Review of Quantitative Finance and Accounting

1995 - 2025

Current editor(s): Cheng-Few Lee

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Volume 45, issue 4, 2015

Using equity premium survey data to estimate future wealth pp. 665-693

Mark Freeman and Ben Groom

The effect of stochastic interest rates on a firm’s capital structure under a generalized model pp. 695-719

Chuang-Chang Chang, Jun-Biao Lin and Chun-Chieh Yang

Operational restructurings: where’s the beef? pp. 721-755

Mary Hill, Peter Johnson, Kelvin Liu and Thomas Lopez

‘Other information’ as an explanatory factor for the opposite market reactions to earnings surprises pp. 757-784

Vincent Chen and Samuel Tiras

Credit card balances and repayment under competing minimum payment regimes pp. 785-801

Timothy Crack and Helen Roberts

Are aggregate corporate earnings forecasts unbiased and efficient? pp. 803-818

Bruno Deschamps

A framework for assessing comprehensive income risk exposure over varying time horizons pp. 819-844

James Cataldo

Forecasting bankruptcy for SMEs using hazard function: To what extent does size matter? pp. 845-869

Jairaj Gupta, Andros Gregoriou and Jerome Healy

Volume 45, issue 3, 2015

R-2GAM stochastic volatility model: flexibility and calibration pp. 463-483

Cheng Few Lee and Oleg Sokolinskiy

Individual investor trading and stock liquidity pp. 485-508

Qin Wang and Jun Zhang

Determinants of the length of time a firm’s book-to-market ratio is greater than one pp. 509-539

Mitchell Oler

Intra-industry effects of negative stock price surprises pp. 541-559

Aigbe Akhigbe, Jeff Madura and Anna Martin

Firm growth and the pricing of discretionary accruals pp. 561-590

Ashok Robin and Qiang Wu

Capital valuation and sustainability: a data programming approach pp. 591-608

Jason West

Bank executive compensation structure, risk taking and the financial crisis pp. 609-639

Lin Guo, Abu Jalal and Shahriar Khaksari

The implied growth rates and country risk premium: evidence from Chinese stock markets pp. 641-663

Pengguo Wang and Wei Huang

Volume 45, issue 2, 2015

Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy? pp. 251-278

Ana-Maria Fuertes, Elena Kalotychou and Natasa Todorovic

The stock market valuation of intellectual capital in the IT industry pp. 279-304

Hung-Chao Yu, Wen-Ying Wang and Chingfu Chang

Governance provisions and managerial entrenchment: evidence from CEO turnover of acquiring firms pp. 305-335

Tatyana Sokolyk

Testing index-based models in U.K. stock returns pp. 337-362

J. Davies, Jonathan Fletcher and Andrew Marshall

Alpha–beta–churn of equity picks by institutional investors and the robust superiority of hedge funds pp. 363-405

Richard Chung, Scott Fung and Jayendu Patel

Political connections and agency conflicts: the roles of owner and manager political influence on executive compensation pp. 407-434

Shujun Ding, Chunxin Jia, Craig Wilson and Zhenyu Wu

Pricing under noisy signaling pp. 435-454

David Feldman, Charles Trzcinka and Russell Winer

Recap of the 25th annual financial economics and accounting conference, November 14–15, 2014 pp. 455-461

Cheng Few Lee, Siva Nathan and Vikas Agarwal

Volume 45, issue 1, 2015

Earnings quality, internal control weaknesses and industry-specialist audits pp. 1-32

Bikki Jaggi, Santanu Mitra and Mahmud Hossain

Does corporate governance affect the relationship between earnings management and firm performance? An endogenous switching regression model pp. 33-58

Hui-Wen Tang and Chong-Chuo Chang

Dynamic stock–bond return correlations and financial market uncertainty pp. 59-88

Thomas Chiang, Jiandong Li and Sheng-Yung Yang

Exchange traded funds, size-based portfolios, and market efficiency pp. 89-110

Palani-Rajan Kadapakkam, Timothy Krause and Yiuman Tse

Some characteristics of an equity security next-year impairment pp. 111-135

Julien Azzaz, Stéphane Loisel and Pierre-Emmanuel Thérond

The impact of large public sales of Government assets: empirical evidence from the Chinese stock markets on a gradual and offer-to-get approach pp. 137-173

Yan Zeng and Josie McLaren

Value exploration and materialization in diversification strategies pp. 175-213

Mark Holder and Aiwu Zhao

Optimal portfolio choice with asset return predictability and nontradable labor income pp. 215-249

Hui-Ju Tsai and Yangru Wu

Volume 44, issue 4, 2015

Litigation risk, information asymmetry and conditional conservatism pp. 581-608

Zhefeng Liu and Fayez Elayan

Underwriter reputation and pricing of risk: evidence from seasoned equity offerings pp. 609-643

Cathy Cao, Chongyang Chen and Joyce Wang

A comparison of earnings persistence in high-tech and non-high-tech firms pp. 645-668

Sung Kwon and Jennifer Yin

Earnings announcements, trading volume, and price discovery: evidence from dual class firms pp. 669-700

Qin Wang and Hsiao-Fen Yang

Relative performance evaluation, pay-for-luck, and double-dipping in CEO compensation pp. 701-732

Carlos Jiménez-Angueira and Nathan Stuart

A methodology for computing and comparing implied equity and corporate-debt Sharpe Ratios pp. 733-754

Robert Goldberg

Foreign exchange option pricing in the currency cycle with jump risks pp. 755-789

Chien-Hsiu Lin, Shih-Kuei Lin and An-Chi Wu

Stock manipulation and its effects: pump and dump versus stabilization pp. 791-815

Yu Huang and Yao Cheng

Volume 44, issue 3, 2015

Network centrality and mergers pp. 393-423

Mufaddal Baxamusa, Saima Javaid and Khadija Harery

Local volatility calibration during turbulent periods pp. 425-444

Konstantinos Skindilias and Chia Lo

Effect of information disclosure and transparency ranking system on mispricing of accruals of Taiwanese firms pp. 445-471

Hsien-Li Lee and Hua Lee

The explanatory power of representative agent earnings momentum models pp. 473-492

William Forbes and Aloysius Igboekwu

Do dividends signal future earnings in the Nordic stock markets? pp. 493-511

Eva Liljeblom, Sabur Mollah and Patrik Rotter

The geography of US auditors: information quality and monitoring costs by local versus non-local auditors pp. 513-549

Kevan Jensen, Jin-Mo Kim and Han Yi

Informed trade and idiosyncratic return variation pp. 551-572

Moonsoo Kang and Kiseok Nam

Recap of the 24th annual financial economics and accounting conference, November 15–16, 2013 pp. 573-580

Cheng Few Lee, Jeffery Abarbanell and Adam Reed

Volume 44, issue 2, 2015

Workforce diversity and shareholder value: a multi-level perspective pp. 191-212

Kimberly Ellis and Phyllis Keys

Level of efficiency in the UK equity market: empirical study of the effects of the global financial crisis pp. 213-242

Taufiq Choudhry and Ranadeva Jayasekera

Growth options, option exercise and firms’ systematic risk pp. 243-267

Nicos Koussis and Michalis Makrominas

Did Bank Indonesia cause the credit crunch of 2006–2008? pp. 269-298

Gandjar Mustika, Enny Suryatinc, Maximilian Hall and Richard Simper

Economic benefits and determinants of extreme dependences between REIT and stock returns pp. 299-327

Meichi Huang and Chih-Chiang Wu

The impact of internet-based services on credit unions: a propensity score matching approach pp. 329-352

Elisabeta Pana, Sascha Vitzthum and David Willis

The impact of banking relationships, managerial incentives, and board monitoring on corporate cash holdings: an emerging market perspective pp. 353-378

Hai-Chin Yu, Ben Sopranzetti and Cheng Few Lee

On the use of the market model R-square as a measure of stock price efficiency pp. 379-391

Riccardo Bramante, Giovanni Petrella and Diego Zappa

Volume 44, issue 1, 2015

An evaluation of alternative methods used in the estimation of Gaussian term structure models pp. 1-24

Januj Juneja

Revisiting the relationship between risk and return pp. 25-40

Farooq Malik

Earnings management and government restrictions on outward foreign direct investment: evidence from Taiwanese firms pp. 41-67

Rong-Ruey Duh, Audrey Hsu and Sidney Leung

An analysis of co-movements in industrial sector indices over the last 30 years pp. 69-88

Jon Poynter, James Winder and Tzu Tai

Evaluation of conducting capital structure arbitrage using the multi-period extended Geske–Johnson model pp. 89-111

Hann-Shing Ju, Ren-Raw Chen, Shih-Kuo Yeh and Tung-Hsiao Yang

Corporate governance and default risk of firms cited in the SEC’s Accounting and Auditing Enforcement Releases pp. 113-138

Zhiyan Cao, Fei Leng, Ehsan Feroz and Sergio Davalos

Beyond friendly acquisitions: the case of REITs pp. 139-159

Chiuling Lu, Tzujui Mao and Yang-pin Shen

On the aggregation of credit, market and operational risks pp. 161-189

Jianping Li, Xiaoqian Zhu, Cheng Few Lee, Dengsheng Wu, Jichuang Feng and Yong Shi