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Review of Quantitative Finance and Accounting

Issue 1/2023

Content (12 Articles)

Open Access Original Research

Fundamentals, real-time uncertainty and CDS index spreads

Alena Audzeyeva, Xu Wang

Original Research

The impact of clawback provisions on executive cash compensation

Hanni Liu, Harrison Liu, Jennifer Yin

Original Research

Board diversity and corporate innovation

I-Ju Chen, Wei Chih Lin, Huai-Chun Lo, Sheng-Syan Chen

Original Research

Nowcasting bitcoin’s crash risk with order imbalance

Dimitrios Koutmos, Wang Chun Wei

Open Access Original Research

Auctions of failed banks: an analysis of losing bidders

Tim M. Zhou

Open Access Original Research

An impact investment strategy

Kumari Juddoo, Issam Malki, Sudha Mathew, Sheeja Sivaprasad

Original Research

Hedging performance of volatility index futures: a partial cointegration approach

Hsiu-Chuan Lee, Donald Lien, Her-Jiun Sheu

Original Research

Robust risk choice under high-water mark contract

Congming Mu, Jingzhou Yan, Jinqiang Yang

Original Research

A comparison of multi-factor term structure models for interbank rates

Frank J. Fabozzi, Francesco A. Fabozzi, Diana Tunaru

Current Publications