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Review of Quantitative Finance and Accounting

Springer Nature

AJG 3ABDC B
Abstract coveragesee Methodology
Recent paperssorted by most recent
PaperYearCitations
Analysts forecasts: the secret sauce stirring up CEOs’ abnormal pay
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A graphical procedure for equity premium and stock return prediction: Monte Carlo evidence
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Market frictions, ambiguity and asset pricing: evidence from China
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Variance risk premia under volatility models
Chuan-Hsiang Han & Kai Wang
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The relation between payouts and profits over time
Henry Jarva
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Abnormal disclosure and the cost of equity capital: evidence from textual characteristics of sustainability disclosure
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Independent directors’ reputation incentives and executive pay tournaments
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The effect of dividend policy on stock price: new evidence from the Box-Cox models
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Bad Medicine: Pharmaceutical failure and the corporate control market
Omer Unsal & Reza Houston
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The impact of technology investment on financial service quality: Evidence from bank hirings
Sydney Kim
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Corporate site visit of sharers: Is it real or just a show?
Jie Yang et al.
20260 citations
Does headquarters location matter for corporate cash holding?
Yue Wang & Long Yi
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Does directors’ and officers’ liability insurance lend governance credibility? Evidence from share repurchase in Taiwan
Yi-Cheng Shih & Xuan-Qi Su
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Corruption culture and stock price synchronicity: Insights from the Chinese economy
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20260 citations
Confucian family value and corporate innovation
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XBRL tax reporting and the valuation of unrecognized tax benefits
Junnan Cui et al.
20260 citations
Signal herding and contrarianism in REITs – dissemination of stock vs fixed-income factors
Nan Liu & Yuan Zhao
20260 citations
The impact of COVID-19 pandemic news on stock market volatility: International evidence
Waël Louhichi et al.
20260 citations
Idiosyncratic volatility effect and analyst recommendations
Riya Singla et al.
20260 citations
Litigation risks, auditor tenure, and financial reporting quality
Ling Chu et al.
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