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1.
Improving the Precision of Analysts' Earnings Forecasts by Adjusting for Predictable Bias
Review of Quantitative Finance and Accounting
2001 : JUL, VOL. 17:1, p. 81-98
 2001 Han, B. H.
Manry, D.
Shaw, W.
2.
An Empirical Examination of the Pricing of Seasoned Equity Offerings: A Test of the Signaling Hypothesis
Review of Quantitative Finance and Accounting
2001 : JUL, VOL. 17:1, p. 63-80
 2001 Karim, K. E.
3.
Economic Consequences of the Cancellation of Inner Reserves for Hong Kong Banks
Review of Quantitative Finance and Accounting
2001 : JUL, VOL. 17:1, p. 45-62
 2001 Leung, S.
Zhao, R.
4.
Portfolio Returns, Market Volatility, and Seasonality
Review of Quantitative Finance and Accounting
2001 : JUL, VOL. 17:1, p. 27-44
 2001 Chen, C.
Zhou, Z.-G.
5.
Stock Market Volatility and Economic Factors
Review of Quantitative Finance and Accounting
2001 : JUL, VOL. 17:1, p. 5-26
 2001 Binder, J. J.
Merges, M. J.
6.
Hedging Multiperiod Forward Commitments: The Case of Period-by-Period Quantity Uncertainty
Review of Quantitative Finance and Accounting
2001 : MAR, VOL. 16:2, p. 171-181
 2001 Lien, D.
Shaffer, D. R.
7.
Comparative Performance of Chinese Commercial Banks: Analysis, Findings and Policy Implications
Review of Quantitative Finance and Accounting
2001 : MAR, VOL. 16:2, p. 149-170
 2001 Li, S.
8.
Determinants of the Dollar Value of Default Risk: A Put Option Perspective
Review of Quantitative Finance and Accounting
2001 : MAR, VOL. 16:2, p. 131-148
 2001 Chu, Q. C.
Lin, Y.-Y.
9.
An Examination of Alternative Factor Models in UK Stock Returns
Review of Quantitative Finance and Accounting
2001 : MAR, VOL. 16:2, p. 117-130
 2001 Fletcher, J.
10.
The Relationship Between REITs Returns and Inflation: A Vector Error Correction Approach
Review of Quantitative Finance and Accounting
2001 : MAR, VOL. 16:2, p. 103-116
 2001 Lu, C.
So, R. W.
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