Search Results - isPartOf:"Review of Quantitative Finance and Accounting"

Do core and non-core cash flows from operations persist differentially in predicting future cash flows?

Cheng, C.S.Agnes; Hollie, Dana - In: Review of quantitative finance and accounting 31 (2008) 1, pp. 29-54

Persistent link: https://www.econbiz.de/10007990108

Value creation with Dye’s disclosure option: optimal risk-shielding with an upper tailed disclosure strategy

Ostaszewski, Adam J.; Gietzmann, Miles B. - In: Review of quantitative finance and accounting 31 (2008) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10007990109

The persistence of earnings per share

Gil-Alana, Luis A.; Peláez, Rolando F. - In: Review of quantitative finance and accounting 31 (2008) 4, pp. 425

Persistent link: https://www.econbiz.de/10008136514

Specification analysis of corporate equity financing decision: a conditional residual approach

Wu, Yilin; Cheng-Few, Lee - In: Review of quantitative finance and accounting 31 (2008) 4, pp. 395-424

Persistent link: https://www.econbiz.de/10008136515

Liquidity commonality and spillover in the US and Japanese markets: an intraday analysis using exchange-traded funds

Datar, Vinay; So, Raymond W.; Tse, Yiuman - In: Review of quantitative finance and accounting 31 (2008) 4, pp. 379-394

Persistent link: https://www.econbiz.de/10008136516

A multi-factor Markovian HJM model for pricing American interest rate derivatives

Kramin, Marat V.; Nandi, Saikat; Shulman, Alexander L. - In: Review of quantitative finance and accounting 31 (2008) 4, pp. 359-378

Persistent link: https://www.econbiz.de/10008136517

Residual income, value-relevant information and equity valuation: a simultaneous equations approach

Tsay, Ruey S.; Lin, Yi-Mien; Wang, Hsiao-Wen - In: Review of quantitative finance and accounting 31 (2008) 4, pp. 331-358

Persistent link: https://www.econbiz.de/10008136518

Pricing futures on geometric indexes: A discrete time approach

Harel, Arie; Harpaz, Giora; Francis, Jack - In: Review of Quantitative Finance and Accounting 28 (2007) 3, pp. 227-240

Several futures contracts are written against an underlying asset that is a geometric, rather than arithmetic, index. These contracts include: the US Dollar Index futures, the CRB-17 futures, and the Value Line geometric index futures. Due to the geometric averaging, the standard cost-of-carry...

Persistent link: https://www.econbiz.de/10005542110

Value relevance of value-at-risk disclosure

Lim, Chee; Tan, Patricia - In: Review of Quantitative Finance and Accounting 29 (2007) 4, pp. 353-370

Persistent link: https://www.econbiz.de/10005542118

A robust VaR model under different time periods and weighting schemes

Angelidis, Timotheos; Benos, Alexandros; Degiannakis, … - In: Review of Quantitative Finance and Accounting 28 (2007) 2, pp. 187-201

This paper analyses several volatility models by examining their ability to forecast Value-at-Risk (VaR) for two different time periods and two capitalization weighting schemes. Specifically, VaR is calculated for large and small capitalization stocks, based on Dow Jones (DJ) Euro Stoxx indices...

Persistent link: https://www.econbiz.de/10005542124