Review of Quantitative Finance and Accounting

1995 - 2025

Current editor(s): Cheng-Few Lee

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Volume 39, issue 4, 2012

Ranked set sampling: an auditing application pp. 413-422

Nader Gemayel, Elizabeth Stasny, James Tackett and Douglas Wolfe

The effects of R&D, venture capital, and technology on the underpricing of IPOs in Taiwan pp. 423-445

Cheng Lu, Lanfeng Kao and Anlin Chen

Effectiveness of copula-extreme value theory in estimating value-at-risk: empirical evidence from Asian emerging markets pp. 447-468

Chun-Pin Hsu, Chin-Wen Huang and Wan-Jiun Chiou

Erratum to: Effectiveness of copula-extreme value theory in estimating value-at-risk: empirical evidence from Asian emerging markets pp. 469-469

Chun-Pin Hsu, Chin-Wen Huang and Wan-Jiun Chiou

Time-inconsistent risk preferences in a laboratory experiment pp. 471-484

K. Ko and Zhijian Huang

Rumors and pre-announcement trading: why sell target stocks before acquisition announcements? pp. 485-508

Yuan Gao and Derek Oler

Portfolio revision under mean-variance and mean-CVaR with transaction costs pp. 509-526

Andrew Chen, Frank Fabozzi and Dashan Huang

Volume 39, issue 3, 2012

The impact of accruals and lines of business on analysts’ earnings forecast superiority pp. 293-308

Kenneth Lorek and Donald Pagach

Alternative statistical distributions for estimating value-at-risk: theory and evidence pp. 309-331

Cheng Few Lee and Jung-Bin Su

Tax avoidance and underleverage puzzle: Korean evidence pp. 333-360

Youngdeok Lim

An agency-based perspective on the performance consequences of COO adoption pp. 361-382

Nikos Vafeas and Adamos Vlittis

Using Richardson extrapolation techniques to price American options with alternative stochastic processes pp. 383-406

Chuang-Chang Chang, Jun-Biao Lin, Wei-Che Tsai and Yaw-Huei Wang

Recap of the 22nd annual conference on financial economics and accounting, November 18, 2011 to November 19, 2011 pp. 407-412

Cheng Few Lee, Teri Yohn and Charles Trzcinka

Volume 39, issue 2, 2012

Effects of tax reform on drop-off ratios and on the ex-dividend and ex-right prices pp. 147-164

Jack Francis, Tsing Wu and Nan-Ting Kuo

Capital investment and momentum strategies pp. 165-188

Guohua Jiang, Donglin Li and Gang Li

The price impact of foreign institutional herding on large-size stocks in the Taiwan stock market pp. 189-208

Yang-Cheng Lu, Hao Fang and Chien-Chung Nieh

Analytical bounds for Treasury bond futures prices pp. 209-239

Ren-Raw Chen and Shih-Kuo Yeh

Experience, information asymmetry, and rational forecast bias pp. 241-272

April Knill, Kristina Minnick and Ali Nejadmalayeri

Corporate governance and the stock market reaction to new product announcements pp. 273-291

Wen-Chun Lin and Shao-Chi Chang

Volume 39, issue 1, 2012

Decision-making in sequential projects: expected time-to-build and probability of failure pp. 1-25

Sascha Mölls and Karl-Heinz Schild

Internal control material weakness, analysts’ accuracy and bias, and brokerage reputation pp. 27-53

Li Xu and Alex Tang

Does foreign institutional ownership motivate firms in an emerging market to increase voluntary disclosure? Evidence from Taiwan pp. 55-76

Jia-Wen Liang, Mei-Feng Lin and Chen-Lung Chin

Robust stock option plans pp. 77-103

Olaf Korn, Clemens Paschke and Marliese Uhrig-Homburg

New empirical evidence on the investment success of momentum strategies based on relative stock prices pp. 105-121

Susana Yu

Interest Tax Shields: A Barrier Options Approach pp. 123-146

Robert Couch, Michael Dothan and Wei Wu

Volume 38, issue 4, 2012

Disclosure frequency and information asymmetry pp. 411-440

Andrew Buskirk

Bankruptcy prediction for Korean firms after the 1997 financial crisis: using a multiple criteria linear programming data mining approach pp. 441-453

Wikil Kwak, Yong Shi and Gang Kou

How do banks resolve firms’ financial distress? Evidence from Japan pp. 455-478

Naohisa Goto and Konari Uchida

A comparative study of two models SV with MCMC algorithm pp. 479-493

Ahmed Hachicha, Fatma Hachicha and Afif Masmoudi

Does Regulation Fair Disclosure affect analysts’ forecast performance? The case of restructuring firms pp. 495-517

Beixin Lin and Rong Yang

Board size and firm risk-taking pp. 519-542

Chia-Jane Wang

Volume 38, issue 3, 2012

Advertising intensity, investor recognition, and implied cost of capital pp. 275-298

Yuan Huang and Steven Wei

CEO stock options and analysts’ forecast accuracy and bias pp. 299-322

Kiridaran Kanagaretnam, Gerald Lobo and Robert Mathieu

CEO incentives and the cost of debt pp. 323-346

Kenneth Shaw

The makings of an information leader: the intraday price discovery process for individual stocks in the DJIA pp. 347-365

Marc Simpson, Jose Moreno and Teofilo Ozuna

Investment opportunity set, political connection and business policies of private enterprises in China pp. 367-389

Clement Chow, Michael Fung, Kevin Lam and Heibatollah Sami

Short and long-term interactions between venture capital returns and the macroeconomy: evidence for the United States pp. 391-410

Roland Füss and Denis Schweizer

Volume 38, issue 2, 2012

Banks’ lending behavior and monetary policy: evidence from Sweden pp. 131-148

Stephanos Papadamou and Costas Siriopoulos

The demand for accounting information: young NASDAQ listings versus S&P 500 NYSE listings pp. 149-175

Yoshie Saito

Effect of the Sarbanes–Oxley act on CEOs’ stock ownership and pay-performance sensitivity pp. 177-207

Hsihui Chang, Hiu Choy and Kam-Ming Wan

How to identify targets in the M&A banking operations? Case of cross-border strategies in Europe by line of activity pp. 209-240

Mehrez Ben Slama, Dhafer Saidane and Hassouna Fedhila

Re-examining the investment-uncertainty relationship in a real options model pp. 241-255

Chuang-Chang Chang and Miao-Ying Chen

Earnings management and market liquidity pp. 257-274

Asli Ascioglu, Shantaram Hegde, Gopal Krishnan and John McDermott

Volume 38, issue 1, 2012

The relationship between capital structure and product markets: evidence from New Zealand pp. 1-24

David Smith, Jianguo Chen and Hamish Anderson

Underwriting and investment risks in the property-liability insurance industry: evidence prior to the 9–11 event pp. 25-46

Hong Zou, Min-Ming Wen, Charles Yang and Mulong Wang

Security returns, beta, size, and book-to-market equity: evidence from the Shanghai A-share market pp. 47-60

David Morelli

Underwriter syndication and corporate governance pp. 61-86

Hoje Jo, Yongtae Kim and Dongsoo Shin

Portfolio performance and accounting measures of earnings: an alternative look at usefulness pp. 87-107

Jeong-Bon Kim, Roland Lipka and Heibatollah Sami

Non-parametric method for European option bounds pp. 109-129

Hsuan-Chu Lin, Ren-Raw Chen and Oded Palmon

Volume 37, issue 4, 2011

Underwriter reputation and underpricing: evidence from the Australian IPO market pp. 409-426

Bill Dimovski, Simmala Philavanh and Robert Brooks

The heteroskedasticity-consistent covariance estimator in accounting pp. 427-449

José Curto, José Pinto, Ana Morais and Isabel Lourenço

The smoothing of pension expenses: a panel analysis pp. 451-476

Xiaowen Jiang

Relative accuracy of analysts’ earnings forecasts over time: a Markov chain analysis pp. 477-507

Derann Hsu and Cheng-Huei Chiao

A comprehensive examination of the wealth effects of recent stock repurchase announcements pp. 509-529

Ken Yook and Partha Gangopadhyay

Recap of the 21st annual conference on financial economics and accounting, November 12, 2010 to November 13, 2010 pp. 531-540

Cheng Few Lee

Volume 37, issue 3, 2011

The profitability of interest arbitrage when the base currency is pegged to a basket pp. 267-281

Imad Moosa

Stock returns and product market competition: beyond industry concentration pp. 283-299

Vivek Sharma

Momentum trading, mean reversal and overreaction in Chinese stock market pp. 301-323

Yangru Wu

The IPO market as a screening device and the going public decision: evidence from acquisitions of privately and publicly held firms pp. 325-361

Tomas Mantecon and Paul Thistle

An application of the two-stage Bivariate Probit–Tobit model to corporate financing decisions pp. 363-380

Carmen Cotei and Joseph Farhat

Performance persistence of closed-end funds pp. 381-408

Elyas Elyasiani and Jingyi Jia

Volume 37, issue 2, 2011

Tests for relative performance evaluation based on assumptions derived from proxy statement disclosures pp. 127-148

James Bannister, Harry Newman and Joseph Weintrop

The 52-week high, momentum, and predicting mutual fund returns pp. 149-179

Travis Sapp

Financial disclosure, investor protection and stock market behavior: an international comparison pp. 181-205

Benjamas Jirasakuldech, Donna Dudney, Thomas Zorn and John Geppert

Firm value and investment policy around stock for stock mergers pp. 207-221

Adel Bino and Elisabeta Pana

Australia’s equity home bias and real exchange rate volatility pp. 223-244

Anil Mishra

Endogenous problems in cross-sectional valuation models based on accounting information pp. 245-265

Luis Gil-Alana, R. Iniguez-Sanchez and Germán López-Espinosa

Volume 37, issue 1, 2011

Banking efficiency and stock market performance: an analysis of listed Indonesian banks pp. 1-20

Muliaman Hadad, Maximilian Hall, Karligash Kenjegalieva, Wimboh Santoso and Richard Simper

An analysis of the importance of S&P 500 discretionary constituent changes pp. 21-34

John Geppert, Stoyu Ivanov and Gordon Karels

Can historical returns-earnings relations predict price responses to earnings news? pp. 35-62

Robert Freeman, Adam Koch and Haidan Li

Can long-term performance plans mitigate the negative effects of stock consideration and high cash for acquirers? pp. 63-86

Derek Oler and James Waegelein

Behavioral theories and the pricing of IPOs’ discretionary current accruals pp. 87-104

Xu Li

Entrenched controlling shareholders and the performance consequences of corporate diversification in Taiwan pp. 105-126

Liu-Ching Tsai, Chaur-Shiuh Young and Hui-Wen Hsu