Review of Quantitative Finance and Accounting

1995 - 2025

Current editor(s): Cheng-Few Lee

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Volume 18, issue 4, 2002

Security Market Effects Associated with SFAS No. 131: Reported Business Segments pp. 323-44

Michael Ettredge, Soo Young Kwon and David Smith

Multiperiod Strip Hedging of Forward Commitments pp. 345-58

Donald Lien and David R Shaffer

Dilution, Dividend Commitments and Liquidity: Do Dividend Changes Reflect Information Signaling? pp. 359-79

P V Viswanath, Yu Kyung Kim and Jayant Pandit

A Time-Series Model of Stock Returns with a Positive Short-Term Correlation and a Negative Long-Term Correlation pp. 381-404

Jaeuk Khil and Bong-Soo Lee

Information Content of Earnings and Earnings Components of Commercial Banks: Impact of SFAS No. 115 pp. 405-21

Bikki Jaggi and Ronald Zhao

Volume 18, issue 3, 2002

The Evolution of Market Efficiency: 103 Years Daily Data of the Dow pp. 219-37

Anthony Yanxiang Gu and Joseph Finnerty

Stock Returns and Volatility under Market Segmentation: The Case of Chinese A and B Shares pp. 239-57

Yin-Hua Yeh, Tsun-siou Lee and Jen-fu Pen

The Relationship between Changes in Fixed Plant Investment and the Likelihood of Emergence from Corporate Financial Distress pp. 259-72

Gregory D Kane and Frederick M Richardson

The Usefulness of Derivative-Related Accounting Disclosures pp. 273-91

Gim S Seow and Kinsun Tam

Detection of Financial Time Series Turning Points: A New CUSUM Approach Applied to IPO Cycles pp. 293-315

David Blondell, Philip Hoang, John G. Powell and Jing Shi

Volume 18, issue 2, 2002

Estimating Beta pp. 95-118

Haim Shalit and Shlomo Yitzhaki

The Valuation of MNC International Operations during the 1990s pp. 119-38

Stephen E Christophe and Pfeiffer, Ray J,

The Underpricing and Excess Returns of Initial Public Offerings in Taiwan Based on Noisy Trading: A Stochastic Frontier Model pp. 139-59

Anlin Chen, Chen Chein Hung and Chin-Shun Wu

The Influence of Long-Term Performance Plans on Earnings Management and Firm Performance pp. 161-83

Vernon J Richardson and James F Waegelein

Computing a Multivariate Normal Integral for Valuing Compound Real Options pp. 185-209

William T Lin

Volume 18, issue 1, 2002

Are Investor Reactions to R&D Influenced by the Corporate Headquarter's Location? pp. 5-19

Zane L Swanson and Robert Singer

Trade Disclosure, Information Learning and Securities Market Performance pp. 21-38

Chunchi Wu and Wei Zhang

Gain, Loss, and Two-State Modeling pp. 39-58

Philip O'Connor and Michael S Rozeff

Economic Value Added, Future Accounting Earnings, and Financial Analysts' Earnings Per Share Forecasts pp. 59-73

Susan M Machuga, Pfeiffer, Ray J, and Kiran Verma

Volume 17, issue 4, 2001

Empirical Identification of Non-informational Trades Using Trading Volume Data pp. 327-50

Bong-Soo Lee and Oliver Rui

Fuzzy Numbers in the Credit Rating of Enterprise Financial Condition pp. 351-60

Yu-Ru Syau, Hai-Teh Hsieh and E Stanley Lee

Prior Information and the Market Reaction to Dividend Changes pp. 361-76

Roger J Best and Ronald W Best

The Performance, Asset Allocation, and Investment Style of International Equity Managers pp. 377-95

Rahul Bhargava, John G Gallo and Peggy E Swanson

Cost Inefficiency, Size of Firms and Takeovers pp. 397-420

Susanne Trimbath, Halina Frydman and Roman Frydman

Volume 17, issue 3, 2001

Value Relevance of Nonfinancial Information: The Case of Patent Data pp. 223-35

Mark Hirschey, Vernon J Richardson and Susan Scholz

Applying Portfolio Change and Conditional Performance Measures: The Case of Industry Rotation via the Dynamic Investment Model pp. 237-65

Robert R Grauer and Nils H Hakansson

Option Trading and the Intervalling Effect Bias in Beta pp. 267-82

Li-Chin Jennifer Ho and Jeffrey J Tsay

Market Imperfections as the Cause of Accounting Income Smoothing--The Case of Differential Capital Access pp. 283-300

Bin Srinidhi, Joshua Ronen and Ajay Maindiratta

Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model pp. 301-18

Thomas Chiang and Shuh-Chyi Doong

Volume 17, issue 2, 2001

Modeling Asset Premiums and the Risk-Free Rate in General Equilibrium CCAPM pp. 107-26

Nico Valckx

Stochastic CVP Analysis with Economic Demand and Cost Functions pp. 127-49

James A Yunker

The Limitations of Bankruptcy Prediction Models: Some Cautions for the Researcher pp. 151-66

John Stephen Grice and Michael T Dugan

Determinants of Regional Investment Decisions in China: An Econometric Model of Tax Incentive Policy pp. 167-85

Samuel Tung and Stella Cho

The Adjustment Process of Accruals: Empirical Evidence and Implication for Accrual Research pp. 187-211

Emeka T Nwaeze

Volume 17, issue 1, 2001

Stock Market Volatility and Economic Factors pp. 5-26

John J Binder and Matthias J Merges

Portfolio Returns, Market Volatility, and Seasonality pp. 27-43

Chao Chen and Zhong-Guo Zhou

Economic Consequences of the Cancellation of Inner Reserves for Hong Kong Banks pp. 45-62

Sidney Leung and Ronald Zhao

An Empirical Examination of the Pricing of Seasoned Equity Offerings: A Test of the Signaling Hypothesis pp. 63-79

Khondkar E. Karim, Robert W. Rutledge, Stephen C. Gara and Ahmed, Mojib, U.

Improving the Precision of Analysts' Earnings Forecasts by Adjusting for Predictable Bias pp. 81-98

Bong H Han, David Manry and Wayne Shaw

Volume 16, issue 4, 2001

Investment Opportunities, Free Cash Flow and Stock Valuation Effects of Corporate Investments: The Case of Taiwanese Investments in China pp. 299-310

Sheng-Syan Chen, Tsai-Yen Chung and Ly-Inn Chung

A Note on International Portfolio Diversification with Short Selling pp. 311-21

Raymond W So and Yiuman Tse

An Empirical Investigation of Firm Longevity: A Model of the Ex Ante Predictors of Financial Distress pp. 323-43

Howard F Turetsky and Ruth Ann McEwen

The Responses of Interest Rate Spreads to Information Releases pp. 345-68

Raj Aggarwal, Mukesh Chaudhry, Rohan Christie-David and Timothy W. Koch

Volume 16, issue 3, 2001

Linear Accounting Valuation When Abnormal Earnings Are AR(2) pp. 191-203

Jeffrey L Callen and Mindy Morel

A Fundamental Approach to Estimating Economies of Scale and Scope of Financial Products: The Case of Mutual Funds pp. 205-21

James S Ang and James Wuh Lin

Bank Managers' Heterogeneous Decisions on Discretionary Loan Loss Provisions pp. 223-50

Gerald J Lobo and Dong-Hoon Yang

Hysteresis Models of Investment with Multiple Uncertainties and Exchange Rate Risk pp. 251-67

Spiros H Martzoukos

Market Reactions to Corporate Restructurings pp. 269-90

Percy S Poon, Gerald D Newbould and Cindy Durtschi

Volume 16, issue 2, 2001

The Relationship between REITs Returns and Inflation: A Vector Error Correction Approach pp. 103-15

Chiuling Lu and Raymond W So

An Examination of Alternative Factor Models in UK Stock Returns pp. 117-30

Jonathan Fletcher

Determinants of the Dollar Value of Default Risk: A Put Option Perspective pp. 131-48

Quentin C Chu and Yun-Yung Lin

Comparative Performance of Chinese Commercial Banks: Analysis, Findings and Policy Implications pp. 149-70

Shanling Li, Feng Liu, Suge Liu and G. A. Whitmore

Hedging Multiperiod Forward Commitments: The Case of Period-by-Period Quantity Uncertainty pp. 171-81

Donald Lien and David R Shaffer

Volume 16, issue 1, 2001

The Optimal Redemption Schedule of Serial Municipal Debt: A Dynamic Reconciliation of Revenues, Reinvestment Rates and the Term Structure pp. 5-32

Bryan Stanhouse and Duane Stock

Internal versus External Equity Funding pp. 33-52

Chul W Park and Morton Pincus

Foreign Acquisitions and Managerial Discretion pp. 53-63

Kenneth K Yung

Relationship between Expected Treasury Bill and Eurodollar Interest Rates: A Fractional Cointegration Analysis pp. 65-80

Keshab Shrestha and Robert L Welch

Measuring Investment Risk Based on Tail Thickness pp. 81-93

G R Dargahi-Noubary and Wm Steven Smith