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 15, issue 4, 2000

Intangible Assets and Corporate Signaling pp. 307-23

David S Gelb and Philip Siegel

Information Asymmetry and Earnings Management: Some Evidence pp. 325-47

Vernon J Richardson

The Valuation Accuracy of the Price-Earnings and Price-Book Benchmark Valuation Methods pp. 349-70

C S Agnes Cheng and Ray McNamara

Voluntary Causal Disclosures: Tendencies and Capital Market Reaction pp. 371-89

Stephen P Baginski, John M Hassell and William A Hillison

The Value Relevance of Multiple Occurrences of Nonrecurring Items pp. 391-411

Ervin L Black, Thomas A Carnes and Vernon J Richardson

Volume 15, issue 3, 2000

Signaling, Financial Slack and Corporate Acquisitions pp. 195-216

Helen M Bowers, Norman H Moore and K S Maurice Tse

Collusion Proof Transfer Payment Schemes with Multiple Agents pp. 217-33

Shu-Hsing Li and Kashi R Balachandran

An International Asset Pricing Model with Time-Varying Hedging Risk pp. 235-57

Jow-Ran Chang and Mao-Wei Hung

A Neural Network Approach for Analyzing Small Business Lending Decisions pp. 259-76

Chunchi Wu and Xu-Ming Wang

Reaction of Bank Stock Prices to Loan-Loss Reserve Announcements pp. 277-97

Diane Scott Docking, Mark Hirschey and Elaine Jones

Volume 15, issue 2, 2000

The Effects of Downsizing on Operating Performance pp. 107-26

Reza Espahbodi, Teresa A John and Gopala Vasudevan

Future Stock Performance of Oil and Gas Firms Conditional on the Imputed Value of Reserves pp. 127-35

Steven L Henning and Wayne H Shaw

Financial Analysts' Earnings Forecast Dispersion and Intraday Stock Price Variability around Quarterly Earnings Announcements pp. 137-51

Gerald J Lobo and Samuel S Tung

The Impact of the Reduction in Tick Increments in Major U.S. Markets on Spreads, Depth, and Volatility pp. 153-67

Bonnie F Van Ness, Robert A Van Ness and Stephen Pruitt

Managerial Ownership and Accounting Disclosures: An Empirical Study pp. 169-85

David S Gelb

Volume 15, issue 1, 2000

Smooth Transition ARCH Models: Estimation and Testing pp. 5-20

Junsoo Lee and Ramon Degennaro

Valuation Implications of Investment Opportunities and Earnings Permanence pp. 21-35

Jefferson P Jones, Richard M Morton and Thomas F Schaefer

Are There Sectoral Anomalies Too? The Pitfalls of Unreported Multiple Hypothesis Testing and a Simple Solution pp. 37-55

Michael Greenstone and Paul Oyer

An Examination of Substitution among Monitoring Devices: The Case of Internal and External Audit Expenditures pp. 57-79

Michael Ettredge, Margaret Reed and Mary Stone

Equity Manager Selection and Performance pp. 81-97

Bruce Collins and Frank Fabozzi

Volume 14, issue 4, 2000

The Post-issue Market Performance of Initial Public Offerings in China's New Stock Markets pp. 319-39

Gongmeng Chen, Michael Firth and Jeong-Bon Kim

Does Trading Volume Contain Information to Predict Stock Returns? Evidence from China's Stock Markets pp. 341-60

Cheng F Lee and Oliver Rui

A Complete Nonparametric Event Study Approach pp. 361-80

Jonathan Dombrow, Mauricio Rodriguez and C F Sirmans

Using Daily High/Low Time to Test for Intraday Random Walk in Two Index Futures Markets pp. 381-97

Debby M Y Mok, K Lam and W Li

A Regime-Level Empirical Model of the Specialist Quote Revision Process pp. 399-417

Frederick H Deb Harris and Thomas McInish

Volume 14, issue 3, 2000

Use of Fuller's Technique to Reduce Measurement Error in the Returns/Earnings Association pp. 219-45

Susan M Machuga

An Agency Analysis of Firm Diversification: The Consequences of Discretionary Cash and Managerial Risk Considerations pp. 247-60

Carl R Chen and Thomas L Steiner

Seasonal Patterns in Money Market Mutual Funds pp. 261-76

Joseph A Farinella and Timothy W Koch

The Choice between Spin-offs and Sell-offs pp. 277-88

Terry Nixon, Rodney L Roenfeldt and Neil W Sicherman

Volume 14, issue 2, 2000

Would Switching to Timely Reviews Delay Quarterly and Annual Earnings Releases? pp. 111-30

Mike Ettredge, Dan Simon, David B. Smith and Mary Stone

Return Volatility, Trading Imbalance and the Information Content of Volume pp. 131-53

Chunchi Wu and Xiaoqing Eleanor Xu

Comparing Trading Performance of the Constant and Dynamic Hedge Models: A Note pp. 155-60

Sally C Yeh and Gerard L Gannon

The Role of Transfer Price for Coordination and Control within a Firm pp. 161-92

Sungsoo Yeom, Kashi R Balachandran and Joshua Ronen

Using Cointegration Restrictions to Improve Inference in Vector Autoregressive Systems pp. 193-208

Lee Adkins, Tim Krehbiel and Carter Hill

Volume 14, issue 1, 2000

The Relationship between Federal Deficits and Real Interest Rates pp. 5-15

K C Tseng

U.S. Banking Sector Risk in an Era of Regulatory Change: A Bivariate GARCH Approach pp. 17-43

Robert Brooks, Robert Faff, Michael D. McKenzie and Yew Kee Ho

Detecting Abnormal Bid-Ask Spread: A Comparison of Event Study Methods pp. 45-65

John Affleck-Graves, Carolyn M Callahan and Ramachandran Ramanan

Rationality of Stock Splits: The Target-Price Habit Hypothesis pp. 67-84

Raymond W So and Yiuman Tse

An Empirical Analysis of Quoted Depths of NYSE and Amex Stocks pp. 85-102

Charlie Charoenwong and Kee H Chung

Volume 13, issue 4, 1999

Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology pp. 323-45

Emel Kahya and Panayiotis Theodossiou

The Ex Post Performance of Four Portfolio Selection Algorithms pp. 347-66

George M Frankfurter, Herbert E Phillips and Greg Faulk

Microstructure of Firms' Disclosure pp. 367-91

Joseph Tzur and Varda Yaari

Net Value Added and Earnings Determination pp. 393-99

Ahmed Riahi-Belkaoui

Chaebol, Investment Opportunity Set and Corporate Debt and Dividend Policies of Korean Companies pp. 401-16

Ferdinand Gul and Burch T Kealey

Volume 13, issue 3, 1999

Asset Liquidity, Moral Hazard, and Bank Loan Rescheduling pp. 227-47

Michael H Anderson

A Model of Return Volatility with Application to Estimating Relative Risk Aversion pp. 249-60

Mark Klock and Robert Phillips

The Time-Series Behavior of IPO Betas pp. 261-76

John D Neill, Steven B Perfect and Kenneth W Wiles

An Analysis of the Underreported Magnitude of the Total Indirect Costs of Financial Distress pp. 277-93

G M Chen and L J Merville

Models with Unexpected Components: The Case for Efficient Estimation pp. 295-313

David Tufte and Mark Wohar

Volume 13, issue 2, 1999

Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter pp. 111-35

Jin-Chuan Duan and Jean-Guy Simonato

Is the Term Premium a Risk Premium? pp. 137-51

Louis H Ederington and Jeremy C Goh

The Impact of Information Release on Stock Price Volatility and Trading Volume: The Rights Offering Case pp. 153-69

Sung C Bae and Hoje Jo

Random Walks and Market Efficiency Tests: Evidence from Emerging Equity Markets pp. 171-88

David Karemera, Kalu Ojah and John A Cole

Simulation of Controlled Financial Statements pp. 189-207

Robert A Leitch and Yining Chen

Volume 13, issue 1, 1999

The Determination of the Seniority Structure of Debt: Theory and Evidence pp. 5-28

Sheng-Syan Chen, Frank C Jen and Dosoung Choi

Liquidity Trading in Market Microstructure Theory pp. 29-38

Pradipkumar Ramanlal

Review of Categorical Models for Classification Issues in Accounting and Finance pp. 39-62

Ran Barniv and James McDonald

Resolution of Uncertainty and Asset Prices: Why the Timing of Information Release Might Be Relevant after All pp. 63-82

Benjamin Eden and Uri Loewenstein

Equality of Real Returns on Canadian and US Treasury Bills: A Fractional Cointegration Analysis pp. 83-99

Keshab Shrestha