Review of Quantitative Finance and Accounting

1995 - 2025

Current editor(s): Cheng-Few Lee

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On the Validity of the Wiener Process Assumption in Option Pricing Models: Contradictory Evidence from Taiwan pp. 327-40: Gili Yen and Eva C Yen
The Determinants of Debt Maturity: The Case of Bank Financing in Singapore pp. 341-50: Sheng-Syan Chen, Kim Wai Ho and Gillian H H Yeo
On the Nonlinear Specifications of Short-Term Interest Rate Behavior: Evidence from Euro-Currency Markets pp. 351-70: Thomas Chiang and Jeanette Jin Chiang
An Analysis of Joint Effects of Investment Opportunity Set, Free Cash Flows and Size on Corporate Debt Policy pp. 371-81: Bikki Jaggi and Ferdinand Gul
Simplified Valuation of Single-Payoff Financial Instruments pp. 383-93: R B Carroll and D A Brask
The Effect of Option Trading on the Structure of Equity Bid/Ask Spreads pp. 395-413: Suhkyong Kim and J David Diltz

Analytics Underlying the Metallgesellschaft Hedge: Short Term Futures in a Multi-period Environment pp. 195-219: Jimmy E Hilliard
Stock Return Volatility and Dividend Announcements pp. 221-42: Daniella Acker
The Informational Effect of Corporate Lobbying against Proposed Accounting Standards pp. 243-69: Dennis Y Chung
Time Diversification, Safety-First and Risk pp. 271-81: Moshe Milevsky
Predicting UK Takeover Targets: Some Methodological Issues and an Empirical Study pp. 283-301: Paul Barnes
Using Markov Chains to Estimate Losses from a Portfolio of Mortgages pp. 303-17: Luis Betancourt

A Performance Comparison between Cross-Sectional Stochastic Dominance and Traditional Event Study Methodologies pp. 103-12: Larsen, Glen A, and Bruce Resnick
Stock Price Adjustment to the Information in Dividend Changes pp. 113-33: R D Van Eaton
The Estimation of Systematic Risk under Differentiated Risk Aversion: A Mean-Extended Gini Approach pp. 135-57: Russell B Gregory-Allen and Haim Shalit
CVP under Uncertainty and the Manager's Utility Function Revisited pp. 159-70: Derek K Chan and Kit Pong Wong
An Examination of Initial Shareholdings in Tender Offer Bids pp. 171-88: Daniel Asquith and Robert Kieschnick

Predicting Subsequent Management Forecasting Behavior at the Date of an Initial Public Offering pp. 5-20: Stephen P Baginski, John M Hassell and John D Neill
Stochastic Discount Rates, Productivity Shocks and Capital Asset Pricing pp. 21-34: Yajun Peng and Hany Shawky
Q, Cash Flow and Investment: An Econometric Critique pp. 35-47: Christopher Baum and Clifford Thies
Sensitivity of Systematic Risk Estimates to the Return Measurement Interval under Serial Correlation pp. 49-64: Dongcheol Kim
Firm-Theoretic Limitations on Proposition III pp. 65-88: Paul S Peyser
A Note on Perceptions of Finance Journal Quality pp. 89-96: Stephen F Borde, John M Cheney and Jeff Madura

Measurement Error and Nonlinearity in the Earnings-Returns Relation pp. 219-47: Messod D Beneish and Campbell Harvey
Market Valuation and Equity Ownership Structure: The Case of Agency Conflict Regimes pp. 249-68: Christos Pantzalis, Chansog Francis Kim and Sungsoo Kim
Rationalizable and Coalition Proof Shareholder Tendering Strategies in Corporate Takeovers pp. 269-91: Thomas Noe
Corporate Policy and Market Value: A q-Theory Approach pp. 293-310: Kee H Chung and Peter Wright

The Event Study Methodology since 1969 pp. 111-37: John J Binder
Transfer Pricing, Incentive Compensation and Tax Avoidance in a Multi-division Firm pp. 139-64: Yoon K Choi and Theodore E Day
Information Asymmetry around Earnings Announcements pp. 165-82: Teri Lombardi Yohn
Auditors' Liability, Vague Due Care, and Auditing Standards pp. 183-207: Rachel Schwartz

The Effect of Interest Rates on the Value of Corporate Assets and the Risk Premia of Corporate Debt pp. 5-22: Vance P Lesseig and Duane Stock
The Effect of Market Transparency: Volatility and Liquidity in the Korean Stock Market pp. 23-35: Sang Bin Lee and Jee Seok Chung
The Economic Significance of the Cross-Sectional Autoregressive Model: Further Analysis pp. 37-51: Haim Levy and Kok Chew Lim
Degree of Multinationality and Financial Performance: A Study of U.S.-Based Multinational Corporations pp. 53-68: Khursheed Omer, David Durr and Philip H Siegel
Some Tests of the Risk-Return Relationship Using Alternative Asset Pricing Models and Observed Expected Returns pp. 69-91: Shafiqur-Rahman, T Daniel Coggin and Cheng Few Lee

Alternative Models for Estimating the Cost of Equity Capital for Property/Casualty Insurers pp. 235-67: Alice C Lee and John Cummins
Product Quality and Payment Policy pp. 269-84: Gary W Emery and Nandkumar Nayar
Volume and Volatility in Foreign Currency Futures Markets pp. 285-302: Ramaprasad Bhar and Anastasios Malliaris
Convertible Preferred Stock Valuation: Tests of Alternative Models pp. 303-19: Pradipkumar Ramanlal, Steven V Mann and William T Moore

A Unified Model of Corporate Acquisitions and Divestitures: An Incentive Perspective pp. 127-54: Yoon K Choi and Larry J Merville
Re-examining Variance-Bounds Tests for Asset Prices pp. 155-72: Robert Amano and Tony Wirjanto
Acceptance of Accounting Standards pp. 173-91: Paul V Dunmore and Haim Falk
Common Stochastic Trends among Asian Currencies: Evidence for Japan, ASEANs, and the Asian Tigers pp. 193-206: Raj Aggarwal and Mbodja Mougoue
Companies' Modest Claims about the Value of CEO Stock Option Awards pp. 207-26: David Yermack

A Unified Approach for Pricing Contingent Claims on Multiple Term Structures pp. 5-19: Robert Jarrow and Stuart M Turnbull
On the Efficiency of Conditional Heteroskedasticity Models pp. 21-37: T Y Lee and Tony Wirjanto
The Nature and Persistence of Initial Public Offering Aftermarket Returns Predictability pp. 39-58: Douglas A Hensler
Ratio Analysis Using Rank Transformation pp. 59-74: Gregory D Kane and Nancy L Meade
Benchmark Invariancy, Seasonality and APM-Free Portfolio Performance Measures pp. 75-94: Lawrence Kryzanowski, Simon Lalancette and Minh Chau To
Fractionally Integrated Models with ARCH Errors: With an Application to the Swiss One-Month Euromarket Interest Rate pp. 95-113: Michael A Hauser and Robert Kunst