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Review of Quantitative Finance and Accounting

Review of Quantitative Finance and Accounting 2/2018

Issue 2/2018

Table of Contents ( 10 Articles )

25-09-2017 | Original Research | Issue 2/2018

The impact of executive inside debt on sell-side financial analyst forecast characteristics

Avishek Bhandari, Babak Mammadov, Maya Thevenot

20-09-2017 | Original Research | Issue 2/2018

Is gold a hedge against inflation? A wavelet time-scale perspective

Thomas Conlon, Brian M. Lucey, Gazi Salah Uddin

30-09-2017 | Original Research | Issue 2/2018

A rational asymmetric reaction to news: evidence from English football clubs

Jason P. Berkowitz, Craig A. Depken II

11-10-2017 | Original Research | Issue 2/2018

Oil shocks, policy uncertainty and earnings surprises

Wensheng Kang, Jing Wang

14-10-2017 | Original Research | Issue 2/2018

Determinants of analysts’ revenue forecast accuracy

Tanja Lorenz, Carsten Homburg

16-10-2017 | Original Research | Issue 2/2018

Stock market return predictability: Does network topology matter?

Harnchai Eng-Uthaiwat

17-10-2017 | Original Research | Issue 2/2018

The efficiency of IPO issuing mechanisms and market conditions: evidence in China

Chen Su

31-10-2017 | Original Research | Issue 2/2018

The impact of cost allocation errors on price and product-mix decisions

C. Homburg, Julia Nasev, Philipp Plank

27-10-2017 | Original Research | Issue 2/2018

Odd lot trading and earnings announcements

Hardy Johnson, Ansley Chua, Tianming Zhang

07-11-2017 | Original Research | Issue 2/2018

Corporate goodness and profit warnings

Ajit Dayanandan, Han Donker, John Nofsinger

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