Review of Quantitative Finance and Accounting

1995 - 2025

Current editor(s): Cheng-Few Lee

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Volume 21, issue 4, 2003

Bid-Ask Spreads, Information Asymmetry, and Abnormal Investor Sentiment: Evidence from Closed-End Funds pp. 303-21

Jeng-Hong Chen, Christine X. Jiang, Jang-Chul Kim and Thomas McInish

The Split of the S&P 500 Futures Contract: Effects on Liquidity and Market Dynamics pp. 323-48

Ahmet K Karagozoglu, Terrence F Martell and George H K Wang

Disclosure of Private Information and Reduction of Uncertainty: Environmental Liabilities in the Chemical Industry pp. 349-78

Katherine Campbell, Stephan E Sefcik and Naomi S Soderstrom

The Transitory Nature of Negative Earnings and the Implications for Earnings Prediction and Stock Valuation pp. 379-404

David Jenkins

Volume 21, issue 3, 2003

Asset Returns and Inflation in Response to Supply, Monetary, and Fiscal Disturbances pp. 207-31

Bong-Soo Lee

Asset Allocation and Selectivity of Asian Mutual Funds during Financial Crisis pp. 233-50

Yue-Cheong Chan and Louis T W Cheng

The Inter-temporal Behavior of Informed and Uninformed Traders pp. 251-65

Paul Brockman and Dennis Y Chung

Information Flows between the U.S. and China Commodity Futures Trading pp. 267-85

Hung-Gay Fung, Wai K Leung and Xiaoqing Eleanor Xu

Volume 21, issue 2, 2003

Analysts' Rationality and Forecast Bias: Evidence from Sales Forecasts pp. 103-22

David P Mest and Elizabeth Plummer

Examining the Volatility of Taiwan Stock Index Returns Via a Three-Volatility-Regime Markov-Switching ARCH Model pp. 123-39

Leon Li and Hsiou-Wei William Lin

Firm Value, Information Problems and the Internal Capital Market pp. 141-56

Leonard L Lundstrum

Bondholder-Stockholder Conflict: Contractual Covenants vs. Court-Mediated Ex-Post Settling-Up pp. 157-77

P V Viswanath and Wayne Eastman

International Price Discovery for Emerging Market Stocks: Evidence from Indian GDRs pp. 179-99

Palani-Rajan Kadapakkam, Lalatendu Misra and Yiuman Tse

Volume 21, issue 1, 2003

Maturity Effect on Bid-Ask Spreads of OTC Currency Options pp. 5-15

Beng Chong, David Ding and Kok-Hui Tan

The Effects of Participation and Job-Relevant Information on the Relationship between Evaluative Style and Job Satisfaction pp. 17-34

Chong M Lau and Sharon L C Tan

Institutional Ownership and the Selection of Industry Specialist Auditors pp. 35-48

Uma Velury, John T Reisch and Dennis M O'Reilly

Benefits from Asia-Pacific Mutual Fund Investments with Currency Hedging pp. 49-64

Andrea L DeMaskey, Wilfred L Dellva and Jean L Heck

Are Indexed Bonds Really Inflation Proof? A Model of Real and Nominal Term Structures When Money Has Real Effects pp. 65-94

Connie X Mao, Ning Zhang and Rui Zhong

Volume 20, issue 4, 2003

Is the Selection of the Amortization Period for Goodwill a Strategic Choice? pp. 315-33

Steven L Henning and Wayne H Shaw

The Response of Commercial Banks to Compensation Reform pp. 335-54

Nikos Vafeas, James F Waegelein and Maria Papamichael

Reliability of Banks' Fair Value Disclosure for Loans pp. 355-84

Doron Nissim

Banking Mergers: The Impact of Financial Liberalization on the Taiwanese Banking Industry pp. 385-413

Peiyi Yu and Bac Van Luu

An Intertemporal CAPM Approach to Evaluate Mutual Fund Performance pp. 415-33

Jow-ran Chang, Mao-wei Hung and Cheng Few Lee

Volume 20, issue 3, 2003

Jumps and Dynamic Asset Allocation pp. 207-43

Liuren Wu

Forecasting Changes in Copper Futures Volatility with GARCH Models Using an Iterated Algorithm pp. 245-65

Kenneth L Smith and Kevin Bracker

Patriotic Stock Repurchases: The Two Weeks Following the 9-11 Attack pp. 267-76

Anthony Yanxiang Gu and Michael Schinski

Human Resource Allocation in a CPA Firm: A Fuzzy Set Approach pp. 277-90

Wikil Kwak, Yong Shi and Kooyul Jung

Ranking Journals Using Social Science Research Network Downloads pp. 291-307

Lawrence D Brown

Volume 20, issue 2, 2003

Firm Financial Performance Following Mergers pp. 115-26

K P Ramaswamy and James F Waegelein

Asymmetric Information, Asset Allocation, and Debt Financing pp. 127-54

Michael H Anderson and Alexandros P Prezas

Analyst Following and Equity Offerings Subsequent to Initial Public Offerings pp. 155-68

Ronald W Best, Janet D Payne and Jann C Howell

A Multi-product Cost Study of the U.S. Life Insurance Industry pp. 169-86

Dan Segal

Observable Consequences of Trading Structure Differences: On the Use of Variance Ratios in Microstructure Studies pp. 187-200

Tavy Ronen

Volume 20, issue 1, 2003

Trade-Off Model of Debt Maturity Structure pp. 5-34

Sang-Gyung Jun and Frank C Jen

Using Spinoffs to Reduce Capital Mis-allocations pp. 35-47

Mazhar A Siddiqi and Dezie L Warganegara

Are All Rivals Affected Equally by Bond Rating Downgrades? pp. 49-62

Gary L Caton and Jeremy Goh

Managerial Incentives for Income Smoothing through Bank Loan Loss Provisions pp. 63-80

Kiridaran Kanagaretnam, Gerald J Lobo and Robert Mathieu

A Study on Designing a Financial Supervisory Institution in Taiwan pp. 81-106

Dar-Yeh Hwang, Jung-Chu Lin and Ching-Chung Lin

Volume 19, issue 4, 2002

The Dynamic Relations between the World's Leading Computer Companies and Their Corresponding OEM/ODM Firms pp. 315-33

Chih-Hsien Yu and Ya-June Hsu

The Stock Price-Volume Linkage on the Toronto Stock Exchange: Before and after Automation pp. 335-49

Cetin Ciner

The Determinants of Debt Maturity at Issuance: A System-Based Model pp. 351-77

Elyas Elyasiani, Lin Guo and Liang Tang

An Empirical Investigation of the Option-Adjusted Realized Return pp. 379-98

William Steven Smith and Charles Harter

A Generalized Method for Detecting Abnormal Returns and Changes in Systematic Risk pp. 399-416

Ken B Cyree and Ramon Degennaro

Volume 19, issue 3, 2002

The Changing Relationship Between CAMEL Ratings and Bank Soundness during the Indonesian Banking Crisis pp. 247-60

Dominic Gasbarro, I Gde Made Sadguna and J Kenton Zumwalt

A Note on Forward Price and Forward Measure pp. 261-72

Ren-Raw Chen and Jingzhi Huang

Testing for Income Smoothing Using the Backing Out Method: A Review of Specification Issues pp. 273-89

Steve C Lim and Steven Lustgarten

Impact of Adoption of Long-Term Performance Plans on Financial Analysts' Long-Term Forecasts pp. 291-305

Thomas J Vogel and Gerald J Lobo

Volume 19, issue 2, 2002

An Assessment of Empirical Model Performance When Financial Market Transactions Are Observed at Different Data Frequencies: An Application to East Asian Exchange Rates pp. 111-29

Kai-Li Wang, Chris Fawson and Christopher Barrett

Valuation Relevance of Allowance for Funds Used during Construction and Operating Income: The Effects of Regulatory Climates and Deregulation pp. 131-53

Emeka T Nwaeze and Ayalew Lulseged

Intraday Return Volatility Process: Evidence from NASDAQ Stocks pp. 155-80

Shafiqur Rahman, Cheng Few Lee and Kian Ping Ang

Price Transmission Effect between GDRs and Their Underlying Stocks--Evidence from Taiwan pp. 181-213

Shen-Yuan Chen, Li-Chuan Chou and Chau-Chen Yang

Strategic Decision Making of the Firm under Asymmetric Information pp. 215-37

Guo Ying Luo, Ivan Brick and Michael Frierman

Volume 19, issue 1, 2002

A Simple Multi-factor, Time-Dependent-Parameter Model for the Term Structure of Interest Rates pp. 5-20

Ren-Raw Chen and T L Tyler Yang

Additional Evidence on the Association between Director Stock Ownership and Incentive Compensation pp. 21-44

Chih-Ying Chen

Risk Shift Following Dividend Change Announcement: The Role of Trading Volume pp. 45-63

Sangphill Kim, Oliver Rui and Peter Xu

Financial Analysts' Forecast Accuracy and Dispersion: High-Tech versus Low-Tech Stocks pp. 65-91

Sung S Kwon