0.38
Impact Factor
0.42
5-Years IF
18
5-Years H index
0.38
Impact Factor
0.42
5-Years IF
18
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 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
1993 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
1994 | 0.11 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
1995 | 0.2 | 25 | 25 | 1 | 0.04 | 30 | 0 | 0 | 2 (6.7%) | 1 | 0.04 | 0.07 | ||||
1996 | 0.08 | 0.23 | 0.08 | 39 | 64 | 4 | 0.06 | 90 | 25 | 2 | 25 | 2 | 13 (14.4%) | 0.09 | ||
1997 | 0.27 | 32 | 96 | 119 | 64 | 64 | 15 (12.6%) | 0.09 | ||||||||
1998 | 0.08 | 0.29 | 0.06 | 28 | 124 | 7 | 0.06 | 152 | 71 | 6 | 96 | 6 | 20 (13.2%) | 0.1 | ||
1999 | 0.08 | 0.32 | 0.08 | 44 | 168 | 12 | 0.07 | 223 | 60 | 5 | 124 | 10 | 20 (9%) | 2 | 0.05 | 0.13 |
2000 | 0.08 | 0.4 | 0.07 | 40 | 208 | 12 | 0.06 | 173 | 72 | 6 | 168 | 11 | 23 (13.3%) | 1 | 0.03 | 0.15 |
2001 | 0.1 | 0.4 | 0.07 | 39 | 247 | 17 | 0.07 | 159 | 84 | 8 | 183 | 12 | 27 (17%) | 1 | 0.03 | 0.15 |
2002 | 0.08 | 0.42 | 0.13 | 39 | 286 | 28 | 0.1 | 117 | 79 | 6 | 183 | 23 | 30 (25.6%) | 1 | 0.03 | 0.18 |
2003 | 0.1 | 0.44 | 0.17 | 38 | 324 | 40 | 0.12 | 143 | 78 | 8 | 190 | 32 | 22 (15.4%) | 1 | 0.03 | 0.19 |
2004 | 0.09 | 0.49 | 0.14 | 38 | 362 | 42 | 0.12 | 159 | 77 | 7 | 200 | 28 | 26 (16.4%) | 0.2 | ||
2005 | 0.08 | 0.53 | 0.12 | 40 | 402 | 50 | 0.12 | 127 | 76 | 6 | 194 | 24 | 34 (26.8%) | 0.21 | ||
2006 | 0.06 | 0.51 | 0.12 | 40 | 442 | 66 | 0.15 | 162 | 78 | 5 | 194 | 23 | 49 (30.2%) | 0.2 | ||
2007 | 0.25 | 0.45 | 0.24 | 40 | 482 | 104 | 0.22 | 126 | 80 | 20 | 195 | 47 | 37 (29.4%) | 2 | 0.05 | 0.18 |
2008 | 0.19 | 0.48 | 0.23 | 40 | 522 | 120 | 0.23 | 165 | 80 | 15 | 196 | 45 | 34 (20.6%) | 1 | 0.03 | 0.2 |
2009 | 0.19 | 0.47 | 0.28 | 35 | 557 | 129 | 0.23 | 153 | 80 | 15 | 198 | 55 | 25 (16.3%) | 2 | 0.06 | 0.19 |
2010 | 0.24 | 0.45 | 0.25 | 49 | 606 | 144 | 0.24 | 122 | 75 | 18 | 195 | 49 | 40 (32.8%) | 2 | 0.04 | 0.16 |
2011 | 0.26 | 0.52 | 0.38 | 48 | 654 | 201 | 0.31 | 121 | 84 | 22 | 204 | 77 | 33 (27.3%) | 0.2 | ||
2012 | 0.2 | 0.55 | 0.33 | 49 | 703 | 193 | 0.27 | 96 | 97 | 19 | 212 | 71 | 46 (47.9%) | 2 | 0.04 | 0.2 |
2013 | 0.25 | 0.62 | 0.42 | 64 | 767 | 224 | 0.29 | 118 | 97 | 24 | 221 | 92 | 38 (32.2%) | 7 | 0.11 | 0.22 |
2014 | 0.42 | 0.64 | 0.51 | 64 | 831 | 317 | 0.38 | 93 | 113 | 48 | 245 | 125 | 34 (36.6%) | 12 | 0.19 | 0.21 |
2015 | 0.3 | 0.69 | 0.36 | 64 | 895 | 337 | 0.38 | 43 | 128 | 39 | 274 | 99 | 17 (39.5%) | 5 | 0.08 | 0.22 |
2016 | 0.38 | 0.85 | 0.42 | 96 | 991 | 385 | 0.39 | 31 | 128 | 48 | 289 | 121 | 11 (35.5%) | 6 | 0.06 | 0.26 |
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 |
 
# | 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 | 87 |
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 | 67 |
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 | 44 |
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 | 36 |
5 | 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 | 30 |
6 | 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 | 27 |
7 | 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 | 27 |
8 | 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 | 26 |
9 | 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 | 26 |
10 | 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 | 26 |
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 | 25 |
12 | 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 | 24 |
13 | 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 | 20 |
14 | 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 | 19 |
15 | 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 | 19 |
16 | 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 |
17 | 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 | 18 |
18 | 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 | 18 |
19 | 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 |
20 | 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 | 18 |
21 | 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 |
22 | 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 | 17 |
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 | 16 |
24 | 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 | 16 |
25 | 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 | 16 |
26 | 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 | 15 | |
27 | 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 |
28 | 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 | 14 |
29 | 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 | 14 |
30 | 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 | 14 |
31 | 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 | 14 |
32 | 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 |
33 | 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 | 13 |
34 | 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 | 13 |
35 | 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 | 13 |
36 | 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 | 13 |
37 | 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 | 13 |
38 | 2000 | Voluntary 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. Full description at Econpapers || Download paper | 13 |
39 | 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 | 12 |
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 | 12 |
41 | 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 | 12 |
42 | 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 |
43 | 2010 | Executive 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. Full description at Econpapers || Download paper | 12 |
44 | 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 |
45 | 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 | 12 |
46 | 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 |
47 | 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 | 11 |
48 | 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 |
49 | 2003 | Ranking 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. Full description at Econpapers || Download paper | 11 |
50 | 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 |
# | 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 | 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 | 14 |
4 | 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 | 11 |
5 | 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 | 10 |
6 | 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 |
7 | 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 | 10 |
8 | 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 | 10 |
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 | 10 |
10 | 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 | 9 |
11 | 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 | 9 |
12 | 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 | 9 |
13 | 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 | 9 |
14 | 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 | 8 |
15 | 2013 | Copula-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 |
16 | 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 | 8 |
17 | 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 | 7 |
18 | 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 | 7 |
19 | 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 | 7 |
20 | 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 | 7 |
21 | 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 | 7 |
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 | 2013 | Oil 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 |
24 | 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 | 5 |
25 | 2013 | Did institutions herd during the internet bubble?. (2013). Singh, Vivek. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:41:y:2013:i:3:p:513-534. Full description at Econpapers || Download paper | 5 |
26 | 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 |
27 | 2006 | Earnings 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. Full description at Econpapers || Download paper | 5 |
28 | 2014 | A 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. 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 | 2003 | Trade-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. Full description at Econpapers || Download paper | 5 |
31 | 2008 | Stock 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. Full description at Econpapers || Download paper | 5 |
32 | 2014 | Underpricing 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. Full description at Econpapers || Download paper | 5 |
33 | 2010 | A 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. Full description at Econpapers || Download paper | 5 |
34 | 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 | 5 |
35 | 2014 | Bilateral internal debt financing and tax planning of multinational firms. (2014). Wamser, Georg ; Overesch, Michael . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:42:y:2014:i:2:p:191-209. Full description at Econpapers || Download paper | 5 |
36 | 2016 | Motives 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. Full description at Econpapers || Download paper | 5 |
37 | 2014 | A 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. Full description at Econpapers || Download paper | 5 |
38 | 2014 | Asymmetric 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. Full description at Econpapers || Download paper | 5 |
39 | 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 | 5 |
40 | 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 | 5 |
41 | 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 | 5 |
42 | 2010 | Chinese 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. Full description at Econpapers || Download paper | 5 |
43 | 1997 | Financial 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. Full description at Econpapers || Download paper | 4 |
44 | 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 | 4 |
45 | 2014 | Financial 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. Full description at Econpapers || Download paper | 4 |
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 | 4 |
47 | 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 | 4 |
48 | 2004 | Bid-Ask Spreads and Institutional Ownership. (2004). Fehle, Frank . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:22:y:2004:i:4:p:275-292. Full description at Econpapers || Download paper | 4 |
49 | 2013 | Accounting research in the AsiaâPacific region: an update. (2013). Zhang, Feida ; Chan, Kam ; Tong, Jamie . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:41:y:2013:i:4:p:675-694. Full description at Econpapers || Download paper | 4 |
50 | 2013 | Pairwise X-efficiency combinations of merging banks: analysis of the fifth merger wave. (2013). Al-Khasawneh, Jamal. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:41:y:2013:i:1:p:1-28. Full description at Econpapers || Download paper | 4 |
Year | Title | |
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2016 | Are 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. Full description at Econpapers || Download paper | |
2016 | How 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. Full description at Econpapers || Download paper | |
2016 | Financial 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. Full description at Econpapers || Download paper | |
2016 | Empirical 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. Full description at Econpapers || Download paper | |
2016 | Does the value of US dollar matter with the price of oil and gold? A dynamic analysis from timeâfrequency 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. Full description at Econpapers || Download paper | |
2016 | Comovements 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. Full description at Econpapers || Download paper | |
2016 | Dynamic 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. Full description at Econpapers || Download paper | |
2016 | Combining 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. Full description at Econpapers || Download paper | |
2016 | Intraday 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. Full description at Econpapers || Download paper | |
2016 | The 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. Full description at Econpapers || Download paper | |
2016 | Liquidity, 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. Full description at Econpapers || Download paper | |
2016 | Directors 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. Full description at Econpapers || Download paper | |
2016 | Economic 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. Full description at Econpapers || Download paper | |
2016 | The impact of SEC investigations and accounting and auditing enforcement releases on firmsâ 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. Full description at Econpapers || Download paper | |
2016 | Group 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. Full description at Econpapers || Download paper | |
2016 | Venture 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. Full description at Econpapers || Download paper | |
2016 | Stock 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. Full description at Econpapers || Download paper | |
2016 | Voluntary 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. Full description at Econpapers || Download paper | |
2016 | A 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. Full description at Econpapers || Download paper | |
2016 | Post-IPO performance and its association with subscription cascades and issuersâ 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. Full description at Econpapers || Download paper | |
2016 | Sneaking 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. Full description at Econpapers || Download paper | |
2016 | Venture 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. Full description at Econpapers || Download paper | |
2016 | Returns 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. Full description at Econpapers || Download paper | |
2016 | Excess 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. Full description at Econpapers || Download paper | |
2016 | Analysing 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. Full description at Econpapers || Download paper | |
2016 | International 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. Full description at Econpapers || Download paper | |
2016 | Financing ?exibility: the case of outsourcing. (2016). moretto, michele ; Di Corato, Luca ; Rossini, Gianpaolo . In: Marco Fanno Working Papers. RePEc:pad:wpaper:0206. Full description at Econpapers || Download paper | |
2016 | The 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. Full description at Econpapers || Download paper | |
2016 | Stock 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. Full description at Econpapers || Download paper | |
2016 | Banking 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. Full description at Econpapers || Download paper | |
2016 | Do 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. Full description at Econpapers || Download paper | |
2016 | Asymmetric 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. Full description at Econpapers || Download paper | |
2016 | Short-horizon event study estimation with a STAR model and real contaminated events. (2016). Savva, Christos ; Andreou, Panayiotis C ; Louca, Christodoulos . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:3:d:10.1007_s11156-015-0515-3. Full description at Econpapers || Download paper | |
2016 | CAR 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. Full description at Econpapers || Download paper | |
2016 | DoddâFrank and risk in the financial services industry. (2016). Akhigbe, Aigbe ; Whyte, Ann Marie ; 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. Full description at Econpapers || Download paper | |
2016 | Does 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. Full description at Econpapers || Download paper | |
2016 | Does 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. Full description at Econpapers || Download paper | |
2016 | Identifying 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. Full description at Econpapers || Download paper | |
2016 | Steuervermeidung multinationaler Unternehmen. (2016). Michael, Overesch . In: Perspektiven der Wirtschaftspolitik. RePEc:bpj:pewipo:v:17:y:2016:i:2:p:129-143:n:6. Full description at Econpapers || Download paper | |
2016 | Tail 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. Full description at Econpapers || Download paper | |
2016 | Stock 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. Full description at Econpapers || Download paper | |
2016 | Explaining 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. Full description at Econpapers || Download paper | |
2016 | Alternative 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. Full description at Econpapers || Download paper | |
2016 | Forecasting 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. Full description at Econpapers || Download paper | |
2016 | The 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. Full description at Econpapers || Download paper | |
2016 | . Full description at Econpapers || Download paper | |
2016 | Insider 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. Full description at Econpapers || Download paper | |
2016 | The 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. Full description at Econpapers || Download paper |
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2016 | On oil-US exchange rate volatility relationships: An intraday analysis. (2016). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:329-334. Full description at Econpapers || Download paper | |
2016 | Overreaction 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. Full description at Econpapers || Download paper | |
2016 | Voluntary 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. Full description at Econpapers || Download paper | |
2016 | How does pricing affect investorsâ 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. Full description at Econpapers || Download paper | |
2016 | Market makersâ 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. Full description at Econpapers || Download paper | |
2016 | Boards of Directors in Russian Publicly Traded Companies in 1998-2014: Structure, Dynamics and Performance Effects. (2016). ÐÑÑавÑев, ÐлекÑандÑ. In: IZA Discussion Papers. RePEc:iza:izadps:dp10436. Full description at Econpapers || Download paper |
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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 ; Jammazi, Rania ; Moya, Pablo ; Ferrer, Roman ; Kr, Aviral . 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 | |
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 |
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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 effects 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 |
Year | Citing document | |
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2013 | Is 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. 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. 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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