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Review of Quantitative Finance and Accounting

Ausgabe 2/2012

Inhalt (6 Artikel)

Original Research

Effects of tax reform on drop-off ratios and on the ex-dividend and ex-right prices

Jack Clark Francis, Tsing Zai C. Wu, Nan-Ting Kuo

Original Research

Capital investment and momentum strategies

Guohua Jiang, Donglin Li, Gang Li

Original Research

Analytical bounds for Treasury bond futures prices

Ren-Raw Chen, Shih-Kuo Yeh

Original Research

Experience, information asymmetry, and rational forecast bias

April Knill, Kristina Minnick, Ali Nejadmalayeri