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

A theoretic analysis of extent of lender participation in a participating mortgage

Alvayay, Jaime R.; Harter, Charles; Smith, William Steven - In: Review of quantitative finance and accounting 25 (2005) 4, pp. 383-411

Persistent link: https://www.econbiz.de/10003230333

The value-relevance of derivative disclosures by commercial banks: a comprehensive study of information content under SFAS Nos. 119 and 133

Wang, Li; Alam, Pervaiz; Makar, Stephen D. - In: Review of quantitative finance and accounting 25 (2005) 4, pp. 413-427

Persistent link: https://www.econbiz.de/10003230340

Limited liability and market power

John, Teresa Anne; Senbet, Lemma W.; Sundaram, Anant K.; … - In: Review of quantitative finance and accounting 25 (2005) 3, pp. 215-231

Persistent link: https://www.econbiz.de/10003152348

Earnings predictability, bond ratings, and bond yields

Crabtree, Aaron D.; Maher, John J. - In: Review of quantitative finance and accounting 25 (2005) 3, pp. 233-253

Persistent link: https://www.econbiz.de/10003152350

A fuzzy set approach for generalized CRR model : an empirical analysis of S&P 500 index options

Lee, Cheng F.; Tzeng, Gwo-hshiung; Wang, Shin-yun - In: Review of quantitative finance and accounting 25 (2005) 3, pp. 255-275

Persistent link: https://www.econbiz.de/10003152352

Debt, diversification, and valuation

Ruland, William; Zhou, Ping - In: Review of quantitative finance and accounting 25 (2005) 3, pp. 277-291

Persistent link: https://www.econbiz.de/10003152357

Pursuing value through liquidity in IPOs : underpricing, share retention, lockup, and trading volume relationships

Zheng, Steven X.; Ogden, Joseph P.; Jen, Frank C. - In: Review of quantitative finance and accounting 25 (2005) 3, pp. 293-312

Persistent link: https://www.econbiz.de/10003152362

Earnings Predictability, Bond Ratings, and Bond Yields

Crabtree, Aaron; Maher, John - In: Review of Quantitative Finance and Accounting 25 (2005) 3, pp. 233-253

We examine the role that earnings predictability plays in establishing a firm’s cost of debt capital by measuring its influence on establishing a new issue’s bond rating. In addition, we also examine the effects of earnings predictability on the initial pricing of the firm’s debt. Using...

Persistent link: https://www.econbiz.de/10005701188

15th Annual Conference on Financial Economics and Accounting

Lee, Cheng-Few - In: Review of Quantitative Finance and Accounting 25 (2005) 1, pp. 73-83

Persistent link: https://www.econbiz.de/10005673867

A Fuzzy Set Approach for Generalized CRR Model: An Empirical Analysis of S&P 500 Index Options

Lee, Cheng Few; Tzeng, Gwo-Hshiung; Wang, Shin-Yun - In: Review of quantitative finance and accounting 25 (2005) 3, pp. 255-276

Persistent link: https://www.econbiz.de/10007779791