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Review of Quantitative Finance and Accounting

Ausgabe 2/2006

Inhalt (5 Artikel)

Effect of the Actual Size Rule Under Market Stress

David C. Porter, Yusif Simaan, Daniel G. Weaver, David K. Whitcomb

Analyst Earnings Forecasts for Publicly Traded Insurance Companies

Dennis K. K. Fan, Raymond W. So, Jason J. Yeh

Mean Reversion of Short-Horizon Stock Returns: Asymmetry Property

Kiseok Nam, Sei-Wan Kim, Augustine. C. Arize