Review of Quantitative Finance and Accounting

1995 - 2025

Current editor(s): Cheng-Few Lee

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Volume 30, issue 4, 2008

A model for stock market returns: non-Gaussian fluctuations and financial factors pp. 355-370

B. Craven and Sardar Islam

Stock returns and expected inflation: evidence from an asymmetric test specification pp. 371-395

Bharat Kolluri and Mahmoud Wahab

An examination of factors affecting Chinese financial analysts’ information comprehension, analyzing ability, and job quality pp. 397-417

Yiming Hu, Thomas Lin and Siqi Li

The long-run performance of initial public offerings and its determinants: the case of China pp. 419-432

Xiaoqiong Cai, Guy Liu and Bryan Mase

Bid ask spread in a competitive market with institutions and order size pp. 433-453

Malay Dey and Hossein Kazemi

Volume 30, issue 3, 2008

The performance of stocks that are reverse split pp. 253-279

Terrence Martell and Gwendolyn Webb

Do corporate governance attributes affect adverse selection costs? Evidence from seasoned equity offerings pp. 281-296

John Becker-Blease and Afshad Irani

The effect of controlling shareholders’ excess board seats control on financial restatements: evidence from Taiwan pp. 297-314

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

Executive pay dispersion, corporate governance, and firm performance pp. 315-338

Kin Lee, Baruch Lev and Gillian Yeo

A Bayesian framework for combining valuation estimates pp. 339-354

Kenton Yee

Volume 30, issue 2, 2008

Investor protection, adverse selection, and the probability of informed trading pp. 111-131

Paul Brockman and Dennis Chung

Evidence of feedback trading with Markov switching regimes pp. 133-151

Warren Dean and Robert Faff

Joint accounting choices: an examination of firms’ adoption strategies for SFAS No. 106 AND SFAS No. 109 pp. 153-185

Debra Jeter, Paul Chaney and Michele Daley

International evidence on the impact of regulations and supervision on banks’ technical efficiency: an application of two-stage data envelopment analysis pp. 187-223

Fotios Pasiouras

Can corporate governance save distressed firms from bankruptcy? An empirical analysis pp. 225-251

Eliezer Fich and Steve Slezak

Volume 30, issue 1, 2008

Change in value relevance of quarterly foreign sales data of U.S. multinational corporations after adopting SFAS 131 pp. 1-23

Mahmud Hossain

Herding, momentum and investor over-reaction pp. 25-47

Rani Hoitash and Murugappa (Murgie) Krishnan

Option volume, strike distribution, and foreign exchange rate movements pp. 49-67

Mark Cassano and Bing Han

Firm diversification and earnings management: evidence from seasoned equity offerings pp. 69-92

Chee Lim, Tiong Thong and David Ding

Long-run performance following quality management certification pp. 93-109

Eurico Ferreira, Amit Sinha and Dale Varble

Volume 29, issue 4, 2007

The influence of growth opportunities on the relationship between equity ownership and leverage pp. 339-351

Doocheol Moon and Kishore Tandon

Value relevance of value-at-risk disclosure pp. 353-370

Chee Lim and Patricia Tan

The dynamics in the spot, futures, and call options with basis asymmetries: an intraday analysis in a generalized multivariate GARCH-M MSKST framework pp. 371-394

Kai-Li Wang and Mei-Ling Chen

Not all call auctions are created equal: evidence from Hong Kong pp. 395-413

Carole Comerton-Forde, James Rydge and Hayley Burridge

Do analysts overreact to extreme good news in earnings? pp. 415-431

Zhaoyang Gu and Jian Xue

Volume 29, issue 3, 2007

Valuation and classification of company issued cash and share-puts pp. 223-240

William Terando, Wayne Shaw and David Smith

Modeling exposure to losses on automobile leases pp. 241-266

L. Smith and Baiqiang Jin

Valuation of global IPOs: a stochastic frontier approach pp. 267-284

Yue-Cheong Chan, Congsheng Wu and Chuck Kwok

Accounting Ph.D. program graduates: affiliation performance and publication performance pp. 285-313

Lawrence Brown and Indrarini Laksmana

Changes in CEO compensation structure and the impact on firm performance following CEO turnover pp. 315-338

David Blackwell, Donna Dudney and Kathleen Farrell

Volume 29, issue 2, 2007

Underwriter warrants, underwriter reputation, and growth signaling pp. 129-154

Sung Bae and Hoje Jo

Why do firms repurchase stock to acquire another firm? pp. 155-172

Robin Wilber

Valuing corporate securities: some effects of bond indenture provisions—a correction pp. 173-180

Hsuan-Chu Lin

The cross-sectional relationship between stock returns and domestic and global factors in the Chinese A-share market pp. 181-203

Yuenan Wang and Amalia Di Iorio

Premium setting and bank behavior in a voluntary deposit insurance scheme pp. 205-222

Ting-Fang Chiang, E-Ching Wu and Min-Teh Yu

Volume 29, issue 1, 2007

Disclosure and the cost of equity in international cross-listing pp. 1-24

Tim Eaton, John Nofsinger and Daniel Weaver

The relation between R&D intensity and future market returns: does expensing versus capitalization matter? pp. 25-51

Howard Chan, Robert Faff, Philip Gharghori and Yew Ho

Takeover motives in a weak regulatory environment surrounding a market shock: a case study of New Zealand with a comparison of Gondhalekar and Bhagwat’s (2003) US findings pp. 53-67

Hamish Anderson and Ben Marshall

The role of stochastic volatility and return jumps: reproducing volatility and higher moments in the KOSPI 200 returns dynamics pp. 69-110

In Kim, In-Seok Baek, Jaesun Noh and Sol Kim

Recap of the 17th Annual Conference on Financial Economics and Accounting (with PowerPoint of Professor Katherine Schipper's Keynote Speech) pp. 111-128

Cheng Few Lee

Volume 28, issue 4, 2007

The valuation consequences of voluntary accounting changes pp. 327-352

James Linck, Thomas Lopez and Lynn Rees

Who hedges more when leverage is endogenous? A testable theory of corporate risk management under general distributional conditions pp. 353-391

Lutz Hahnenstein and Klaus Röder

Corporate voluntary disclosure and the separation of cash flow rights from control rights pp. 393-416

Kin-Wai Lee

One-and-a-half decades of global research output in Finance: 1990–2004 pp. 417-439

Kam Chan, Carl Chen and Peter Lung

Recap of the 16th Annual Conference on Financial Economics and Accounting, November 18, 2005 to November 19, 2005 pp. 441-449

Cheng Few Lee

Volume 28, issue 3, 2007

Pricing futures on geometric indexes: A discrete time approach pp. 227-240

Arie Harel, Giora Harpaz and Jack Francis

The association between audit committees, compensation incentives, and corporate audit fees pp. 241-255

Nikos Vafeas and James Waegelein

The empirical relationship between ownership characteristics and audit fees pp. 257-285

Santanu Mitra, Mahmud Hossain and Donald Deis

Interday and intraday volatility: Additional evidence from the Shanghai Stock Exchange pp. 287-306

Gary Tian and Mingyuan Guo

Analysts’ forecast revisions and firms’ research and development expenses pp. 307-326

Li-Chin Ho, Chao-Shin Liu and Thomas Schaefer

Volume 28, issue 2, 2007

Investment opportunities, free cash flow, and stock valuation effects of secured debt offerings pp. 123-145

Shao-Chi Chang, Sheng-Syan Chen, Ailing Hsing and Chia Huang

Bank capitalization and lending behavior after the introduction of the Basle Accord pp. 147-162

Ling Chu, Robert Mathieu, Sean Robb and Ping Zhang

Relationship between Treasury bills and Eurodollars: Theoretical and Empirical Analyses pp. 163-185

Cheng Few Lee, Keshab Shrestha and Robert Welch

A robust VaR model under different time periods and weighting schemes pp. 187-201

Timotheos Angelidis, Alexandros Benos and Stavros Degiannakis

Oil convenience yields estimated under demand/supply shock pp. 203-225

William Lin and Chang-Wen Duan

Volume 28, issue 1, 2007

The contextual nature of the predictive power of statistically-based quarterly earnings models pp. 1-22

Kenneth Lorek and G. Willinger

Information effects of dividends: Evidence from the Hong Kong market pp. 23-54

Louis Cheng, Hung-Gay Fung and Tak Leung

A re-evaluation of auditors’ opinions versus statistical models in bankruptcy prediction pp. 55-78

Lili Sun

Role models in finance: Lessons from life cycle productivity of prolific scholars pp. 79-100

Raj Aggarwal, David Schirm and Xinlei Zhao

Density estimation through quasi-analytic Monte-Carlo simulation: Options arbitrage with transactions costs pp. 101-122

N. Chidambaran