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Review of Quantitative Finance and Accounting

Ausgabe 1/2017

Inhalt (10 Artikel)

Original Research

The economic significance of CDS price discovery

Vincent Xiang, Michael T. Chng, Victor Fang

Original Research

Management of flow risk in mutual funds

Martin Rohleder, Dominik Schulte, Marco Wilkens

Original Research

The return premiums to accruals quality

Sati P. Bandyopadhyay, Alan Guoming Huang, Kevin Jialin Sun, Tony S. Wirjanto

Original Research

Credit spreads and investment opportunities

Tao Shen

Original Research

Jumping over a low hurdle: personal pension fund performance

Anastasia Petraki, Anna Zalewska

Original Research

Has momentum lost its momentum?

Debarati Bhattacharya, Wei-Hsien Li, Gokhan Sonaer

Original Research

Setting the futures margin with price limits: the case for single-stock futures

Chen-Yu Chen, Jian-Hsin Chou, Hung-Gay Fung, Yiuman Tse

Original Research

An analysis of working capital efficiency and shareholder return

Greg Filbeck, Xin Zhao, Ryan Knoll