement Drift in Stock Prices Reflect a Market Inefficiency? A Stochastic Dominance Approach.. (1997). Seyhun, Nejat H ; Bernard, Victor L. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:9:y:1997:i:1:p:17-34.

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14
332001Comparative Performance of Chinese Commercial Banks: Analysis, Findings and Policy Implications.. (2001). Li, Shanling . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:16:y:2001:i:2:p:149-70.

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13
342000The Valuation Accuracy of the Price-Earnings and Price-Book Benchmark Valuation Methods.. (2000). Cheng, C S Agnes, ; McNamara, Ray . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:15:y:2000:i:4:p:349-70.

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13
352008Can corporate governance save distressed firms from bankruptcy? An empirical analysis. (2008). Fich, Eliezer ; Slezak, Steve. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:30:y:2008:i:2:p:225-251.

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13
362005A Variance Ratio Test of the Behaviour of Some FTSE Equity Indices Using Ranks and Signs. (2005). Belaire-Franch, Jorge ; Opong, Kwaku . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:24:y:2005:i:1:p:93-107.

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13
372008Board size and firm performance: the moderating effects of the market for corporate control. (2008). Cheng, Shijun ; Evans, John ; Nagarajan, Nandu. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:31:y:2008:i:2:p:121-145.

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13
382000Voluntary Causal Disclosures: Tendencies and Capital Market Reaction.. (2000). Hassell, John M ; Hillison, William A ; Baginski, Stephen P. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:15:y:2000:i:4:p:371-89.

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13
392008Executive pay dispersion, corporate governance, and firm performance. (2008). Lev, Baruch ; Lee, Kin ; Yeo, Gillian. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:30:y:2008:i:3:p:315-338.

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12
402014Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries. (2014). Filis, George ; Chatziantoniou, Ioannis . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:42:y:2014:i:4:p:709-729.

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12
411997Asset Allocation via the Conditional First Exit Time or How to Avoid Outliving Your Money.. (1997). Robinson, Chris ; Milevsky, Moshe Arye ; Ho, Kwok . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:9:y:1997:i:1:p:53-70.

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12
422010Dynamic linkages between monetary policy and the stock market. (2010). Laopodis, Nikiforos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:35:y:2010:i:3:p:271-293.

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12
432002Estimating Beta.. (2002). Yitzhaki, Shlomo ; Shalit, Haim. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:18:y:2002:i:2:p:95-118.

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12
442010Executive compensation, earnings management and shareholder litigation. (2010). Wu, Yan Wendy ; Jones, Robert. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:35:y:2010:i:1:p:1-20.

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12
452009Forecasting time-varying covariance with a range-based dynamic conditional correlation model. (2009). Chou, Ray ; Wu, Chun-Chou ; Liu, Nathan . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:33:y:2009:i:4:p:327-345.

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12
462008Are candlestick technical trading strategies profitable in the Japanese equity market?. (2008). Young, Martin ; Marshall, Ben ; Cahan, Rochester. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:31:y:2008:i:2:p:191-207.

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11
472013Are oil, gold and the euro inter-related? Time series and neural network analysis. (2013). Malliaris, Anastasios. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:40:y:2013:i:1:p:1-14.

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11
482011Momentum trading, mean reversal and overreaction in Chinese stock market. (2011). Wu, Yangru. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:37:y:2011:i:3:p:301-323.

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11
492003Ranking Journals Using Social Science Research Network Downloads.. (2003). Brown, Lawrence D. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:20:y:2003:i:3:p:291-307.

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11
502007Disclosure and the cost of equity in international cross-listing. (2007). Weaver, Daniel ; Eaton, Tim ; Nofsinger, John . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:29:y:2007:i:1:p:1-24.

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11

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
11998The Event Study Methodology since 1969.. (1998). Binder, John J. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:11:y:1998:i:2:p:111-37.

Full description at Econpapers || Download paper

25
22008International evidence on the impact of regulations and supervision on banks’ technical efficiency: an application of two-stage data envelopment analysis. (2008). Pasiouras, Fotios. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:30:y:2008:i:2:p:187-223.

Full description at Econpapers || Download paper

16
31999Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter.. (1999). Simonato, Jean-Guy ; Duan, Jin-Chuan . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:13:y:1999:i:2:p:111-35.

Full description at Econpapers || Download paper

13
42009Corporate governance and firm operating performance. (2009). Brown, Lawrence ; Caylor, Marcus . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:32:y:2009:i:2:p:129-144.

Full description at Econpapers || Download paper

11
52011Australia’s equity home bias and real exchange rate volatility. (2011). Mishra, Anil. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:37:y:2011:i:2:p:223-244.

Full description at Econpapers || Download paper

11
62009Oil prices and transport sector returns: an international analysis. (2009). Brooks, Robert ; Nandha, Mohan . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:33:y:2009:i:4:p:393-409.

Full description at Econpapers || Download paper

10
72000Information Asymmetry and Earnings Management: Some Evidence.. (2000). Richardson, Vernon J. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:15:y:2000:i:4:p:325-47.

Full description at Econpapers || Download paper

10
82006The impact of bank regulations, supervision, market structure, and bank characteristics on individual bank ratings: A cross-country analysis. (2006). Pasiouras, Fotios ; Gaganis, Chrysovalantis ; Zopounidis, Constantin . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:27:y:2006:i:4:p:403-438.

Full description at Econpapers || Download paper

10
91998Information Asymmetry around Earnings Announcements.. (1998). Yohn, Teri Lombardi . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:11:y:1998:i:2:p:165-82.

Full description at Econpapers || Download paper

10
102009Corporate social responsibility and financial performance: the “virtuous circle” revisited. (2009). Nelling, Edward ; Webb, Elizabeth . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:32:y:2009:i:2:p:197-209.

Full description at Econpapers || Download paper

9
112001Bank Managers Heterogeneous Decisions on Discretionary Loan Loss Provisions.. (2001). Yang, Dong-Hoon ; Lobo, Gerald J. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:16:y:2001:i:3:p:223-50.

Full description at Econpapers || Download paper

9
122011Momentum trading, mean reversal and overreaction in Chinese stock market. (2011). Wu, Yangru. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:37:y:2011:i:3:p:301-323.

Full description at Econpapers || Download paper

9
132013Copula-GARCH versus dynamic conditional correlation: an empirical study on VaR and ES forecasting accuracy. (2013). Wei, Gregor . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:41:y:2013:i:2:p:179-202.

Full description at Econpapers || Download paper

8
142010Dynamic linkages between monetary policy and the stock market. (2010). Laopodis, Nikiforos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:35:y:2010:i:3:p:271-293.

Full description at Econpapers || Download paper

8
152008Can corporate governance save distressed firms from bankruptcy? An empirical analysis. (2008). Fich, Eliezer ; Slezak, Steve. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:30:y:2008:i:2:p:225-251.

Full description at Econpapers || Download paper

8
162015Dynamic stock–bond return correlations and financial market uncertainty. (2015). Yang, Sheng-Yung ; Chiang, Thomas ; Li, Jiandong . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:45:y:2015:i:1:p:59-88.

Full description at Econpapers || Download paper

7
171996Measuring Abnormal Daily Trading Volume for Samples of NYSE/ASE and NASDAQ Securities Using Parametric and Nonparametric Test Statistics.. (1996). Wasley, Charles E ; Campbell, Cynthia J. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:6:y:1996:i:3:p:309-26.

Full description at Econpapers || Download paper

7
182006The joint determination of audit fees, non-audit fees, and abnormal accruals. (2006). Gordon, Elizabeth ; Antle, Rick ; Zhou, Ling ; Narayanamoorthy, Ganapathi . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:27:y:2006:i:3:p:235-266.

Full description at Econpapers || Download paper

6
192013Oil and stock market activity when prices go up and down: the case of the oil and gas industry. (2013). Akhigbe, Aigbe ; Bugshan, Turki ; Al-Khyal, Tawfeek ; Mohanty, Sunil . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:41:y:2013:i:2:p:253-272.

Full description at Econpapers || Download paper

6
202001Value Relevance of Nonfinancial Information: The Case of Patent Data.. (2001). Hirschey, Mark ; Richardson, Vernon J ; Scholz, Susan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:17:y:2001:i:3:p:223-35.

Full description at Econpapers || Download paper

6
212001Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model.. (2001). Doong, Shuh-Chyi ; Chiang, Thomas. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:17:y:2001:i:3:p:301-18.

Full description at Econpapers || Download paper

6
222010Executive compensation, supervisory board, and China’s governance reform: a legal approach perspective. (2010). Jia, Chunxin ; Wu, Zhenyu ; Li, Yuanshun ; Ding, Shujun . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:35:y:2010:i:4:p:445-471.

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6
232014Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries. (2014). Filis, George ; Chatziantoniou, Ioannis . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:42:y:2014:i:4:p:709-729.

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6
242006Earnings forecast disclosure regulation and earnings management: evidence from Taiwan IPO firms. (2006). Jaggi, Bikki ; Lee, Picheng ; Lin, Hsiou-Wei William ; Chin, Chen-Lung . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:26:y:2006:i:3:p:275-299.

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5
252010A jump diffusion model for VIX volatility options and futures. (2010). Markellos, Raphael ; Psychoyios, Dimitris ; Dotsis, George . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:35:y:2010:i:3:p:245-269.

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5
262016Motives for corporate cash holdings: the CEO optimism effect. (2016). Huang, Winifred ; Huang-Meier, Winifred ; Steeley, James M ; Lambertides, Neophytos . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:3:d:10.1007_s11156-015-0517-1.

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5
272002The Evolution of Market Efficiency: 103 Years Daily Data of the Dow.. (2002). Gu, Anthony Yanxiang ; Finnerty, Joseph . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:18:y:2002:i:3:p:219-37.

Full description at Econpapers || Download paper

5
282003Managerial Incentives for Income Smoothing through Bank Loan Loss Provisions.. (2003). Kanagaretnam, Kiridaran ; Lobo, Gerald J ; Mathieu, Robert . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:20:y:2003:i:1:p:63-80.

Full description at Econpapers || Download paper

5
292008Stock returns and expected inflation: evidence from an asymmetric test specification. (2008). Kolluri, Bharat ; Wahab, Mahmoud . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:30:y:2008:i:4:p:371-395.

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5
302014Asymmetric stock price and liquidity responses to changes in the FTSE SmallCap index. (2014). Li, Boya ; Biktimirov, Ernest . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:42:y:2014:i:1:p:95-122.

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5
312003Trade-Off Model of Debt Maturity Structure.. (2003). Jen, Frank C ; Jun, Sang-Gyung. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:20:y:2003:i:1:p:5-34.

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5
322014A reduced lattice model for option pricing under regime-switching. (2014). Costabile, Massimo ; Leccadito, Arturo ; Massabo, Ivar ; Russo, Emilio . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:42:y:2014:i:4:p:667-690.

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5
332004The Reversing Weekend Effect: Evidence from the U.S. Equity Markets. (2004). Gu, Anthony Yanxiang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:22:y:2004:i:1:p:5-14.

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5
342010Chinese IPO activity, pricing, and market cycles. (2010). Zhou, Janet . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:34:y:2010:i:4:p:483-503.

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5
352008Board size and firm performance: the moderating effects of the market for corporate control. (2008). Cheng, Shijun ; Evans, John ; Nagarajan, Nandu. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:31:y:2008:i:2:p:121-145.

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5
362014Underpricing of homecoming A-share IPOs by Chinese firms already listed abroad. (2014). Wu, Congsheng . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:43:y:2014:i:3:p:627-649.

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5
372014A simple correction of the WACC discount rate for default risk and bankruptcy costs. (2014). Koziol, Christian . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:42:y:2014:i:4:p:653-666.

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5
382007A robust VaR model under different time periods and weighting schemes. (2007). Degiannakis, Stavros ; Angelidis, Timotheos ; Benos, Alexandros . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:28:y:2007:i:2:p:187-201.

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5
392008Executive pay dispersion, corporate governance, and firm performance. (2008). Lev, Baruch ; Lee, Kin ; Yeo, Gillian. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:30:y:2008:i:3:p:315-338.

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5
402011The value relevance of IFRS in the European banking industry. (2011). Silipo, Damiano ; Agostino, Mariarosaria ; Drago, Danilo . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:36:y:2011:i:3:p:437-457.

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4
412000The Valuation Accuracy of the Price-Earnings and Price-Book Benchmark Valuation Methods.. (2000). Cheng, C S Agnes, ; McNamara, Ray . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:15:y:2000:i:4:p:349-70.

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4
422013Returns transmission, value at risk, and diversification benefits in international REITs: evidence from the financial crisis. (2013). Lu, Chiuling ; Tse, Yiuman ; Williams, Michael . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:40:y:2013:i:2:p:293-318.

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4
431997Financial Ratio Adjustment: Industry-Wide Effects or Strategic Management.. (1997). Wu, Chunchi ; Ho, Shih-Jen Kathy . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:9:y:1997:i:1:p:71-88.

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4
442012Rumors and pre-announcement trading: why sell target stocks before acquisition announcements?. (2012). Oler, Derek ; Gao, Yuan . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:39:y:2012:i:4:p:485-508.

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4
452006Shareholder rights, financial disclosure and the cost of equity capital. (2006). cheng, cheng ; Huang, Henry ; Collins, Denton . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:27:y:2006:i:2:p:175-204.

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4
462014Dividend clienteles: a global investigation. (2014). Jain, Pawan ; Chu, Quentin . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:42:y:2014:i:3:p:509-534.

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4
472014Financial flexibility, corporate investment and performance: evidence from financial crises. (2014). Ozkan, Aydin ; Arslan-Ayaydin, Ozgur ; Florackis, Chris . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:42:y:2014:i:2:p:211-250.

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4
482012Effectiveness of copula-extreme value theory in estimating value-at-risk: empirical evidence from Asian emerging markets. (2012). Huang, Chin-Wen ; Chiou, Wan-Jiun ; Chun- Pin Hsu, ; Chin- Wen Huang, . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:39:y:2012:i:4:p:447-468.

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4
492003Ranking Journals Using Social Science Research Network Downloads.. (2003). Brown, Lawrence D. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:20:y:2003:i:3:p:291-307.

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4
502001The Limitations of Bankruptcy Prediction Models: Some Cautions for the Researcher.. (2001). Grice, John Stephen ; Dugan, Michael T. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:17:y:2001:i:2:p:151-66.

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4

Citing documents used to compute impact factor 54:


YearTitle
2016Are real options a missing piece in the diversification-value puzzle?. (2016). de Andres, Pablo ; Velasco, Pilar ; de la Fuente, Gabriel . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:261-271.

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2016How do banks make the trade-offs among risks? The role of corporate governance. (2016). Chen, Hsiao-Jung ; Lin, Kuan-Ting . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:s:p:s39-s69.

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2016Financial crises and estimation bias in international bond markets. (2016). Juneja, Januj A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:593-607.

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2016Empirical analysis of stock indices under a regime-switching model with dependent jump size risks. (2016). Hsu, Yuan-Lin ; Huang, Tzu-Hui ; Hung, Ming-Chin ; Lin, Shih-Kuei . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:260-275.

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2016Does the value of US dollar matter with the price of oil and gold? A dynamic analysis from time–frequency space. (2016). Lin, Fu-Lai ; Yang, Sheng-Yung ; Chen, Yu-Fen . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:59-71.

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2016Comovements between Chinese and global stock markets: evidence from aggregate and sectoral data. (2016). Lao, LanJun ; Chiang, Thomas C ; Xue, Qingfeng . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0529-x.

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2016Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets. (2016). Miani, Stefano ; Sclip, Alex ; Dreassi, Alberto ; Paltrinieri, Andrea . In: Review of Financial Economics. RePEc:eee:revfin:v:31:y:2016:i:c:p:34-44.

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2016Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay?. (2016). Fuertes, Ana-Maria ; Fernandez-Rodriguez, Fernando . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:695-715.

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2016Intraday jumps and trading volume: a nonlinear Tobit specification. (2016). JAWADI, Fredj ; Cheffou, Abdoulkarim Idi ; Randrianarivony, Rivo ; Louhichi, Wael . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0534-0.

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2016The effect of size on the failure probabilities of SMEs: An empirical study on the US market using discrete hazard model. (2016). Hudson, Robert ; el Kalak, Izidin . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:135-145.

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2016Liquidity, liquidity risk, and information flow: Lessons from an emerging market. (2016). Ftiti, Zied ; Tissaoui, Kais . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:28-48.

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2016Directors and officers liability insurance and stock price crash risk. (2016). Sun, Jian ; Cao, Feng . In: Journal of Corporate Finance. RePEc:eee:corfin:v:37:y:2016:i:c:p:173-192.

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2016The Impact of Corporate Culture Disclosure on Performance: A Quantitative Approach. (2016). Guo, Zhaorui ; Xue, Yunkui ; Chan, Kam C. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:19:y:2016:i:02:p:1650012-01-1650012-29.

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2016Economic growth potential creating a real put and the resulting valuation of the firm. (2016). Wang, Xiaoli ; Zhang, Jingfeng ; Chen, Ren Raw ; Long, Michael S. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:3:d:10.1007_s11156-015-0507-3.

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2016The impact of SEC investigations and accounting and auditing enforcement releases on firms’ cost of equity capital. (2016). Nicholls, Curtis . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:1:d:10.1007_s11156-014-0494-9.

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2016Group affiliation and earnings management of Asian IPO issuers. (2016). Kouwenberg, Roy ; Thontirawong, Pipat . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0524-2.

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2016Venture capitalist participation and the performance of Chinese IPOs. (2016). Otchere, Isaac ; Na, AN. In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:226-245.

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2016Stock prices, dividends, earnings, and investor sentiment. (2016). Baek, Chung . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0530-4.

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2016The Information Content of ASX SPI 200 Implied Volatility. (2016). Dempsey, Michael ; Tanha, Hassan . In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:19:y:2016:i:01:p:1650002-01-1650002-14.

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2016Voluntary profit forecast disclosures, IPO pricing revisions and after-market earnings drift. (2016). McGuinness, Paul B. In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:70-83.

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2016A PIN per day shows what news convey: the intraday probability of informed trading. (2016). Aitken, Michael ; Wiegand, Ingo ; Poppe, Thomas ; Schiereck, Dirk . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0535-z.

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2016How Insiders’ Personal Incentives and Timeliness of Information Revelation are Related to Their Sales Timing. (2016). Shu, Pei-Gi ; Yeh, Yin-Hua ; Yang, Ya-Wei . In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:19:y:2016:i:02:p:1650009-01-1650009-26.

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2016Post-IPO performance and its association with subscription cascades and issuers’ strategic-political importance. (2016). McGuinness, Paul B. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:2:d:10.1007_s11156-014-0470-4.

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2016Sneaking in the back door? An evaluation of reverse mergers and IPOs. (2016). Pollard, Troy . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:2:d:10.1007_s11156-015-0502-8.

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2016Venture capital investors and foreign listing choices of Chinese companies. (2016). Cheng, Cheng ; Schwienbacher, Armin . In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:42-67.

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2016Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models. (2016). Singhal, Shelly ; Ghosh, Sajal . In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:276-288.

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2016Excess of the PBO over the ABO and hard pension freezes. (2016). Yu, Kun . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:4:d:10.1007_s11156-014-0487-8.

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2016Analysing corporate insolvency in the Gulf Cooperation Council using logistic regression and multidimensional scaling. (2016). Khoja, Layla ; Jayasekera, Ranadeva ; Chipulu, Maxwell . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:3:d:10.1007_s11156-014-0476-y.

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2016Ultimate Controlling Shareholders and Dividend Payout Policy in Chinese Stock Market. (2016). Guo, Jianan . In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:19:y:2016:i:02:p:1650008-01-1650008-35.

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2016Does Corporate Governance Curb Managers’ Opportunistic Behavior of Exploiting Inside Information for Early Exercise of Executive Stock Options?. (2016). Chiu, She Chih ; Chien, Chin-Chen ; Lee, Cheng-Few . In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:19:y:2016:i:01:p:1650006-01-1650006-22.

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2016International stock market liquidity: a review. (2016). Marshall, Ben R ; Anderson, Hamish D. In: Managerial Finance. RePEc:eme:mfipps:v:42:y:2016:i:2:p:118-135.

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2016Financing ?exibility: the case of outsourcing. (2016). moretto, michele ; Di Corato, Luca ; Rossini, Gianpaolo . In: Marco Fanno Working Papers. RePEc:pad:wpaper:0206.

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2016The association between integrated reporting and firm valuation. (2016). Yeo, Gillian Hian-Heng ; Lee, Kin-Wai . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0536-y.

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2016IPO Initial Excess Return in an Emerging Market: Evidence from Vietnam’s Stock Exchanges. (2016). Huang, Shaio Yan ; Pan, Lee-Hsien ; Lee, Chao-Hsiung ; Nguyen, Bich Hanh . In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:19:y:2016:i:02:p:1650011-01-1650011-23.

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2016Stock market risk in the financial crisis. (2016). Grout, Paul ; Zalewska, Anna . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:326-345.

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2016Banking industry performance in the wake of the global financial crisis. (2016). Ramos, Sofia ; Bhimjee, Diptes ; Dias, Jose G. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:376-387.

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2016Do liquidity and idiosyncratic risk matter? Evidence from the European mutual fund market. (2016). Nguyen, Duc Khuong ; Vidal-Garcia, Javier . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:2:d:10.1007_s11156-014-0488-7.

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2016Asymmetric responses to stock index reconstitutions: Evidence from the CSI 300 index additions and deletions. (2016). Chen, Wei-Kuang ; Lin, Ching-Ting . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pa:p:36-48.

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2016Short-horizon event study estimation with a STAR model and real contaminated events. (2016). Savva, Christos ; Louca, Christodoulos ; Andreou, Panayiotis C. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:3:d:10.1007_s11156-015-0515-3.

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2016CAR associated with SEO share lockups: Real or illusionary?. (2016). Chong, Beng ; Liu, Zhenbin . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:3:d:10.1007_s11156-015-0510-8.

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2016Dodd–Frank and risk in the financial services industry. (2016). Akhigbe, Aigbe ; Martin, Anna D. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:2:d:10.1007_s11156-015-0506-4.

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2016Does free cash flow problem contribute to excess stock return synchronicity?. (2016). Jiang, LI ; Cheung, William . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:1:p:123-140.

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2016Does free cash flow problem contribute to excess stock return synchronicity?. (2016). Cheung, William Mingyan ; Jiang, LI. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:1:d:10.1007_s11156-014-0464-2.

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2016Identifying firms tax loss carry-forward status: The accuracy of database-ariven methods. (2016). Rechbauer, Martina . In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:201.

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2016Steuervermeidung multinationaler Unternehmen. (2016). Michael, Overesch . In: Perspektiven der Wirtschaftspolitik. RePEc:bpj:pewipo:v:17:y:2016:i:2:p:129-143:n:6.

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2016Tail risk spillovers and corporate cash holdings. (2016). Chiu, Wan-Chien ; Pea, Juan Ignacio ; Wang, Chih-Wei . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:36:y:2016:i:c:p:30-48.

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2016Stock options: From backdating to spring loading. (2016). Bianchi, Giuliano . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:59:y:2016:i:c:p:215-221.

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2016Explaining the volatility smile: non-parametric versus parametric option models. (2016). Lin, Hsuan-Chu ; Palmon, Oded ; Chen, Ren-Raw . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:4:d:10.1007_s11156-014-0491-z.

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2016Alternative methods to derive option pricing models: review and comparison. (2016). Lee, Cheng-Few . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:2:d:10.1007_s11156-015-0505-5.

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2016Forecasting and pricing powers of option-implied tree models: Tranquil and volatile market conditions. (2016). Elyasiani, Elyas ; Ruggieri, Alessio ; Muzzioli, Silvia . In: Department of Economics. RePEc:mod:depeco:0099.

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2016The extent of informational efficiency in the credit default swap market: evidence from post-earnings announcement returns. (2016). Jenkins, Nicole Thorne ; Wang, Juan ; Kimbrough, Michael D. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:4:d:10.1007_s11156-014-0484-y.

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2016Is There a Presidential Election Cycle in Firm Financials?. (2016). Sturm, Ray R. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:19:y:2016:i:02:p:1650010-01-1650010-18.

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2016Insider sales based on short-term earnings information. (2016). Milian, Jonathan A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:1:d:10.1007_s11156-014-0496-7.

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2016The Sound of Silence: equilibrium filtering and optimal censoring in financial markets. (2016). Gietzmann, Miles B ; Ostaszewski, Adam J. In: Papers. RePEc:arx:papers:1606.04039.

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Recent citations (cites in year: CiY)


Recent citations received in 2016

YearCiting document
2016On oil-US exchange rate volatility relationships: An intraday analysis. (2016). JAWADI, Fredj ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael ; ben Ameur, Hachmi . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:329-334.

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2016Overreaction in ChiNext IPOs initial returns: How much and what caused it?. (2016). Deng, QI ; Zhou, Zhong-Guo . In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:82-103.

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2016Voluntary profit forecast disclosures, IPO pricing revisions and after-market earnings drift. (2016). McGuinness, Paul B. In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:70-83.

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2016How does pricing affect investors’ product choice? Evidence from the market for discount certificates. (2016). Winkler, Christoph ; Wilkens, Marco ; Fischer, Georg ; Entrop, Oliver ; McKenzie, Michael . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:195-215.

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2016Market makers’ optimal price-setting policy for exchange-traded certificates. (2016). Wilkens, Marco ; Entrop, Oliver ; Baller, Stefanie ; McKenzie, Michael . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:206-226.

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2016Boards of Directors in Russian Publicly Traded Companies in 1998-2014: Structure, Dynamics and Performance Effects. (2016). Муравьев, Александр. In: IZA Discussion Papers. RePEc:iza:izadps:dp10436.

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Recent citations received in 2015

YearCiting document
2015Does individual investor trading impact firm valuation?. (2015). Wang, Qin ; Zhang, Jun . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:120-135.

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2015Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas. (2015). Tiwari, Aviral ; Moya, Pablo ; Ferrer, Roman ; Kr, Aviral ; Jammazi, Rania. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:74-93.

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2015Time-varying nature and macroeconomic determinants of exchange rate pass-through. (2015). Ozkan, Ibrahim ; Erden, Lutfi . In: International Review of Economics & Finance. RePEc:eee:reveco:v:38:y:2015:i:c:p:56-66.

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2015Large-Scale Empirical Tests of the Markov Tree Model. (2015). Bhat, Harish S ; Kumar, Nitesh . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:3:y:2015:i:3:p:280-318:d:53227.

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2015Using equity premium survey data to estimate future wealth. (2015). Groom, Ben ; Freeman, Mark . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:45:y:2015:i:4:p:665-693.

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Recent citations received in 2014

YearCiting document
2014Optimizing MCSD Portfolios. (2014). Shalit, Haim ; Gersman, Gleb . In: Working Papers. RePEc:bgu:wpaper:1410.

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2014Does the information content of payout initiations and omissions influence firm risks?. (2014). Goyal, Abhinav ; von Eije, Henk ; Muckley, Cal B.. In: Journal of Econometrics. RePEc:eee:econom:v:183:y:2014:i:2:p:222-229.

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2014Impulse control of pension fund contributions, in a regime switching economy. (2014). Hainaut, Donatien . In: European Journal of Operational Research. RePEc:eee:ejores:v:239:y:2014:i:3:p:810-819.

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2014Political connections and operational performance of non-financial firms: New evidence from Poland. (2014). Jackowicz, Krzysztof ; Kozowski, Ukasz ; Mielcarz, Pawe . In: Emerging Markets Review. RePEc:eee:ememar:v:20:y:2014:i:c:p:109-135.

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2014Dynamic spillovers of oil price shocks and economic policy uncertainty. (2014). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:433-447.

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2014Oil price shocks and stock market returns: New evidence from the United States and China. (2014). Filis, George ; Broadstock, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:417-433.

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2014The sensitivity of Fama-French factors to economic uncertainty. (2014). Moussa, Zakaria ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier . In: Working Papers. RePEc:hal:wpaper:hal-01015702.

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2014The profitability, costs and systematic risk of the post-earnings-announcement-drift trading strategy. (2014). Cai, Charlie ; Zhang, QI ; Keasey, Kevin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:43:y:2014:i:3:p:605-625.

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2014Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence. (2014). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis . In: MPRA Paper. RePEc:pra:mprapa:59760.

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2014Outsourcing with debt financing. (2014). Teixeira, Joao. In: Portuguese Economic Journal. RePEc:spr:portec:v:13:y:2014:i:1:p:1-24.

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2014The direct and indirect e ects of oil shocks on energy related stocks. (2014). Zhang, Dayong ; Broadstock, David ; Wang, Rui . In: Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS). RePEc:sur:seedps:146.

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2014Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty. (2014). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp166.

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2014Fear Sentiment, Liquidity, and Trading Behavior: Evidence from the Index ETF Market. (2014). Chung, Huimin ; Ho, Keng-Yu ; Chiu, Junmao . In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:17:y:2014:i:03:p:1450017-1-1450017-25.

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2014Conditioned Responses towards Measures Relating to the Capital Cost of Short Sellers: Evidence from Taiwan. (2014). Chang, Chih-Hsiang ; Chiang, Wen-Shan . In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:17:y:2014:i:03:p:1450019-1-1450019-27.

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Recent citations received in 2013

YearCiting document
2013Is Gold Good for Portfolio Diversification? A Stochastic Dominance Analysis of the Paris Stock Exchange. (2013). Wong, Wing-Keung ; Lean, Hooi Hooi ; HOANG, Thi Hong Van ; van Hoang, Thi Hong . In: Working Papers. RePEc:afc:wpaper:05-13.

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2013Stochastic dominance relationships between stock and stock index futures markets: International evidence. (2013). Wong, Wing-Keung ; Fung, Joseph K. W., ; Qiao, Zhuo . In: Economic Modelling. RePEc:eee:ecmode:v:33:y:2013:i:c:p:552-559.

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2013The effects of the European debt crisis on earnings quality. (2013). Kousenidis, Dimitrios ; LADAS, Anestis C. ; Negakis, Christos I.. In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:351-362.

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2013Is gold a safe haven or a hedge for the US dollar? Implications for risk management. (2013). Reboredo, Juan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:8:p:2665-2676.

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2013Effects of dividend tax and signaling on firm valuation: Evidence from taxable stock dividend announcements. (2013). Lee, Cheng-Few ; Kuo, Nan-Ting . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:25:y:2013:i:c:p:157-180.

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2013Oil and gold price dynamics in a multivariate cointegration framework. (2013). Czudaj, Robert ; Beckmann, Joscha. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:10:y:2013:i:3:p:453-468.

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2013The 2011 European short sale ban on financial stocks: A cure or a curse?. (2013). Stork, Philip ; Kräussl, Roman ; Felix, Luiz ; Kraussl, Roman . In: CFS Working Paper Series. RePEc:zbw:cfswop:201317.

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Source data used to compute the impact factor of RePEc series.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2017. Contact: CitEc Team