Review of Quantitative Finance and Accounting

1995 - 2025

Current editor(s): Cheng-Few Lee

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Volume 24, issue 4, 2005

Dynamic Linkages Between the Greater China Economic Area Stock Markets—Mainland China, Hong Kong, and Taiwan pp. 343-357

Hwahsin Cheng and John Glascock

Financial Crisis and Intertemporal Linkages Across the ASEAN-5 Stock Markets pp. 359-377

Kim-Leng Goh, Yoke-Chen Wong and Kim-Lian Kok

Compensation Design and Career Concerns of Fund Manager pp. 379-397

Ching-mann Huang, Len-kuo Hu and Hsin-Hong Kang

On Corporate Divestiture pp. 399-421

Hsiu-Lang Chen and Re-Jin Guo

Panel Cointegration Analysis of Audit Pricing Model pp. 423-439

Win Chou and Dominica Lee

Volume 24, issue 3, 2005

Information Risk in TIPS Market: An Analysis of Nominal and Real Interest Rates pp. 235-250

Quentin Chu, Deborah Pittman and Linda Yu

Effects of Preannouncements on Analyst and Stock Price Reactions to Earnings News pp. 251-275

Jeffrey Miller

Line-of-Business Disclosures and Spin-Off Announcement Returns pp. 277-293

Clark Wheatley, Robert Brown and George Johnson

International Asset Excess Returns and Multivariate Conditional Volatilities pp. 295-312

Thomas Chiang and Sheng-Yung Yang

What Determines the Variability of Accounting Accruals? pp. 313-334

Zhaoyang Gu, Chi-Wen Lee and Joshua Rosett

Volume 24, issue 2, 2005

A Non-Parametric Option Pricing Model: Theory and Empirical Evidence pp. 115-134

Ren-Raw Chen and Oded Palmon

The Value-Relevance of Financial and Nonfinancial Information—Evidence from Taiwan’s Information Electronics Industry pp. 135-157

Chiung-Ju Liang and Ming-Li Yao

The Informational Role of Option Trading Volume in Equity Index Options Markets pp. 159-176

Ghulam Sarwar

Loan Portfolio Swaps and Optimal Lending pp. 177-198

Jyh-Horng Lin and Min-Li Yi

A Simple Induction Approach and an Efficient Trinomial Lattice for Multi-State Variable Interest Rate Derivatives Models pp. 199-226

Marat Kramin, Timur Kramin, Stephen Young and Venkat Dharan

Volume 24, issue 1, 2005

Expected Accrual Models: The Impact of Operating Cash Flows and Reversals of Accruals pp. 5-22

Jinhan Pae

Sharing Demand Information in a Value Chain: Implications for Pricing and Profitability pp. 23-45

Suresh Radhakrishnan and Bin Srinidhi

Ranking Research Productivity in Accounting for Asia-Pacific Universities pp. 47-64

Kam Chan, Carl Chen and Louis Cheng

Overreaction after Controlling for Size and Book-to-Market Effects and its Mimicking Portfolio in Japan pp. 65-91

Chaoshin Chiao, David Cheng and Welfeng Hung

A Variance Ratio Test of the Behaviour of Some FTSE Equity Indices Using Ranks and Signs pp. 93-107

Jorge Belaire-Franch and Kwaku Opong

Volume 23, issue 4, 2004

Evaluation of Black-Scholes and GARCH Models Using Currency Call Options Data pp. 299-312

T. Harikumar, Maria E. de Boyrie and Simon J. Pak

The Impact of SFAS No. 114 on the Linear Information Dynamic for Commercial Banks pp. 313-328

Ronald Zhao and Yihong He

Stock Option Measures and the Stock Repurchase Decision pp. 329-352

Chuo-hsuan Lee and Pervaiz Alam

Risk, Mispricing, and Value Investing pp. 353-376

Eli Bartov and Myungsun Kim

Using an Alternative Estimation Method to Perform Comprehensive Empirical Tests: An Application to Interest Rate Risk-Management pp. 377-406

Michael S. Pagano

Volume 23, issue 3, 2004

The Impact of Capital Requirements and Managerial Compensation on Bank Charter Value pp. 191-206

Darius Palia and Robert Porter

Effects of Economic Convergence on Stock Market Returns in Major EMU Member Countries pp. 207-227

Chanwit Phengpis, Vince P. Apilado and Peggy E. Swanson

Stock Price Distributions and News: Evidence from Index Options pp. 229-250

James Steeley

An Evaluation of Testing Procedures for Long Horizon Event Studies pp. 251-274

James S. Ang and Shaojun Zhang

Bootstrap Tests for Multivariate Event Studies pp. 275-290

Pin-Huang Chou

Volume 23, issue 2, 2004

Japanese Corporate Groupings (Keiretsu) and the Characteristics of Analysts' Forecasts pp. 79-98

Edward B. Douthett, Jr., Kooyul Jung and Wikil Kwak

The Amount and Timing of Goodwill Write-Offs and Revaluations: Evidence from U.S. and U.K. Firms pp. 99-121

Steven L. Henning, Wayne H. Shaw and Toby Stock

Tests of Market Reaction and Analysts' Forecast Revisions to the Disclosure of Improved Management Earnings Expectations: A Case of Concurrent Bad News Management Earnings Forecasts pp. 123-148

Michael J. Lacina and Khondkar E. Karim

Can Island Provide Liquidity and Price Discovery in the Dark? pp. 149-166

Yiuman Tse and James C. Hackard

Price Expectation and the Pricing of Stock Index Futures pp. 167-184

Hsinan Hsu and Janchung Wang

Volume 23, issue 1, 2004

Institutional Herding in the ADR Market pp. 5-17

Diane DeQing Li and Kenneth Yung

The Day-of-the-Week and the Week-of-the-Month Effects: An Analysis of Investors' Trading Activities pp. 19-30

Jorge Brusa and Pu Liu

Market Overreaction to Product Recall Revisited--The Case of Firestone Tires and the Ford Explorer pp. 31-54

Suresh Govindaraj, Bikki Jaggi and Beixin Lin

Diversification and Capital Structure: Some International Evidence pp. 55-71

Pek Yee Low and Kung H. Chen

Volume 22, issue 4, 2004

Bid-Ask Spreads and Institutional Ownership pp. 275-292

Frank Fehle

The Determinants of Investor Valuation of R&D Expenditure in the Software Industry pp. 293-313

C. Catherine Chiang and Yaw M. Mensah

The Effect of Cross-Border Acquisitions on Shareholder Wealth -- Evidence from Switzerland pp. 315-330

Felix Lowinski, Dirk Schiereck and Thomas W. Thomas

On a Simple Econometric Approach for Utility-Based Asset Pricing Model pp. 331-344

Cheng-Few Lee, Jack C. Lee, H.F. Ni and C.C. Wu

Recap of the 14th Annual Conference on Financial Economics and Accounting, October 31, 2003 to November 1, 2003 pp. 345-355

Cheng Few Lee

Volume 22, issue 3, 2004

Initial Public Offerings in Australia 1994 to 1999, Recent Evidence of Underpricing and Underperformance pp. 179-198

Bill Dimovski and Robert Brooks

Does Trading Improve Individual Investor Performance? pp. 199-217

Pei-Gi Shu, Shean-Bii Chiu, Hsuan-Chi Chen and Yin-Hua Yeh

Forum Selection in International Business Contracts: Home Bias Portfolio Puzzle and Managerial Moral Hazard pp. 219-232

Moshe Bar Niv (Burnovski) and David Feldman

The Relationship Between Bank Risk and Earnings Management: Evidence from Japan pp. 233-248

Yukihiro Yasuda, Shin'ya Okuda and Masaru Konishi

Ranking Accounting Ph.D. Programs and Faculties Using Social Science Research Network Downloads pp. 249-266

Lawrence D. Brown and Indrarini Laksmana

Volume 22, issue 2, 2004

Value-at-Risk Analysis for Taiwan Stock Index Futures: Fat Tails and Conditional Asymmetries in Return Innovations pp. 79-95

Yu Chuan Huang and Bor-Jing Lin

The Accrual Effect on Future Earnings pp. 97-121

Konan Chan, Narasimhan Jegadeesh and Theodore Sougiannis

Stock Prices and Inflation: New Evidence from the Pacific-Basin Countries pp. 123-140

Osamah M. Al-Khazali and Chong Soo Pyun

Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions pp. 141-169

Sheng-Syan Chen, Kim Wai Ho, Cheng Few Lee and Keshab Shrestha

Volume 22, issue 1, 2004

The Reversing Weekend Effect: Evidence from the U.S. Equity Markets pp. 5-14

Anthony Yanxiang Gu

The Effect of Regulation Fair Disclosure on the Relevance of Conference Calls to Financial Analysts pp. 15-28

Afshad Irani

Securitizing Accounts Receivable pp. 29-38

Darius Palia and Ben Sopranzetti

Is the ‘Perfect’ Timing Strategy Truly Perfect? pp. 39-51

K. Lam and Wei Li

Change in Inventory and Firm Valuation pp. 53-71

Ben-Hsien Bao and Da-Hsien Bao