Found: 10
Select item for more details and to access through your institution.
A macroeconomic reverse stress test.
- Published in:
- Review of Quantitative Finance & Accounting, 2018, v. 50, n. 4, p. 1093, doi. 10.1007/s11156-017-0655-8
- By:
- Publication type:
- Article
Accounting based valuation: a simultaneous equations model for forecasting earnings to proxy for ‘other information’.
- Published in:
- Review of Quantitative Finance & Accounting, 2018, v. 50, n. 4, p. 1057, doi. 10.1007/s11156-017-0654-9
- By:
- Publication type:
- Article
Does the major market influence transfer? Alternative effect on Asian stock markets.
- Published in:
- Review of Quantitative Finance & Accounting, 2018, v. 50, n. 4, p. 1169, doi. 10.1007/s11156-017-0658-5
- By:
- Publication type:
- Article
The impact of intangibles on firms’ financial and market performance: UK evidence.
- Published in:
- Review of Quantitative Finance & Accounting, 2018, v. 50, n. 4, p. 1147, doi. 10.1007/s11156-017-0657-6
- By:
- Publication type:
- Article
Leading the herd: evidence from mutual funds’ buy and sell decisions.
- Published in:
- Review of Quantitative Finance & Accounting, 2018, v. 50, n. 4, p. 1131, doi. 10.1007/s11156-017-0656-7
- By:
- Publication type:
- Article
The market for private student loans: an analysis of credit union exposure, risk, and returns.
- Published in:
- Review of Quantitative Finance & Accounting, 2018, v. 50, n. 4, p. 1227, doi. 10.1007/s11156-017-0660-y
- By:
- Publication type:
- Article
Real activities manipulation and firm valuation.
- Published in:
- Review of Quantitative Finance & Accounting, 2018, v. 50, n. 4, p. 1201, doi. 10.1007/s11156-017-0659-4
- By:
- Publication type:
- Article
Do investors find carbon information useful? Evidence from Italian firms.
- Published in:
- Review of Quantitative Finance & Accounting, 2018, v. 50, n. 4, p. 1031, doi. 10.1007/s11156-017-0653-x
- By:
- Publication type:
- Article
The timing of new corporate debt issues and the risk-return tradeoff.
- Published in:
- Review of Quantitative Finance & Accounting, 2018, v. 50, n. 4, p. 943, doi. 10.1007/s11156-017-0651-z
- By:
- Publication type:
- Article
How accurate are modern Value-at-Risk estimators derived from extreme value theory?
- Published in:
- Review of Quantitative Finance & Accounting, 2018, v. 50, n. 4, p. 979, doi. 10.1007/s11156-017-0652-y
- By:
- Publication type:
- Article