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Testing index-based models in UK stock returns
Davies, J. R.; Fletcher, Jonathan; Marshall, Andrew P. - In: Review of quantitative finance and accounting 45 (2015) 2, pp. 337-362
Persistent link: https://www.econbiz.de/10011333109
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Testing for income smoothing using backing out method : a review of specification issues
Lim, Steve C.; Lustgarten, Steven - In: Review of quantitative finance and accounting 19 (2002) 3, pp. 273-290
Persistent link: https://www.econbiz.de/10001722050
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A new measure of model misspecification with the no-arbitrage constraint : extending the second Hansen-Jagannathan distance
Xu, Yuewu - In: Review of quantitative finance and accounting 56 (2021) 3, pp. 917-938
Persistent link: https://www.econbiz.de/10012498599
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A nonlinear inversion procedure for modeling the effects of economic factors on credit risk migration
Stokes, Jeffrey R. - In: Review of quantitative finance and accounting 61 (2023) 3, pp. 855-878
Persistent link: https://www.econbiz.de/10014342115
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Operating asymmetries and non-linear spline correction in discretionary accrual models
Banker, Rajiv D.; Byzalov, Dmitri; Fang, Shunlan; Jin, … - In: Review of quantitative finance and accounting 54 (2020) 3, pp. 803-850
Persistent link: https://www.econbiz.de/10012233096
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Model and estimation risk in credit risk stress tests
Grundke, Peter; Pliszka, Kamil; Tuchscherer, Michael - In: Review of quantitative finance and accounting 55 (2020) 1, pp. 163-199
Persistent link: https://www.econbiz.de/10012233223
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Are candlestick technical trading strategies profitable in the Japanese equity market?
Marshall, Ben R.; Young, Martin R.; Cahan, Rochester H. - In: Review of quantitative finance and accounting 31 (2008) 2, pp. 191-207
Persistent link: https://www.econbiz.de/10003727922
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Expected earnings growth and portfolio performance
Best, Ronald W.; Hodges, Charles W.; Yoder, James A. - In: Review of quantitative finance and accounting 26 (2006) 4, pp. 431-437
Persistent link: https://www.econbiz.de/10003322950
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Macroeconomic variables and the E/P ratio : is inflation really positively associated with the E/P ratio?
Jain, Prem C.; Rosett, Joshua G. - In: Review of quantitative finance and accounting 27 (2006) 1, pp. 5-26
Persistent link: https://www.econbiz.de/10003344289
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Testing of nonstationary cycles in financial time series data
DePeña, Francisco Javier; Gil-Alaña, Luis A. - In: Review of quantitative finance and accounting 27 (2006) 1, pp. 47-65
Persistent link: https://www.econbiz.de/10003344302