Review of Quantitative Finance and Accounting

1995 - 2025

Current editor(s): Cheng-Few Lee

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Volume 47, issue 4, 2016

Group affiliation and earnings management of Asian IPO issuers pp. 897-917

Roy Kouwenberg and Pipat Thontirawong

Dealers and changing obligations: the case of stub quoting pp. 919-941

Jared F. Egginton, Bonnie F. Ness and Robert A. Ness

Applications of simultaneous equations in finance research: methods and empirical results pp. 943-971

Cheng Few Lee, Woan-lih Liang, Fu-Lai Lin and Yating Yang

Loan-commitment borrowing and performance-sensitive debt pp. 973-986

Sudipto Sarkar and Chuanqian Zhang

Fiscal policy and the US stock market pp. 987-1002

Cedric L. Mbanga and Ali F. Darrat

Comovements between Chinese and global stock markets: evidence from aggregate and sectoral data pp. 1003-1042

Thomas C. Chiang, Lanjun Lao and Qingfeng Xue

Stock prices, dividends, earnings, and investor sentiment pp. 1043-1061

Chung Baek

Corporate patents, R&D success, and tax avoidance pp. 1063-1096

Lei Gao, Leo L. Yang and Joseph H. Zhang

Measuring sovereign credit risk using a structural model approach pp. 1097-1128

Han-Hsing Lee, Kuanyu Shih and Kehluh Wang

Debt maturity and initial public offerings pp. 1129-1165

Yomna Abdulla, Viet Dang and Arif Khurshed

Intraday jumps and trading volume: a nonlinear Tobit specification pp. 1167-1186

Fredj Jawadi, Waël Louhichi, Abdoulkarim Idi Cheffou and Rivo Randrianarivony

A PIN per day shows what news convey: the intraday probability of informed trading pp. 1187-1220

Thomas Pöppe, Michael Aitken, Dirk Schiereck and Ingo Wiegand

The association between integrated reporting and firm valuation pp. 1221-1250

Kin-Wai Lee and Gillian Hian-Heng Yeo

The performance of Taiwanese firms after a share repurchase announcement pp. 1251-1269

Chuan-Hao Hsu, Hung-Gay Fung and Yi-Ping Chang

Accounting quality, debt covenant design, and the cost of debt pp. 1271-1302

Charlene P. Spiceland, Leo L. Yang and Joseph H. Zhang

Decimalization, IPO aftermath, and liquidity pp. 1303-1344

Charlie Charoenwong, David Ding and Tiong Yang Thong

Volume 47, issue 3, 2016

Economic growth potential creating a real put and the resulting valuation of the firm pp. 453-474

Xiaoli Wang, Michael S. Long, Ren Raw Chen and Jingfeng Zhang

When noise trading fades, volatility rises pp. 475-512

Jinliang Li

CAR associated with SEO share lockups: Real or illusionary? pp. 513-541

Beng Chong and Zhenbin Liu

Exploring the transitional behavior among value and growth stocks pp. 543-563

Gengnan Chiang

Option listing: market quality revisited pp. 565-578

Leonard L. Lundstrum

Further evidence on the explanatory power of spot food and energy commodities market prices for futures prices pp. 579-605

Phillip A. Cartwright and Natalija Riabko

Bank performance and executive pay: tournament or teamwork pp. 607-643

Peiyi Yu and Bac Luu

The dynamic relation between options trading, short selling, and aggregate stock returns pp. 645-671

Jared DeLisle, Bong Soo Lee and Nathan Mauck

Short-horizon event study estimation with a STAR model and real contaminated events pp. 673-697

Panayiotis C. Andreou, Christodoulos Louca and Christos Savva

Motives for corporate cash holdings: the CEO optimism effect pp. 699-732

Winifred Huang, Neophytos Lambertides and James Steeley

Investor perception of managerial discretion in valuing stock options: an empirical examination pp. 733-773

Chii-Shyan Kuo, Xu Wang and Shih-Ti Yu

Determinants of recent structural change for small asset U.S. credit unions pp. 775-795

Gregory McKee and Albert Kagan

Short selling and market mispricing pp. 797-833

Eunju Lee

The real option approach to adoption or discontinuation of a management accounting innovation: the case of activity-based costing pp. 835-856

Shu Feng and Chun-Yu Ho

Tunneling through related-party loan guarantees: evidence from a quasi-experiment in China pp. 857-884

Wei Huang

Recap of the 26th annual financial economics and accounting conference, November 6–7, 2015 pp. 885-895

Cheng Few Lee and Bharat Sarath

Volume 47, issue 2, 2016

Do liquidity and idiosyncratic risk matter? Evidence from the European mutual fund market pp. 213-247

Javier Vidal-García, Marta Vidal and Duc Khuong Nguyen

The pricing of first day opening price returns for ChiNext IPOs pp. 249-271

Qi Deng and Zhong-guo Zhou

Market share and risk taking: the role of collateral asset managers in the collapse of the arbitrage CDO market pp. 273-303

Thomas Mählmann

Sneaking in the back door? An evaluation of reverse mergers and IPOs pp. 305-341

Troy Pollard

Political connections, financial constraints, and corporate investment pp. 343-368

Chung-Hua Shen and Chih-Yung Lin

A comparison of alternative models for estimating firm’s growth rate pp. 369-393

Ivan E. Brick, Hong-Yi Chen, Chia-Hsun Hsieh and Cheng Few Lee

Dodd–Frank and risk in the financial services industry pp. 395-415

Aigbe Akhigbe, Anna D. Martin and Ann Marie Whyte

Alternative methods to derive option pricing models: review and comparison pp. 417-451

Cheng-Few Lee, Yibing Chen and John Lee

Volume 47, issue 1, 2016

On the prediction of financial distress in developed and emerging markets: Does the choice of accounting and market information matter? A comparison of UK and Indian Firms pp. 1-28

Evangelos Charalambakis and Ian Garrett

Using Google Scholar citations to rank accounting programs: a global perspective pp. 29-55

Jesse Y. Chan, Kam C. Chan, Jamie Y. Tong and Feida (Frank) Zhang

The impact of SEC investigations and accounting and auditing enforcement releases on firms’ cost of equity capital pp. 57-82

Curtis Nicholls

The persistence of profits of banks in Africa pp. 83-108

Mohammed Amidu and Simon K. Harvey

Insider sales based on short-term earnings information pp. 109-128

Jonathan A. Milian

Diversification, gambling and market forces pp. 129-157

Marie-Hélène Broihanne, Maxime Merli and Patrick Roger

The impact of state ownership, formal institutions and resource seeking on acquirers’ returns of Chinese M&A pp. 159-178

Min Du, Agyenim Boateng and David Newton

A new spread estimator pp. 179-211

Michael Bleaney and Zhiyong Li

Volume 46, issue 4, 2016

Credit line takedown and endogenous bank capital pp. 691-723

Bryan Stanhouse and Duane Stock

The extent of informational efficiency in the credit default swap market: evidence from post-earnings announcement returns pp. 725-761

Nicole Thorne Jenkins, Michael D. Kimbrough and Juan Wang

Dual-class versus single-class firms: information asymmetry pp. 763-791

Lucy Lim

Trading activities and price discovery in foreign currency futures markets pp. 793-818

Yu-Lun Chen, Yin-Feng Gau and Wen-Ju Liao

Excess of the PBO over the ABO and hard pension freezes pp. 819-846

Kun Yu

Conditional conservatism and the yield spread of corporate bond issues pp. 847-879

Mingzhi Liu and Michel Magnan

CFO gender and earnings management: evidence from China pp. 881-905

Yu Liu, Zuobao Wei and Feixue Xie

Explaining the volatility smile: non-parametric versus parametric option models pp. 907-935

Hsuan-Chu Lin, Ren-Raw Chen and Oded Palmon

Volume 46, issue 3, 2016

Pricing currency options under double exponential jump diffusion in a Markov-modulated HJM economy pp. 459-482

Mi-Hsiu Chiang, Chang-Yi Li and Son-Nan Chen

Analysing corporate insolvency in the Gulf Cooperation Council using logistic regression and multidimensional scaling pp. 483-518

Layla Khoja, Maxwell Chipulu and Ranadeva Jayasekera

Changes in analyst following for less covered firms accompanying Regulation Fair Disclosure: the roles of ability and industry experience pp. 519-541

Hueiling Chen, Cheng-Tsu Huang and Hsiou-Wei W. Lin

Contractual mutual fund governance: the case of China pp. 543-567

Jiong Gong, Ping Jiang and Shu Tian

The performance of individual investors in structured financial products pp. 569-604

Oliver Entrop, Michael McKenzie, Marco Wilkens and Christoph Winkler

A quality-based global assessment of financial research pp. 605-631

Nianhang Xu, Kam C. Chan and Chih-Hsiang Chang

Earnings management in the electric utility industry: profit incentives pp. 633-660

Shiyou Li, Emeka Nwaeze and Jennifer Yin

Capitalizing R&D expenses versus disclosing intangible information pp. 661-689

Mustafa Ciftci and Nan Zhou

Volume 46, issue 2, 2016

Auditor selection within a business group: evidence from Taiwan pp. 195-215

Yan-Jie Yang, Jungpao Kang, Ruey-Ching Lin and Joshua Ronen

Abnormal real operations, real earnings management, and subsequent crashes in stock prices pp. 217-260

Bill Francis, Iftekhar Hasan and Lingxiang Li

Reexamining momentum profits: Underreaction or overreaction to firm-specific information? pp. 261-289

Jungshik Hur and Vivek Singh

Post-IPO performance and its association with subscription cascades and issuers’ strategic-political importance pp. 291-333

Paul McGuinness

Innovation capability and post-IPO performance pp. 335-357

Re-Jin Guo and Nan Zhou

Institutional ownership composition and accounting conservatism pp. 359-385

Ling Lin

Prediction of open market share repurchases and portfolio returns: evidence from France, Germany and the UK pp. 387-416

Dimitris Andriosopoulos, Chrysovalantis Gaganis and Fotios Pasiouras

Cash flow volatility and corporate bond yield spreads pp. 417-458

Alan Douglas, Alan Huang and Kenneth Vetzal

Volume 46, issue 1, 2016

REITs and market friction pp. 1-24

Benjamin Blau, Jared Egginton and Matthew Hill

Performance effects of appointing other firms’ executive directors to corporate boards: an analysis of UK firms pp. 25-45

Alexander Muravyev, Oleksandr Talavera and Charlie Weir

Pre-evaluating technical efficiency gains from possible mergers and acquisitions: evidence from Japanese regional banks pp. 47-77

George Halkos, Roman Matousek and Nickolaos Tzeremes

The day the index rose 11 %: a clinical study on price discovery reversal pp. 79-106

Christoph Schmidhammer, Sebastian Lobe and Klaus Röder

Effects of frequent information disclosure: the case of daily net asset value reporting for closed-end investment companies pp. 107-122

Gary McCormick and Dan French

Does free cash flow problem contribute to excess stock return synchronicity? pp. 123-140

William Cheung and Li Jiang

Corporate governance, SFAS 157 and cost of equity capital: evidence from US financial institutions pp. 141-177

Hua-Wei Huang, Mai Dao and James Fornaro

A theory of underwriters’ risk management in a firm-commitment initial public offering pp. 179-193

Edmund Mantell