Research classified by Journal of Economic Literature (JEL) codes

2005

• 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(0x53c966a8), March.
• 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.

1980

• Ohlson, Ja, 1980, "Financial Ratios And The Probabilistic Prediction Of Bankruptcy," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 18, issue 1, pages 109-131, DOI: http://hdl.handle.net/10.2307/24903.
• Hopwood, Ws, 1980, "On The Automation Of The Box-Jenkins Modeling Procedures - An Algorithm With An Empirical-Test," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 18, issue 1, pages 289-296, DOI: http://hdl.handle.net/10.2307/24904.
• Hopwood, Ws, 1980, "The Transfer-Function Relationship Between Earnings And Market-Industry Indexes - An Empirical-Study," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 18, issue 1, pages 77-90, DOI: http://hdl.handle.net/10.2307/24903.
• Casey, Cj, 1980, "The Usefulness Of Accounting Ratios For Subjects Predictions Of Corporate Failure - Replication And Extensions," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 18, issue 2, pages 603-613, DOI: http://hdl.handle.net/10.2307/24905.
• Zimmer, I, 1980, "A Lens Study Of The Prediction Of Corporate Failure By Bank Loan Officers," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 18, issue 2, pages 629-636, DOI: http://hdl.handle.net/10.2307/24905.

1979

• Nichols, Dr & Tsay, Jj, 1979, "Security Price Reactions To Long-Range Executive Earnings Forecasts," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 17, issue 1, pages 140-155, DOI: http://hdl.handle.net/10.2307/24903.
• Lorek, Ks, 1979, "Predicting Annual Net Earnings With Quarterly Earnings Time-Series Models," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 17, issue 1, pages 190-204, DOI: http://hdl.handle.net/10.2307/24903.
• Beaver, Wh & Clarke, R & Wright, Wf, 1979, "Association Between Unsystematic Security Returns And The Magnitude Of Earnings Forecast Errors," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 17, issue 2, pages 316-340, DOI: http://hdl.handle.net/10.2307/24905.
• Brown, Ld & Rozeff, Ms, 1979, "Adaptive Expectations, Time-Series Models, And Analyst Forecast Revision," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 17, issue 2, pages 341-351, DOI: http://hdl.handle.net/10.2307/24905.
• Frank, Wg, 1979, "Empirical-Analysis Of International Accounting Principles," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 17, issue 2, pages 593-605, DOI: http://hdl.handle.net/10.2307/24905.

1978

• Abdelkhalik, Ar & Espejo, J, 1978, "Expectations Data And Predictive Value Of Interim Reporting," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 16, issue 1, pages 1-13, DOI: http://hdl.handle.net/10.2307/24904.
• Lorek, Ks & Mckeown, Jc, 1978, "Effect On Predictive Ability Of Reducing Number Of Observations On A Time-Series Analysis Of Quarterly Earnings Data," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 16, issue 1, pages 204-214, DOI: http://hdl.handle.net/10.2307/24904.
• Thakkar, Rb, 1978, "Association Between Market-Determined And Accounting-Determined Risk Measures - Note," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 16, issue 1, pages 215-223, DOI: http://hdl.handle.net/10.2307/24904.
• Chesley, Gr, 1978, "Subjective-Probability Elicitation Techniques - Performance Comparison," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 16, issue 2, pages 225-241, DOI: http://hdl.handle.net/10.2307/24905.

1977

• Chesley, Gr, 1977, "Subjective-Probability Elicitation - Effect Of Congruity Of Datum And Response Mode On Performance," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 15, issue 1, pages 1-11, DOI: http://hdl.handle.net/10.2307/24905.

1976

• Chesley, Gr, 1976, "Elicitation Of Subjective Probabilities - Laboratory Study In An Accounting Context," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 14, issue 1, pages 27-48, DOI: http://hdl.handle.net/10.2307/24904.

1975

• Libby, R, 1975, "Accounting Ratios And Prediction Of Failure - Some Behavioral Evidence," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 13, issue 1, pages 150-161, DOI: http://hdl.handle.net/10.2307/24906.

1974

• Barnea, A & Sadan, S, 1974, "Decomposition Of Estimation Problem In Financial Accounting," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 12, issue 1, pages 197-203, DOI: http://hdl.handle.net/10.2307/24905.
• Magee, Rp, 1974, "Industry-Wide Commonalities In Earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 12, issue 2, pages 270-287, DOI: http://hdl.handle.net/10.2307/24903.
• Loeb, M, 1974, "Comments On Budget Forecasting And Operating Performance," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 12, issue 2, pages 362-366, DOI: http://hdl.handle.net/10.2307/24903.

1973

• Elliott, Jw & Uphoff, Hl, 1973, "Predicting Near Term Profit And Loss Statement With An Econometric Model - Feasibility Study," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue 2, pages 259-274, DOI: http://hdl.handle.net/10.2307/24900.
• Samuelso.Ra, 1973, "Prediction And Price-Level Adjustment," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue 2, pages 322-344, DOI: http://hdl.handle.net/10.2307/24900.
• Harmelin.Pj, 1973, "Empirical Examination Of Predictive Ability Of Alternate Sets Of Insurance Company Accounting Data," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 11, issue 1, pages 146-158, DOI: http://hdl.handle.net/10.2307/24902.
• Foster, G, 1973, "Stock Market Reaction To Estimates Of Earnings Per Share By Company Officials," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 11, issue 1, pages 25-37, DOI: http://hdl.handle.net/10.2307/24902.
• Wilcox, Jw, 1973, "Prediction Of Business Failure Using Accounting Data," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 11, issue , pages 163-179, DOI: http://hdl.handle.net/10.2307/24900.
• Benishay, H & Kinney, Wr, 1973, "Discussion Of A Prediction Of Business Failure Using Accounting Data," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 11, issue , pages 180-187, DOI: http://hdl.handle.net/10.2307/24900.
• Wilcox, Jw, 1973, "Prediction Of Business Failure Using Accounting Data - Comment," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 11, issue , pages 188-190, DOI: http://hdl.handle.net/10.2307/24900.

1972

• Deakin, Eb, 1972, "Discriminant Analysis Of Predictors Of Business Failure," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue 1, pages 167-179, DOI: http://hdl.handle.net/10.2307/24902.
• Ophir, T, 1972, "Discussion Of Analysis Of Usefulness Of Accounting Data For Portfolio Decision - Decision-Theory Approach," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue , pages 102-104, DOI: http://hdl.handle.net/10.2307/24898.
• Reilly, Fk & Morgenso.Dl & West, M, 1972, "Predictive Ability Of Alternative Parts Of Interim Financial Statements," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue , pages 105-124, DOI: http://hdl.handle.net/10.2307/24898.
• Kennelly, Jw, 1972, "Discussion Of Predictive Ability Of Alternative Parts Of Interim Financial Statements," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue , pages 125-131, DOI: http://hdl.handle.net/10.2307/24898.
• Coates, R, 1972, "Predictive Content Of Interim Reports - Time Series Analysis," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue , pages 132-144, DOI: http://hdl.handle.net/10.2307/24898.
• Barnea, A & Dyckman, T & Magee, R, 1972, "Discussion Of Predictive Content Of Interim Reports - Time Series Analysis," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue , pages 145-155, DOI: http://hdl.handle.net/10.2307/24898.
• Ohlson, J, 1972, "Analysis Of Usefulness Of Accounting Data For Portfolio Decision - Decision-Theory Approach," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue , pages 45-84, DOI: http://hdl.handle.net/10.2307/24898.
• Gonedes, Nj, 1972, "Discussion Of Analysis Of Usefulness Of Accounting Data For Portfolio Decision - Decision-Theory Approach," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue , pages 85-101, DOI: http://hdl.handle.net/10.2307/24898.

1971

• Kinney, Wr, 1971, "Predicting Earnings - Entity Versus Subentity Data," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 9, issue 1, pages 127-136, DOI: http://hdl.handle.net/10.2307/24902.
• Ronen, J, 1971, "Some Effects Of Sequential Aggregation In Accounting On Decision-Making," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 9, issue 2, pages 307-332, DOI: http://hdl.handle.net/10.2307/24899.
• Wilcox, Jw, 1971, "Simple Theory Of Financial Ratios As Predictors Of Failure," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 9, issue 2, pages 389-345, DOI: http://hdl.handle.net/10.2307/24899.

1970

• Lemke, Kw, 1970, "Evaluation Of Liquidity - Analytical Study," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 8, issue 1, pages 47-77, DOI: http://hdl.handle.net/10.2307/26747.
• Brief, Rp & Owen, J, 1970, "Estimation Problem In Financial Accounting," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 8, issue 2, pages 167-177, DOI: http://hdl.handle.net/10.2307/24901.

1969

• Frank, W, 1969, "Study Of Predictive Significance Of 2 Income Measures," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 7, issue 1, pages 123-136, DOI: http://hdl.handle.net/10.2307/24902.
• Demski, Js, 1969, "Predictive Ability Of Alternative Performance Measurement Models," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 7, issue 1, pages 96-115, DOI: http://hdl.handle.net/10.2307/24902.
• Barefield, Rm, 1969, "Comments On A Measure Of Forecasting Performance," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 7, issue 2, pages 324-327, DOI: http://hdl.handle.net/10.2307/24899.

1968

• Ijiri, Y & Kinard, Jc & Putney, Fb, 1968, "Integrated Evaluation System For Budget Forecasting And Operating Performance With A Classified Budgeting Bibliography," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 6, issue 1, pages 1-28, DOI: http://hdl.handle.net/10.2307/24901.
• Parker, Rh, 1968, "Discounted Cash Flow In Historical Perspective," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 6, issue 1, pages 58-71, DOI: http://hdl.handle.net/10.2307/24901.
• Bailey, Ad & Gray, J, 1968, "Study Of Importance Of Planning Horizon On Reports Utilizing Discounted Future Cash Flows," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 6, issue 1, pages 98-105, DOI: http://hdl.handle.net/10.2307/24901.

1966

• Green, D & Segall, J, 1966, "Predictive Power Of 1st-Quarter Earnings Reports - Replication," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 4, issue , pages 21-36, DOI: http://hdl.handle.net/10.2307/24901.
• Holton, Tl, 1966, "Predictive Power Of 1st-Quarter Earnings Reports - Replication - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 4, issue , pages 37-39, DOI: http://hdl.handle.net/10.2307/24901.
• Welsch, Ga, 1966, "Predictive Power Of 1st-Quarter Earnings Reports - Replication - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 4, issue , pages 40-43, DOI: http://hdl.handle.net/10.2307/24901.

1964

• Birnberg, Jg, 1964, "Bayesian Statistics - A Review," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 2, issue 1, pages 108-116, DOI: http://hdl.handle.net/10.2307/24901.

0

• Daniel Kapp & Marco Vega, 2012, "Real Output Costs of Financial Crises: A Loss Distribution Approach," Papers, arXiv.org, number 1201.0967, Jan, revised May 2012.
• Magomet Yandiev & Alexander Pakhalov, 2013, "The Relationship Between Stock Market Parameters and Interbank Lending Market: an Empirical Evidence," Papers, arXiv.org, number 1309.5703, Sep.
• Fariba Karimi & Matthias Raddant, 2013, "Cascades in real interbank markets," Papers, arXiv.org, number 1310.1634, Oct, revised Dec 2014.
• Carlos Leóm & Alejandro Reveiz, 2011, "Montecarlo simulation of long-term dependent processes: a primer," Borradores de Economia, Banco de la Republica de Colombia, number 648, Apr, DOI: 10.32468/be.648.
• Andrés Felipe García-Suaza & José E. Gómez-González & Andrés Murcia Pabón & Fernando Tenjo-Galarza, 2011, "The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter," Borradores de Economia, Banco de la Republica de Colombia, number 650, Apr, DOI: 10.32468/be.650.
• Viviana Alejandra Alfonso & Luis Eduardo Arango & Fernando Arias & José David Pulido, 2011, "Ciclos de negocios en Colombia: 1980-2010," Borradores de Economia, Banco de la Republica de Colombia, number 651, Apr, DOI: 10.32468/be.651.
• Rafael Puyana & Mario Andrés Ramos & Héctor Zarate, 2011, "Determinantes del subempleo en Colombia: Un enfoque a través de la compensación salarial," Borradores de Economia, Banco de la Republica de Colombia, number 652, Apr, DOI: 10.32468/be.652.
• Sebástian Gómez Barrero & Julián A.Parra Polanía, 2011, "Comportamiento estratégico de los bancos centrales al anunciar pronósticos de inflación," Borradores de Economia, Banco de la Republica de Colombia, number 653, May, DOI: 10.32468/be.653.