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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 Downloads
Hongxian Zhang, Liang Guo and Maggie Hao
Derivatives usage for banking industry: evidence from the European markets pp. 921-941 Downloads
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 Downloads
Carmen Bachmann, Martin Baumann and Konrad Richter
Glamour versus value, market timing and firm performance: evidence from mergers and acquisitions pp. 967-1003 Downloads
Kai-Shi Chuang
Managerial ability and firm risk-taking behavior pp. 1005-1032 Downloads
Kenneth Yung and Chen Chen
Managerial ability, information quality, and the design and pricing of corporate debt pp. 1033-1069 Downloads
Alex Petkevich and Andrew Prevost
An analysis of proxy statement leadership structure justification disclosures pp. 1071-1106 Downloads
Xiaoyan Cheng, David Smith and Paul Tanyi
Board composition, monitoring and credit risk: evidence from the UK banking industry pp. 1107-1128 Downloads
Jia Lu and Agyenim Boateng
Investors’ perception of CEO overconfidence: evidence from the cost of equity capital pp. 1129-1150 Downloads
Sanaz Aghazadeh, Lili Sun, Qian Wang and Rong Yang
Executive cash compensation and tax aggressiveness of Chinese firms pp. 1151-1180 Downloads
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 Downloads
Denise A. Jones
Asymmetric effects of oil shocks on stock market returns in Saudi Arabia: evidence from industry level analysis pp. 595-619 Downloads
Sunil K. Mohanty, Joseph Onochie and Abdulrahman F. Alshehri
Firm-supplier relations and managerial compensation pp. 621-649 Downloads
Tiantian Gu and Anand Venkateswaran
Parent-subsidiary investment layers and the value of corporate cash holdings pp. 651-681 Downloads
Audrey Wenhsin Hsu and Sophia Hsintsai Liu
Does corporate diversification reduce value in high technology firms? pp. 683-718 Downloads
Nilakshi Borah, Liu Pan, Jung Chul Park and Nan Shao
Innovation, financial reporting quality, and audit quality pp. 719-749 Downloads
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 Downloads
Hsiu-Lang Chen
Alternative utility functions: review, analysis and comparison pp. 785-811 Downloads
Arie Harel, Jack Clark Francis and Giora Harpaz
Enhancement of value investing strategies based on financial statement variables: the German evidence pp. 813-845 Downloads
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 Downloads
Veronika Vinogradova

Volume 51, issue 2, 2018

The impact of executive inside debt on sell-side financial analyst forecast characteristics pp. 283-315 Downloads
Avishek Bhandari, Babak Mammadov and Maya Thevenot
Is gold a hedge against inflation? A wavelet time-scale perspective pp. 317-345 Downloads
Thomas Conlon, Brian M. Lucey and Gazi Salah Uddin
A rational asymmetric reaction to news: evidence from English football clubs pp. 347-374 Downloads
Jason P. Berkowitz and Craig Depken
Oil shocks, policy uncertainty and earnings surprises pp. 375-388 Downloads
Wensheng Kang and Jing Wang
Determinants of analysts’ revenue forecast accuracy pp. 389-431 Downloads
Tanja Lorenz and Carsten Homburg
Stock market return predictability: Does network topology matter? pp. 433-460 Downloads
Harnchai Eng-Uthaiwat
The efficiency of IPO issuing mechanisms and market conditions: evidence in China pp. 461-495 Downloads
Chen Su
The impact of cost allocation errors on price and product-mix decisions pp. 497-527 Downloads
C. Homburg, Julia Nasev and Philipp Plank
Odd lot trading and earnings announcements pp. 529-551 Downloads
Hardy Johnson, Ansley Chua and Tianming Zhang
Corporate goodness and profit warnings pp. 553-573 Downloads
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 Downloads
Xin Che, Andre P. Liebenberg, Ivonne A. Liebenberg and Brandon C. L. Morris
Community bank structure an x-efficiency approach pp. 19-41 Downloads
Gregory McKee and Albert Kagan
Innovation quality of firms with the research and development tax credit pp. 43-78 Downloads
Wei-Chuan Kao
Credit scores and the performance of newly-listed stocks: an exploration of the Chinese A-share market pp. 79-111 Downloads
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 Downloads
Hari P. Adhikari, Thanh T. Nguyen and Ninon K. Sutton
Is less information better information? Evidence from the credit rating withdrawal pp. 139-157 Downloads
Federica Salvadè
Managing earnings risk under SFAS 133/IAS 39: the case of cash flow hedges pp. 159-197 Downloads
Dennis Frestad
Symmetric and asymmetric nonlinear causalities between oil prices and the U.S. economic sectors pp. 199-218 Downloads
Jinghua Wang and Geoffrey Ngene
Local investor attention and post-earnings announcement drift pp. 219-252 Downloads
Bin Wang, Wonseok Choi and Ibrahim Siraj
Bank competition and the cost of bank loans pp. 253-282 Downloads
Yili Lian

Volume 50, issue 4, 2018

The timing of new corporate debt issues and the risk-return tradeoff pp. 943-978 Downloads
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 Downloads
Benjamin Mögel and Benjamin R. Auer
Do investors find carbon information useful? Evidence from Italian firms pp. 1031-1056 Downloads
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 Downloads
Iris Bergmann and Wolfgang Schultze
A macroeconomic reverse stress test pp. 1093-1130 Downloads
Peter Grundke and Kamil Pliszka
Leading the herd: evidence from mutual funds’ buy and sell decisions pp. 1131-1146 Downloads
Marius Popescu and Zhaojin Xu
The impact of intangibles on firms’ financial and market performance: UK evidence pp. 1147-1168 Downloads
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 Downloads
Luke Lin and Wen-Yuan Lin
Real activities manipulation and firm valuation pp. 1201-1226 Downloads
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 Downloads
Cullen F. Goenner

Volume 50, issue 3, 2018

Financial statements based bank risk aggregation pp. 673-694 Downloads
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 Downloads
Januj Juneja
Analyst recommendations and the implied cost of equity pp. 717-743 Downloads
Raj Aggarwal, Dev Mishra and Craig Wilson
Stock price informativeness on the sensitivity of strategic M&A investment to Q pp. 745-774 Downloads
Wenjing Ouyang and Samuel H. Szewczyk
The pricing of common exchange rate factors in the U.S. equity market pp. 775-798 Downloads
Ding Du
Time-varying managerial overconfidence and pecking order preference pp. 799-835 Downloads
Andrew Vivian and Bin Xu
Disposition effect and analyst forecast dispersion pp. 837-859 Downloads
Daniela Vesselinova Balkanska
The dispersion anomaly and analyst recommendations pp. 861-896 Downloads
Jorida Papakroni
Data analytic approach for manipulation detection in stock market pp. 897-932 Downloads
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 Downloads
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 Downloads
Thanos Verousis, Pietro Perotti and Georgios Sermpinis
The holdings markup behavior of mutual funds: evidence from an emerging market pp. 393-414 Downloads
Ching-Chang Wang and Jerry Yu
An analysis of closed-end funds discounts viewed from a lack of redemption perspective pp. 415-440 Downloads
Jullavut Kittiakarasakun, Lalatendu Misra and Sinan Yildirim
Industry expertise on corporate boards pp. 441-479 Downloads
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 Downloads
Yi-hsun Lai, Wen-chang Lin and Liang-wei Kuo
Suppliers’/customers’ production efficiency uncertainty and firm credit risk pp. 519-560 Downloads
Tsung-Kang Chen and Hsien-Hsing Liao
The extent of virgin olive-oil prices’ distribution revealing the behavior of market speculators pp. 561-590 Downloads
Fathi Abid and Bilel Kaffel
Credit default swap spreads and annual report readability pp. 591-621 Downloads
Nan Hu, Ling Liu and Lu Zhu
Corporate responses to the repatriation incentives and domestic production activities deduction pp. 623-651 Downloads
Michael Kinney and Harrison Liu
Measuring the effect of watch-preceded and direct rating changes: a note on credit markets pp. 653-672 Downloads
Florian Kiesel and Sascha Kolaric

Volume 50, issue 1, 2018

Rebalancing versus buy and hold: theory, simulation and empirical analysis pp. 1-32 Downloads
Jimmy E. Hilliard and Jitka Hilliard
Determinants of equity return correlations: a case study of the Amman Stock Exchange pp. 33-66 Downloads
Mohammad Alomari, David. M. Power and Nongnuch Tantisantiwong
Stock price reaction to profit warnings: the role of time-varying betas pp. 67-93 Downloads
Shuxing Yin, Khelifa Mazouz, Abdelhafid Benamraoui and Brahim Saadouni
Short term real earnings management prior to stock repurchases pp. 95-128 Downloads
Lauren A. Cooper, Jimmy F. Downes and Ramesh Rao
The effect of restatements on trading volume reactions to earnings announcements pp. 129-180 Downloads
Chunlai Ye and Lin-Hui Yu
Consumption-based capital asset pricing models: issues and controversies pp. 181-205 Downloads
Wonnho Choi
The sentiment premium and macroeconomic announcements pp. 207-237 Downloads
Ding Du and Ou Hu
Product market competition, competitive strategy, and analyst coverage pp. 239-260 Downloads
Rongrong Zhang
Corporate social responsibility, credit rating, and private debt contracting: new evidence from syndicated loan market pp. 261-299 Downloads
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 Downloads
Junhuan Zhang, Peter McBurney and Katarzyna Musial
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