Review of Quantitative Finance and Accounting

1995 - 2025

Current editor(s): Cheng-Few Lee

From Springer
Bibliographic data for series maintained by Sonal Shukla (sonal.shukla@springer.com) and Springer Nature Abstracting and Indexing (indexing@springernature.com).

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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