Review of Quantitative Finance and Accounting

1995 - 2025

Current editor(s): Cheng-Few Lee

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Volume 41, issue 4, 2013

Product market power and management’s action to avoid earnings disappointment pp. 585-610

Santanu Mitra, Mahmud Hossain and Pankaj Jain

How prior realized outcomes affect portfolio decisions pp. 611-629

Darren Duxbury, Robert Hudson, Kevin Keasey, Zhishu Yang and Songyao Yao

Where are the sources of stock market mispricing and excess volatility? pp. 631-650

Carl Chen, Peter Lung and F. Wang

TARP’s deadbeat banks pp. 651-674

Linus Wilson

Accounting research in the Asia–Pacific region: an update pp. 675-694

Kam Chan, Jamie Tong and Feida Zhang

Are the best of the best better than the rest? The effect of multiple rankings on company value pp. 695-722

Greg Filbeck, Raymond Gorman and Xin Zhao

To beat or not to beat? The importance of analysts’ cash flow forecasts pp. 723-752

Lawrence Brown, Kelly Huang and Arianna Pinello

Does long-term disequilibrium in stock price predict future returns? pp. 753-767

Jungshik Hur and Vivek Singh

Volume 41, issue 3, 2013

Stabilization and the aftermarket prices of initial public offerings pp. 417-439

Khelifa Mazouz, Sam Agyei-Ampomah, Brahim Saadouni and Shuxing Yin

Expiration day effects and market manipulation: evidence from Taiwan pp. 441-462

Edward Chow, Chung-Wen Hung, Christine Liu and Cheng-Yi Shiu

Firm fundamentals and stock prices in emerging Asian stock markets: some panel data evidence pp. 463-487

M. Rahman and M. Kabir Hassan

Searching for value relevance of book value and earnings: a case of premium versus discount firms pp. 489-511

Mark Aleksanyan and Khondkar Karim

Did institutions herd during the internet bubble? pp. 513-534

Vivek Singh

A fractional cointegration approach to testing the Ohlson accounting based valuation model pp. 535-547

Shih-Cheng Lee, Chien-Ting Lin and Min-Teh Yu

Measuring currency exposure with quantile regression pp. 549-566

Ding Du, Pin Ng and Xiaobing Zhao

Comparing the information in short sales and put options pp. 567-583

Benjamin Blau and Chip Wade

Volume 41, issue 2, 2013

Copula-GARCH versus dynamic conditional correlation: an empirical study on VaR and ES forecasting accuracy pp. 179-202

Gregor Weiß

Controlling shareholders’ opportunistic use of share repurchases pp. 203-224

Hyo Kim, Hoje Jo and Soon Yoon

Value at risk estimation by quantile regression and kernel estimator pp. 225-251

Alex Huang

Oil and stock market activity when prices go up and down: the case of the oil and gas industry pp. 253-272

Sunil Mohanty, Aigbe Akhigbe, Tawfeek Al-Khyal and Turki Bugshan

Managerial flexibility and the wealth effect of new product introductions pp. 273-294

Chengru Hu, Wei Jiang and Cheng Few Lee

Market implied future earnings and analysts’ forecasts pp. 295-341

Michael Lacina and Byung Ro

Non-audit fees, institutional monitoring, and audit quality pp. 343-384

Chee Lim, David Ding and Charlie Charoenwong

Corporate governance and market segmentation: evidence from the price difference between Chinese A and H shares pp. 385-416

Lin Guo, Liang Tang and Shiawee Yang

Volume 41, issue 1, 2013

Pairwise X-efficiency combinations of merging banks: analysis of the fifth merger wave pp. 1-28

Jamal Al-Khasawneh

A trade-off between non-fundamental risk and incentives pp. 29-51

Michael Fung

Term structure information and bond strategies pp. 53-74

María O González, Frank Skinner and Sam Agyei-Ampomah

Discretionary disclosure and the market reaction to restatements pp. 75-110

Elizabeth Gordon, Elaine Henry, Marietta Peytcheva and Lili Sun

On the time series measure of conservatism: a threshold autoregressive model pp. 111-129

Sebastian Brauer and Frank Westermann

Does tax convexity matter for risk? A dynamic study of tax asymmetry and equity beta pp. 131-147

Adrian Lei, Martin Yick and Keith Lam

CEO bonus compensation: the effects of missing analysts’ revenue forecasts pp. 149-170

Christopher Edmonds, Ryan Leece and John Maher

Recap of the 23rd annual financial economics and accounting conference, November 16–17, 2012 pp. 171-178

Cheng Few Lee, Yasushi Hamao and Randolph Beatty

Volume 40, issue 4, 2013

Disclosure versus recognition: the case of expensing stock options pp. 591-621

Xiaoyan Cheng and David Smith

Can rating agencies look through the cycle? pp. 623-646

Gunter Löffler

CEO incentives and earnings prediction pp. 647-674

James Gong and Siyi Li

A fuzzy-based approach to residual income equity valuation pp. 675-690

Malcolm Beynon and Mark Clatworthy

Outperformance Certificates: analysis, pricing, interpretation, and performance pp. 691-713

Rodrigo Hernández, Wayne Lee, Pu Liu and Tian-Shyr Dai

The quality of public information and the term structure of interest rates pp. 715-740

Frederik Lundtofte

Nominal interest rates and stationarity pp. 741-745

Mario Cerrato, Hyunsok Kim and Ronald MacDonald

Did the U.S. Treasury’s capital purchase program (CPP) help bank lending and business activity? pp. 747-775

Peter Egly and Andre Mollick

Volume 40, issue 3, 2013

Executive compensation, share repurchases and investment expenditures: econometric evidence from US firms pp. 403-422

Alok Bhargava

The effect of target managerial ownership on the choice of acquisition financing and CEO job retention pp. 423-442

Saeyoung Chang, Eric Mais and Michael Sullivan

Do abnormal accruals affect the life expectancy of audit engagements? pp. 443-466

Steven Lustgarten and John Shon

Corporate credit default models: a mixed logit approach pp. 467-483

Martin Kukuk and Michael Rönnberg

Is there life in the old dogs yet? Making break-tests work on financial contagion pp. 485-507

Bartosz Gebka and Michail Karoglou

Tax conformity of earnings and the pricing of accruals pp. 509-538

Aníbal Báez-Díaz and Pervaiz Alam

Dividend tax signaling and the pricing of future earnings: a case of taxable stock dividends pp. 539-570

Nan-Ting Kuo

Public pension fund ownership and firm performance pp. 571-590

Yawen Jiao and Pengfei Ye

Volume 40, issue 2, 2013

Effect of mandatory pro forma earnings disclosure on the relation between CEO share bonuses and firm performance pp. 189-215

Chii-Shyan Kuo, Jow-Ran Chang and Shih-Ti Yu

Information content of credit ratings in pricing of future earnings pp. 217-250

Ting-Kai Chou

International equity flows, marginal conditional stochastic dominance and diversification pp. 251-271

Ephraim Clark and Konstantinos Kassimatis

Option pricing under non-normality: a comparative analysis pp. 273-292

Sharif Mozumder, Ghulam Sorwar and Kevin Dowd

Returns transmission, value at risk, and diversification benefits in international REITs: evidence from the financial crisis pp. 293-318

Chiuling Lu, Yiuman Tse and Michael Williams

How crosslisting affects merger and acquisition activity pp. 319-339

Elena Skouratova and John Wald

Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan pp. 341-381

Paul Chiou and Cheng Few Lee

Effects of the Boxing Day tsunami on the world capital markets pp. 383-401

Vikash Ramiah

Volume 40, issue 1, 2013

Are oil, gold and the euro inter-related? Time series and neural network analysis pp. 1-14

A. Malliaris and Mary Malliaris

The role of industry classification in estimating discretionary accruals pp. 15-39

Karel Hrazdil and Thomas Scott

Asset write-offs discretion and accruals management in Taiwan: the role of corporate governance pp. 41-74

Chia-Ling Chao and Shwu-Min Horng

Auditor size, tenure, and bank loan pricing pp. 75-99

Jeong-Bon Kim, Byron Song and Judy Tsui

The impact of multi-dimensional corporate transparency on us firms’ credit ratings and cost of capital pp. 101-134

David DeBoskey and Peter Gillett

Riding the yield curve: a spanning analysis pp. 135-154

Valentina Galvani and Stuart Landon

Stochastic dominance analysis of CTA funds pp. 155-170

Hooi Hooi Lean, Kok Phoon and Wing-Keung Wong

Is the realized volatility good for option pricing during the recent financial crisis? pp. 171-188

Yow-Jen Jou, Chih-Wei Wang and Wan-Chien Chiu