Review of Quantitative Finance and Accounting

1995 - 2025

Current editor(s): Cheng-Few Lee

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Volume 49, issue 4, 2017

Cash holdings and the bargaining power of R&D-intensive targets pp. 885-923

Arun Upadhyay and Hongchao Zeng

The impact of firm ownership, board monitoring on operating performance of Chinese mergers and acquisitions pp. 925-948

Agyenim Boateng, XiaoGang Bi and Sanjukta Brahma

Copula-based factor model for credit risk analysis pp. 949-971

Meng-Jou Lu, Cathy Yi-Hsuan Chen and Wolfgang Härdle

Investigating the valuation effects of reverse takeovers: evidence from Europe pp. 973-1004

Apostolos Dasilas, Chris Grose and Michael A. Talias

CEO ability heterogeneity, board’s recruiting ability and credit risk pp. 1005-1039

Tsung-Kang Chen, Hsien-Hsing Liao and Wen-Hsuan Chen

Value creation and the probability of success in merger and acquisition transactions pp. 1041-1085

Yasser Alhenawi and Martha Stilwell

What’s in the news? The ambiguity of the information content of index reconstitutions in Germany pp. 1087-1119

Houdou Basse Mama, Stefan Mueller and Ulrich Pape

A geometric treatment of time-varying volatilities pp. 1121-1141

Chulwoo Han, Frank C. Park and Jangkoo Kang

Earnings quality and the heterogeneous relation between earnings and stock returns pp. 1143-1165

Helena Isidro and José G. Dias

Order cancellations across investor groups: evidence from an emerging order-driven market pp. 1167-1193

Chaoshin Chiao, Zi-May Wang and Shiau-Yuan Tong

Volume 49, issue 3, 2017

Accounting quality, bank monitoring, and performance pricing loans pp. 569-597

Yan Hu and Connie Mao

Do corporate payouts signal going-concern risk for auditors? Evidence from audit reports for companies in financial distress pp. 599-631

Jian Cao, Thomas R. Kubick and Adi N. S. Masli

Payout flexibility and capital expenditure pp. 633-659

Subramanian Rama Iyer, Harry Feng and Ramesh Rao

Equity prices and fundamentals: a DDM–APT mixed approach pp. 661-695

Fredj Jawadi and Georges Prat

Is corporate social responsibility sufficient enough to explain the investment by socially responsible funds? pp. 697-726

Onur Kemal Tosun

Tradeoff on corporate cash holdings: a theoretical and empirical analysis pp. 727-763

Hsuan-Chu Lin and She-Chih Chiu

Good deeds earn chits? Evidence from philanthropic family controlled firms pp. 765-783

Li-Hsun Wang, Chu-Hsiung Lin, Erin H. Kao and Hung-Gay Fung

Improvement in clinical trial disclosures and analysts’ forecast accuracy: evidence from the pharmaceutical industry pp. 785-810

Maggie Hao, Dana A. Forgione, Liang Guo and Hongxian Zhang

Explaining co-movements between equity and CDS bid-ask spreads pp. 811-853

Miriam Marra

Relative equity market valuation conditions and acquirers’ gains pp. 855-884

Dimitris Andriosopoulos and Leonidas G. Barbopoulos

Volume 49, issue 2, 2017

Product market competition and cost stickiness pp. 283-313

Wu-Lung Li and Kenneth Zheng

Insider trading and response to earnings announcements: the impact of accelerated disclosure requirements pp. 315-336

Semih Tartaroglu and Michael Imhof

A comprehensive and quantitative internal control index: construction, validation, and impact pp. 337-377

Hanwen Chen, Wang Dong, Hongling Han and Nan Zhou

GASB mandatory disclosure rules and municipal bond yield spreads pp. 379-405

Ali Nejadmalayeri, Sheri Faircloth, Jeanne Wendel and Surya Chelikani

Aggregate idiosyncratic volatility, dynamic aspects of loss aversion, and narrow framing pp. 407-433

Jungshik Hur and Cedric Mbanga Luma

Using past experience to optimize audit sampling design pp. 435-462

Alfio Marazzi and Yves Tillé

Directors’ education and corporate liquidity: evidence from boards in Taiwan pp. 463-485

Ma-Ju Wang, Xuan-Qi Su, Hong-Da Wang and Yan-Shing Chen

Corporate social responsibility and degrees of operating and financial leverage pp. 487-513

Maretno Agus Harjoto

When do managers listen to the market? Impact of learning in acquisitions of private firms pp. 515-543

Inga Chira, Luis Garcia-Feijoo and Jeff Madura

Implications of a TAF program stigma for lenders: the case of publicly traded banks versus privately held banks pp. 545-567

Ken B. Cyree, Mark D. Griffiths and Drew B. Winters

Volume 49, issue 1, 2017

Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates pp. 1-28

Cathy Yi-Hsuan Chen and Thomas C. Chiang

Application of multi-level matching between financial performance and corporate social responsibility in the banking industry pp. 29-63

Meng-Wen Wu, Chung-Hua Shen and Ting-Hsuan Chen

On the relationship between the number of a broker’s real estate listings and transaction outcomes pp. 65-89

Oded Palmon and Ben J. Sopranzetti

The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US: an empirical investigation pp. 91-116

Shafiqur Rahman, Cheng Few Lee and Yaqing Xiao

Is there an optimally diversified conglomerate? Gleaning answers from capital markets pp. 117-158

Ali Nejadmalayeri, Subramanian Rama Iyer and Manohar Singh

Corporate derivatives use policy and information environment pp. 159-194

J. Barry Lin, Christos Pantzalis and Jung Chul Park

Is the accuracy of stock value forecasting relevant to industry factors or firm-specific factors? An empirical study of the Ohlson model pp. 195-225

Chen-Yin Kuo

Institutional ownership stability and real earnings management pp. 227-244

Hamid Sakaki, Dave Jackson and Surendranath Jory

Modelling optimal asset allocation when households experience health shocks pp. 245-261

Jiapeng Liu, Rui Lu, Ronghua Yi and Ting Zhang

Does the requirement of an engagement partner signature improve financial analysts’ information environment in the United Kingdom? pp. 263-281

Shirley Liu

Volume 48, issue 4, 2017

Sources of time varying return comovements during different economic regimes: evidence from the emerging Indian equity market pp. 859-892

Sunil S. Poshakwale and Anandadeep Mandal

Corporate financing and anticipated credit rating changes pp. 893-915

Chi-Hsiou Hung, Anurag Banerjee and Qingrui Meng

Is the grass on the other side greener? Testing the cross-border effect for U.S. acquirers pp. 917-937

Yun Meng and Ninon K. Sutton

The impact of nominal stock price on ex-dividend price responses pp. 939-953

Keith Jakob and Ryan Whitby

Retrieving risk neutral moments and expected quadratic variation from option prices pp. 955-1002

Leonidas Rompolis and Elias Tzavalis

Diversification by the audit offices in the US and its impact on audit quality pp. 1003-1030

Sharad Asthana

Diversification of pre-IPO ownership and foreign IPO performance pp. 1031-1061

Ning Jia

How important is the financial sector to price indices in an inflation targeting regime? An empirical analysis of the UK and the US pp. 1063-1082

Imran Hussain Shah and Ahmad Hassan Ahmad

Management earnings forecasts and IPO performance: evidence of a regime change pp. 1083-1121

Sabri Boubaker, Dimitrios Gounopoulos, Antonios Kallias and Konstantinos Kallias

Volatility forecasting in the Chinese commodity futures market with intraday data pp. 1123-1173

Ying Jiang, Shamim Ahmed and Xiaoquan Liu

Volume 48, issue 3, 2017

The joint determinants of cash holdings and debt maturity: the case for financial constraints pp. 597-641

Ivan E. Brick and Rose C. Liao

The role of investment banks on the impact of firm performance in mergers and acquisitions: evidence from the Asia-Pacific market pp. 677-699

Kai-Shi Chuang

How firms manage their cash flows: an examination of diversification’s effect pp. 701-724

Thang Nguyen, Charlie X. Cai and Patrick McColgan

On the value and determinants of the interest tax shields pp. 725-748

Amilcar A. Menichini

Corporate governance, ownership structure and managing earnings to meet critical thresholds among Chinese listed firms pp. 789-818

Liona Lai and Henry Tam

The affine styled-facts price dynamics for the natural gas: evidence from daily returns and option prices pp. 819-848

Chih-Chen Hsu, An-Sing Chen, Shih-Kuei Lin and Ting-Fu Chen

Recap of the 27th annual financial economics and accounting conference, September 30–October 1, 2016 pp. 849-858

Partha Mohanram and Liyan Yang

Volume 48, issue 2, 2017

New evidence on the effect of belief heterogeneity on stock returns pp. 289-309

Jeffrey Hobbs, Hei Wai Lee and Vivek Singh

Recognized intangibles and the present value of growth options pp. 311-329

Michalis Makrominas

Financial investor sentiment and the boom/bust in oil prices during 2003–2008 pp. 331-361

Ding Du and Xiaobing Zhao

Corporate taxes, capital structure, and valuation: Combining Modigliani/Miller and Miles/Ezzell pp. 363-383

Stefan Dierkes and Ulrich Schäfer

The R&D-abnormal return anomaly: a transaction cost explanation pp. 385-406

Paul Brockman, Dennis Y. Chung and Kenneth W. Shaw

Background risk in consumption and the equity risk premium pp. 407-439

Andrei Semenov

Do board interlocks motivate voluntary disclosure? Evidence from Taiwan pp. 441-466

Ann Ling-Ching Chan, Edward Lee, Jirada Petaibanlue and Ning Tan

Diversification benefits of risk portfolio models: a case of Taiwan’s stock market pp. 467-502

Jing-Rung Yu, Wan-Jiun Paul Chiou and Jian-Hong Yang

The effects of firms’ information environment on analysts’ herding behavior pp. 503-525

Ryan D. Leece and Todd P. White

Home bias in portfolio choices: social learning among partially informed agents pp. 527-556

Wen-Lin Wu and Yin-Feng Gau

Volume 48, issue 1, 2017

The economic significance of CDS price discovery pp. 1-30

Vincent Xiang, Michael T. Chng and Victor Fang

Management of flow risk in mutual funds pp. 31-56

Martin Rohleder, Dominik Schulte and Marco Wilkens

Say it again Sam: the information content of corporate conference calls pp. 57-81

James Cicon

The return premiums to accruals quality pp. 83-115

Sati P. Bandyopadhyay, Alan Guoming Huang, Kevin Jialin Sun and Tony S. Wirjanto

Credit spreads and investment opportunities pp. 117-152

Tao Shen

Jumping over a low hurdle: personal pension fund performance pp. 153-190

Anastasia Petraki and Anna Zalewska

Has momentum lost its momentum? pp. 191-218

Debarati Bhattacharya, Wei-Hsien Li and Gokhan Sonaer

Setting the futures margin with price limits: the case for single-stock futures pp. 219-237

Chen-Yu Chen, Jian-Hsin Chou, Hung-Gay Fung and Yiuman Tse

Private equity managers’ fees: estimation and sensitivity analysis using Monte Carlo simulation pp. 239-263

Dorra Najar

An analysis of working capital efficiency and shareholder return pp. 265-288

Greg Filbeck, Xin Zhao and Ryan Knoll