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

Copula-based factor model for credit risk analysis

Lu, Meng-Jou; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang - In: Review of quantitative finance and accounting 49 (2017) 4, pp. 949-971

Persistent link: https://www.econbiz.de/10011797579

Investigating the valuation effects of reverse takeovers : evidence from Europe

Dasilas, Apostolos; Grose, Chris; Talias, Michael A. - In: Review of quantitative finance and accounting 49 (2017) 4, pp. 973-1004

Persistent link: https://www.econbiz.de/10011797582

CEO ability heterogeneity, board's recruiting ability and credit risk

Chen, Tsung-Kang; Liao, Hsien-hsing; Chen, Wen-Hsuan - In: Review of quantitative finance and accounting 49 (2017) 4, pp. 1005-1039

Persistent link: https://www.econbiz.de/10011797586

Value creation and the probability of success in merger and acquisition transactions

Alhenawi, Yasser; Stilwell, Martha - In: Review of quantitative finance and accounting 49 (2017) 4, pp. 1041-1085

Persistent link: https://www.econbiz.de/10011797589

What's in the news? : the ambiguity of the information content of index reconstitutions in Germany

Basse Mama, Houdou; Mueller, Stefan; Pape, Ulrich - In: Review of quantitative finance and accounting 49 (2017) 4, pp. 1087-1119

Persistent link: https://www.econbiz.de/10011797595

A geometric treatment of time-varying volatilities

Han, Chulwoo; Park, Frank C.; Kang, Jangkoo - In: Review of quantitative finance and accounting 49 (2017) 4, pp. 1121-1141

Persistent link: https://www.econbiz.de/10011797596

Earnings quality and the heterogeneous relation between earnings and stock returns

Isidro, Helena; Dias, José G. - In: Review of quantitative finance and accounting 49 (2017) 4, pp. 1143-1165

Persistent link: https://www.econbiz.de/10011797598

Order cancellations across investor groups: evidence from an emerging order-driven market

Chiao, Chaoshin; Wang, Zi-May; Tong, Shiau-Yuan - In: Review of quantitative finance and accounting 49 (2017) 4, pp. 1167-1193

Persistent link: https://www.econbiz.de/10011797601

Inter-Market Competition for NYSE-Listed Securities under Decimals

Goldstein, Michael A. - 2011

Blume and Goldstein [Journal of Finance 52, 1997, 221-244] suggest that quote competition between trading venues may diminish following tick size reductions. We test this suggestion by studying the competitive landscape in the NYSE-listed stocks before and after decimalization. We find that NBBO...

Persistent link: https://www.econbiz.de/10012714446

Pricing currency options under double exponential jump diffusion in a Markov-modulated HJM economy

Chiang, Mi-Hsiu; Li, Chang-Yi; Chen, Son-nan - In: Review of quantitative finance and accounting 46 (2016) 3, pp. 459-482

Persistent link: https://www.econbiz.de/10011595469

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