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Zeitschrift

Review of Quantitative Finance and Accounting

Review of Quantitative Finance and Accounting 2/2018

Ausgabe 2/2018

Inhaltsverzeichnis ( 10 Artikel )

25.09.2017 | Original Research | Ausgabe 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 | Ausgabe 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 | Ausgabe 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 | Ausgabe 2/2018

Oil shocks, policy uncertainty and earnings surprises

Wensheng Kang, Jing Wang

14.10.2017 | Original Research | Ausgabe 2/2018

Determinants of analysts’ revenue forecast accuracy

Tanja Lorenz, Carsten Homburg

16.10.2017 | Original Research | Ausgabe 2/2018

Stock market return predictability: Does network topology matter?

Harnchai Eng-Uthaiwat

17.10.2017 | Original Research | Ausgabe 2/2018

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

Chen Su

31.10.2017 | Original Research | Ausgabe 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 | Ausgabe 2/2018

Odd lot trading and earnings announcements

Hardy Johnson, Ansley Chua, Tianming Zhang

07.11.2017 | Original Research | Ausgabe 2/2018

Corporate goodness and profit warnings

Ajit Dayanandan, Han Donker, John Nofsinger

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