×
验证码:
换一张
Forgotten Password?
Stay signed in
Login With UMPASS
English
|
繁體
Login With UMPASS
Log In
ALL
ORCID
TI
AU
PY
SU
KW
TY
JN
DA
IN
PB
FP
ST
SM
Study Hall
Image search
Paste the image URL
Home
Faculties & Institutes
Scholars
Publications
Subjects
Statistics
News
Search in the results
Faculties & Institutes
Faculty of Busin... [2]
Authors
ZHANG HAO [2]
CHEN CAN [2]
Document Type
Journal article [2]
Date Issued
2024 [1]
2023 [1]
Language
英語English [2]
Source Publication
Accounting and B... [2]
Indexed By
SSCI [2]
Funding Organization
Funding Project
×
Knowledge Map
UM
Start a Submission
Submissions
Unclaimed
Claimed
Attach Fulltext
Bookmarks
Browse/Search Results:
1-2 of 2
Help
Selected(
0
)
Clear
Items/Page:
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
Sort:
Select
Issue Date Ascending
Issue Date Descending
Journal Impact Factor Ascending
Journal Impact Factor Descending
WOS Cited Times Ascending
WOS Cited Times Descending
Submit date Ascending
Submit date Descending
Title Ascending
Title Descending
Author Ascending
Author Descending
Voluntary forward-looking disclosures and default risk pricing
Journal article
Chen, C., Wei, M.H., Zhang, H., Yan, J.J.. Voluntary forward-looking disclosures and default risk pricing[J]. Accounting and Business Research, 2024.
Authors:
Chen, C.
;
Wei, M.H.
;
Zhang, H.
;
Yan, J.J.
Favorite
|
TC[WOS]:
0
TC[Scopus]:
0
IF:
2.0
/
2.8
|
Submit date：2023/12/17
Management Forecast Reports
Multi-modal Information
Default Risk Pricing
Credit Default Swap
The interactive impact of textual and numerical voluntary disclosure on default risk pricing
Journal article
Can Chen, ZHANG HAO, Jijie Yan, Wei, Minghai. The interactive impact of textual and numerical voluntary disclosure on default risk pricing[J]. Accounting and Business Research, 2023.
Authors:
Can Chen
;
ZHANG HAO
;
Jijie Yan
;
Wei, Minghai
Adobe PDF
|
Favorite
|
TC[WOS]:
0
TC[Scopus]:
0
IF:
2.0
/
2.8
|
Submit date：2023/12/26
Textual Information Quality
Textual Information Content,
Forward-looking Disclosure
Multi-modal Information
Default Risk Pricing
Credit Default Swap
