0.29
Impact Factor
0.35
5-Years IF
16
5-Years H index
0.29
Impact Factor
0.35
5-Years IF
16
5-Years H index
IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
1990 | 0.1 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
1991 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
1992 | 0.1 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
1993 | 0.11 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
1994 | 0.12 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
1995 | 0.19 | 25 | 25 | 28 | 0 | 0 | 2 (7.1%) | 0.07 | ||||||||
1996 | 0.08 | 0.22 | 0.08 | 39 | 64 | 4 | 0.06 | 84 | 25 | 2 | 25 | 2 | 12 (14.3%) | 0.09 | ||
1997 | 0.27 | 32 | 96 | 110 | 64 | 64 | 11 (10%) | 0.09 | ||||||||
1998 | 0.07 | 0.27 | 0.05 | 28 | 124 | 6 | 0.05 | 129 | 71 | 5 | 96 | 5 | 17 (13.2%) | 0.1 | ||
1999 | 0.07 | 0.31 | 0.07 | 44 | 168 | 11 | 0.07 | 204 | 60 | 4 | 124 | 9 | 17 (8.3%) | 2 | 0.05 | 0.13 |
2000 | 0.08 | 0.4 | 0.07 | 40 | 208 | 12 | 0.06 | 146 | 72 | 6 | 168 | 11 | 17 (11.6%) | 1 | 0.03 | 0.15 |
2001 | 0.1 | 0.4 | 0.07 | 39 | 247 | 17 | 0.07 | 138 | 84 | 8 | 183 | 12 | 24 (17.4%) | 1 | 0.03 | 0.15 |
2002 | 0.08 | 0.42 | 0.13 | 39 | 286 | 28 | 0.1 | 106 | 79 | 6 | 183 | 23 | 29 (27.4%) | 1 | 0.03 | 0.18 |
2003 | 0.1 | 0.44 | 0.17 | 38 | 324 | 40 | 0.12 | 129 | 78 | 8 | 190 | 32 | 21 (16.3%) | 1 | 0.03 | 0.18 |
2004 | 0.09 | 0.49 | 0.14 | 38 | 362 | 41 | 0.11 | 138 | 77 | 7 | 200 | 27 | 24 (17.4%) | 0.2 | ||
2005 | 0.07 | 0.53 | 0.11 | 40 | 402 | 47 | 0.12 | 113 | 76 | 5 | 194 | 22 | 31 (27.4%) | 0.21 | ||
2006 | 0.06 | 0.51 | 0.11 | 40 | 442 | 64 | 0.14 | 145 | 78 | 5 | 194 | 22 | 46 (31.7%) | 0.2 | ||
2007 | 0.24 | 0.44 | 0.23 | 40 | 482 | 99 | 0.21 | 107 | 80 | 19 | 195 | 45 | 30 (28%) | 2 | 0.05 | 0.18 |
2008 | 0.19 | 0.47 | 0.21 | 40 | 522 | 111 | 0.21 | 146 | 80 | 15 | 196 | 42 | 31 (21.2%) | 1 | 0.03 | 0.2 |
2009 | 0.18 | 0.47 | 0.27 | 35 | 557 | 120 | 0.22 | 134 | 80 | 14 | 198 | 53 | 22 (16.4%) | 2 | 0.06 | 0.19 |
2010 | 0.23 | 0.44 | 0.25 | 49 | 606 | 143 | 0.24 | 100 | 75 | 17 | 195 | 48 | 33 (33%) | 2 | 0.04 | 0.16 |
2011 | 0.25 | 0.51 | 0.37 | 48 | 654 | 196 | 0.3 | 90 | 84 | 21 | 204 | 75 | 25 (27.8%) | 0.2 | ||
2012 | 0.18 | 0.56 | 0.32 | 49 | 703 | 189 | 0.27 | 77 | 97 | 17 | 212 | 68 | 39 (50.6%) | 2 | 0.04 | 0.21 |
2013 | 0.23 | 0.66 | 0.4 | 64 | 767 | 220 | 0.29 | 89 | 97 | 22 | 221 | 89 | 30 (33.7%) | 7 | 0.11 | 0.23 |
2014 | 0.4 | 0.67 | 0.47 | 64 | 831 | 302 | 0.36 | 59 | 113 | 45 | 245 | 115 | 23 (39%) | 14 | 0.22 | 0.22 |
2015 | 0.29 | 0.82 | 0.35 | 64 | 895 | 314 | 0.35 | 14 | 128 | 37 | 274 | 95 | 2 (14.3%) | 4 | 0.06 | 0.27 |
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 |
 
# | Year | Title | Cited |
---|---|---|---|
1 | 1999 | Estimating 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 | 77 |
2 | 1998 | The 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 | 54 |
3 | 2008 | International evidence on the impact of regulations and supervision on banksâ 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 | 37 |
4 | 2006 | The 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 | 29 |
5 | 2003 | Managerial 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 | 26 |
6 | 1999 | Random 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. Full description at Econpapers || Download paper | 25 |
7 | 2001 | Empirical 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 | 24 |
8 | 2009 | Corporate 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 | 23 |
9 | 2009 | Oil 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 | 23 |
10 | 2009 | Corporate social responsibility and financial performance: the âvirtuous circleâ 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 | 20 |
11 | 1998 | Information 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 | 19 |
12 | 2000 | Managerial 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. Full description at Econpapers || Download paper | 19 |
13 | 2006 | Shareholder 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. Full description at Econpapers || Download paper | 18 |
14 | 1999 | Predicting 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. Full description at Econpapers || Download paper | 18 |
15 | 2001 | Value 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 | 17 |
16 | 2007 | A 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. Full description at Econpapers || Download paper | 17 |
17 | 2007 | The 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. Full description at Econpapers || Download paper | 16 |
18 | 1996 | Measuring 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 | 16 |
19 | 2011 | Australiaâs 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 | 15 |
20 | 2001 | Bank 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 | 15 |
21 | 1997 | The 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. Full description at Econpapers || Download paper | 15 |
22 | 2004 | Value-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. Full description at Econpapers || Download paper | 15 |
23 | 2006 | The 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 | 14 |
24 | 2001 | The 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. Full description at Econpapers || Download paper | 14 |
25 | 2000 | Does 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. Full description at Econpapers || Download paper | 14 |
26 | 1997 | Does 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. Full description at Econpapers || Download paper | 14 |
27 | 1997 | Do 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. Full description at Econpapers || Download paper | 13 |
28 | 2000 | Information 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 | 13 |
29 | 1999 | Predicting 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. Full description at Econpapers || Download paper | 13 |
30 | 2002 | The 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 | 12 |
31 | 2001 | Comparative 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. Full description at Econpapers || Download paper | 12 |
32 | 2000 | The 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. Full description at Econpapers || Download paper | 12 |
33 | 1997 | Asset 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. Full description at Econpapers || Download paper | 12 |
34 | 2008 | Board 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. Full description at Econpapers || Download paper | 12 |
35 | 2002 | Estimating 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. Full description at Econpapers || Download paper | 12 |
36 | 2005 | Dynamic Linkages Between the Greater China Economic Area Stock MarketsâMainland 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. Full description at Econpapers || Download paper | 12 |
37 | The 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. Full description at Econpapers || Download paper | 12 | |
38 | 2005 | A 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. Full description at Econpapers || Download paper | 12 |
39 | 2009 | Forecasting 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. Full description at Econpapers || Download paper | 11 |
40 | 2008 | Executive 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. Full description at Econpapers || Download paper | 11 |
41 | 2010 | Executive compensation, earnings management and shareholder litigation. (2010). Jones, Robert ; Wu, Yan . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:35:y:2010:i:1:p:1-20. Full description at Econpapers || Download paper | 11 |
42 | 1999 | Review of Categorical Models for Classification Issues in Accounting and Finance.. (1999). McDonald, James ; Barniv, Ran . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:13:y:1999:i:1:p:39-62. Full description at Econpapers || Download paper | 11 |
43 | 2007 | Disclosure 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. Full description at Econpapers || Download paper | 11 |
44 | 2002 | The Influence of Long-Term Performance Plans on Earnings Management and Firm Performance.. (2002). Waegelein, James F ; Richardson, Vernon J. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:18:y:2002:i:2:p:161-83. Full description at Econpapers || Download paper | 10 |
45 | 2008 | Can 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 | 10 |
46 | 2008 | Are 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. Full description at Econpapers || Download paper | 10 |
47 | 2009 | The effect of earnings quality and country-level institutions on the value relevance of earnings. (2009). Emanuel, David ; Cahan, Steven ; Sun, Jerry . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:33:y:2009:i:4:p:371-391. Full description at Econpapers || Download paper | 9 |
48 | 2013 | Are 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. Full description at Econpapers || Download paper | 9 |
49 | 2005 | The Value-Relevance of Derivative Disclosures by Commercial Banks: A Comprehensive Study of Information Content Under SFAS Nos. 119 and 133. (2005). Alam, Pervaiz ; Wang, LI ; Makar, Stephen . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:25:y:2005:i:4:p:413-427. Full description at Econpapers || Download paper | 9 |
50 | 2004 | The 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. Full description at Econpapers || Download paper | 9 |
# | Year | Title | Cited |
---|---|---|---|
1 | 1998 | The 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 | 26 |
2 | 2008 | International evidence on the impact of regulations and supervision on banksâ 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 | 17 |
3 | 2009 | Corporate 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 | 15 |
4 | 2011 | Australiaâs 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 | 12 |
5 | 1999 | Estimating 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 | 11 |
6 | 2006 | The 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 |
7 | 1998 | Information 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 |
8 | 2003 | Managerial 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 | 10 |
9 | 2001 | Empirical 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 | 9 |
10 | 2000 | Information 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 | 9 |
11 | 2009 | Oil 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 | 9 |
12 | 2009 | Corporate social responsibility and financial performance: the âvirtuous circleâ 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 | 8 |
13 | 1996 | Measuring 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 | 8 |
14 | 1999 | Random 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. Full description at Econpapers || Download paper | 8 |
15 | 2014 | Market uncertainty, market sentiment, and the post-earnings announcement drift. (2014). Yeung, Danny ; Bird, Ron ; Choi, Daniel . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:43:y:2014:i:1:p:45-73. Full description at Econpapers || Download paper | 7 |
16 | 2010 | Dynamic 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 | 7 |
17 | 2001 | Bank 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 | 7 |
18 | 2006 | Shareholder 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. Full description at Econpapers || Download paper | 6 |
19 | 2014 | Financial 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. Full description at Econpapers || Download paper | 6 |
20 | 2013 | Are 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. Full description at Econpapers || Download paper | 6 |
21 | 2001 | Value 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 |
22 | 2010 | Executive compensation, supervisory board, and Chinaâs 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. Full description at Econpapers || Download paper | 6 |
23 | 2008 | Can 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 | 6 |
24 | 2009 | Interest rate risk of German financial institutions: the impact of level, slope, and curvature of the term structure. (2009). Scholz, Hendrik ; Wilkens, Marco ; Czaja, Marc-Gregor . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:33:y:2009:i:1:p:1-26. Full description at Econpapers || Download paper | 6 |
25 | 2004 | The 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. Full description at Econpapers || Download paper | 5 |
26 | 2010 | Executive compensation, earnings management and shareholder litigation. (2010). Jones, Robert ; Wu, Yan . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:35:y:2010:i:1:p:1-20. Full description at Econpapers || Download paper | 5 |
27 | 1996 | Incomplete-Information Capital Market Equilibrium with Heterogeneous Expectations and Short Sale Restrictions.. (1996). Wu, Chunchi ; Weii, K C John, ; Li, Qiang . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:7:y:1996:i:2:p:119-36. Full description at Econpapers || Download paper | 5 |
28 | 2006 | The 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 | 5 |
29 | 2008 | Executive 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. Full description at Econpapers || Download paper | 5 |
30 | 2013 | Auditor size, tenure, and bank loan pricing. (2013). Song, Byron ; Tsui, Judy ; Kim, Jeong-Bon . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:40:y:2013:i:1:p:75-99. Full description at Econpapers || Download paper | 5 |
31 | 2008 | Are 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. Full description at Econpapers || Download paper | 5 |
32 | 2009 | Forecasting 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. Full description at Econpapers || Download paper | 5 |
33 | 2011 | Momentum 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 | 5 |
34 | 2011 | The 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. Full description at Econpapers || Download paper | 5 |
35 | 2000 | Managerial 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. Full description at Econpapers || Download paper | 5 |
36 | 2007 | Corporate voluntary disclosure and the separation of cash flow rights from control rights. (2007). Lee, Kin-Wai . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:28:y:2007:i:4:p:393-416. Full description at Econpapers || Download paper | 5 |
37 | 2008 | Board 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. Full description at Econpapers || Download paper | 4 |
38 | 2012 | Interest Tax Shields: A Barrier Options Approach. (2012). Dothan, Michael ; Wu, Wei ; Couch, Robert . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:39:y:2012:i:1:p:123-146. Full description at Econpapers || Download paper | 4 |
39 | 2007 | The 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. Full description at Econpapers || Download paper | 4 |
40 | 2010 | Are good financial advisors really good? The performance of investment banks in the M&A market. (2010). Ismail, Ahmad. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:35:y:2010:i:4:p:411-429. Full description at Econpapers || Download paper | 4 |
41 | 2003 | International Price Discovery for Emerging Market Stocks: Evidence from Indian GDRs.. (2003). Misra, Lalatendu ; Tse, Yiuman ; Kadapakkam, Palani-Rajan . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:21:y:2003:i:2:p:179-99. Full description at Econpapers || Download paper | 4 |
42 | 2008 | Firm diversification and earnings management: evidence from seasoned equity offerings. (2008). Lim, Chee ; Thong, Tiong ; Ding, David. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:30:y:2008:i:1:p:69-92. Full description at Econpapers || Download paper | 4 |
43 | 2010 | How does beta explain stochastic dominance efficiency?. (2010). Yitzhaki, Shlomo ; Shalit, Haim. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:35:y:2010:i:4:p:431-444. Full description at Econpapers || Download paper | 4 |
44 | 2012 | Security returns, beta, size, and book-to-market equity: evidence from the Shanghai A-share market. (2012). Morelli, David . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:38:y:2012:i:1:p:47-60. Full description at Econpapers || Download paper | 4 |
45 | 2014 | Price informativeness and institutional ownership: evidence from Japan. (2014). Chen, Tao ; Luo, Miao . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:42:y:2014:i:4:p:627-651. Full description at Econpapers || Download paper | 4 |
46 | 2009 | The relationship between implied and realized volatility: evidence from the Australian stock index option market. (2009). Yang, Qianqian ; Li, Steven . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:32:y:2009:i:4:p:405-419. Full description at Econpapers || Download paper | 4 |
47 | 2005 | The Effectiveness of Price Limits and Stock Characteristics: Evidence from the Shanghai and Shenzhen Stock Exchanges. (2005). Rui, Oliver ; Chen, Gong-meng ; Wang, Steven. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:25:y:2005:i:2:p:159-182. Full description at Econpapers || Download paper | 4 |
48 | 2004 | The Effect of Cross-Border Acquisitions on Shareholder Wealth -- Evidence from Switzerland. (2004). Schiereck, Dirk ; Thomas, Thomas W. ; Lowinski, Felix. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:22:y:2004:i:4:p:315-330. Full description at Econpapers || Download paper | 4 |
49 | 2000 | Does 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. Full description at Econpapers || Download paper | 4 |
50 | 2015 | Dynamic stockâbond 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 | 4 |
Year | Title | |
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2015 | Accounting for variability in the growth rate of income. (2015). Yitzhaki, Shlomo ; Lambert, Peter J.. In: Economics Letters. RePEc:eee:ecolet:v:129:y:2015:i:c:p:71-73. Full description at Econpapers || Download paper | |
2015 | To sigmoid-based functional description of the volatility smile. (2015). Itkin, Andrey . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:264-291. Full description at Econpapers || Download paper | |
2015 | US stock market regimes and oil price shocks. (2015). Filis, George ; Degiannakis, Stavros ; Angelidis, Timotheos. In: Global Finance Journal. RePEc:eee:glofin:v:28:y:2015:i:c:p:132-146. Full description at Econpapers || Download paper | |
2015 | Media news and earnings management prior to equity offerings. (2015). Chahine, Salim ; Mazboudi, Mohamad ; Mansi, Sattar . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:177-195. Full description at Econpapers || Download paper | |
2015 | Do Asymmetric Information and Ownership Structure Matter for Dividend Payout Decisions? Evidence from European Banks. (2015). Meslier Crouzille, Celine ; Lepetit, Laetitia ; Wardhana, Leo Indra . In: Working Papers. RePEc:hal:wpaper:hal-01186722. Full description at Econpapers || Download paper | |
2015 | Impact of changes in the CSI 300 Index constituents. (2015). Wang, Chuan ; Haman, Janto ; Murgulov, Zoltan . In: Emerging Markets Review. RePEc:eee:ememar:v:24:y:2015:i:c:p:13-33. Full description at Econpapers || Download paper | |
2015 | The value of corporate financial flexibility in emerging countries. (2015). Yung, Kenneth ; JIAN, YI ; Li, Deqing Diane . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:32-33:y:2015:i::p:25-41. Full description at Econpapers || Download paper | |
2015 | A regime switching Ohlson model. (2015). Leccadito, Arturo ; Veltri, Stefania . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:49:y:2015:i:5:p:2015-2035. Full description at Econpapers || Download paper | |
2015 | Analyst recommendations and volatility in a rising, falling, and crisis equity marketAuthor-Name: Corbet, Shaen. (2015). Corbet, Shaen ; Cummins, Mark ; Dowling, Michael . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:187-194. Full description at Econpapers || Download paper | |
2015 | Post-Earnings Announcement Drift in Greece. (2015). Forbes, William ; Giannopoulos, George . In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:18:y:2015:i:03:p:1550019-1-1550019-20. Full description at Econpapers || Download paper | |
2015 | A broadened causality in variance approach to assess the risk dynamics between crude oil prices and the Jordanian stock market. (2015). Bouri, Elie. In: Energy Policy. RePEc:eee:enepol:v:85:y:2015:i:c:p:271-279. Full description at Econpapers || Download paper | |
2015 | Reserves Replacement and Oil and Gas Company Shareholder returns. (2015). Misund, BÃÂ¥rd. In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2015_011. Full description at Econpapers || Download paper | |
2015 | Beyond friendly acquisitions: the case of REITs. (2015). Lu, Chiuling ; Shen, Yang-pin ; Mao, Tzujui . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:44:y:2015:i:1:p:139-159. Full description at Econpapers || Download paper | |
2015 | A regime switching Ohlson model. (2015). Leccadito, Arturo ; Veltri, Stefania . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:49:y:2015:i:5:p:2015-2035. Full description at Econpapers || Download paper | |
2015 | Corporate governance and default risk of firms cited in the SECâs Accounting and Auditing Enforcement Releases. (2015). Feroz, Ehsan ; Cao, Zhiyan ; Davalos, Sergio ; Leng, Fei . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:44:y:2015:i:1:p:113-138. Full description at Econpapers || Download paper | |
2015 | What drives gold returns? A decision tree analysis. (2015). Malliaris, Anastasios. In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:45-53. Full description at Econpapers || Download paper | |
2015 | Local volatility calibration during turbulent periods. (2015). Lo, Chia ; Skindilias, Konstantinos . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:44:y:2015:i:3:p:425-444. Full description at Econpapers || Download paper | |
2015 | R-2GAM stochastic volatility model: flexibility and calibration. (2015). Lee, Cheng-Few ; Sokolinskiy, Oleg . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:45:y:2015:i:3:p:463-483. Full description at Econpapers || Download paper | |
2015 | Economic benefits and determinants of extreme dependences between REIT and stock returns. (2015). Wu, Chih-Chiang ; Huang, Meichi . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:44:y:2015:i:2:p:299-327. Full description at Econpapers || Download paper | |
2015 | Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates. (2015). Siburg, Karl Friedrich ; WeiÃ, Gregor N. F., ; Stoimenov, Pavel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:129-140. Full description at Econpapers || Download paper | |
2015 | Risk Factors, Copula Dependence and Risk Sensitivity of a Large Portfolio. (2015). Bruneau, Catherine ; Peng, Zhun ; Flageollet, Alexis . In: Documents de recherche. RePEc:eve:wpaper:15-03. Full description at Econpapers || Download paper | |
2015 | The evolving geography of production hubs and regional value chains across East Asia: Trade in value-added. (2015). Suder, Gabriele ; Meng, BO ; Mihailova, Irina ; Inomata, Satoshi ; Liesch, Peter W.. In: Journal of World Business. RePEc:eee:worbus:v:50:y:2015:i:3:p:404-416. Full description at Econpapers || Download paper | |
2015 | Information transmission between stock markets in Hong Kong, Europe and the US: New evidence on time- and state-dependence. (2015). Maderitsch, R. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pa:p:13-36. Full description at Econpapers || Download paper | |
2015 | Stock manipulation and its effects: pump and dump versus stabilization. (2015). Huang, YU ; Cheng, Yao . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:44:y:2015:i:4:p:791-815. Full description at Econpapers || Download paper | |
2015 | War and stock markets: The effect of World War Two on the British stock market. (2015). Hudson, Robert ; Urquhart, Andrew . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:166-177. Full description at Econpapers || Download paper | |
2015 | Correlation structure and dynamics of international real estate securities markets: A network perspective. (2015). Wang, Gang-Jin ; Xie, Chi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:424:y:2015:i:c:p:176-193. Full description at Econpapers || Download paper | |
2015 | Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1501. Full description at Econpapers || Download paper | |
2015 | Quality Weighted Citations versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150005. Full description at Econpapers || Download paper | |
2015 | Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting. (2015). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:78067. Full description at Econpapers || Download paper | |
2015 | An evaluation of alternative methods used in the estimation of Gaussian term structure models. (2015). Juneja, Januj . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:44:y:2015:i:1:p:1-24. Full description at Econpapers || Download paper | |
2015 | Pricing under noisy signaling. (2015). Trzcinka, Charles ; Winer, Russell ; Feldman, David . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:45:y:2015:i:2:p:435-454. Full description at Econpapers || Download paper | |
2015 | Do the disposition and house money effects coexist? A reconciliation of two behavioral biases using individual investor-level data. (2015). Hudson, Robert ; Duxbury, Darren ; Yang, Zhishu ; Yao, Songyao ; Keasey, Kevin . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:55-68. Full description at Econpapers || Download paper | |
2015 | A methodology for computing and comparing implied equity and corporate-debt Sharpe Ratios. (2015). Goldberg, Robert . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:44:y:2015:i:4:p:733-754. Full description at Econpapers || Download paper | |
2015 | Determinants of the length of time a firmâs book-to-market ratio is greater than one. (2015). Oler, Mitchell . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:45:y:2015:i:3:p:509-539. Full description at Econpapers || Download paper | |
2015 | Industry herding and momentum strategies. (2015). Demirer, Riza ; Lien, Donald ; Zhang, Huacheng . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:32:y:2015:i:c:p:95-110. Full description at Econpapers || Download paper | |
2015 | Alphaâbetaâchurn of equity picks by institutional investors and the robust superiority of hedge funds. (2015). Chung, Richard ; Patel, Jayendu ; Fung, Scott . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:45:y:2015:i:2:p:363-405. Full description at Econpapers || Download paper | |
2015 | Using 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. Full description at Econpapers || Download paper |
Year | Citing document | |
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2015 | Does 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. Full description at Econpapers || Download paper | |
2015 | Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas. (2015). Tiwari, Aviral ; Kr, Aviral ; Moya, Pablo ; Ferrer, Roman . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:74-93. Full description at Econpapers || Download paper | |
2015 | Time-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. Full description at Econpapers || Download paper | |
2015 | Large-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. Full description at Econpapers || Download paper |
Year | Citing document | |
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2014 | Optimizing MCSD Portfolios. (2014). Shalit, Haim ; Gersman, Gleb . In: Working Papers. RePEc:bgu:wpaper:1410. Full description at Econpapers || Download paper | |
2014 | Does 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. Full description at Econpapers || Download paper | |
2014 | Impulse 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. Full description at Econpapers || Download paper | |
2014 | Political 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. Full description at Econpapers || Download paper | |
2014 | Dynamic 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. Full description at Econpapers || Download paper | |
2014 | Oil 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. Full description at Econpapers || Download paper | |
2014 | The 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. Full description at Econpapers || Download paper | |
2014 | The 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. Full description at Econpapers || Download paper | |
2014 | Spillovers 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. Full description at Econpapers || Download paper | |
2014 | Outsourcing with debt financing. (2014). Teixeira, Joao. In: Portuguese Economic Journal. RePEc:spr:portec:v:13:y:2014:i:1:p:1-24. Full description at Econpapers || Download paper | |
2014 | The 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. Full description at Econpapers || Download paper | |
2014 | Dynamic 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. Full description at Econpapers || Download paper | |
2014 | Fear 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. Full description at Econpapers || Download paper | |
2014 | Conditioned Responses towards Measures Relating to the Capital Cost of Short Sellers: Evidence from Taiwan. (2014). 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. Full description at Econpapers || Download paper |
Year | Citing document | |
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2013 | Is Gold Good for Portfolio Diversification? A Stochastic Dominance Analysis of the Paris Stock Exchange. (2013). Lean, Hooi Hooi ; HOANG, Thi Hong Van ; Wong, Wing-Keung ; Van Hoang, Thi Hong . In: Working Papers. RePEc:afc:wpaper:05-13. Full description at Econpapers || Download paper | |
2013 | Stochastic 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. Full description at Econpapers || Download paper | |
2013 | The 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. Full description at Econpapers || Download paper | |
2013 | Is gold a safe haven or a hedge for the US dollar? Implications for risk management. (2013). Reboredo, Juan C.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:8:p:2665-2676. Full description at Econpapers || Download paper | |
2013 | Effects 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. Full description at Econpapers || Download paper | |
2013 | Oil 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. Full description at Econpapers || Download paper | |
2013 | The 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. Full description at Econpapers || Download paper |
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2012 | Financial reporting frequency, information asymmetry, and the cost of equity. (2012). Kraft, Arthur ; Fu, Renhui ; Zhang, Huai . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:54:y:2012:i:2:p:132-149. Full description at Econpapers || Download paper | |
2012 | The effects of Monetary Policy shocks across the Greek Regions. (2012). Papadamou, Stephanos ; Anagnostou, Ageliki . In: ERSA conference papers. RePEc:wiw:wiwrsa:ersa12p507. Full description at Econpapers || Download paper |
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team