Review of Quantitative Finance and Accounting

1995 - 2025

Current editor(s): Cheng-Few Lee

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Valuing Debt in a Complex Capital Structure pp. 203-21: Timothy J Riddiough and Howard E Thompson
Cross-Hedging Foreign Currency Risk: Empirical Evidence from an Error Correction Model pp. 223-31: Asim Ghosh
The Over/Underpricing of Initial Public Offerings pp. 233-43: Douglas A Hensler
A Positive Analysis of Corporate Capital Budgeting Practices pp. 245-57: John J Binder and J Scott Chaput
Tests of the Efficiency of the U.S. Rights Offering Market: An Option Pricing Approach pp. 259-76: Sung C Bae and Haim Levy
An Examination of Real Interest Rates in the United States, Canada, France, and Germany during the Recent Floating Exchange Rate Period pp. 277-92: Ajay Patel and Srinivas R Akella
An Empirical Analysis of the Day-of-the-Week Effect in Stock Returns: The Case of U.S. and Japan pp. 293-307: Richard A Ajayi, Mahmoud M Haddad and Lois E Tetrick
Measuring Abnormal Daily Trading Volume for Samples of NYSE/ASE and NASDAQ Securities Using Parametric and Nonparametric Test Statistics pp. 309-26: Cynthia J Campbell and Charles E Wasley

Sequential Parameter Nonstationarity in Stock Market Returns pp. 103-31: Dongcheol Kim and Stanley J Kon
CVP under Uncertainty and the Manager's Utility Function pp. 133-47: Sangphill Kim, Mohammad J Abdolmohammadi and Lawrence A Klein
Time-Varying Term Premium in T-Bill Futures Rate and the Expectations Hypothesis pp. 149-60: Jae Ha Lee and Hoje Jo
Why Do Japanese Giant Trading Companies Prefer Foreign Currency to Japanese Yen?: A Supplementary Note pp. 161-65: Chung-Cheng Lin
Estimating Bid-Ask Spread Components: Specialist versus Multiple Market Maker Systems pp. 167-80: David C Porter and Daniel G Weaver
On the Long-Term or Short-Term Dependence in Stock Prices: Evidence from International Stock Markets pp. 181-94: K Victor Chow, Ming-Shium Pan and Ryoichi Sakano

Dynamic Analysis of Stock Return Volatility in an Integrated International Capital Market pp. 5-17: Thomas Chiang and Jeannette Jin Chiang
Bid-Ask Bounce and Spreads in the Foreign Exchange Futures Market pp. 19-37: Quentin C Chu, David Ding and C S Pyun
Testing the Unbiasedness Hypothesis of Foreign Exchange Rates and the Analysis of Transformations pp. 39-46: Albert Okunade, H Haryanto and Means, Dwight B,
Utility Maximizing Portfolio Insurance Strategies When Hedgers Consider the Impact of Their Trading on Security Prices pp. 47-62: Pradipkumar Ramanlal and Steven V Mann
On the Robustness of the Results of Adoption Data Choice Studies: The Case of Pension Accounting pp. 63-77: Reza Espahbodi and Michelle M Hamer
Perceptions of Postretirement Benefit Obligations by Bond Rating Analysts pp. 79-94: John J Maher

International Market Segmentation and Eurodebt Issues pp. 339-54: Stavros B Thomadakis and Nilufer Usmen
Block versus Nonblock Trading Patterns pp. 355-63: Hyuk Choe, Thomas McInish and Robert A Wood
The Early Exercise Premia of American Put Options on Stocks pp. 365-73: Hyun Mo Sung
Antitakover Devices and Management Efficiency: An Empirical Study Using Accounting Measures pp. 375-92: Nancy L Meade and Robert M Brown
The Pricing of Exchange Rate Risk and Stock Market Segmentation: The Canadian Case pp. 393-402: C Sherman Cheung, Clarence C Y Kwan and Jason Lee
The Information Content of a Convertible Debt Offer Announcement pp. 403-18: Charles Corrado and Amy Patel
An Anlaysis of the Weekend Effect within the Monthly Effect pp. 419-26: Kartono Liano and James T Lindley

Return Generating Processes of Long-Term Bonds and Measurement of Risk: Theory and Empirical Tests pp. 231-40: Hossein B Kazemi, Nikolaos Milonas and Prasad Nanisetty
Auditor Quality, Corporate Risk, and the Valuation of New Issues pp. 241-51: Michael Firth and Andrew Smith
Theory of the Dominant Firm: A Capital Market Test pp. 253-70: Michael P Schoderbek
Asymmetric Information, Dividends, and External Financing pp. 271-90: Michael Anderson and George Kanatas
Some Evidence on Ross' Resolution Irrelevancy Hypothesis pp. 291-308: John S Zdanowicz and Sanders, Ralph W,
The Information Content of a Convertible Debt Offer Announcement pp. 309-25: Charles Corrado and Ajay Patel

Intraindustry Information Transfer: An Analysis of Research Methods and Additional Evidence pp. 111-26: Carol A Frost
Further Evidence on Performance Evaluation: Portfolio Holdings, Recommendations, and Turnover Costs pp. 127-53: Gonzalo Rubio
GARCH-Stable as a Model of Futures Price Movements pp. 155-67: Shi-Miin Liu and B Brorsen
Microstructure and Reverse Stock Splits pp. 169-77: Chuan Yang Hwang
Options and Efficiency: Some Experimental Evidence pp. 179-201: Brian D Kluger and Steve B Wyatt
Detecting Trading Response Using Transaction-Based Research Designs pp. 203-21: William M Cready and Ramachandran Ramanan

The Effect of Self-Selection Bias on the Testing of a Stock Price Reaction to Management's Earnings Forecasts pp. 5-25: Gillian Hian Heng Yeo and David A Ziebart
A Microstructure Examination of Trading Activity following Stock Splits pp. 27-41: Stephen P Ferris, Chuan-Yang Hwang and Atulya Sarin
Sampling Distribution of the Relative Risk Aversion Estimator: Theory and Applications pp. 43-54: Marvin J Karson, David C Cheng and Cheng F Lee
Simultaneous Estimation of the Demand and Supply of Differentiated Audits pp. 55-70: Jennifer J Gaver and Kenneth M Gaver
An Empirical Investigation of the Two-Factor Brennan-Schwartz Term Structure Model pp. 71-92: Chin-Wen Hsin
Decomposition of Inflation and Its Volatility: A Stochastic Approach pp. 93-103: A G Malliaris and Mary Malliaris