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Review of Quantitative Finance and Accounting

Issue 2/2015

Content (8 Articles)

Original Research

Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy?

Ana-Maria Fuertes, Elena Kalotychou, Natasa Todorovic

Original Research

The stock market valuation of intellectual capital in the IT industry

Hung-Chao Yu, Wen-Ying Wang, Chingfu Chang

Original Research

Testing index-based models in U.K. stock returns

J. Richard Davies, Jonathan Fletcher, Andrew Marshall

Original Research

Pricing under noisy signaling

David Feldman, Charles Trzcinka, Russell S. Winer