Review of Quantitative Finance and Accounting

1995 - 2025

Current editor(s): Cheng-Few Lee

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Volume 33, issue 4, 2009

Estimating continuous-time stochastic volatility models of the short-term interest rate: a comparison of the generalized method of moments and the Kalman filter pp. 303-326

Travis Sapp

Forecasting time-varying covariance with a range-based dynamic conditional correlation model pp. 327-345

Ray Chou, Chun-Chou Wu and Nathan Liu

Effects of takeover protection on earnings overstatements: evidence from restating firms pp. 347-369

Yijiang Zhao, Kung Chen and Lee Yao

The effect of earnings quality and country-level institutions on the value relevance of earnings pp. 371-391

Steven Cahan, David Emanuel and Jerry Sun

Oil prices and transport sector returns: an international analysis pp. 393-409

Mohan Nandha and Robert Brooks

Volume 33, issue 3, 2009

Prospect theory and the risk-return paradox: some recent evidence pp. 193-208

Pin-Huang Chou, Robin Chou and Kuan-Cheng Ko

The value of columnists’ stock recommendations: an event study approach pp. 209-232

Dan Palmon, Ephraim Sudit and Ari Yezegel

US stock market volatility persistence: evidence before and after the burst of the IT bubble pp. 233-252

J. Cuñado, Luis Gil-Alana and Fernando Pérez de Gracia

Order submission behaviors and opening price behaviors: evidence from an emerging market pp. 253-278

Chaoshin Chiao, Zi-May Wang and Hsiu-Ling Lai

Value-relevance of pension transition adjustments and other comprehensive income components in the adoption year of SFAS No. 158 pp. 279-301

Santanu Mitra and Mahmud Hossain

Volume 33, issue 2, 2009

Analysts’ recommendations: from which signal does the market take its lead? pp. 91-111

Rob Brown, Howard Chan and Yew Ho

Dividend decisions in the property and liability insurance industry: mutual versus stock companies pp. 113-139

Hong Zou, Chuanhou Yang, Mulong Wang and Minglai Zhu

Are the Fama–French factors proxying news related to GDP growth? The Australian evidence pp. 141-158

Annette Nguyen, Robert Faff and Philip Gharghori

Price reversals versus price continuations: the transitory price effects of futures trading extension on the underlying stock market pp. 159-176

Yue-cheong Chan and Louis Cheng

Recent changes in the prime rate behavior pp. 177-192

Jianzhou Zhu, Manfen Chen and Wanli Li

Volume 33, issue 1, 2009

Interest rate risk of German financial institutions: the impact of level, slope, and curvature of the term structure pp. 1-26

Marc-Gregor Czaja, Hendrik Scholz and Marco Wilkens

A test of bear market mergerstat control premiums pp. 27-36

Dan Jordan and Donald Wort

Implications of firm experiential knowledge and sequential FDI on performance of Japanese subsidiaries in Brazil pp. 37-58

Mário Ogasavara and Yasuo Hoshino

NYSE execution quality subsequent to migration to hybrid pp. 59-81

Jose Gutierrez and Yiuman Tse

Recap of the 19th annual conference on financial economics and accounting, November 14, 2008 to November 15, 2008 pp. 83-90

Cheng Few Lee

Volume 32, issue 4, 2009

Mispricing and the cross-section of stock returns pp. 317-349

Carl Chen, Peter Lung and F. Wang

Tick size change on the Stock Exchange of Thailand pp. 351-371

Pantisa Pavabutr and Sukanya Prangwattananon

A bridge from ruin theory to credit risk pp. 373-403

Cho-Jieh Chen and Harry Panjer

The relationship between implied and realized volatility: evidence from the Australian stock index option market pp. 405-419

Steven Li and Qianqian Yang

Should more local governments purchase a bond rating? pp. 421-438

Arthur Allen, George Sanders and Donna Dudney

Volume 32, issue 2, 2009

The value relevance of corporate restructuring charges pp. 101-128

Bikki Jaggi, Beixin Lin, Suresh Govindaraj and Picheng Lee

Corporate governance and firm operating performance pp. 129-144

Lawrence Brown and Marcus Caylor

Measuring the impact of sales on earnings and equity price pp. 145-168

Oliver Kim, Steve Lim and Taewoo Park

The impact of exchange rate risk on international asset pricing under various market structures pp. 169-195

Sema Bayraktar

Corporate social responsibility and financial performance: the “virtuous circle” revisited pp. 197-209

Edward Nelling and Elizabeth Webb

Volume 32, issue 1, 2009

New evidence pertaining to the prediction of operating cash flows pp. 1-15

Kenneth Lorek and G. Willinger

Is there a viable alternative to ordinary least squares regression when security abnormal returns are the dependent variable? pp. 17-31

Imre Karafiath

Non-audit service and auditor independence: an examination of the Procomp effect pp. 33-59

Rong-Ruey Duh, Wen-Chih Lee and Chi-Yun Hua

The influence of managerial incentives on the resolution of financial distress pp. 61-83

Dong-Kyoon Kim and Chuck Kwok

Performance persistence and its influence on money and investor flows into Spanish pension plans pp. 85-100

Luis Ferruz, Luis Vicente and Laura Andreu

Volume 31, issue 4, 2008

Residual income, value-relevant information and equity valuation: a simultaneous equations approach pp. 331-358

Ruey Tsay, Yi-Mien Lin and Hsiao-Wen Wang

A multi-factor Markovian HJM model for pricing American interest rate derivatives pp. 359-378

Marat Kramin, Saikat Nandi and Alexander Shulman

Liquidity commonality and spillover in the US and Japanese markets: an intraday analysis using exchange-traded funds pp. 379-393

Vinay Datar, Raymond So and Yiuman Tse

Specification analysis of corporate equity financing decision: a conditional residual approach pp. 395-423

YiLin Wu and Cheng Few Lee

The persistence of earnings per share pp. 425-439

Luis Gil-Alana and Rolando Peláez

Volume 31, issue 3, 2008

Finance editorial board membership and research productivity pp. 225-240

William Hardin, Kartono Liano, Kam Chan and Robert Fok

Trading on inside information when there may be tippees pp. 241-260

Chi-Wen Lee and Zemin Lu

The impact of surprise offer-share adjustments on offer-day returns: evidence from seasoned equity offers pp. 261-286

Hoje Jo, Yongtae Kim and Myung Park

Sixty years of research leadership: contributing authors and institutions to the journal of finance pp. 287-309

Jean Heck and Philip Cooley

Macro information environment change and the quality of management earnings forecasts pp. 311-330

Stephen Baginski, John Hassell and Michael Kimbrough

Volume 31, issue 2, 2008

Board size and firm performance: the moderating effects of the market for corporate control pp. 121-145

Shijun Cheng, John Evans and Nandu Nagarajan

An empirical assessment of the premium associated with meeting or beating both time-series earnings expectations and analysts’ forecasts pp. 147-166

Nicholas Dopuch, Chandra Seethamraju and Weihong Xu

Firm valuation, abnormal earnings, and mutual funds flow pp. 167-189

John Maher, Robert Brown and Raman Kumar

Are candlestick technical trading strategies profitable in the Japanese equity market? pp. 191-207

Ben Marshall, Martin Young and Rochester Cahan

Dividend taxation and corporate investment: a comparative study between the classical system and imputation system of dividend taxation in the United States and Australia pp. 209-224

Bhavish Jugurnath, Mark Stewart and Robert Brooks

Volume 31, issue 1, 2008

Value creation with Dye’s disclosure option: optimal risk-shielding with an upper tailed disclosure strategy pp. 1-27

Adam Ostaszewski and Miles Gietzmann

Do core and non-core cash flows from operations persist differentially in predicting future cash flows? pp. 29-53

C. Cheng and Dana Hollie

Analysing the performance of managed funds using the wavelet multiscaling method pp. 55-70

Francis In, Sangbae Kim, Vijaya Marisetty and Robert Faff

The capital market implications of the frequency of interim financial reporting: an international analysis pp. 71-104

Yaw Mensah and Robert Werner

Statistically based quarterly earnings expectation models for nonseasonal firms pp. 105-119

Kenneth Lorek, G. Willinger and Allen Bathke