Review of Quantitative Finance and Accounting

1995 - 2025

Current editor(s): Cheng-Few Lee

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How Firms Make Capital Expenditure Decisions: Financial Signals, Internal Cash Flows, Income Taxes and the Tax Reform Act of 1986 pp. 227-50: Randolph Beatty, Susan Riffe and Ivo Welch
Nonparametric Smoothing of Yield Curves pp. 251-67: Carsten Tanggaard
On the Distribution of CBOE Option Trade Prices Occurring between Consecutive Stock Trades pp. 269-88: T Y Chung, R L Welch and D M Chen
A Note on the Analytics and Geometry of Limiting Mean-Variance Investment Opportunity Sets pp. 289-300: Bob Korkie and Harry J Turtle
The Impact of Information Diffusion on Comparisons among Various Trading Mechanisms pp. 301-26: Yu-Jane Liu, Victor W Liu and Chin-Shun Wu

Calculating the Cost of Capital of an Unlevered Firm for Use in Project Evaluation pp. 111-29: Ivan E Brick and Daniel G Weaver
The Relation between Patent Citations and Tobin's Q in the Semiconductor Industry pp. 131-46: Hilary Shane and Mark Klock
A Comparative Study on Interday Market Volatility and Intraday Price Transmission of Nikkei/JGB Futures Markets between Japan and Singapore pp. 146-63: Gang Shyy and Chung Hua Shen
The Effect of Option Listing on Bid-Ask Spreads, Price Volatility, and Trading Activity of the Underlying OTC Stocks pp. 165-80: Peihwang Wei, Percy S Poon and Susan Zee
Impact of Earnings, Dividends and Cash Flows on Stock Returns: Case of Taiwan's Stock Market pp. 181-202: Eric Liluan Chu
Empirical Analyses of Three Explanations for the Positive Autocorrelation of Short-Horizon Stock Index Returns pp. 203-17: Joseph P Ogden

Does Post-Earnings-Announcement Drift in Stock Prices Reflect a Market Inefficiency? A Stochastic Dominance Approach pp. 17-34: Victor L Bernard and H Nejat Seyhun
Price Limits and Beta pp. 35-52: Sang Bin Lee and Dae Joong Kim
Asset Allocation via the Conditional First Exit Time or How to Avoid Outliving Your Money pp. 53-70: Moshe Milevsky, Kwok Ho and Chris Robinson
Financial Ratio Adjustment: Industry-Wide Effects or Strategic Management pp. 71-88: Chunchi Wu and Shih-Jen Kathy Ho
Binomial Option Pricing with Skewed Asset Returns pp. 89-101: R Stafford Johnson, James E Pawlukiewicz and Jayesh M Mehta

The Effect on a Firm's Financing and Investment Decisions of Differential Taxation as Barriers to International Investment pp. 191-209: Jong Cook Byun and Son-Nan Chen
An Investigation of Event Study Methodologies with Clustered Events and Event Day Uncertainty pp. 211-28: Sang H Lee and Oscar Varela
Characteristics of Earnings-Leading versus Price-Leading Firms pp. 229-44: Da-Hsien Bao, Chin-Chen Chien and Cheng Few Lee
The Sensitivity of Individual and Institutional Investors' Expectations to Changing Market Conditions: Evidence from Closed-End Funds pp. 245-69: Richard W Sias
A Study of Large Institutional Investor Trading Behavior around Leveraged Buyouts pp. 271-89: James S Ang and Reinhold P Lamb
The Performance of Actively Managed International Mutual Funds pp. 291-313: Miranda Lam Detzler and James B Wiggins

An Examination of UK Unit Trust Performance within the Arbitrage Pricing Theory Framework pp. 91-107: Jonathan Fletcher
Capital Budgeting for Advertising Expenditures: A Contingent Claims Approach pp. 109-28: George F Tannous
Evidence on the Timing and Determinants of Overfunded Pension Plan Termination pp. 129-50: Su-Jane Hsieh, Kenneth R Ferris and Andrew H Chen
An Event Option Pricing Model with Scheduled and Unscheduled Announcement Effects pp. 151-62: Abraham Abraham and William M Taylor
Implications of Debt Renegotiation for Optimal Bank Policy and Firm Behavior pp. 163-79: Joonmo Cho, Scott Linn and Ashraf Nakibullah

Valuation of Callable Warrants: Theory and Evidence pp. 5-18: Robert B Burney and William T Moore
Alternative Liquidity Measures and Stock Returns pp. 19-36: Brian D Kluger and Jens Stephan
Debt and Equity Characteristics of Mandatorily Redeemable Preferred Stock pp. 37-49: Kam C Chan and Gim S Seow
Risk Aversion, Uncertain Information, and Market Efficiency pp. 51-68: Charles Corrado and Bradford Jordan
Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields pp. 69-81: Yangru Wu and Hua Zhang

Corporate Performance Following Stock Offerings pp. 221-38: Aigbe Akhigbe, Jeff Madura and Stephen P Zera
Wealth Effects and Committed Cost Allocation: An Agency Theory Perspective pp. 239-57: Kashi R Balachandran, Joshua Ronen and Suresh Radhakrishnan
Accrual Usage to Manage Earnings toward Financial Analysts' Forecasts pp. 259-78: James W Bannister and Harry A Newman
Bond Price Representations and the Volatility of Spot Interest Rates pp. 279-88: Peter Ritchken and L Sankarasubramanian
Time Diversification and Security Preferences: A Stochastic Dominance Analysis pp. 289-98: Charles W Hodges and James A Yoder
Portfolio Selection under the Condition of Value Preservation pp. 299-305: Klaus Hellwig
"Error Correction": A Positive Analysis of Corporate Capital Budgeting Practices pp. 307: John J Binder and J Scott Chaput

Incomplete-Information Capital Market Equilibrium with Heterogeneous Expectations and Short Sale Restrictions pp. 119-36: Chunchi Wu, Qiang Li and K C John Weii
Loan Sales, Implicit Contracts, and Bank Structure pp. 137-62: Joseph Haubrich and James Thomson
Valuation of Complex Financial Instruments via Basic Components pp. 163-76: Joseph K Cheung and Richard Chung
Optimal Growth Portfolios Reconciling Theory and Practice pp. 177-86: Deborah Gunthorpe and Azriel Levy
Arbitrage Risk and Market Efficiency: The Case of Treasury Bill Futures pp. 187-203: James Wuh Lin
The Effect of Time-Varying Covariances on Asset Risk Premia: A Test of an Intertemporal CAPM pp. 205-20: Prasad Nanisetty, Rakesh Bharati and Monoj Gupta

Dynamic Price Discovery pp. 5-28: Puneet Handa and Robert A Schwartz
Return and Risk in Initial Public Offerings of Both Shares and Warrants pp. 29-43: Shmuel Hauser and Azriel Levy
Market Segmentation and the Valuation of Closed-End Country Funds: An Empirical Analysis pp. 45-63: Jongmoo Jay Choi and Insup Lee
Refining the Bootstrap Method of Stochastic Dominance Analysis: The Case of the January Effect pp. 65-79: Larsen, Glen A, and Bruce Resnick
Do Corporate Insiders Circumvent Insider Trading Regulations? The Case of Stock Repurchases pp. 81-96: R Richardson Pettit, Yulong Ma and Jia He
Capital Budgeting with Multiple Criteria and Multiple Decision Makers pp. 97-112: Wikil Kwak, Yong Shi, Heeseok Lee and Cheng F. Lee