Prediction of Payment Default: A Search for Financial and Non-financial Predictors Using Two-way Effects Lähettänyt globaladmin Ti, 15.01.2008 - 07.33 Lue lisää Prediction of Payment Default: A Search for Financial and Non-financial Predictors Using Two-way Effects
Explaining Management Accounting Change: Evidence from Finland Lähettänyt globaladmin Ti, 15.01.2008 - 07.15 Lue lisää Explaining Management Accounting Change: Evidence from Finland
Cox Regression in Payment Default Prediction: Evidence from Finland Lähettänyt globaladmin Ti, 15.01.2008 - 07.11 Lue lisää Cox Regression in Payment Default Prediction: Evidence from Finland
Do the US macroeconomic news announcements explain turn-of-the-month and intramonth anomalies on European stock markets? Lähettänyt globaladmin Pe, 11.01.2008 - 10.38 Lue lisää Do the US macroeconomic news announcements explain turn-of-the-month and intramonth anomalies on European stock markets?
Empirical evidence on the relationship between qualified audit reports and stock prices. Lähettänyt globaladmin Ke, 09.01.2008 - 07.13 Lue lisää Empirical evidence on the relationship between qualified audit reports and stock prices.
Importance of the US macroeconomic news information on the Finnish stock market Lähettänyt globaladmin To, 20.12.2007 - 10.41 Lue lisää Importance of the US macroeconomic news information on the Finnish stock market
Essays on Macroeconomic News Announcements and Option-Implied Information Lähettänyt globaladmin To, 20.12.2007 - 10.35 Lue lisää Essays on Macroeconomic News Announcements and Option-Implied Information
The weekend effect on implied volatility in option valuation Lähettänyt globaladmin To, 20.12.2007 - 09.30 Lue lisää The weekend effect on implied volatility in option valuation
Two-point problem of the rate of change Lähettänyt globaladmin To, 20.12.2007 - 09.09 Lue lisää Two-point problem of the rate of change
Economic expectations and implied interest rate distributions Lähettänyt globaladmin Ti, 04.09.2007 - 14.09 Lue lisää Economic expectations and implied interest rate distributions