Review of Quantitative Finance and Accounting

1995 - 2025

Current editor(s): Cheng-Few Lee

From Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 27, issue 4, 2006

Order preferencing, adverse-selection costs, and the probability of information-based trading pp. 343-364

Kee Chung, Chairat Chuwonganant and D. McCormick

The Enron Bankruptcy: When did the options market in Enron lose it’s smirk? pp. 365-382

Bruce Mizrach

The effect of increased disclosure on cost of capital: Evidence from China pp. 383-401

Li Zhang and Shujun Ding

The impact of bank regulations, supervision, market structure, and bank characteristics on individual bank ratings: A cross-country analysis pp. 403-438

Fotios Pasiouras, Chrysovalantis Gaganis and Constantin Zopounidis

Private benefits of control and firm leverage: An analysis of Korean firms pp. 439-463

Jangkoo Kang and Joon-Seok Kim

Volume 27, issue 3, 2006

The joint determination of audit fees, non-audit fees, and abnormal accruals pp. 235-266

Rick Antle, Elizabeth Gordon, Ganapathi Narayanamoorthy and Ling Zhou

The effect of repeat restructuring charges on analysts’ forecast revisions and accuracy pp. 267-283

Beixin Lin and Rong Yang

An adjusted binomial model for pricing Asian options pp. 285-296

Massimo Costabile, Ivar Massabó and Emilio Russo

The day-of-the-week effect in conditional correlation pp. 297-310

Mahendra Chandra

An integrated multi-model credit rating system for private firms pp. 311-340

Giovanni Butera and Robert Faff

Volume 27, issue 2, 2006

The impact of M&A and joint ventures on the value of IT and non-IT firms pp. 111-123

Sang-Yong Tom Lee and Kim Lim

Modelling return and conditional volatility exposures in global stock markets pp. 125-142

Charlie Cai, Robert Faff, David Hillier and Michael McKenzie

The effect of differential accounting conservatism on the “over-valuation” of high-tech firms relative to low-tech firms pp. 143-173

Sung Kwon, Qin Yin and Jongsoo Han

Shareholder rights, financial disclosure and the cost of equity capital pp. 175-204

C. Cheng, Denton Collins and Henry Huang

Underwriting relationships: Information production costs, underwriting fees, and first mover advantage pp. 205-229

James Ang and Shaojun Zhang

Volume 27, issue 1, 2006

Macroeconomic variables and the E/P ratio: Is inflation really positively associated with the E/P ratio? pp. 5-26

Prem Jain and Joshua Rosett

Evaluating effects of excess kurtosis on VaR estimates: Evidence for international stock indices pp. 27-46

J. Baixauli and Susana Alvarez

Testing of nonstationary cycles in financial time series data pp. 47-65

F. DePenya and Luis Gil-Alana

IPO anomalies and innovation capital pp. 67-91

Chen-Lung Chin, Picheng Lee, Gary Kleinman and Pei-Yu Chen

Spending rules for endowment funds pp. 93-107

Isabelle Bajeux-Besnainou and Kurtay Ogunc

Volume 26, issue 4, 2006

Do stock splits signal future profitability? pp. 347-367

Gow-Cheng Huang, Kartono Liano and Ming-Shiun Pan

Management disclosure bias and audit services pp. 369-390

Neil Hartnett

R&D Progress, stock price volatility, and post-announcement drift: An empirical investigation into biotech firms pp. 391-408

Bixia Xu

On Russell index reconstitution pp. 409-430

Hsiu-Lang Chen

Expected earnings growth and portfolio performance pp. 431-437

Ronald Best, Charles Hodges and James Yoder

Volume 26, issue 3, 2006

Banking crisis in east asia: A micro/macro perspective pp. 219-248

Rungrudee Suetorsak

Do executive stock option grants have value implications for firm performance? pp. 249-274

Swee-Sum Lam and Bey-Fen Chng

Earnings forecast disclosure regulation and earnings management: evidence from Taiwan IPO firms pp. 275-299

Bikki Jaggi, Chen-lung Chin, Hsiou-wei William Lin and Picheng Lee

Stock option compensation and the likelihood of meeting analysts' quarterly earnings targets pp. 301-319

Mark Bauman and Kenneth Shaw

Multi-market trading in the Eurodollar futures market pp. 321-341

Yiuman Tse and Paramita Bandyopadhyay

Volume 26, issue 2, 2006

Effect of the Actual Size Rule Under Market Stress pp. 87-103

David Porter, Yusif Simaan, Daniel Weaver and David Whitcomb

Analyst Earnings Forecasts for Publicly Traded Insurance Companies pp. 105-136

Dennis Fan, Raymond So and Jason Yeh

Mean Reversion of Short-Horizon Stock Returns: Asymmetry Property pp. 137-163

Kiseok Nam, Sei-Wan Kim and Augustine. Arize

The Market for New Issues: Impact of Offering Price on Price Support and Underpricing pp. 165-176

Ben Sopranzetti, Emilio Venezian and Xiaoli Wang

An Integrated Model of Debt Issuance, Refunding, and Maturity pp. 177-199

Manak Gupta and Alice Lee

Volume 26, issue 1, 2006

The Relevance of Stock and Flow-Based Reporting Information In Assessing the Likelihood of Emergence from Corporate Financial Distress pp. 5-22

Gregory Kane, Frederick Richardson and Uma Velury

The Cross-Section of Stock Returns on The Shanghai Stock Exchange pp. 23-39

Kie Wong, Ruth Tan and Wei Liu

Valuation of Mortgage Servicing Rights with Foreclosure Delay and Forbearance Allowed pp. 41-54

Che-Chun Lin, Ting-Heng Chu and Larry Prather

The GARCH Option Pricing Model: A Modification of Lattice Approach pp. 55-66

Chun-Chou Wu

Patent Citation, R&D Spillover, and Tobin's Q: Evidence from Taiwan Semiconductor Industry pp. 67-84

Chen-Lung Chin, Picheng Lee, Hsin-Yi Chi and Asokan Anandarajan

Volume 25, issue 4, 2005

The Performance Consequences of Operational Restructurings pp. 319-339

Lori Holder-Webb, Thomas Lopez and Philip Regier

Financing Preferences of Spanish Firms: Evidence on the Pecking Order Theory pp. 341-355

Javier Sánchez-Vidal and Juan Martín-Ugedo

Dynamic Models of Investment Distortions pp. 357-381

Shih-Chuan Tsai

A Theoretic Analysis of Extent of Lender Participation in a Participating Mortgage pp. 383-411

Jaime Alvayay, Charles Harter and Wm. Smith

The Value-Relevance of Derivative Disclosures by Commercial Banks: A Comprehensive Study of Information Content Under SFAS Nos. 119 and 133 pp. 413-427

Li Wang, Pervaiz Alam and Stephen Makar

Volume 25, issue 3, 2005

Limited Liability and Market Power pp. 215-231

Teresa John, Lemma Senbet, Anant Sundaram and Peter Woodward

Earnings Predictability, Bond Ratings, and Bond Yields pp. 233-253

Aaron Crabtree and John Maher

A Fuzzy Set Approach for Generalized CRR Model: An Empirical Analysis of S&P 500 Index Options pp. 255-275

Cheng Lee, Gwo-Hshiung Tzeng and Shin-Yun Wang

Debt, Diversification, and Valuation pp. 277-291

William Ruland and Ping Zhou

Pursuing Value Through Liquidity in IPOs: Underpricing, Share Retention, Lockup, and Trading Volume Relationships pp. 293-312

Steven Zheng, Joseph Ogden and Frank Jen

Volume 25, issue 2, 2005

The Dynamics of Security Trades, Quote Revisions, and Market Depths for Actively Traded Stocks pp. 91-124

Shafiqur Rahman, Chandrasekhar Krishnamurti and Alice Lee

Currency Hedging Using the Mean-Gini Framework pp. 125-137

David Shaffer and Andrea DeMaskey

Real Interest Rate Parity: Long-Run and Short-Run Analysis Using Wavelets pp. 139-157

Keshab Shrestha and Kok Tan

The Effectiveness of Price Limits and Stock Characteristics: Evidence from the Shanghai and Shenzhen Stock Exchanges pp. 159-182

Gong-meng Chen, Oliver Rui and Steven Wang

The Association Between Market and Exchange Rate Risks and Accounting Variables: A GARCH Model of the Japanese Banking Institutions pp. 183-206

Elyas Elyasiani and Iqbal Mansur

Volume 25, issue 1, 2005

Information Collection and IPO Underpricing pp. 5-19

Re-Jin Guo

Incentives of Stock Option Based Compensation pp. 21-32

Elettra Agliardi and Rainer Andergassen

Internal Funds Allocation and the Ownership Structure: Evidence from Korean Business Groups pp. 33-53

Byungmo Kim, Kooyul Jung and In Kim

ARDL Approach to the Exchange Rate Overshooting in Taiwan pp. 55-71

Chien-Chung Nieh and Yu-Shan Wang

15th Annual Conference on Financial Economics and Accounting pp. 73-83

Cheng Few Lee