Works matching IS 0924865X AND DT 2018 AND VI 50 AND IP 3
Results: 10
Recap of the 28th annual conference on financial economics and accounting, November 10-11, 2017.
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- Review of Quantitative Finance & Accounting, 2018, v. 50, n. 3, p. 933, doi. 10.1007/s11156-018-0704-y
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Data analytic approach for manipulation detection in stock market.
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- Review of Quantitative Finance & Accounting, 2018, v. 50, n. 3, p. 897, doi. 10.1007/s11156-017-0650-0
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The dispersion anomaly and analyst recommendations.
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- Review of Quantitative Finance & Accounting, 2018, v. 50, n. 3, p. 861, doi. 10.1007/s11156-017-0649-6
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Disposition effect and analyst forecast dispersion.
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- Review of Quantitative Finance & Accounting, 2018, v. 50, n. 3, p. 837, doi. 10.1007/s11156-017-0648-7
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Time-varying managerial overconfidence and pecking order preference.
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- Review of Quantitative Finance & Accounting, 2018, v. 50, n. 3, p. 799, doi. 10.1007/s11156-017-0647-8
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The pricing of common exchange rate factors in the U.S. equity market.
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- Review of Quantitative Finance & Accounting, 2018, v. 50, n. 3, p. 775, doi. 10.1007/s11156-017-0646-9
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Stock price informativeness on the sensitivity of strategic M&A investment to Q.
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- Review of Quantitative Finance & Accounting, 2018, v. 50, n. 3, p. 745, doi. 10.1007/s11156-017-0645-x
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Analyst recommendations and the implied cost of equity.
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- Review of Quantitative Finance & Accounting, 2018, v. 50, n. 3, p. 717, doi. 10.1007/s11156-017-0644-y
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Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias.
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- Review of Quantitative Finance & Accounting, 2018, v. 50, n. 3, p. 695, doi. 10.1007/s11156-017-0643-z
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Financial statements based bank risk aggregation.
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- Review of Quantitative Finance & Accounting, 2018, v. 50, n. 3, p. 673, doi. 10.1007/s11156-017-0642-0
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- Article