Review of Quantitative Finance and Accounting

1995 - 2025

Current editor(s): Cheng-Few Lee

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Volume 51, issue 4, 2018

Corruption, governance, and public pension funds pp. 883-919

Hongxian Zhang, Liang Guo and Maggie Hao

Derivatives usage for banking industry: evidence from the European markets pp. 921-941

Chuang-Chang Chang, Keng-Yu Ho and Yu-Jen Hsiao

The effects on investment incentives of an allowance for corporate equity tax system: the Belgian case as an example pp. 943-965

Carmen Bachmann, Martin Baumann and Konrad Richter

Glamour versus value, market timing and firm performance: evidence from mergers and acquisitions pp. 967-1003

Kai-Shi Chuang

Managerial ability and firm risk-taking behavior pp. 1005-1032

Kenneth Yung and Chen Chen

Managerial ability, information quality, and the design and pricing of corporate debt pp. 1033-1069

Alex Petkevich and Andrew Prevost

An analysis of proxy statement leadership structure justification disclosures pp. 1071-1106

Xiaoyan Cheng, David Smith and Paul Tanyi

Board composition, monitoring and credit risk: evidence from the UK banking industry pp. 1107-1128

Jia Lu and Agyenim Boateng

Investors’ perception of CEO overconfidence: evidence from the cost of equity capital pp. 1129-1150

Sanaz Aghazadeh, Lili Sun, Qian Wang and Rong Yang

Executive cash compensation and tax aggressiveness of Chinese firms pp. 1151-1180

Wei Huang, Tingting Ying and Yun Shen

Volume 51, issue 3, 2018

Using real options theory to explain patterns in the valuation of research and development expenditures pp. 575-593

Denise A. Jones

Asymmetric effects of oil shocks on stock market returns in Saudi Arabia: evidence from industry level analysis pp. 595-619

Sunil K. Mohanty, Joseph Onochie and Abdulrahman F. Alshehri

Firm-supplier relations and managerial compensation pp. 621-649

Tiantian Gu and Anand Venkateswaran

Parent-subsidiary investment layers and the value of corporate cash holdings pp. 651-681

Audrey Wenhsin Hsu and Sophia Hsintsai Liu

Does corporate diversification reduce value in high technology firms? pp. 683-718

Nilakshi Borah, Liu Pan, Jung Chul Park and Nan Shao

Innovation, financial reporting quality, and audit quality pp. 719-749

Gerald J. Lobo, Yuan Xie and Joseph H. Zhang

Information diffusion of upstream and downstream industry-wide earnings surprises and its implications pp. 751-784

Hsiu-Lang Chen

Alternative utility functions: review, analysis and comparison pp. 785-811

Arie Harel, Jack Clark Francis and Giora Harpaz

Enhancement of value investing strategies based on financial statement variables: the German evidence pp. 813-845

Eero Pätäri, Timo H. Leivo, Janne Hulkkonen and J. V. Samuli Honkapuro

Value creation through external growth strategy: the architecture of successful performance pp. 847-882

Veronika Vinogradova

Volume 51, issue 2, 2018

The impact of executive inside debt on sell-side financial analyst forecast characteristics pp. 283-315

Avishek Bhandari, Babak Mammadov and Maya Thevenot

Is gold a hedge against inflation? A wavelet time-scale perspective pp. 317-345

Thomas Conlon, Brian Lucey and Gazi Uddin

A rational asymmetric reaction to news: evidence from English football clubs pp. 347-374

Jason P. Berkowitz and Craig Depken

Oil shocks, policy uncertainty and earnings surprises pp. 375-388

Wensheng Kang and Jing Wang

Determinants of analysts’ revenue forecast accuracy pp. 389-431

Tanja Lorenz and Carsten Homburg

Stock market return predictability: Does network topology matter? pp. 433-460

Harnchai Eng-Uthaiwat

The efficiency of IPO issuing mechanisms and market conditions: evidence in China pp. 461-495

Chen Su

The impact of cost allocation errors on price and product-mix decisions pp. 497-527

C. Homburg, Julia Nasev and Philipp Plank

Odd lot trading and earnings announcements pp. 529-551

Hardy Johnson, Ansley Chua and Tianming Zhang

Corporate goodness and profit warnings pp. 553-573

Ajit Dayanandan, Han Donker and John Nofsinger

Volume 51, issue 1, 2018

The effect of growth opportunities on the market reaction to dividend cuts: evidence from the 2008 financial crisis pp. 1-17

Xin Che, Andre P. Liebenberg, Ivonne A. Liebenberg and Brandon C. L. Morris

Community bank structure an x-efficiency approach pp. 19-41

Gregory McKee and Albert Kagan

Innovation quality of firms with the research and development tax credit pp. 43-78

Wei-Chuan Kao

Credit scores and the performance of newly-listed stocks: an exploration of the Chinese A-share market pp. 79-111

Charlie X. Cai, Paul B. McGuinness and Qi Zhang

The power of control: the acquisition decisions of newly public dual-class firms pp. 113-138

Hari Adhikari, Thanh T. Nguyen and Ninon K. Sutton

Is less information better information? Evidence from the credit rating withdrawal pp. 139-157

Federica Salvade

Managing earnings risk under SFAS 133/IAS 39: the case of cash flow hedges pp. 159-197

Dennis Frestad

Symmetric and asymmetric nonlinear causalities between oil prices and the U.S. economic sectors pp. 199-218

Jinghua Wang and Geoffrey Ngene

Local investor attention and post-earnings announcement drift pp. 219-252

Bin Wang, Wonseok Choi and Ibrahim Siraj

Bank competition and the cost of bank loans pp. 253-282

Yili Lian

Volume 50, issue 4, 2018

The timing of new corporate debt issues and the risk-return tradeoff pp. 943-978

Dimitrios Koutmos, Konstantinos Bozos, Dionysia Dionysiou and Neophytos Lambertides

How accurate are modern Value-at-Risk estimators derived from extreme value theory? pp. 979-1030

Benjamin Mögel and Benjamin R. Auer

Do investors find carbon information useful? Evidence from Italian firms pp. 1031-1056

Bikki Jaggi, Alessandra Allini, Riccardo Macchioni and Annamaria Zampella

Accounting based valuation: a simultaneous equations model for forecasting earnings to proxy for ‘other information’ pp. 1057-1091

Iris Bergmann and Wolfgang Schultze

A macroeconomic reverse stress test pp. 1093-1130

Peter Grundke and Kamil Pliszka

Leading the herd: evidence from mutual funds’ buy and sell decisions pp. 1131-1146

Marius Popescu and Zhaojin Xu

The impact of intangibles on firms’ financial and market performance: UK evidence pp. 1147-1168

Yasean A. Tahat, Ahmed H. Ahmed and Mohammad M. Alhadab

Does the major market influence transfer? Alternative effect on Asian stock markets pp. 1169-1200

Luke Lin and Wen-Yuan Lin

Real activities manipulation and firm valuation pp. 1201-1226

Cristhian Mellado, Surendranath R. Jory and Thanh N. Ngo

The market for private student loans: an analysis of credit union exposure, risk, and returns pp. 1227-1251

Cullen Goenner

Volume 50, issue 3, 2018

Financial statements based bank risk aggregation pp. 673-694

Jianping Li, Lu Wei, Cheng Few Lee, Xiaoqian Zhu and Dengsheng Wu

Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias pp. 695-715

Januj Juneja

Analyst recommendations and the implied cost of equity pp. 717-743

Raj Aggarwal, Dev Mishra and Craig Wilson

Stock price informativeness on the sensitivity of strategic M&A investment to Q pp. 745-774

Wenjing Ouyang and Samuel H. Szewczyk

The pricing of common exchange rate factors in the U.S. equity market pp. 775-798

Ding Du

Time-varying managerial overconfidence and pecking order preference pp. 799-835

Andrew Vivian and Bin Xu

Disposition effect and analyst forecast dispersion pp. 837-859

Daniela Vesselinova Balkanska

The dispersion anomaly and analyst recommendations pp. 861-896

Jorida Papakroni

Data analytic approach for manipulation detection in stock market pp. 897-932

Jia Zhai, Yi Cao and Xuemei Ding

Recap of the 28th annual conference on financial economics and accounting, November 10–11, 2017 pp. 933-942

Cheng Few Lee

Volume 50, issue 2, 2018

One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations pp. 353-392

Thanos Verousis, Pietro Perotti and Georgios Sermpinis

The holdings markup behavior of mutual funds: evidence from an emerging market pp. 393-414

Ching-Chang Wang and Jerry Yu

An analysis of closed-end funds discounts viewed from a lack of redemption perspective pp. 415-440

Jullavut Kittiakarasakun, Lalatendu Misra and Sinan Yildirim

Industry expertise on corporate boards pp. 441-479

Olubunmi Faleye, Rani Hoitash and Udi Hoitash

Forestalling capital regulation or masking financial weakness? Evidence from loss reserve management in the property–liability insurance industry pp. 481-518

Yi-hsun Lai, Wen-chang Lin and Liang-wei Kuo

Suppliers’/customers’ production efficiency uncertainty and firm credit risk pp. 519-560

Tsung-Kang Chen and Hsien-Hsing Liao

The extent of virgin olive-oil prices’ distribution revealing the behavior of market speculators pp. 561-590

Fathi Abid and Bilel Kaffel

Credit default swap spreads and annual report readability pp. 591-621

Nan Hu, Ling Liu and Lu Zhu

Corporate responses to the repatriation incentives and domestic production activities deduction pp. 623-651

Michael Kinney and Harrison Liu

Measuring the effect of watch-preceded and direct rating changes: a note on credit markets pp. 653-672

Florian Kiesel and Sascha Kolaric

Volume 50, issue 1, 2018

Rebalancing versus buy and hold: theory, simulation and empirical analysis pp. 1-32

Jimmy E. Hilliard and Jitka Hilliard

Determinants of equity return correlations: a case study of the Amman Stock Exchange pp. 33-66

Mohammad Alomari, David. M. Power and Nongnuch Tantisantiwong

Stock price reaction to profit warnings: the role of time-varying betas pp. 67-93

Shuxing Yin, Khelifa Mazouz, Abdelhafid Benamraoui and Brahim Saadouni

Short term real earnings management prior to stock repurchases pp. 95-128

Lauren A. Cooper, Jimmy F. Downes and Ramesh Rao

The effect of restatements on trading volume reactions to earnings announcements pp. 129-180

Chunlai Ye and Lin-Hui Yu

Consumption-based capital asset pricing models: issues and controversies pp. 181-205

Wonnho Choi

The sentiment premium and macroeconomic announcements pp. 207-237

Ding Du and Ou Hu

Product market competition, competitive strategy, and analyst coverage pp. 239-260

Rongrong Zhang

Corporate social responsibility, credit rating, and private debt contracting: new evidence from syndicated loan market pp. 261-299

Sung C. Bae, Kiyoung Chang and Ha-Chin Yi

Convergence of trading strategies in continuous double auction markets with boundedly-rational networked traders pp. 301-352

Junhuan Zhang, Peter McBurney and Katarzyna Musial