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

Sequential Parameter Nonstationarity in Stock Market Returns

Kim, Dongcheol; Kon, Stanley J. - In: Review of quantitative finance and accounting 6 (1996) 2, pp. 103-132

Persistent link: https://www.econbiz.de/10007208269

Perceptions of Postretirement Benefit Obligations by Bond Rating Analysts

Maher, John J. - In: Review of quantitative finance and accounting 6 (1996) 1, pp. 79

Persistent link: https://www.econbiz.de/10007208366

On the Robustness of the Results of Adoption Date Choice Studies: The Case of the Pension Accounting

Espahbodi, Reza; Hamer, Michelle M. - In: Review of quantitative finance and accounting 6 (1996) 1, pp. 63-78

Persistent link: https://www.econbiz.de/10007208367

Utility Maximizing Portfolio Insurance Strategies when Hedgers Consider the Impact of Their Trading on Security Prices

Ramanlal, Pradipkumar; Mann, Steven V. - In: Review of quantitative finance and accounting 6 (1996) 1, pp. 47-62

Persistent link: https://www.econbiz.de/10007208368

Testing the Unbiasedness Hypothesis of Foreign Exchange Rates and the Analysis of Transformations

Okunade, Albert A.; Haryanto, H.; Means Jr, Dwight B. - In: Review of quantitative finance and accounting 6 (1996) 1, pp. 39-46

Persistent link: https://www.econbiz.de/10007208369

Bid-Ask Bounce and Spreads in the Foreign Exchange Futures Market

Chu, Quentin C.; Ding, David K.; Pyun, C.S. - In: Review of quantitative finance and accounting 6 (1996) 1, pp. 19-38

Persistent link: https://www.econbiz.de/10007208370

Dynamic Analysis of Stock Return Volatility in an Integrated International Capital Market

Chiang, Thomas C.; Chiang, Jeanette Jin - In: Review of quantitative finance and accounting 6 (1996) 1, pp. 5-18

Persistent link: https://www.econbiz.de/10007208371

Sampling Distribution of the Relative Risk Aversion Estimator: Theory and Applications.

Karson, Marvin J; Cheng, David C; Lee, Cheng F - In: Review of Quantitative Finance and Accounting 5 (1995) 1, pp. 43-54

Persistent link: https://www.econbiz.de/10005542116

Theory of the Dominant Firm: A Capital Market Test.

Schoderbek, Michael P - In: Review of Quantitative Finance and Accounting 5 (1995) 3, pp. 253-70

This study provides a test of dominant firm theory by examining earnings-induced information transfer within industries that have a dominant firm. Based on the economic asymmetries between dominant and fringe firms, it is posited that the earnings announcements of dominant firms will act as an...

Persistent link: https://www.econbiz.de/10005542160

Microstructure and Reverse Stock Splits.

Hwang, Chuan Yang - In: Review of Quantitative Finance and Accounting 5 (1995) 2, pp. 169-77

Persistent link: https://www.econbiz.de/10005808773