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Review of Quantitative Finance and Accounting
1995 - 2012
Edited by Cheng-Few Lee
from Springer
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Volume 30, issue 4 , 2008
A model for stock market returns: non-Gaussian fluctuations and financial factors pp. 355-370 B. Craven and Sardar Islam Stock returns and expected inflation: evidence from an asymmetric test specification pp. 371-395 Bharat R. Kolluri and Mahmoud Wahab An examination of factors affecting Chinese financial analysts’ information comprehension, analyzing ability, and job quality pp. 397-417 Yiming Hu , Thomas Lin and Siqi Li The long-run performance of initial public offerings and its determinants: the case of China pp. 419-432 Xiaoqiong Cai , Guy Liu and Bryan Mase Bid ask spread in a competitive market with institutions and order size pp. 433-453 Malay Dey and Hossein Kazemi Volume 30, issue 3 , 2008
The performance of stocks that are reverse split pp. 253-279 Terrence Martell and Gwendolyn Webb Do corporate governance attributes affect adverse selection costs? Evidence from seasoned equity offerings pp. 281-296 John Becker-Blease and Afshad Irani The effect of controlling shareholders’ excess board seats control on financial restatements: evidence from Taiwan pp. 297-314 Chaur-Shiuh Young , Liu-Ching Tsai and Hui-Wen Hsu Executive pay dispersion, corporate governance, and firm performance pp. 315-338 Kin Lee , Baruch Lev and Gillian Yeo A Bayesian framework for combining valuation estimates pp. 339-354 Kenton K. Yee Volume 30, issue 2 , 2008
Investor protection, adverse selection, and the probability of informed trading pp. 111-131 Paul Brockman and Dennis Chung Evidence of feedback trading with Markov switching regimes pp. 133-151 Warren Dean and Robert William Faff Joint accounting choices: an examination of firms’ adoption strategies for SFAS No. 106 AND SFAS No. 109 pp. 153-185 Debra Jeter , Paul Chaney and Michele Daley International evidence on the impact of regulations and supervision on banks’ technical efficiency: an application of two-stage data envelopment analysis pp. 187-223 Fotios Pasiouras Can corporate governance save distressed firms from bankruptcy? An empirical analysis pp. 225-251 Eliezer Fich and Steve Slezak Volume 30, issue 1 , 2008
Change in value relevance of quarterly foreign sales data of U.S. multinational corporations after adopting SFAS 131 pp. 1-23 Mahmud Hossain Herding, momentum and investor over-reaction pp. 25-47 Rani Hoitash and Murugappa (Murgie) Krishnan Option volume, strike distribution, and foreign exchange rate movements pp. 49-67 Mark Cassano and Bing Han Firm diversification and earnings management: evidence from seasoned equity offerings pp. 69-92 Chee Lim , Tiong Thong and David Ding Long-run performance following quality management certification pp. 93-109 Eurico Ferreira , Amit Sinha and Dale Varble Volume 29, issue 4 , 2007
The influence of growth opportunities on the relationship between equity ownership and leverage pp. 339-351 Doocheol Moon and Kishore Tandon Value relevance of value-at-risk disclosure pp. 353-370 Chee Lim and Patricia Tan The dynamics in the spot, futures, and call options with basis asymmetries: an intraday analysis in a generalized multivariate GARCH-M MSKST framework pp. 371-394 Kai-Li Wang and Mei-Ling Chen Not all call auctions are created equal: evidence from Hong Kong pp. 395-413 Carole Comerton-Forde , James Rydge and Hayley Burridge Do analysts overreact to extreme good news in earnings? pp. 415-431 Zhaoyang Gu and Jian Xue Volume 29, issue 3 , 2007
Valuation and classification of company issued cash and share-puts pp. 223-240 William Terando , Wayne Shaw and David Smith Modeling exposure to losses on automobile leases pp. 241-266 L. Smith and Baiqiang Jin Valuation of global IPOs: a stochastic frontier approach pp. 267-284 Yue-Cheong Chan , Congsheng Wu and Chuck Kwok Accounting Ph.D. program graduates: affiliation performance and publication performance pp. 285-313 Lawrence Brown and Indrarini Laksmana Changes in CEO compensation structure and the impact on firm performance following CEO turnover pp. 315-338 David Blackwell , Donna Dudney and Kathleen Farrell Volume 29, issue 2 , 2007
Underwriter warrants, underwriter reputation, and growth signaling pp. 129-154 Sung Bae and Hoje Jo Why do firms repurchase stock to acquire another firm? pp. 155-172 Robin Wilber Valuing corporate securities: some effects of bond indenture provisions—a correction pp. 173-180 Hsuan-Chu Lin The cross-sectional relationship between stock returns and domestic and global factors in the Chinese A-share market pp. 181-203 Yuenan Wang and Amalia Di Iorio Premium setting and bank behavior in a voluntary deposit insurance scheme pp. 205-222 Ting-Fang Chiang , E-Ching Wu and Min-Teh Yu Volume 29, issue 1 , 2007
Disclosure and the cost of equity in international cross-listing pp. 1-24 Tim Eaton , John Nofsinger and Daniel Weaver The relation between R&D intensity and future market returns: does expensing versus capitalization matter? pp. 25-51 Howard Chan , Robert William Faff , Philip Gharghori and Yew Ho Takeover motives in a weak regulatory environment surrounding a market shock: a case study of New Zealand with a comparison of Gondhalekar and Bhagwat’s (2003) US findings pp. 53-67 Hamish Anderson and Ben Marshall The role of stochastic volatility and return jumps: reproducing volatility and higher moments in the KOSPI 200 returns dynamics pp. 69-110 In Kim , In-Seok Baek , Jaesun Noh and Sol Kim Recap of the 17th Annual Conference on Financial Economics and Accounting (with PowerPoint of Professor Katherine Schipper's Keynote Speech) pp. 111-128 Cheng-Few Lee Volume 28, issue 4 , 2007
The valuation consequences of voluntary accounting changes pp. 327-352 James Linck , Thomas Lopez and Lynn Rees Who hedges more when leverage is endogenous? A testable theory of corporate risk management under general distributional conditions pp. 353-391 Lutz Hahnenstein and Klaus Röder Corporate voluntary disclosure and the separation of cash flow rights from control rights pp. 393-416 Kin-Wai Lee One-and-a-half decades of global research output in Finance: 1990–2004 pp. 417-439 Kam Chan , Carl Chen and Peter Lung Recap of the 16th Annual Conference on Financial Economics and Accounting, November 18, 2005 to November 19, 2005 pp. 441-449 Cheng-Few Lee Volume 28, issue 3 , 2007
Pricing futures on geometric indexes: A discrete time approach pp. 227-240 Arie Harel , Giora Harpaz and Jack Francis The association between audit committees, compensation incentives, and corporate audit fees pp. 241-255 Nikos Vafeas and James Waegelein The empirical relationship between ownership characteristics and audit fees pp. 257-285 Santanu Mitra , Mahmud Hossain and Donald Deis Interday and intraday volatility: Additional evidence from the Shanghai Stock Exchange pp. 287-306 Gary Tian and Mingyuan Guo Analysts’ forecast revisions and firms’ research and development expenses pp. 307-326 Li-Chin Ho , Chao-Shin Liu and Thomas Schaefer Volume 28, issue 2 , 2007
Investment opportunities, free cash flow, and stock valuation effects of secured debt offerings pp. 123-145 Shao-Chi Chang , Sheng-Syan Chen , Ailing Hsing and Chia Huang Bank capitalization and lending behavior after the introduction of the Basle Accord pp. 147-162 Ling Chu , Robert Mathieu , Sean Robb and Ping Zhang Relationship between Treasury bills and Eurodollars: Theoretical and Empirical Analyses pp. 163-185 Cheng-few Lee , Keshab Shrestha and Robert Welch A robust VaR model under different time periods and weighting schemes pp. 187-201 Timotheos Angelidis , Alexandros Benos and Stavros Degiannakis Oil convenience yields estimated under demand/supply shock pp. 203-225 William Lin and Chang-Wen Duan Volume 28, issue 1 , 2007
The contextual nature of the predictive power of statistically-based quarterly earnings models pp. 1-22 Kenneth Lorek and G. Willinger Information effects of dividends: Evidence from the Hong Kong market pp. 23-54 Louis Cheng , Hung-Gay Fung and Tak Leung A re-evaluation of auditors’ opinions versus statistical models in bankruptcy prediction pp. 55-78 Lili Sun Role models in finance: Lessons from life cycle productivity of prolific scholars pp. 79-100 Raj Aggarwal , David Schirm and Xinlei Zhao Density estimation through quasi-analytic Monte-Carlo simulation: Options arbitrage with transactions costs pp. 101-122 N. Chidambaran
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