Review of Quantitative Finance and Accounting

1995 - 2021

Current editor(s): Cheng-Few Lee

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Volume 56, issue 2, 2021

A bold move or biting off more than they can chew: examining the performance of small acquirers pp. 393-422

Nancy L. Harp, Kevin H. Kim and Derek K. Oler

Is managerial rent extraction associated with tax aggressiveness? Evidence from informed insider trading pp. 423-452

Yonghong Jia and Xinghua Gao

Does managerial reluctance of dividend cuts signal future earnings? pp. 453-478

James Juichia Lin and Cheng-Few Lee

The impact of XBRL on real earnings management: unexpected consequences of the XBRL implementation in China pp. 479-504

Songsheng Chen, Jun Guo, Qingqing Liu and Xiaoxiao Tong

Differential risk effect of inside debt, CEO compensation diversification, and firm investment pp. 505-543

Cheng-Few Lee, Chengru Hu and Maggie Foley

Earnings forecasts: the case for combining analysts’ estimates with a cross-sectional model pp. 545-579

Vitor Azevedo, Patrick Bielstein and Manuel Gerhart

Abnormal inventory and performance in manufacturing companies: evidence from the trade credit channel pp. 581-617

Godfred Adjapong Afrifa, Ahmad Alshehabi, Ishmael Tingbani and Hussein Halabi

Intertemporal asset pricing with bitcoin pp. 619-645

Dimitrios Koutmos and James E. Payne

Analysis of the bitcoin stock market indexes using comparative study of two models SV with MCMC algorithm pp. 647-673

A. Hachicha and F. Hachicha

CEO chairman controversy: evidence from the post financial crisis period pp. 675-713

Walter Gontarek and Yacine Belghitar

Changes in Big N auditors’ client selection and retention strategies over time pp. 715-754

Daniel Aobdia, Luminita Enache and Anup Srivastava

Do more mergers and acquisitions create value for shareholders? pp. 755-787

Shaomeng Li, Guy S. Liu and Andros Gregoriou

Interaction effects of corporate hedging activities for a multi-risk exposure: evidence from a quasi-natural experiment pp. 789-818

Markus Hang, Jerome Geyer-Klingeberg, Andreas W. Rathgeber, Clémence Alasseur and Lena Wichmann

Volume 56, issue 1, 2021

Risk exposures of European cooperative banks: a comparative analysis pp. 1-23

Davide Salvatore Mare and Dieter Gramlich

Option pricing under stock market cycles with jump risks: evidence from the S&P 500 index pp. 25-51

Shin-Yun Wang, Ming-Che Chuang, Shih-Kuei Lin and So- De Shyu

Firms cash management, adjustment cost and its impact on firms’ speed of adjustment: a cross country analysis pp. 53-89

Qazi Amin and Tom Williamson

Do futures lead the index under stress? Evidence from the 2015 Chinese market turmoil and its aftermath pp. 91-110

Shuxin Guo

The predictive strength of MBS yield spreads during asset bubbles pp. 111-142

Solomon Deku, Alper Kara and Artur Semeyutin

How reverse merger firms raise capital in PIPEs: search costs and placement agent reputation pp. 143-184

Onur Bayar, Yini Liu and Juan Mao

Examining the stock performance of acquirers where the acquirer or target hold patents pp. 185-217

Kevin H. Kim, Derek K. Oler and Juan Manuel Sanchez

The effect of management control mechanisms through risk-taking incentives on asymmetric cost behavior pp. 219-243

Wulung Li, Ramachandran Natarajan, Yan Zhao and Kenneth Zheng

Strategic usefulness of ignorance: evidence from income smoothing via retained interest of securitized loans pp. 245-272

Emre Kilic, Gerald Lobo, Tharindra Ranasinghe and Lin Yi

Government customers, institutional investment horizons, and liquidity risk pp. 273-296

Brian Boscaljon, Hongrui Feng, Yuecheng Jia and Qian Sun

Geographic proximity, long-term institutional ownership, and corporate social responsibility pp. 297-328

Kiyoung Chang, Jean Kabongo and Ying Li

Information flow and price discovery dynamics pp. 329-367

Lei Wu, Kuan Xu and Qingbin Meng

Alternative profitability measures and cross-section of expected stock returns: international evidence pp. 369-391

Nusret Cakici, Sris Chatterjee, Yi Tang and Lin Tong

Volume 55, issue 4, 2020

A machine learning approach to univariate time series forecasting of quarterly earnings pp. 1163-1179

Jan Alexander Fischer, Philipp Pohl and Dietmar Ratz

Family firms and long-term orientation of SG&A expenditures pp. 1181-1206

Chih-Yang Tseng

The economic benefits of returned-global Chinese IPOs pp. 1207-1239

Jerry W. Chen, In-Mu Haw, Jianfu Shen and Pauline W. Wong

Volatility and asymmetric dependence in Central and East European stock markets pp. 1241-1303

Nathan Lael Joseph, Thi Thuy Anh Vo, Asma Mobarek and Sabur Mollah

Identity of multiple large shareholders and corporate governance: are state-owned entities efficient MLS? pp. 1305-1340

Sen Lin, Fengqin Chen and Lihong Wang

Government control and the value of cash: evidence from listed firms in China pp. 1341-1369

Xinyu Yu and Ping Wang

When enough is not enough: bank capital and the Too-Big-To-Fail subsidy pp. 1371-1406

Michael B. Imerman

Selection bias and pseudo discoveries on the constancy of stock return anomalies pp. 1407-1426

Russell P. Robins and Geoffrey Peter Smith

The value of innovation and the spillover effect on alliance partners pp. 1427-1457

Jianping Qi, Ninon K. Sutton and Qiancheng Zheng

Another look at value and momentum: volatility spillovers pp. 1459-1479

Klaus Grobys and Sami Vähämaa

Impact of economic policy uncertainty on disclosure and pricing of earnings news pp. 1481-1512

Sharad Asthana and Rachana Kalelkar

Wealth effects of relative firm value in M&A deals: reallocation of physical versus intangible assets pp. 1513-1548

Debarati Bhattacharya and Wei-Hsien Li

Volume 55, issue 3, 2020

Multiday expected shortfall under generalized t distributions: evidence from global stock market pp. 803-825

Robina Iqbal, Ghulam Sorwar, Rose Baker and Taufiq Choudhry

Valuation ratio style investing and economic sentiment: evidence from major Eurozone markets pp. 827-856

Spyros I. Spyrou

The effects of ownership structure, sub-optimal cash holdings and investment inefficiency on dividend policy: evidence from Indonesia pp. 857-900

Abdul Moin, Yilmaz Guney and Izidin El Kalak

Has stock exchange demutualization improved market quality? International evidence pp. 901-934

Kobana Abukari and Isaac Otchere

Does idiosyncratic risk matter in IPO long-run performance? pp. 935-981

Marie-Claude Beaulieu and Habiba Mrissa Bouden

White Knights or Machiavellians? Understanding the motivation for reverse takeovers in Singapore and Thailand pp. 983-1001

Pantisa Pavabutr

Insider trading around auto recalls: Does investor attention matter? pp. 1003-1033

Omer N. Gokalp, Sami Keskek, Abdullah Kumas and Marshall A. Geiger

What does the timing of dividend reductions signal? pp. 1035-1061

Xin Che and Kathleen P. Fuller

The roles of rating outlooks: the predictor of creditworthiness and the monitor of recovery efforts pp. 1063-1091

Winnie P. H. Poon and Jianfu Shen

Distress risk, product market competition, and corporate bond yield spreads pp. 1093-1135

Han-Hsing Lee

Social media, political uncertainty, and stock markets pp. 1137-1153

Rui Fan, Oleksandr Talavera and Vu Tran

Recap of the 30th annual conference on Financial Economics and Accounting, November 1–2, 2019 pp. 1155-1162

Cheng Few Lee, Kose John, Anthony Lynch, Joshua Ronen and Paul Zarowin

Volume 55, issue 2, 2020

Conditional dependence in post-crisis markets: dispersion and correlation skew trades pp. 389-426

Oleg Sokolinskiy

CEO tenure and audit pricing pp. 427-459

Santanu Mitra, Hakjoon Song, Sang Mook Lee and Shin Hyoung Kwon

Co-opted directors, gender diversity, and crash risk: evidence from China pp. 461-500

Erin H. Kao, Ho-Chuan Huang, Hung-Gay Fung and Xiaojian Liu

Accounting conservatism and banking expertise on board of directors pp. 501-539

Tri Tri Nguyen, Chau Minh Duong, Nguyet Thi Minh Nguyen and Hung Quang Bui

Are all outside directors created equal with respect to firm disclosure policy? pp. 541-577

Luminita Enache, Antonio Parbonetti and Anup Srivastava

The impact of audit committee expertise on auditor resources: the case of Israel pp. 579-603

Omer Berkman and Shlomith D. Zuta

Discretionary loan loss provision behavior in the US banking industry pp. 605-645

Dung Viet Tran, M. Kabir Hassan and Reza Houston

Did the banking sector foresee the financial crisis? Evidence from risk factor disclosures pp. 647-669

Mehrzad Azmi Shabestari, Kevin Moffitt and Bharat Sarath

Optimal portfolio and spending rules for endowment funds pp. 671-693

Muhammad Kashif, Francesco Menoncin and Iqbal Owadally

Post-earnings announcement drift and parameter uncertainty: evidence from industry and market news pp. 695-738

Claire Y. C. Liang and Rengong Zhang

Does the monitoring effect of Big 4 audit firms really prevail? Evidence from managerial expropriation of cash assets pp. 739-768

Pinghsun Huang, Yi-Chieh Wen and Yan Zhang

Top management tournament incentives and credit ratings pp. 769-801

James W. Bannister, Harry A. Newman and Emma Y. Peng

Volume 55, issue 1, 2020

Foreign institutional ownership and demand for accounting conservatism: evidence from an emerging market pp. 1-27

Mohamed Khalil, Aydin Ozkanc and Yilmaz Yildiz

Bank earnings management and analyst coverage: evidence from loan loss provisions pp. 29-54

Yongtao Hong, Fariz Huseynov, Sabuhi Sardarli and Wei Zhang

Credit information sharing and loan default in developing countries: the moderating effect of banking market concentration and national governance quality pp. 55-103

Samuel Fosu, Albert Danso, Henry Agyei-Boapeah, Collins Ntim and Emmanuel Adegbite

The influence of cultural diversity on the convergence of IFRS: evidence from Nigeria IFRS implementation pp. 105-121

Jude Edeigba, Christopher Gan and Felix Amenkhienan

On accounting’s twenty-first century challenge: evidence on the relation between intangible assets and audit fees pp. 123-162

Sudip Datta, Anand Jha and Manoj Kulchania

Model and estimation risk in credit risk stress tests pp. 163-199

Peter Grundke, Kamil Pliszka and Michael Tuchscherer

Differential market valuations of board busyness across alternative banking models pp. 201-238

Marwa Elnahass, Kamil Omoteso, Aly Salama and Vu Quang Trinh

Price limit changes, order decisions, and stock price movements: an empirical analysis of the Taiwan Stock Exchange pp. 239-268

Donald Lien, Pi-Hsia Hung and Chiu-Ting Pan

The risk management implications of using end of day consensus pricing for single name CDS pp. 269-304

Tavy Ronen, Oleg Sokolinskiy and Ben Sopranzetti

Of substitutes and complements: trade credit versus bank loans in Japan, 1980–2012 pp. 305-326

Chim Lau and Ulrike Schaede

When analysts encounter lottery-like stocks: lottery-like stocks and analyst stock recommendations pp. 327-353

Mei-Chen Lin

Mutual funds, tunneling and firm performance: evidence from China pp. 355-387

Amon Chizema, Wei Jiang, Jing-Ming Kuo and Xiaoqi Song