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Response by the financial reporting policy committee of the financial accounting and reporting section of the American accounting association to the FASB Invitation to comment on i...

Clor-Proell, Shana M.; Brown, Nerissa C.; Stubben, … - In: Accounting horizons : a quarterly publication of the … 36 (2022) 3, pp. 1-19

Persistent link: https://www.econbiz.de/10013419442

Changes in the value relevance of goodwill accounting following the adoption of IFRS 3

Hamberg, Mattias; Beisland, Leif Atle - In: Journal of international accounting auditing & taxation 23 (2014) 2, pp. 59-73

Persistent link: https://www.econbiz.de/10010439625

Value relevance and market valuation of assets measured using IFRS and US GAAP in the US equity market

Cipriano, Michael C.; Cole, Elizabeth T.; Briggs, John - In: International journal of accounting and information … 30 (2022) 1, pp. 95-114

Persistent link: https://www.econbiz.de/10012886081

Regime change in the accounting for goodwill : goodwill write-offs and the value relevance of older goodwill

Bepari, Md Khokan; Mollik, Abu Taher - In: International journal of accounting and information … 25 (2017) 1, pp. 43-69

Persistent link: https://www.econbiz.de/10011697062

Value-at-risk and expected shortfall when there is long range dependence

Härdle, Wolfgang (contributor); Mungo, Julius (contributor) - 2008

-term contracts. On the other hand, recent focus is on whether long memory can affect the measurement of market risk in the context of … portfolio (Bayer, Siemens and Volkswagen). Classical V aR estimation methodology such as exponential moving average (EMA) as …

Persistent link: https://www.econbiz.de/10003636008

Modeling asset returns : a comparison of theoretical and empirical models

Lüders, Erik (contributor); Schröder, Michael (contributor) - 2004 - Rev. version

large economies, USA, United Kingdom, Germany, France and Japan. The empirical results show that although the pure NGARCH … model performs well, the estimation for the German stock index could be significantly improved by an extension which follows …

Persistent link: https://www.econbiz.de/10003670896

The Monday effect revisited : an alternative testing approach

Alt, Raimund; Fortin, Ines; Weinberger, Simon - In: Journal of empirical finance 18 (2011) 3, pp. 447-460

Persistent link: https://www.econbiz.de/10009302091

Dependencies between European stock markets when price changes are unusually large

Schich, Sebastian T. - 2002

data on stock market indices for Germany, the United Kingdom, France, the Netherlands and Italy from 1973 to 2001 … grosser Kursschwankungen anhand von täglichen Daten der Aktienmarktindices für Deutschland, Großbitannien, Frankreich, die …

Persistent link: https://www.econbiz.de/10011431447

The day-of-the-week effect revisited : an alternative testing approach

Alt, Raimund; Fortin, Ines; Weinberger, Simon - 2002

This paper questions traditional approaches for testing the day-of-the-week effect on stock returns. We propose an alternative approach based on the closure test principle introduced by Marcus, Peritz and Gabriel (1976), which has become very popular in Biometrics and Medical Statistics. We test...

Persistent link: https://www.econbiz.de/10009725480

Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model

Liu, Hsiang-hsi - In: Economic modelling 29 (2012) 6, pp. 2724-2733

Persistent link: https://www.econbiz.de/10009673617

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