haku: @journal_id 800 / yhteensä: 148
viitteet: 45-54 / 148
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 otsikkovuositekijä
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.
48.
The determination of the seniority structure of debt: theory and evidence
Review of Quantitative Finance and Accounting
1999 : JUL, VOL. 13:1, p. 5-28
 1999 Chen, S.-S.
49.
Microstructure of firmsÂ’ disclosure
Review of Quantitative Finance and Accounting
1999 : DEC, VOL. 13:4, p. 367-391
 1999 Tzur, J.
Yaari, V. (L.)
50.
The ex post performance of four portfolio selection algorithms
Review of Quantitative Finance and Accounting
1999 : DEC, VOL. 13:4, p. 347-366
 1999 Frankfurter, G. M.
Phillips, H. E.
Faulk, G.
51.
Predicting corporate financial distress: A time-series CUSUM methodology
Review of Quantitative Finance and Accounting
1999 : DEC, VOL. 13:4, p. 323-345
 1999 Kahya, E.
Theodossiou, P.
52.
An analysis of joint effects of investment opportunity set, free cash flows and size on corporate debt policy
Review of Quantitative Finance and Accounting
1999 : JUN, VOL. 12:4, p. 371-381
 1999 Jaggi, B.
Gul, F. A.
53.
On the nonlinear specifications of the short-term interest rate behavior: Evidence from euro-currency markets
Review of Quantitative Finance and Accounting
1999 : JUN, VOL. 12:4, p. 351-370
 1999 Chiang, T. C.
Chiang, J. J.
54.
Simulation of controlled financial statements
Review of Quantitative Finance and Accounting
1999 : SEP, VOL. 13:2, p. 189-207
 1999 Leitch, R. A.
Chen, Y.
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