haku: @journal_id 800 / yhteensä: 148
viitteet: 38-47 / 148
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 otsikkovuositekijä
38.
Use of Fuller's technique to reduce measurement error in the returns/earning association
Review of Quantitative Finance and Accounting
2000 : MAY, VOL. 14:3, p. 219-246
 2000 Machuga, S.
39.
The role of transfer price for coordination and control within a firm
Review of Quantitative Finance and Accounting
2000 : MAR, VOL. 14:2, p. 161-192
 2000 Balachandran, K.R.
Ronen, J.
Sungsoo, Y.
40.
Return volatility, trading imbalance and the information content of volume
Review of Quantitative Finance and Accounting
2000 : MAR, VOL. 14:2, p. 131-153
 2000 Wu, C.
Xu, X.E.
41.
Rationality of stock splits: The target-price habit hypothesis
Review of Quantitative Finance and Accounting
2000 : JAN, VOL. 14:1, p. 67-84
 2000 So, R. W.
Tse, Y.
42.
An empirical analysis of quoted depths of NYSE and Amex stocks
Review of Quantitative Finance and Accounting
2000 : JAN, VOL. 14:1, p. 85-102
 2000 Charoenwong, C.
Chung, K. H.
43.
Detecting abnormal bid-ask spread: A comparison of event study methods
Review of Quantitative Finance and Accounting
2000 : JAN, VOL. 14:1, p. 45-65
 2000 Affleck-Graves, J.
Callahan, C. M.
Ramanan, R.
44.
U.S. banking sector risk in an era of regulatory change: A bivariate GARCH approach
Review of Quantitative Finance and Accounting
2000 : JAN, VOL. 14:1, p. 17-43
 2000
45.
Asset liquidity, moral hazard, and bank loan rescheduling
Review of quantitative finance and accounting
1999 : NOV, VOL. 13:3, p. 227-247
 1999 Anderson, M. H.
46.
Review of categorical models for classification issues in accounting and finance
Review of Quantitative Finance and Accounting
1999 : JUL, VOL. 13:1, p. 39-62
 1999 Barniv, R.
McDonald, J. B.
47.
Liquidity trading in market microstructure theory
Review of Quantitative Finance and Accounting
1999 : JUL, VOL. 13:1, p. 29-38
 1999 Ramanlal, P.
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