Review of Quantitative Finance and Accounting

1995 - 2018

Current editor(s): Cheng-Few Lee

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Volume 51, issue 4, 2018

Corruption, governance, and public pension funds pp. 883-919

Hongxian Zhang, Liang Guo and Maggie Hao

Derivatives usage for banking industry: evidence from the European markets pp. 921-941

Chuang-Chang Chang, Keng-Yu Ho and Yu-Jen Hsiao

The effects on investment incentives of an allowance for corporate equity tax system: the Belgian case as an example pp. 943-965

Carmen Bachmann, Martin Baumann and Konrad Richter

Glamour versus value, market timing and firm performance: evidence from mergers and acquisitions pp. 967-1003

Kai-Shi Chuang

Managerial ability and firm risk-taking behavior pp. 1005-1032

Kenneth Yung and Chen Chen

Managerial ability, information quality, and the design and pricing of corporate debt pp. 1033-1069

Alex Petkevich and Andrew Prevost

An analysis of proxy statement leadership structure justification disclosures pp. 1071-1106

Xiaoyan Cheng, David Smith and Paul Tanyi

Board composition, monitoring and credit risk: evidence from the UK banking industry pp. 1107-1128

Jia Lu and Agyenim Boateng

Investors’ perception of CEO overconfidence: evidence from the cost of equity capital pp. 1129-1150

Sanaz Aghazadeh, Lili Sun, Qian Wang and Rong Yang

Executive cash compensation and tax aggressiveness of Chinese firms pp. 1151-1180

Wei Huang, Tingting Ying and Yun Shen

Volume 51, issue 3, 2018

Using real options theory to explain patterns in the valuation of research and development expenditures pp. 575-593

Denise A. Jones

Asymmetric effects of oil shocks on stock market returns in Saudi Arabia: evidence from industry level analysis pp. 595-619

Sunil K. Mohanty, Joseph Onochie and Abdulrahman F. Alshehri

Firm-supplier relations and managerial compensation pp. 621-649

Tiantian Gu and Anand Venkateswaran

Parent-subsidiary investment layers and the value of corporate cash holdings pp. 651-681

Audrey Wenhsin Hsu and Sophia Hsintsai Liu

Does corporate diversification reduce value in high technology firms? pp. 683-718

Nilakshi Borah, Liu Pan, Jung Chul Park and Nan Shao

Innovation, financial reporting quality, and audit quality pp. 719-749

Gerald J. Lobo, Yuan Xie and Joseph H. Zhang

Information diffusion of upstream and downstream industry-wide earnings surprises and its implications pp. 751-784

Hsiu-Lang Chen

Alternative utility functions: review, analysis and comparison pp. 785-811

Arie Harel, Jack Clark Francis and Giora Harpaz

Enhancement of value investing strategies based on financial statement variables: the German evidence pp. 813-845

Eero Pätäri, Timo H. Leivo, Janne Hulkkonen and J. V. Samuli Honkapuro

Value creation through external growth strategy: the architecture of successful performance pp. 847-882

Veronika Vinogradova

Volume 51, issue 2, 2018

The impact of executive inside debt on sell-side financial analyst forecast characteristics pp. 283-315

Avishek Bhandari, Babak Mammadov and Maya Thevenot

Is gold a hedge against inflation? A wavelet time-scale perspective pp. 317-345

Thomas Conlon, Brian M. Lucey and Gazi Salah Uddin

A rational asymmetric reaction to news: evidence from English football clubs pp. 347-374

Jason P. Berkowitz and Craig Depken

Oil shocks, policy uncertainty and earnings surprises pp. 375-388

Wensheng Kang and Jing Wang

Determinants of analysts’ revenue forecast accuracy pp. 389-431

Tanja Lorenz and Carsten Homburg

Stock market return predictability: Does network topology matter? pp. 433-460

Harnchai Eng-Uthaiwat

The efficiency of IPO issuing mechanisms and market conditions: evidence in China pp. 461-495

Chen Su

The impact of cost allocation errors on price and product-mix decisions pp. 497-527

C. Homburg, Julia Nasev and Philipp Plank

Odd lot trading and earnings announcements pp. 529-551

Hardy Johnson, Ansley Chua and Tianming Zhang

Corporate goodness and profit warnings pp. 553-573

Ajit Dayanandan, Han Donker and John Nofsinger

Volume 51, issue 1, 2018

The effect of growth opportunities on the market reaction to dividend cuts: evidence from the 2008 financial crisis pp. 1-17

Xin Che, Andre P. Liebenberg, Ivonne A. Liebenberg and Brandon C. L. Morris

Community bank structure an x-efficiency approach pp. 19-41

Gregory McKee and Albert Kagan

Innovation quality of firms with the research and development tax credit pp. 43-78

Wei-Chuan Kao

Credit scores and the performance of newly-listed stocks: an exploration of the Chinese A-share market pp. 79-111

Charlie X. Cai, Paul B. McGuinness and Qi Zhang

The power of control: the acquisition decisions of newly public dual-class firms pp. 113-138

Hari P. Adhikari, Thanh T. Nguyen and Ninon K. Sutton

Is less information better information? Evidence from the credit rating withdrawal pp. 139-157

Federica Salvadè

Managing earnings risk under SFAS 133/IAS 39: the case of cash flow hedges pp. 159-197

Dennis Frestad

Symmetric and asymmetric nonlinear causalities between oil prices and the U.S. economic sectors pp. 199-218

Jinghua Wang and Geoffrey Ngene

Local investor attention and post-earnings announcement drift pp. 219-252

Bin Wang, Wonseok Choi and Ibrahim Siraj

Bank competition and the cost of bank loans pp. 253-282

Yili Lian

Volume 50, issue 4, 2018

The timing of new corporate debt issues and the risk-return tradeoff pp. 943-978

Dimitrios Koutmos, Konstantinos Bozos, Dionysia Dionysiou and Neophytos Lambertides

How accurate are modern Value-at-Risk estimators derived from extreme value theory? pp. 979-1030

Benjamin Mögel and Benjamin R. Auer

Do investors find carbon information useful? Evidence from Italian firms pp. 1031-1056

Bikki Jaggi, Alessandra Allini, Riccardo Macchioni and Annamaria Zampella

Accounting based valuation: a simultaneous equations model for forecasting earnings to proxy for ‘other information’ pp. 1057-1091

Iris Bergmann and Wolfgang Schultze

A macroeconomic reverse stress test pp. 1093-1130

Peter Grundke and Kamil Pliszka

Leading the herd: evidence from mutual funds’ buy and sell decisions pp. 1131-1146

Marius Popescu and Zhaojin Xu

The impact of intangibles on firms’ financial and market performance: UK evidence pp. 1147-1168

Yasean A. Tahat, Ahmed H. Ahmed and Mohammad M. Alhadab

Does the major market influence transfer? Alternative effect on Asian stock markets pp. 1169-1200

Luke Lin and Wen-Yuan Lin

Real activities manipulation and firm valuation pp. 1201-1226

Cristhian Mellado, Surendranath R. Jory and Thanh N. Ngo

The market for private student loans: an analysis of credit union exposure, risk, and returns pp. 1227-1251

Cullen F. Goenner

Volume 50, issue 3, 2018

Financial statements based bank risk aggregation pp. 673-694

Jianping Li, Lu Wei, Cheng-Few Lee, Xiaoqian Zhu and Dengsheng Wu

Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias pp. 695-715

Januj Juneja

Analyst recommendations and the implied cost of equity pp. 717-743

Raj Aggarwal, Dev Mishra and Craig Wilson

Stock price informativeness on the sensitivity of strategic M&A investment to Q pp. 745-774

Wenjing Ouyang and Samuel H. Szewczyk

The pricing of common exchange rate factors in the U.S. equity market pp. 775-798

Ding Du

Time-varying managerial overconfidence and pecking order preference pp. 799-835

Andrew Vivian and Bin Xu

Disposition effect and analyst forecast dispersion pp. 837-859

Daniela Vesselinova Balkanska

The dispersion anomaly and analyst recommendations pp. 861-896

Jorida Papakroni

Data analytic approach for manipulation detection in stock market pp. 897-932

Jia Zhai, Yi Cao and Xuemei Ding

Recap of the 28th annual conference on financial economics and accounting, November 10–11, 2017 pp. 933-942

Cheng-Few Lee

Volume 50, issue 2, 2018

One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations pp. 353-392

Thanos Verousis, Pietro Perotti and Georgios Sermpinis

The holdings markup behavior of mutual funds: evidence from an emerging market pp. 393-414

Ching-Chang Wang and Jerry Yu

An analysis of closed-end funds discounts viewed from a lack of redemption perspective pp. 415-440

Jullavut Kittiakarasakun, Lalatendu Misra and Sinan Yildirim

Industry expertise on corporate boards pp. 441-479

Olubunmi Faleye, Rani Hoitash and Udi Hoitash

Forestalling capital regulation or masking financial weakness? Evidence from loss reserve management in the property–liability insurance industry pp. 481-518

Yi-hsun Lai, Wen-chang Lin and Liang-wei Kuo

Suppliers’/customers’ production efficiency uncertainty and firm credit risk pp. 519-560

Tsung-Kang Chen and Hsien-Hsing Liao

The extent of virgin olive-oil prices’ distribution revealing the behavior of market speculators pp. 561-590

Fathi Abid and Bilel Kaffel

Credit default swap spreads and annual report readability pp. 591-621

Nan Hu, Ling Liu and Lu Zhu

Corporate responses to the repatriation incentives and domestic production activities deduction pp. 623-651

Michael Kinney and Harrison Liu

Measuring the effect of watch-preceded and direct rating changes: a note on credit markets pp. 653-672

Florian Kiesel and Sascha Kolaric

Volume 50, issue 1, 2018

Rebalancing versus buy and hold: theory, simulation and empirical analysis pp. 1-32

Jimmy E. Hilliard and Jitka Hilliard

Determinants of equity return correlations: a case study of the Amman Stock Exchange pp. 33-66

Mohammad Alomari, David. M. Power and Nongnuch Tantisantiwong

Stock price reaction to profit warnings: the role of time-varying betas pp. 67-93

Shuxing Yin, Khelifa Mazouz, Abdelhafid Benamraoui and Brahim Saadouni

Short term real earnings management prior to stock repurchases pp. 95-128

Lauren A. Cooper, Jimmy F. Downes and Ramesh Rao

The effect of restatements on trading volume reactions to earnings announcements pp. 129-180

Chunlai Ye and Lin-Hui Yu

Consumption-based capital asset pricing models: issues and controversies pp. 181-205

Wonnho Choi

The sentiment premium and macroeconomic announcements pp. 207-237

Ding Du and Ou Hu

Product market competition, competitive strategy, and analyst coverage pp. 239-260

Rongrong Zhang

Corporate social responsibility, credit rating, and private debt contracting: new evidence from syndicated loan market pp. 261-299

Sung C. Bae, Kiyoung Chang and Ha-Chin Yi

Convergence of trading strategies in continuous double auction markets with boundedly-rational networked traders pp. 301-352

Junhuan Zhang, Peter McBurney and Katarzyna Musial