Research classified by Journal of Economic Literature (JEL) codes

2008

• Degiannakis, Stavros & Xekalaki, Evdokia, 2008, "SPEC Model Selection Algorithm for ARCH Models: an Options Pricing Evaluation Framework," MPRA Paper, University Library of Munich, Germany, number 96321.
• Philippe Mueller & Mikhail Chernov, 2008, "The Term Structure of Inflation Expectations," 2008 Meeting Papers, Society for Economic Dynamics, number 346.
• Dean Fantazzini, 2008, "An Econometric Analysis of Financial Data in Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 10, issue 2, pages 91-137.
• Dean Fantazzini, 2008, "Credit Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 12, issue 4, pages 84-137.
• Vasco Salazar Soares, 2008, "Technical Analysis and Nonlinear Dynamics," Working Papers, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE), number 5/2008, Feb.
• Boris Groysberg & Paul Healy & Yang Gui, 2008, "Can research committees add value for investors. An analysis of Lehman Brothers Ten Uncommon Values recommendations," Journal of Financial Transformation, Capco Institute, volume 24, pages 123-130.
• Tullio Jappelli & Marco Pagano, 2008, "Financial Market Integration Under EMU," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 197, Apr.
• Stavros Degiannakis & Evdokia Xekalaki, 2008, "SPEC model selection algorithm for ARCH models: an options pricing evaluation framework," Applied Financial Economics Letters, Taylor & Francis Journals, volume 4, issue 6, pages 419-423, DOI: 10.1080/17446540701765258.
• Geoffrey Poitras & John Heaney, 2008, ""How Is The Stock Market Doing?" Using Absence Of Arbitrage To Measure Stock Market Performance," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 01, pages 1-27, DOI: 10.1142/S2010495208500012.
• Blaskowitz, Oliver J. & Herwartz, Helmut, 2008, "Testing directional forecast value in the presence of serial correlation," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-073.
• Lumengo Bonga-Bonga, 2008, "Modelling the Rand-Dollar Future Spot Rates: The Kalman Filter Approach," The African Finance Journal, Africagrowth Institute, volume 10, issue 2, pages 60-75.
• Ana POPA, 2008, "The foreign direct investments in Romania – contradictories trends," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 36, pages 612-619, may.
• Mitu Narcis Eduard, 2008, "Tax competition – areas of display and efects," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 11, pages 33-42, November.
• Timerman Dumitru & Deju Mihai, 2008, "Methodologic Elements Necessary In Making Forecasts For Regional," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 13.
• Murat Çinko & Emin Avci, 2008, "CAMELS Rating System and Forecasting the Financial Failure in the Turkish Commercial Banking Sector," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 2, issue 2, pages 25-48.
• Pagano, Marco & Jappelli, Tullio, 2008, "Financial Market Integration Under EMU," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7091, Dec.
• McAleer, M.J., 2008, "The ten commandments for optimizing value-at-risk and daily capital charges," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-32, Nov.
• McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2008, "A decision rule to minimize daily capital charges in forecasting value-at-risk," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-34, Dec.
• Markwat, T.D. & Kole, H.J.W.G. & van Dijk, D.J.C., 2008, "Contagion as Domino Effect in Global Stock Markets," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2008-071-F&A, Nov.
• Lucian Buse & Marian Siminica & Daniel Circiumaru, 2008, "Cost-Benefit Analysis – Economic Tool Used to Aid Decision-Making Regarding the Distribution of Public Funds," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 19-30.
• Gabriel Bobeica & Elena Bojesteanu, 2008, "Long Memory in Volatility. An Investigation on the Central and Eastern European Exchange Rates," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 7-18.
• Tobias Adrian & Markus K. Brunnermeier, 2008, "CoVaR," Staff Reports, Federal Reserve Bank of New York, number 348.
• Barberà Mariné, M.G. & Garbajosa Cabello, M.J. & Guercio, M.B., 2008, "Term Structure Of Interest Rates Analysis In The Spanish Market," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 53-62, November.
• François Dossou & Sandrine Lardic & Karine Michalon, 2008, "Can earnings forecasts be improved by taking into account the forecast bias?," Post-Print, HAL, number halshs-00365972, Nov.
• Söderberg, Jonas, 2008, "Do Macroeconomic Variables Forecast Changes in Liquidity? An Out-of-sample Study on the Order-driven Stock Markets in Scandinavia," CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics, number 2009:10, Dec.

2007

• Laura Giurca Vasilescu, 2007, "Foreign Direct Investment In Romania - Recent Trends," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 9S, pages 27-34, May.
• Sorin Tudor & Daniela Danciulescu, 2007, "Recent Evolutions On Romanian Capital Market," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 9S, pages 35-40, May.
• Andrea Resti & Andrea Sironi, 2007, "Understanding and measuring liquidity risk," BANCARIA, Bancaria Editrice, volume 11, pages 2-17, November.
• Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009, "Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-163, Aug.
• Hernán Herrera Echeverri, 2007, "Uso del indicador del retorno total del negocio como alternativa para optimizar la inversión en unidades de negocio en condiciones de incertidumbre," Estudios Gerenciales, Universidad Icesi.
• Anthony S. Tay, 2007, "Financial Variables as Predictors of Real Output Growth," Development Economics Working Papers, East Asian Bureau of Economic Research, number 22482, Jan.
• Ravazzolo, F. & van Dijk, H.K. & Verbeek, M.J.C.M., 2007, "Predictive gains from forecast combinations using time-varying model weights," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-26, Jul.
• Kuznetsov, Leonid A. & Morozov, Andrew S., 2007, "Planning Business Activity Under Uncertainty," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 21-33, May.
• Morillas, Antonio & Díaz, Bárbara, 2007, "Qualitative Answering Surveys And Soft Computing," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 3-19, May.
• Merigó Lindahl, J.M. & Gil Lafuente, A.M., 2007, "Unification Point In Methods For The Selection Of Financial Products," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 35-50, May.
• Stoica, Marcel Dragos, 2007, "The Use Of Subtle Sets To Studying The Life’S Quality," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 51-72, May.
• Bertran, F.X. & Clara, N. & Ferrer, J.C., 2007, "Extending The Roughness Of The Data Via Transitive Closures Of Similarity Indexes," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 75-84, November.
• Lozano, Carmen & Martínez, Soledad & Fuentes, Federico, 2007, "THE VALUE OF e-CUSTOMER SATISFACTION TO INTERNET COMPANIES," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 73-94, May.
• Olga Stikhova, 2007, "Calculation of Stationary Random Sequences Extreme Values Characteristics and their Application to Determination of the Volatility of Russian and Foreign Financial Indices and Estimation of the Invest," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 8, issue 4, pages 18-26.

2006

• Daniel Stavárek, 2006, "Assessment Of The Exchange Rate Volatility In New Eu Member States And Romania1," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 6, pages 20-29, April.
• Laura Giurca Vasilescu & Daniela Danciulescu, 2006, "Modern Indicators Of Measuring A Firm’S Competitivity," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 6, pages 14-19, April.
• Ciurez Ecaterina Nicoleta, 2006, "Evolutia Comertului International Si Cresterea Economica. Teorii Ale Comertului International," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 6, pages 100-107, April.
• Hernán Herrera Echeverry, 2006, "Uso del indicador del retorno total del negocio como alternativa para optimizar la inversión en unidades de negocio en condiciones de incertidumbre," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 11824, Sep.
• Heij, C. & Groenen, P.J.F. & van Dijk, D.J.C., 2006, "Time series forecasting by principal covariate regression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-37, Aug.
• Kuznetsov, Leonid A., 2006, "Intellectual Support Of Small Firms’ Management," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 27-36, May.
• Kitsios, E. & Doumpos, M. & Zopounidis, C., 2006, "Credit Card Application Assessment Using A Neuro-Fuzzy Classification System," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 3-26, May.
• Caramuta, Diego M. & Contiggiani, Federico, 2006, "A Fuzzy Set Approach To Poverty Measurement," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 37-55, May.
• Luban, Florica, 2006, "Modeling Imprecision And Subjectiveness For The Multiattribute Decisions," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 57-67, May.
• Costantino, N. & Dotoli, M. & Falagario, M. & Fanti, M. P. & Iacobellis, G., 2006, "Evaluating The Total Costs Of Purchasing Via Probabilistic And Fuzzy Reasoning," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 69-92, May.
• Facchinetti, Gisella & Pacchiarotti, Nicoletta, 2006, "Economic Principle On Fuzzy Profit By Weighted Average Value," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 17-32, November.
• Goddard, J. & de los Cobos Silva, S.G. & Gutiérrez Andrade, M.A., 2006, "A Comparison Of K-Means And Fuzzy C-Means Using Background Knowledge," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 3-16, November.
• Lazzari, Luisa L. & Fernández, María José, 2006, "Evaluation Of Iris Ratios Using ?-Cuts," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 33-50, November.
• Andriy Matviychuk, 2006, "Fuzzy Logic Approach To Identification And Forecasting Of Financial Time Series Using Elliott Wave Theory," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 51-68, November.
• Malcolm J. Beynon & Keith Whitfield, 2006, "A Fuzzy Decision Support System To Identify Establishments With Low Paid Employees In The British Economy," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 66-88, November.

2005

• Xekalaki, Evdokia & Degiannakis, Stavros, 2005, "Evaluating volatility forecasts in option pricing in the context of a simulated options market," Computational Statistics & Data Analysis, Elsevier, volume 49, issue 2, pages 611-629, April.
• Hayford, M. D. & Malliaris, A. G., 2005, "How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule," European Journal of Operational Research, Elsevier, volume 163, issue 1, pages 20-29, May.
• Asadpour, H. & Khalilian, S. & Peykani Gh. R., 2005, "Application Of Crisp And Fuzzy Goal Programming Models For Optimization Of Cropping Pattern In Haraz Sub-Basin In Iran," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 13-25, November.
• Guillén, A. & Rojas, I. & González, J. & Pomares, H. & Herrera, L.J., 2005, "Rbf Centers Initialization Using Fuzzy Clustering Technique For Function Approximation Problems," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 27-44, November.
• Entani, T. & Sugihara, K. & Tanaka, H., 2005, "Interval Weights In Ahp By Linear And Quadratic Programming," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 3-11, November.
• Smimou, K. & Bhatt, S. K. & Dahl, D. W, 2005, "New Product Ideas Screening Decision With Approximate Evaluations: Optimization Approach," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 45-60, November.
• Pazzi, Jorge & Tohmé, Fernando, 2005, "A Fuzzy Characterization Of Uncertainty In Financial Crises," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 61-70, November.
• Xekalaki, Evdokia & Degiannakis, Stavros, 2005, "Evaluating Volatility Forecasts in Option Pricing in the Context of a Simulated Options Market," MPRA Paper, University Library of Munich, Germany, number 80468.
• A G Malliaris, 2005, "Economic Uncertainty, Instabilities and Asset Bubbles:Selected Essays," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 5864, ISBN: ARRAY(0x851a4570).
• Fwu-Ranq Chang & A. G. Malliaris, 2005, "Asymptotic Growth under Uncertainty: Existence and Uniqueness," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jorge L. Urrutia, 2005, "How big is the random walk in macroeconomic time series: Variance ratio tests," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jorge L. Urrutia, 2005, "An empirical investigation among real, monetary and financial variables," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Walter F. Mullady & M. E. Malliaris, 2005, "Interest rates and inflation: A continuous time stochastic approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Mary E. Malliaris, 2005, "Decomposition of Inflation and its Volatility: A Stochastic Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris, 2005, "Several Illustrations of the Quantity Theory of Money: 1947–1987 and 1867–1975," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Silvana Stefani, 2005, "Money, inflation and interest rates: Illustrations from twelve European economies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jerome L. Stein, 2005, "Methodological issues in asset pricing: Random walk or chaotic dynamics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• George C. Philippatos & Efi Pilarinu & A. G. Malliaris, 2005, "Chaotic Behavior in Prices of European Equity Markets: A Comparative Analysis of Major Economic Regions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jorge L. Urrutia, 2005, "European Stock Market Fluctuations: Short And Long Term Links," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• Marco Corazza & A. G. Malliaris, 2005, "Multi-Fractality in Foreign Currency Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• Ramaprasad Bhar & A. G. Malliaris, 2005, "Are There Rational Bubbles In The U.S Stock Market? Overview And A New Test," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• Marc D. Hayford & A. G. Malliaris, 2005, "Is The Federal Reserve Stock Market Bubble-Neutral?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• M. D. Hayford & A. G. Malliaris, 2005, "How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• Marc D. Hayford & A. G. Malliaris, 2005, "Monetary Policy And The U.S. Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jorge L. Urrutia, 2005, "The International Crash of October 1987: Causality Tests," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jorge L. Urrutia, 2005, "The Impact Of The Persian Gulf Crisis On National Equity Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jorge L. Urrutia, 2005, "Oil And World Stock Markets' Reaction To The Gulf Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• Jorge Urrutia & A. G. Malliaris, 2005, "Equity And Oil Markets Under External Shocks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris, 2005, "Global monetary instability: The role of the IMF, the EU and NAFTA," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".

2004

• Donal Byard & Kenneth Shaw, 2004, "The informational role of financial analysts: Interpreting public disclosures," Journal of Financial Transformation, Capco Institute, volume 11, pages 143-148.

2003

• Rouetbi Emnal & Mamoghli Chokri, 2014, "Measuring Liquidity Risk in an Emerging Market: Liquidity Adjusted Value at Risk Approach for High Frequency Data," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 1, pages 40-53.
• Donkers, A.C.D. & Verhoef, P.C. & de Jong, M.G., 2003, "Predicting Customer Lifetime Value in Multi-Service Industries," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-038-MKT, Apr.

2002

• Malliaris, A. G., 2002, "Global monetary instability: The role of the IMF, the EU and NAFTA," The North American Journal of Economics and Finance, Elsevier, volume 13, issue 1, pages 72-92, May.
• Sfetsos, A. & Siriopoulos, C., 2002, "Artificial Intelligent Based Time Series Forecasting Of Stock Prices Using Digital Filters," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 29-44, May.
• Koulouriotis, D.E. & Emiris, D.M. & Diakoulakis, I.E. & Zopounidis, C., 2002, "Behavioristic Analysis And Comparative Evaluation Of Intelligent Methodologies For Short-Term Stock Price Forecasting," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 23-57, November.
• Tomonori Nishikawa & Shizue Shimizu & Masafumi Imai, 2002, "Effectiveness Of System Identification For Complex Systems By The Fuzzy Adaptive Gmdh," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 81-92, November.
• Marco Corazza & A. G. Malliaris, 2002, "Multi-Fractality in Foreign Currency Markets," Multinational Finance Journal, Multinational Finance Journal, volume 6, issue 2, pages 65-98, June.
• Chikhi, Mohamed & Terraza, Michel, 2002, "Un essai de prévision non paramétrique de l'action France Télécom
  [A nonparametric prediction test of the France Telecom stock proces]," MPRA Paper, University Library of Munich, Germany, number 77268, revised Dec 2003.

2001

• Cakir, Murat, 2001, "Credit Derivatives in Managing Off Balance Sheet Risks by Banks," MPRA Paper, University Library of Munich, Germany, number 55976, Jul.
• Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2012, "A Comprehensive Look at Financial Volatility Prediction by Economic Variables," BIS Working Papers, Bank for International Settlements, number 374, Mar.
• Levasseur, Michel & Bodt, Eric De & Severin, Eric, 2001, "Debt: A Factor Of Both "Good" And "Bad" Stress During An Economic Recession: Evidence From France," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 89-107, May.

2000

• Brown, LD & Han, JCY, 2000, "Do stock prices fully reflect the implications of current earnings for future earnings for AR1 firms?," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue 1, pages 149-164, DOI: http://hdl.handle.net/10.2307/26729.
• Francis, J & Olsson, P & Oswald, DR, 2000, "Comparing the accuracy and explainability of dividend, free cash flow, and abnormal earnings equity value estimates," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue 1, pages 45-70, DOI: http://hdl.handle.net/10.2307/26729.

1999

• Pfeiffer, RJ & Elgers, PT, 1999, "Controlling for lagged stock price responses in pricing regressions: An application to the pricing of cash flows and accruals," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 1, pages 239-247, DOI: http://hdl.handle.net/10.2307/24914.
• Libby, R & Tan, HT, 1999, "Analysts' reactions to warnings of negative earnings surprises," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 2, pages 415-435, DOI: http://hdl.handle.net/10.2307/24914.
• Ohlson, JA & Zhang, XJ, 1999, "On the theory of forecast horizon in equity valuation," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 2, pages 437-449, DOI: http://hdl.handle.net/10.2307/24914.
• Malliaris, A. G. & Stein, Jerome L., 1999, "Methodological issues in asset pricing: Random walk or chaotic dynamics," Journal of Banking & Finance, Elsevier, volume 23, issue 11, pages 1605-1635, November.

1998

• Fischer, PE & Verrecchia, RE, 1998, "Correlated forecast errors," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 36, issue 1, pages 91-110, DOI: http://hdl.handle.net/10.2307/24913.
• Ittner, CD & Larcker, DF, 1998, "Are nonfinancial measures leading indicators of financial performance? An analysis of customer satisfaction," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 36, issue , pages 1-35, DOI: http://hdl.handle.net/10.2307/24913.
• Lambert, RA, 1998, "Customer satisfaction and future financial performance discussion of are nonfinancial measures leading indicators of financial performance? Are analysis of customer satisfaction," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 36, issue , pages 37-46, DOI: http://hdl.handle.net/10.2307/24913.
• Gaëlle Le Fol & Mercier Ludovic, 1998, "Time Deformation: Definition and Comparisons," Post-Print, HAL, number halshs-00586097.

1997

• Ackert, LF & Church, BK & Shehata, M, 1997, "An experimental examination of the effects of forecast bias on individuals' use of forecasted information," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue 1, pages 25-42, DOI: http://hdl.handle.net/10.2307/24914.
• Walther, BR, 1997, "Investor sophistication and market earnings expectations," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue 2, pages 157-179, DOI: http://hdl.handle.net/10.2307/24913.
• Francis, J & Soffer, L, 1997, "The relative informativeness of analysts' stock recommendations and earnings forecast revisions," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue 2, pages 193-211, DOI: http://hdl.handle.net/10.2307/24913.
• Mikhail, MB & Walther, BR & Willis, RH, 1997, "Do security analysts improve their performance with experience?," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue , pages 131-157, DOI: http://hdl.handle.net/10.2307/24914.
• Jacob, J, 1997, "Discussion of do security analysts improve their performance with experience?," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue , pages 159-166, DOI: http://hdl.handle.net/10.2307/24914.
• McNichols, M & O'Brien, PC, 1997, "Self-selection and analyst coverage," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue , pages 167-199, DOI: http://hdl.handle.net/10.2307/24914.
• Francis, J, 1997, "Discussion of self-selection and analyst coverage," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue , pages 201-208, DOI: http://hdl.handle.net/10.2307/24914.

1996

• Petroni, K & Beasley, M, 1996, "Errors in accounting estimates and their relation to audit firm type," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 34, issue 1, pages 151-171, DOI: http://hdl.handle.net/10.2307/24913.
• Wiedman, CI, 1996, "The relevance of characteristics of the information environment in the selection of a proxy for the market's expectations for earnings: An extension of Brown, Richardson, and Schwager [1987]," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 34, issue 2, pages 313-324, DOI: http://hdl.handle.net/10.2307/24915.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009, "What Happened to Risk Management During the 2008-09 Financial Crisis?," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-155, Aug.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009, "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-158, Aug.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009, "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-159, Aug.
• Bernardo da Veiga & Felix Chan & Michael McAleer, 2009, "It Pays to Violate: How Effective are the Basel Accord Penalties?," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-186, Oct.

1995

• Malliaris, A G & Malliaris, Mary E, 1995, "Decomposition of Inflation and Its Volatility: A Stochastic Approach," Review of Quantitative Finance and Accounting, Springer, volume 5, issue 1, pages 93-103, March.
• Bukvić, Rajko, 1995, "Књиговодствено-Финансијски Показатељи Пословања И Њихово Коришћење У Интерним И Екстерним Анализама
  [Accounting and financial business indicators and their use in internal and external analyses]," MPRA Paper, University Library of Munich, Germany, number 121941, revised 1995.

1994

• Kang, Sh & Obrien, J & Sivaramakrishnan, K, 1994, "Analysts Interim Earnings Forecasts - Evidence On The Forecasting Process," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 32, issue 1, pages 103-112, DOI: http://hdl.handle.net/10.2307/24913.
• Francis, J & Philbrick, D & Schipper, K, 1994, "Shareholder Litigation And Corporate Disclosures," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 32, issue 2, pages 137-164, DOI: http://hdl.handle.net/10.2307/24912.
• Finger, Ca, 1994, "The Ability Of Earnings To Predict Future Earnings And Cash Flow," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 32, issue 2, pages 210-223, DOI: http://hdl.handle.net/10.2307/24912.
• Elgers, Pt & Lo, Mh, 1994, "Reductions In Analysts Annual Earnings Forecast Errors Using Information In Prior Earnings And Security Returns," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 32, issue 2, pages 290-303, DOI: http://hdl.handle.net/10.2307/24912.

1993

• Francis, J & Philbrick, D, 1993, "Analysts Decisions As Products Of A Multitask Environment," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 31, issue 2, pages 216-230, DOI: http://hdl.handle.net/10.2307/24912.
• Boatsman, Jr & Behn, Bk & Patz, Dh, 1993, "A Test Of The Use Of Geographical Segment Disclosures," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 31, issue , pages 46-64, DOI: http://hdl.handle.net/10.2307/24911.
• Saudagaran, Sm, 1993, "A Test Of The Use Of Geographical Segment Disclosures - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 31, issue , pages 65-74, DOI: http://hdl.handle.net/10.2307/24911.
• Bloch, M. & Guerard, J. & Markowitz, H. & Todd, P. & Xu, G., 1993, "A comparison of some aspects of the U.S. and Japanese equity markets," Japan and the World Economy, Elsevier, volume 5, issue 1, pages 3-26, May.
• Carsten Kowalczyk & Tomas Sjostrom, 1993, "Bringing GATT into the Core," NBER Working Papers, National Bureau of Economic Research, Inc, number 4343, Apr.

1992

• Malliaris, A. G. & Urrutia, Jorge L., 1992, "The International Crash of October 1987: Causality Tests," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 27, issue 3, pages 353-364, September.
• Malliaris, A. G., 1992, "Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975," International Review of Financial Analysis, Elsevier, volume 1, issue 1, pages 77-93.

1991

• Butler, Kc & Lang, Lhp, 1991, "The Forecast Accuracy Of Individual Analysts - Evidence Of Systematic Optimism And Pessimism," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 29, issue 1, pages 150-156, DOI: http://hdl.handle.net/10.2307/24910.
• Mendenhall, Rr, 1991, "Evidence On The Possible Underweighting Of Earnings-Related Information," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 29, issue 1, pages 170-179, DOI: http://hdl.handle.net/10.2307/24910.
• Easton, Pd & Harris, Ts, 1991, "Earnings As An Explanatory Variable For Returns," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 29, issue 1, pages 19-36, DOI: http://hdl.handle.net/10.2307/24910.
• Han, Jcy & Wild, Jj, 1991, "Stock-Price Behavior Associated With Managers Earnings And Revenue Forecasts," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 29, issue 1, pages 79-95, DOI: http://hdl.handle.net/10.2307/24910.
• Lang, M, 1991, "Time-Varying Stock-Price Response To Earnings Induced By Uncertainty About The Time-Series Process Of Earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 29, issue 2, pages 229-257, DOI: http://hdl.handle.net/10.2307/24910.
• Walker, Kb & Mcclelland, La, 1991, "Management Forecasts And Statistical Prediction Model Forecasts In Corporate Budgeting," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 29, issue 2, pages 371-381, DOI: http://hdl.handle.net/10.2307/24910.
• Brown, Ld & Kim, Kj, 1991, "Timely Aggregate Analyst Forecasts As Better Proxies For Market Earnings Expectations," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 29, issue 2, pages 382-385, DOI: http://hdl.handle.net/10.2307/24910.
• Philbrick, Dr & Ricks, We, 1991, "Using Value Line And Ibes Analyst Forecasts In Accounting Research," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 29, issue 2, pages 397-417, DOI: http://hdl.handle.net/10.2307/24910.
• Malliaris, A. G. & Urrutia, Jorge L., 1991, "An empirical investigation among real, monetary and financial variables," Economics Letters, Elsevier, volume 37, issue 2, pages 151-158, October.
• Malliaris, A. G. & Mullady, Walter Sr. & Malliaris, M. E., 1991, "Interest rates and inflation : A continuous time stochastic approach," Economics Letters, Elsevier, volume 37, issue 4, pages 351-356, December.
• Malliaris, A. G. & Stefani, Silvana, 1991, "Money, inflation and interest rates: Illustrations from twelve European economies," European Journal of Political Economy, Elsevier, volume 7, issue 3, pages 275-298, October.

1990

• Ou, Ja, 1990, "The Information-Content Of Nonearnings Accounting Numbers As Earnings Predictors," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 28, issue 1, pages 144-163, DOI: http://hdl.handle.net/10.2307/24912.
• Obrien, Pc, 1990, "Forecast Accuracy Of Individual Analysts In 9 Industries," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 28, issue 2, pages 286-325, DOI: http://hdl.handle.net/10.2307/24911.
• Francis, J, 1990, "Corporate Compliance With Debt Covenants," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 28, issue 2, pages 326-347, DOI: http://hdl.handle.net/10.2307/24911.
• Maines, La, 1990, "The Effect Of Forecast Redundancy On Judgments Of A Consensus Forecasts Expected Accuracy," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 28, issue , pages 29-47, DOI: http://hdl.handle.net/10.2307/24912.
• Lipe, Mg, 1990, "The Effect Of Forecast Redundancy On Judgments Of A Consensus Forecasts Expected Accuracy - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 28, issue , pages 48-54, DOI: http://hdl.handle.net/10.2307/24912.
• Malliaris, A. G. & Urrutia, Jorge L., 1990, "How big is the random walks in macroeconomic time series : Variance ratio tests," Economics Letters, Elsevier, volume 34, issue 2, pages 113-116, October.

1989

• Landsman, Wr & Damodaran, A, 1989, "Using Shrinkage Estimators To Improve Upon Time-Series Model Proxies For The Security Markets Expectation Of Earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 27, issue 1, pages 97-115, DOI: http://hdl.handle.net/10.2307/24912.
• Ou, Ja & Penman, Sh, 1989, "Accounting Measurement, Price Earnings Ratio, And The Information-Content Of Security Prices," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 27, issue , pages 111-144, DOI: http://hdl.handle.net/10.2307/24910.
• Larcker, Df, 1989, "Accounting Measurement, Price Earnings Ratios, And The Information-Content Of Security Prices - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 27, issue , pages 145-152, DOI: http://hdl.handle.net/10.2307/24910.
• Lev, B, 1989, "On The Usefulness Of Earnings And Earnings Research - Lessons And Directions From 2 Decades Of Empirical-Research," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 27, issue , pages 153-192, DOI: http://hdl.handle.net/10.2307/24910.
• Patell, Jm, 1989, "On The Usefulness Of Earnings And Earnings Research - Lessons And Directions From 2 Decades Of Empirical-Research - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 27, issue , pages 193-201, DOI: http://hdl.handle.net/10.2307/24910.
• Freeman, Rn & Tse, S, 1989, "The Multiperiod Information-Content Of Accounting Earnings - Confirmations And Contradictions Of Previous Earnings Reports," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 27, issue , pages 49-79, DOI: http://hdl.handle.net/10.2307/24910.
• Landsman, Wr, 1989, "The Multiperiod Information-Content Of Accounting Earnings - Confirmation And Contradictions Of Previous Earnings Reports - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 27, issue , pages 80-84, DOI: http://hdl.handle.net/10.2307/24910.
• Galy, Michel, 1989, "Banks exposure to market risks," MPRA Paper, University Library of Munich, Germany, number 62304, Feb.

1987

• Fwu-Ranq Chang & A. G. Malliaris, 1987, "Asymptotic Growth under Uncertainty: Existence and Uniqueness," The Review of Economic Studies, Review of Economic Studies Ltd, volume 54, issue 1, pages 169-174.
• Lau, Ahl, 1987, "A 5-State Financial Distress Prediction Model," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 25, issue 1, pages 127-138, DOI: http://hdl.handle.net/10.2307/24912.
• Wild, Jj, 1987, "The Prediction Performance Of A Structural Model Of Accounting Numbers," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 25, issue 1, pages 139-160, DOI: http://hdl.handle.net/10.2307/24912.
• Brown, Ld & Richardson, Gd & Schwager, Sj, 1987, "An Information Interpretation Of Financial Analyst Superiority In Forecasting Earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 25, issue 1, pages 49-67, DOI: http://hdl.handle.net/10.2307/24912.
• Jennings, R, 1987, "Unsystematic Security Price Movements, Management Earnings Forecasts, And Revisions In Consensus Analyst Earnings Forecasts," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 25, issue 1, pages 90-110, DOI: http://hdl.handle.net/10.2307/24912.

1986

• Rayburn, J, 1986, "The Association Of Operating Cash Flow And Accruals With Security Returns," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 24, issue , pages 112-133, DOI: http://hdl.handle.net/10.2307/24907.
• Jennings, R, 1986, "The Association Of Operating Cash Flow And Accruals With Security Returns - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 24, issue , pages 134-137, DOI: http://hdl.handle.net/10.2307/24907.

1985

• Casey, C & Bartczak, N, 1985, "Using Operating Cash Flow Data To Predict Financial Distress - Some Extensions," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 23, issue 1, pages 384-401, DOI: http://hdl.handle.net/10.2307/24909.
• Silhan, Pa & Mckeown, Jc, 1985, "Further Evidence On The Usefulness Of Simulated Mergers," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 23, issue 1, pages 416-426, DOI: http://hdl.handle.net/10.2307/24909.

1984

• Kross, W & Schroeder, Da, 1984, "An Empirical-Investigation Of The Effect Of Quarterly Earnings Announcement Timing On Stock Returns," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 22, issue 1, pages 153-176, DOI: http://hdl.handle.net/10.2307/24907.
• Houghton, Ka, 1984, "Accounting Data And The Prediction Of Business Failure - The Setting Of Priors And The Age Of Data," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 22, issue 1, pages 361-368, DOI: http://hdl.handle.net/10.2307/24907.
• Lorek, Ks & Bathke, Aw, 1984, "A Time-Series Analysis Of Nonseasonal Quarterly Earnings Data," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 22, issue 1, pages 369-379, DOI: http://hdl.handle.net/10.2307/24907.
• Mensah, Ym, 1984, "An Examination Of The Stationarity Of Multivariate Bankruptcy Prediction Models - A Methodological Study," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 22, issue 1, pages 380-395, DOI: http://hdl.handle.net/10.2307/24907.
• Collins, Wa & Hopwood, Ws & Mckeown, Jc, 1984, "The Predictability Of Interim Earnings Over Alternative Quarters," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 22, issue 2, pages 467-479, DOI: http://hdl.handle.net/10.2307/24906.
• Hagerman, Rl & Zmijewski, Me & Shah, P, 1984, "The Association Between The Magnitude Of Quarterly Earnings Forecast Errors And Risk-Adjusted Stock Returns," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 22, issue 2, pages 526-540, DOI: http://hdl.handle.net/10.2307/24906.
• Greenberg, R, 1984, "Adaptive Estimation - An Alternative To The Traditional Stationarity Assumption," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 22, issue 2, pages 719-730, DOI: http://hdl.handle.net/10.2307/24906.
• Johnson, Da & Pany, K, 1984, "Forecasts, Auditor Review, And Bank Loan Decisions," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 22, issue 2, pages 731-743, DOI: http://hdl.handle.net/10.2307/24906.
• Welch, Pr, 1984, "A Generalized Distributed Lag Model For Predicting Quarterly Earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 22, issue 2, pages 744-757, DOI: http://hdl.handle.net/10.2307/24906.

1983

• Pincus, M, 1983, "Information Characteristics Of Earnings Announcements And Stock-Market Behavior," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 21, issue 1, pages 155-183, DOI: http://hdl.handle.net/10.2307/24909.
• Dharan, Bg, 1983, "Identification And Estimation Issues For A Causal Earnings Model," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 21, issue 1, pages 18-41, DOI: http://hdl.handle.net/10.2307/24909.
• Dharan, Bg, 1983, "Empirical Identification Procedures For Earnings Models," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 21, issue 1, pages 256-270, DOI: http://hdl.handle.net/10.2307/24909.
• Abdelkhalik, Ar, 1983, "Overfitting Bias In The Models Assessing The Predictive Power Of Quarterly Reports," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 21, issue 1, pages 293-296, DOI: http://hdl.handle.net/10.2307/24909.
• Frecka, Tj & Lee, Cf, 1983, "Generalized Financial Ratio Adjustment Processes And Their Implications," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 21, issue 1, pages 308-316, DOI: http://hdl.handle.net/10.2307/24909.
• Lorek, Ks & Icerman, Jd & Abdulkader, Aa, 1983, "Further Descriptive And Predictive Evidence On Alternative Time-Series Models For Quarterly Earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 21, issue 1, pages 317-328, DOI: http://hdl.handle.net/10.2307/24909.
• Silhan, Pa, 1983, "The Effects Of Segmenting Quarterly Sales And Margins On Extrapolative Forecasts Of Conglomerate Earnings - Extension And Replication," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 21, issue 1, pages 341-347, DOI: http://hdl.handle.net/10.2307/24909.
• Brown, Ld, 1983, "Accounting Changes And The Accuracy Of Analysts Earnings Forecasts," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 21, issue 2, pages 432-443, DOI: http://hdl.handle.net/10.2307/24907.
• Danos, P & Imhoff, Ea, 1983, "Factors Affecting Auditors Evaluations Of Forecasts," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 21, issue 2, pages 473-494, DOI: http://hdl.handle.net/10.2307/24907.

1982

• Hopwood, Ws & Mckeown, Jc & Newbold, P, 1982, "The Additional Information-Content Of Quarterly Earnings Reports - Intertemporal Disaggregation," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 20, issue 2, pages 343-349, DOI: http://hdl.handle.net/10.2307/24907.
• Imhoff, Ea & Pare, Pv, 1982, "Analysis And Comparison Of Earnings Forecast Agents," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 20, issue 2, pages 429-439, DOI: http://hdl.handle.net/10.2307/24907.
• Freeman, Rn & Ohlson, Ja & Penman, Sh, 1982, "Book Rate-Of-Return And Prediction Of Earnings Changes - An Empirical-Investigation," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 20, issue 2, pages 639-653, DOI: http://hdl.handle.net/10.2307/24908.
• Hopwood, Ws & Newbold, P & Silhan, Pa, 1982, "The Potential For Gains In Predictive Ability Through Disaggregation - Segmented Annual Earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 20, issue 2, pages 724-732, DOI: http://hdl.handle.net/10.2307/24908.
• Cogger, K & Ruland, W, 1982, "A Note On Alternative Tests For Independence Of Financial Time-Series," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 20, issue 2, pages 733-737, DOI: http://hdl.handle.net/10.2307/24908.

1981

• Nobes, Cw, 1981, "An Empirical-Analysis Of International Accounting Principles - A Comment," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 19, issue 1, pages 268-270, DOI: http://hdl.handle.net/10.2307/24909.
• Cogger, Ko, 1981, "A Time-Series Analytic Approach To Aggregation Issues In Accounting Data," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 19, issue 2, pages 285-298, DOI: http://hdl.handle.net/10.2307/24908.
• Hopwood, Ws & Mckeown, Jc, 1981, "An Evaluation Of Univariate Time-Series Earnings Models And Their Generalization To A Single Input Transfer-Function," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 19, issue 2, pages 313-322, DOI: http://hdl.handle.net/10.2307/24908.
• Smith, Aj, 1981, "The Sec Reversal Of Fasb Statement No-19 - An Investigation Of Information Effects," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 19, issue , pages 174-211, DOI: http://hdl.handle.net/10.2307/24909.
• Alexander, Mo, 1981, "The Sec Reversal Of Fasb Statement No-19 - An Investigation Of Information Effects - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 19, issue , pages 212-217, DOI: http://hdl.handle.net/10.2307/24909.
• Larcker, Df, 1981, "The Sec Reversal Of Fasb Statement No-19 - An Investigation Of Information Effects - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 19, issue , pages 218-226, DOI: http://hdl.handle.net/10.2307/24909.