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Review of Quantitative Finance and Accounting

Review of Quantitative Finance and Accounting OnlineFirst articles

15.06.2018 | Original Research

Average pay in banks: do agency problems and bank performance matter?

We study the determinants of average pay across all levels of staff seniority for UK banks between 2003 and 2012. We show that pay is affected by agency problems but not by bank operating performance. Average pay does not depend on accounting …

14.06.2018 | Original Research

A Markov decision model for consumer term-loan collections

We examine how to efficiently schedule collection actions for consumer term-loan accounts over time using a Markov decision model. A consumer loan account at each age can be classified into different account states, including current, delinquent …

14.06.2018 | Original Research

Security price formation and informed trading with constrained short selling

Short sale orders account for a substantial portion of trading volume in recent years. This paper develops a sequential trade model with constrained short selling to derive the effect on prices when the market maker can observe short selling in …

05.06.2018 | Original Research

A new measure of firm-group accounting closeness

In this study we develop a new measure of firm-group accounting similarity which captures co-movement in accounting fundamentals over time. We calculate the mean of (1) the average pair-wise correlation between earnings and cash flows for a group …

05.06.2018 | Original Research

The Credit Default Swap market contagion during recent crises: international evidence

This paper analyzes Credit Default Swap spread dynamics to determine whether the sovereign Credit Default Swap market is subject to contagion effects. Analysis is performed on credit spreads data from 35 worldwide countries belonging to four …

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Über diese Zeitschrift

Review of Quantitative Finance and Accounting deals with research involving the interaction of finance with accounting, economics and quantitative methods, focused on finance and accounting.

The papers published present useful theoretical and methodological results with the support of interesting empirical applications. Purely theoretical and methodological research with the potential for important applications is also published. Besides the traditional high-quality, theoretical and empirical research in finance, the journal also publishes papers dealing with interdisciplinary topics including:
Financial accounting which uses financial and economic theory and/or methodology;
Managerial accounting and auditing which use financial and economic theory and/or methodology to deal with internal accounting data and decision making;
Macro-economics which uses finance theory and/or methodology to analyze fiscal and/or monetary policies;
Managerial economics which uses financial theory and/or methodology to analyze the decisions of a firm.

Officially cited as: Rev Quant Finance Account

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Blockchain-Effekte im Banking und im Wealth Management

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