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| 1999 |
Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter.
RePEc:kap:rqfnac:v:13:y:1999:i:2:p:111-35 [Citation Analysis] | 25 |
| 2006 | The impact of bank regulations, supervision, market structure, and bank characteristics on individual bank ratings: A cross-country analysis
RePEc:kap:rqfnac:v:27:y:2006:i:4:p:403-438 [Citation Analysis] | 11 |
| 2000 |
Managerial Ownership and Accounting Disclosures: An Empirical Study.
RePEc:kap:rqfnac:v:15:y:2000:i:2:p:169-85 [Citation Analysis] | 8 |
| 1999 |
Predicting UK Takeover Targets: Some Methodological Issues and an Empirical Study.
RePEc:kap:rqfnac:v:12:y:1999:i:3:p:283-301 [Citation Analysis] | 8 |
| 1999 |
Random Walks and Market Efficiency Tests: Evidence from Emerging Equity Markets.
RePEc:kap:rqfnac:v:13:y:1999:i:2:p:171-88 [Citation Analysis] | 7 |
| 1997 |
Asset Allocation via the Conditional First Exit Time or How to Avoid Outliving Your Money.
RePEc:kap:rqfnac:v:9:y:1997:i:1:p:53-70 [Citation Analysis] | 7 |
| 1999 |
Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology.
RePEc:kap:rqfnac:v:13:y:1999:i:4:p:323-45 [Citation Analysis] | 7 |
| 1997 |
The Relation between Patent Citations and Tobins Q in the Semiconductor Industry.
RePEc:kap:rqfnac:v:9:y:1997:i:2:p:131-46 [Citation Analysis] | 7 |
| 2002 |
Estimating Beta.
RePEc:kap:rqfnac:v:18:y:2002:i:2:p:95-118 [Citation Analysis] | 6 |
| 1999 |
Review of Categorical Models for Classification Issues in Accounting and Finance.
RePEc:kap:rqfnac:v:13:y:1999:i:1:p:39-62 [Citation Analysis] | 6 |
| 2008 | International evidence on the impact of regulations and supervision on banks technical efficiency: an application of two-stage data envelopment analysis
RePEc:kap:rqfnac:v:30:y:2008:i:2:p:187-223 [Citation Analysis] | 6 |
| 1997 |
Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields.
RePEc:kap:rqfnac:v:8:y:1997:i:1:p:69-81 [Citation Analysis] | 6 |
| 1997 |
Nonparametric Smoothing of Yield Curves.
RePEc:kap:rqfnac:v:9:y:1997:i:3:p:251-67 [Citation Analysis] | 6 |
| 2001 |
Value Relevance of Nonfinancial Information: The Case of Patent Data.
RePEc:kap:rqfnac:v:17:y:2001:i:3:p:223-35 [Citation Analysis] | 5 |
| 1998 |
Product Quality and Payment Policy.
RePEc:kap:rqfnac:v:10:y:1998:i:3:p:269-84 [Citation Analysis] | 5 |
| 1998 |
Corporate Policy and Market Value: A q-Theory Approach.
RePEc:kap:rqfnac:v:11:y:1998:i:3:p:293-310 [Citation Analysis] | 5 |
| 2009 | The effect of earnings quality and country-level institutions on the value relevance of earnings
RePEc:kap:rqfnac:v:33:y:2009:i:4:p:371-391 [Citation Analysis] | 4 |
| 2001 |
Comparative Performance of Chinese Commercial Banks: Analysis, Findings and Policy Implications.
RePEc:kap:rqfnac:v:16:y:2001:i:2:p:149-70 [Citation Analysis] | 4 |
| 2004 | Value-at-Risk Analysis for Taiwan Stock Index Futures: Fat Tails and Conditional Asymmetries in Return Innovations
RePEc:kap:rqfnac:v:22:y:2004:i:2:p:79-95 [Citation Analysis] | 4 |
| 2000 |
The Valuation Accuracy of the Price-Earnings and Price-Book Benchmark Valuation Methods.
RePEc:kap:rqfnac:v:15:y:2000:i:4:p:349-70 [Citation Analysis] | 4 |
| 2003 |
Are All Rivals Affected Equally by Bond Rating Downgrades?
RePEc:kap:rqfnac:v:20:y:2003:i:1:p:49-62 [Citation Analysis] | 4 |
| 1999 |
A Note on Perceptions of Finance Journal Quality.
RePEc:kap:rqfnac:v:12:y:1999:i:1:p:89-96 [Citation Analysis] | 4 |
| 2007 | The empirical relationship between ownership characteristics and audit fees
RePEc:kap:rqfnac:v:28:y:2007:i:3:p:257-285 [Citation Analysis] | 4 |
| 2002 |
Intraday Return Volatility Process: Evidence from NASDAQ Stocks.
RePEc:kap:rqfnac:v:19:y:2002:i:2:p:155-80 [Citation Analysis] | 4 |
| 2006 | An integrated multi-model credit rating system for private firms
RePEc:kap:rqfnac:v:27:y:2006:i:3:p:311-340 [Citation Analysis] | 4 |
| 1997 |
Does Post-Earnings-Announcement Drift in Stock Prices Reflect a Market Inefficiency? A Stochastic Dominance Approach.
RePEc:kap:rqfnac:v:9:y:1997:i:1:p:17-34 [Citation Analysis] | 4 |
| 2002 |
The Evolution of Market Efficiency: 103 Years Daily Data of the Dow.
RePEc:kap:rqfnac:v:18:y:2002:i:3:p:219-37 [Citation Analysis] | 3 |
| 2004 | Institutional Herding in the ADR Market
RePEc:kap:rqfnac:v:23:y:2004:i:1:p:5-17 [Citation Analysis] | 3 |
| 2000 |
Comparing Trading Performance of the Constant and Dynamic Hedge Models: A Note.
RePEc:kap:rqfnac:v:14:y:2000:i:2:p:155-60 [Citation Analysis] | 3 |
| 2005 | A Simple Induction Approach and an Efficient Trinomial Lattice for Multi-State Variable Interest Rate Derivatives Models
RePEc:kap:rqfnac:v:24:y:2005:i:2:p:199-226 [Citation Analysis] | 3 |
| 2007 | A robust VaR model under different time periods and weighting schemes
RePEc:kap:rqfnac:v:28:y:2007:i:2:p:187-201 [Citation Analysis] | 3 |
| 2005 | The Value-Relevance of Derivative Disclosures by Commercial Banks: A Comprehensive Study of Information Content Under SFAS Nos. 119 and 133
RePEc:kap:rqfnac:v:25:y:2005:i:4:p:413-427 [Citation Analysis] | 3 |
| 1999 |
Using Markov Chains to Estimate Losses from a Portfolio of Mortgages.
RePEc:kap:rqfnac:v:12:y:1999:i:3:p:303-17 [Citation Analysis] | 3 |
| 2002 |
Information Content of Earnings and Earnings Components of Commercial Banks: Impact of SFAS No. 115.
RePEc:kap:rqfnac:v:18:y:2002:i:4:p:405-21 [Citation Analysis] | 3 |
| 2007 | Disclosure and the cost of equity in international cross-listing
RePEc:kap:rqfnac:v:29:y:2007:i:1:p:1-24 [Citation Analysis] | 3 |
| 2001 |
An Empirical Examination of the Pricing of Seasoned Equity Offerings: A Test of the Signaling Hypothesis.
RePEc:kap:rqfnac:v:17:y:2001:i:1:p:63-79 [Citation Analysis] | 3 |
| 2006 | Mean Reversion of Short-Horizon Stock Returns: Asymmetry Property
RePEc:kap:rqfnac:v:26:y:2006:i:2:p:137-163 [Citation Analysis] | 3 |
| 1998 |
Measurement Error and Nonlinearity in the Earnings-Returns Relation.
RePEc:kap:rqfnac:v:11:y:1998:i:3:p:219-47 [Citation Analysis] | 3 |
| 2006 | The effect of increased disclosure on cost of capital: Evidence from China
RePEc:kap:rqfnac:v:27:y:2006:i:4:p:383-401 [Citation Analysis] | 3 |
| 1998 |
Volume and Volatility in Foreign Currency Futures Markets.
RePEc:kap:rqfnac:v:10:y:1998:i:3:p:285-302 [Citation Analysis] | 3 |
| 2001 |
Market Reactions to Corporate Restructurings.
RePEc:kap:rqfnac:v:16:y:2001:i:3:p:269-90 [Citation Analysis] | 3 |
| 2002 |
The Influence of Long-Term Performance Plans on Earnings Management and Firm Performance.
RePEc:kap:rqfnac:v:18:y:2002:i:2:p:161-83 [Citation Analysis] | 3 |
| 2006 | The joint determination of audit fees, non-audit fees, and abnormal accruals
RePEc:kap:rqfnac:v:27:y:2006:i:3:p:235-266 [Citation Analysis] | 3 |
| 1998 |
Fractionally Integrated Models with ARCH Errors: With an Application to the Swiss One-Month Euromarket Interest Rate.
RePEc:kap:rqfnac:v:10:y:1998:i:1:p:95-113 [Citation Analysis] | 3 |
| 1998 |
Information Asymmetry around Earnings Announcements.
RePEc:kap:rqfnac:v:11:y:1998:i:2:p:165-82 [Citation Analysis] | 3 |
| 2003 |
Firm Financial Performance Following Mergers.
RePEc:kap:rqfnac:v:20:y:2003:i:2:p:115-26 [Citation Analysis] | 3 |
| 2005 | Dynamic Linkages Between the Greater China Economic Area Stock MarketsMainland China, Hong Kong, and Taiwan
RePEc:kap:rqfnac:v:24:y:2005:i:4:p:343-357 [Citation Analysis] | 3 |
| 1998 |
The Event Study Methodology since 1969.
RePEc:kap:rqfnac:v:11:y:1998:i:2:p:111-37 [Citation Analysis] | 3 |
| 2003 |
Managerial Incentives for Income Smoothing through Bank Loan Loss Provisions.
RePEc:kap:rqfnac:v:20:y:2003:i:1:p:63-80 [Citation Analysis] | 3 |
| 2008 | Board size and firm performance: the moderating effects of the market for corporate control
RePEc:kap:rqfnac:v:31:y:2008:i:2:p:121-145 [Citation Analysis] | 3 |
