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Review of Quantitative Finance and Accounting
1995 - 2012
Edited by Cheng-Few Lee
from Springer
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Volume 33, issue 4 , 2009
Estimating continuous-time stochastic volatility models of the short-term interest rate: a comparison of the generalized method of moments and the Kalman filter pp. 303-326 Travis Sapp Forecasting time-varying covariance with a range-based dynamic conditional correlation model pp. 327-345 Ray Yeutien Chou , Chun-Chou Wu and Nathan Liu Effects of takeover protection on earnings overstatements: evidence from restating firms pp. 347-369 Yijiang Zhao , Kung Chen and Lee J. Yao The effect of earnings quality and country-level institutions on the value relevance of earnings pp. 371-391 Steven Cahan , David Emanuel and Jerry Sun Oil prices and transport sector returns: an international analysis pp. 393-409 Mohan Nandha and Robert Brooks Volume 33, issue 3 , 2009
Prospect theory and the risk-return paradox: some recent evidence pp. 193-208 Pin-Huang Chou , Robin Chou and Kuan-Cheng Ko The value of columnists’ stock recommendations: an event study approach pp. 209-232 Dan Palmon , Ephraim Sudit and Ari Yezegel US stock market volatility persistence: evidence before and after the burst of the IT bubble pp. 233-252 J. Cuñado , Luis Alberiko Gil-Alana and Fernando Pérez de Gracia Order submission behaviors and opening price behaviors: evidence from an emerging market pp. 253-278 Chaoshin Chiao , Zi-May Wang and Hsiu-Ling Lai Value-relevance of pension transition adjustments and other comprehensive income components in the adoption year of SFAS No. 158 pp. 279-301 Santanu Mitra and Mahmud Hossain Volume 33, issue 2 , 2009
Analysts’ recommendations: from which signal does the market take its lead? pp. 91-111 Rob Brown , Howard Chan and Yew Ho Dividend decisions in the property and liability insurance industry: mutual versus stock companies pp. 113-139 Hong Zou , Chuanhou Yang , Mulong Wang and Minglai Zhu Are the Fama–French factors proxying news related to GDP growth? The Australian evidence pp. 141-158 Annette Nguyen , Robert William Faff and Philip Gharghori Price reversals versus price continuations: the transitory price effects of futures trading extension on the underlying stock market pp. 159-176 Yue-cheong Chan and Louis Cheng Recent changes in the prime rate behavior pp. 177-192 Jianzhou Zhu , Manfen Chen and Wanli Li Volume 33, issue 1 , 2009
Interest rate risk of German financial institutions: the impact of level, slope, and curvature of the term structure pp. 1-26 Marc-Gregor Czaja , Hendrik Scholz and Marco Wilkens A test of bear market mergerstat control premiums pp. 27-36 Dan Jordan and Donald Wort Implications of firm experiential knowledge and sequential FDI on performance of Japanese subsidiaries in Brazil pp. 37-58 Mário Ogasavara and Yasuo Hoshino NYSE execution quality subsequent to migration to hybrid pp. 59-81 Jose Gutierrez and Yiuman Tse Recap of the 19th annual conference on financial economics and accounting, November 14, 2008 to November 15, 2008 pp. 83-90 Cheng-Few Lee Volume 32, issue 4 , 2009
Mispricing and the cross-section of stock returns pp. 317-349 Carl Chen , Peter Lung and F. Wang Tick size change on the Stock Exchange of Thailand pp. 351-371 Pantisa Pavabutr and Sukanya Prangwattananon A bridge from ruin theory to credit risk pp. 373-403 Cho-Jieh Chen and Harry Panjer The relationship between implied and realized volatility: evidence from the Australian stock index option market pp. 405-419 Steven Li and Qianqian Yang Should more local governments purchase a bond rating? pp. 421-438 Arthur Allen , George Sanders and Donna Dudney Volume 32, issue 2 , 2009
The value relevance of corporate restructuring charges pp. 101-128 Bikki Jaggi , Beixin Lin , Suresh Govindaraj and Picheng Lee Corporate governance and firm operating performance pp. 129-144 Lawrence Brown and Marcus Caylor Measuring the impact of sales on earnings and equity price pp. 145-168 Oliver Kim , Steve Lim and Taewoo Park The impact of exchange rate risk on international asset pricing under various market structures pp. 169-195 Sema Bayraktar Corporate social responsibility and financial performance: the “virtuous circle” revisited pp. 197-209 Edward Nelling and Elizabeth Webb Volume 32, issue 1 , 2009
New evidence pertaining to the prediction of operating cash flows pp. 1-15 Kenneth Lorek and G. Willinger Is there a viable alternative to ordinary least squares regression when security abnormal returns are the dependent variable? pp. 17-31 Imre Karafiath Non-audit service and auditor independence: an examination of the Procomp effect pp. 33-59 Rong-Ruey Duh , Wen-Chih Lee and Chi-Yun Hua The influence of managerial incentives on the resolution of financial distress pp. 61-83 Dong-Kyoon Kim and Chuck Kwok Performance persistence and its influence on money and investor flows into Spanish pension plans pp. 85-100 Luis Ferruz , Luis Vicente and Laura Andreu Volume 31, issue 4 , 2008
Residual income, value-relevant information and equity valuation: a simultaneous equations approach pp. 331-358 Ruey Tsay , Yi-Mien Lin and Hsiao-Wen Wang A multi-factor Markovian HJM model for pricing American interest rate derivatives pp. 359-378 Marat Kramin , Saikat Nandi and Alexander Shulman Liquidity commonality and spillover in the US and Japanese markets: an intraday analysis using exchange-traded funds pp. 379-393 Vinay Datar , Raymond So and Yiuman Tse Specification analysis of corporate equity financing decision: a conditional residual approach pp. 395-423 YiLin Wu and Lee Cheng-Few The persistence of earnings per share pp. 425-439 Luis Alberiko Gil-Alana and Rolando Peláez Volume 31, issue 3 , 2008
Finance editorial board membership and research productivity pp. 225-240 William Hardin , Kartono Liano , Kam Chan and Robert Fok Trading on inside information when there may be tippees pp. 241-260 Chi-Wen Lee and Zemin Lu The impact of surprise offer-share adjustments on offer-day returns: evidence from seasoned equity offers pp. 261-286 Hoje Jo , Yongtae Kim and Myung Park Sixty years of research leadership: contributing authors and institutions to the journal of finance pp. 287-309 Jean Heck and Philip Cooley Macro information environment change and the quality of management earnings forecasts pp. 311-330 Stephen Baginski , John Hassell and Michael Kimbrough Volume 31, issue 2 , 2008
Board size and firm performance: the moderating effects of the market for corporate control pp. 121-145 Shijun Cheng , John Evans and Nandu Nagarajan An empirical assessment of the premium associated with meeting or beating both time-series earnings expectations and analysts’ forecasts pp. 147-166 Nicholas Dopuch , Chandra Seethamraju and Weihong Xu Firm valuation, abnormal earnings, and mutual funds flow pp. 167-189 John Maher , Robert Brown and Raman Kumar Are candlestick technical trading strategies profitable in the Japanese equity market? pp. 191-207 Ben Marshall , Martin Robert Young and Rochester Cahan Dividend taxation and corporate investment: a comparative study between the classical system and imputation system of dividend taxation in the United States and Australia pp. 209-224 Bhavish Jugurnath , Mark Stewart and Robert Brooks Volume 31, issue 1 , 2008
Value creation with Dye’s disclosure option: optimal risk-shielding with an upper tailed disclosure strategy pp. 1-27 Adam Ostaszewski and Miles Gietzmann Do core and non-core cash flows from operations persist differentially in predicting future cash flows? pp. 29-53 C. Cheng and Dana Hollie Analysing the performance of managed funds using the wavelet multiscaling method pp. 55-70 Francis In , Sangbae Kim , Vijaya Marisetty and Robert William Faff The capital market implications of the frequency of interim financial reporting: an international analysis pp. 71-104 Yaw Mensah and Robert Werner Statistically based quarterly earnings expectation models for nonseasonal firms pp. 105-119 Kenneth Lorek , G. Willinger and Allen Bathke
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