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Springer

Review of Quantitative Finance and Accounting

Contact information of Springer:
Web page: http://springerlink.metapress.com/link.asp?id=102990

Editor:
For technical questions regarding this series, please contact (Christopher F. Baum)
Series handle: repec:kap:rqfnac

More pages of listings: 0|1|2

2009, Volume 33, Issue 4

303-326 Estimating continuous-time stochastic volatility models of the short-term interest rate: a comparison of the generalized method of moments and the Kalman filter
by Travis Sapp [Downloadable! (restricted)]
327-345 Forecasting time-varying covariance with a range-based dynamic conditional correlation model
by Ray Chou & Chun-Chou Wu & Nathan Liu [Downloadable! (restricted)]
347-369 Effects of takeover protection on earnings overstatements: evidence from restating firms
by Yijiang Zhao & Kung Chen & Lee Yao [Downloadable! (restricted)]
371-391 The effect of earnings quality and country-level institutions on the value relevance of earnings
by Steven Cahan & David Emanuel & Jerry Sun [Downloadable! (restricted)]
393-409 Oil prices and transport sector returns: an international analysis
by Mohan Nandha & Robert Brooks [Downloadable! (restricted)]

2009, Volume 33, Issue 3

193-208 Prospect theory and the risk-return paradox: some recent evidence
by Pin-Huang Chou & Robin Chou & Kuan-Cheng Ko [Downloadable! (restricted)]
209-232 The value of columnists’ stock recommendations: an event study approach
by Dan Palmon & Ephraim Sudit & Ari Yezegel [Downloadable! (restricted)]
233-252 US stock market volatility persistence: evidence before and after the burst of the IT bubble
by J. Cuñado & L. Gil-Alana & F. Gracia [Downloadable! (restricted)]
253-278 Order submission behaviors and opening price behaviors: evidence from an emerging market
by Chaoshin Chiao & Zi-May Wang & Hsiu-Ling Lai [Downloadable! (restricted)]
279-301 Value-relevance of pension transition adjustments and other comprehensive income components in the adoption year of SFAS No. 158
by Santanu Mitra & Mahmud Hossain [Downloadable! (restricted)]

2009, Volume 33, Issue 2

91-111 Analysts’ recommendations: from which signal does the market take its lead?
by Rob Brown & Howard Chan & Yew Ho [Downloadable! (restricted)]
113-139 Dividend decisions in the property and liability insurance industry: mutual versus stock companies
by Hong Zou & Chuanhou Yang & Mulong Wang & Minglai Zhu [Downloadable! (restricted)]
141-158 Are the Fama–French factors proxying news related to GDP growth? The Australian evidence
by Annette Nguyen & Robert Faff & Philip Gharghori [Downloadable! (restricted)]
159-176 Price reversals versus price continuations: the transitory price effects of futures trading extension on the underlying stock market
by Yue-cheong Chan & Louis Cheng [Downloadable! (restricted)]
177-192 Recent changes in the prime rate behavior
by Jianzhou Zhu & Manfen Chen & Wanli Li [Downloadable! (restricted)]

2009, Volume 33, Issue 1

1-26 Interest rate risk of German financial institutions: the impact of level, slope, and curvature of the term structure
by Marc-Gregor Czaja & Hendrik Scholz & Marco Wilkens [Downloadable! (restricted)]
27-36 A test of bear market mergerstat control premiums
by Dan Jordan & Donald Wort [Downloadable! (restricted)]
37-58 Implications of firm experiential knowledge and sequential FDI on performance of Japanese subsidiaries in Brazil
by Mário Ogasavara & Yasuo Hoshino [Downloadable! (restricted)]
59-81 NYSE execution quality subsequent to migration to hybrid
by Jose Gutierrez & Yiuman Tse [Downloadable! (restricted)]
83-90 Recap of the 19th annual conference on financial economics and accounting, November 14, 2008 to November 15, 2008
by Cheng-Few Lee [Downloadable! (restricted)]

2009, Volume 32, Issue 4

317-349 Mispricing and the cross-section of stock returns
by Carl Chen & Peter Lung & F. Wang [Downloadable! (restricted)]
351-371 Tick size change on the Stock Exchange of Thailand
by Pantisa Pavabutr & Sukanya Prangwattananon [Downloadable! (restricted)]
373-403 A bridge from ruin theory to credit risk
by Cho-Jieh Chen & Harry Panjer [Downloadable! (restricted)]
405-419 The relationship between implied and realized volatility: evidence from the Australian stock index option market
by Steven Li & Qianqian Yang [Downloadable! (restricted)]
421-438 Should more local governments purchase a bond rating?
by Arthur Allen & George Sanders & Donna Dudney [Downloadable! (restricted)]

2009, Volume 32, Issue 2

101-128 The value relevance of corporate restructuring charges
by Bikki Jaggi & Beixin Lin & Suresh Govindaraj & Picheng Lee [Downloadable! (restricted)]
129-144 Corporate governance and firm operating performance
by Lawrence Brown & Marcus Caylor [Downloadable! (restricted)]
145-168 Measuring the impact of sales on earnings and equity price
by Oliver Kim & Steve Lim & Taewoo Park [Downloadable! (restricted)]
169-195 The impact of exchange rate risk on international asset pricing under various market structures
by Sema Bayraktar [Downloadable! (restricted)]
197-209 Corporate social responsibility and financial performance: the “virtuous circle” revisited
by Edward Nelling & Elizabeth Webb [Downloadable! (restricted)]

2009, Volume 32, Issue 1

1-15 New evidence pertaining to the prediction of operating cash flows
by Kenneth Lorek & G. Willinger [Downloadable! (restricted)]
17-31 Is there a viable alternative to ordinary least squares regression when security abnormal returns are the dependent variable?
by Imre Karafiath [Downloadable! (restricted)]
33-59 Non-audit service and auditor independence: an examination of the Procomp effect
by Rong-Ruey Duh & Wen-Chih Lee & Chi-Yun Hua [Downloadable! (restricted)]
61-83 The influence of managerial incentives on the resolution of financial distress
by Dong-Kyoon Kim & Chuck Kwok [Downloadable! (restricted)]
85-100 Performance persistence and its influence on money and investor flows into Spanish pension plans
by Luis Ferruz & Luis Vicente & Laura Andreu [Downloadable! (restricted)]

2008, Volume 31, Issue 4

331-358 Residual income, value-relevant information and equity valuation: a simultaneous equations approach
by Ruey Tsay & Yi-Mien Lin & Hsiao-Wen Wang [Downloadable! (restricted)]
359-378 A multi-factor Markovian HJM model for pricing American interest rate derivatives
by Marat Kramin & Saikat Nandi & Alexander Shulman [Downloadable! (restricted)]
379-393 Liquidity commonality and spillover in the US and Japanese markets: an intraday analysis using exchange-traded funds
by Vinay Datar & Raymond So & Yiuman Tse [Downloadable! (restricted)]
395-423 Specification analysis of corporate equity financing decision: a conditional residual approach
by YiLin Wu & Lee Cheng-Few [Downloadable! (restricted)]
425-439 The persistence of earnings per share
by Luis Gil-Alana & Rolando Peláez [Downloadable! (restricted)]

2008, Volume 31, Issue 3

225-240 Finance editorial board membership and research productivity
by William Hardin & Kartono Liano & Kam Chan & Robert Fok [Downloadable! (restricted)]
241-260 Trading on inside information when there may be tippees
by Chi-Wen Lee & Zemin Lu [Downloadable! (restricted)]
261-286 The impact of surprise offer-share adjustments on offer-day returns: evidence from seasoned equity offers
by Hoje Jo & Yongtae Kim & Myung Park [Downloadable! (restricted)]
287-309 Sixty years of research leadership: contributing authors and institutions to the journal of finance
by Jean Heck & Philip Cooley [Downloadable! (restricted)]
311-330 Macro information environment change and the quality of management earnings forecasts
by Stephen Baginski & John Hassell & Michael Kimbrough [Downloadable! (restricted)]

2008, Volume 31, Issue 2

121-145 Board size and firm performance: the moderating effects of the market for corporate control
by Shijun Cheng & John Evans & Nandu Nagarajan [Downloadable! (restricted)]
147-166 An empirical assessment of the premium associated with meeting or beating both time-series earnings expectations and analysts’ forecasts
by Nicholas Dopuch & Chandra Seethamraju & Weihong Xu [Downloadable! (restricted)]
167-189 Firm valuation, abnormal earnings, and mutual funds flow
by John Maher & Robert Brown & Raman Kumar [Downloadable! (restricted)]
191-207 Are candlestick technical trading strategies profitable in the Japanese equity market?
by Ben Marshall & Martin Young & Rochester Cahan [Downloadable! (restricted)]
209-224 Dividend taxation and corporate investment: a comparative study between the classical system and imputation system of dividend taxation in the United States and Australia
by Bhavish Jugurnath & Mark Stewart & Robert Brooks [Downloadable! (restricted)]

2008, Volume 31, Issue 1

1-27 Value creation with Dye’s disclosure option: optimal risk-shielding with an upper tailed disclosure strategy
by Adam Ostaszewski & Miles Gietzmann [Downloadable! (restricted)]
29-53 Do core and non-core cash flows from operations persist differentially in predicting future cash flows?
by C. Cheng & Dana Hollie [Downloadable! (restricted)]
55-70 Analysing the performance of managed funds using the wavelet multiscaling method
by Francis In & Sangbae Kim & Vijaya Marisetty & Robert Faff [Downloadable! (restricted)]
71-104 The capital market implications of the frequency of interim financial reporting: an international analysis
by Yaw Mensah & Robert Werner [Downloadable! (restricted)]
105-119 Statistically based quarterly earnings expectation models for nonseasonal firms
by Kenneth Lorek & G. Willinger & Allen Bathke [Downloadable! (restricted)]

2008, Volume 30, Issue 4

355-370 A model for stock market returns: non-Gaussian fluctuations and financial factors
by B. Craven & Sardar Islam [Downloadable! (restricted)]
371-395 Stock returns and expected inflation: evidence from an asymmetric test specification
by Bharat Kolluri & Mahmoud Wahab [Downloadable! (restricted)]
397-417 An examination of factors affecting Chinese financial analysts’ information comprehension, analyzing ability, and job quality
by Yiming Hu & Thomas Lin & Siqi Li [Downloadable! (restricted)]
419-432 The long-run performance of initial public offerings and its determinants: the case of China
by Xiaoqiong Cai & Guy Liu & Bryan Mase [Downloadable! (restricted)]
433-453 Bid ask spread in a competitive market with institutions and order size
by Malay Dey & Hossein Kazemi [Downloadable! (restricted)]

2008, Volume 30, Issue 3

253-279 The performance of stocks that are reverse split
by Terrence Martell & Gwendolyn Webb [Downloadable! (restricted)]
281-296 Do corporate governance attributes affect adverse selection costs? Evidence from seasoned equity offerings
by John Becker-Blease & Afshad Irani [Downloadable! (restricted)]
297-314 The effect of controlling shareholders’ excess board seats control on financial restatements: evidence from Taiwan
by Chaur-Shiuh Young & Liu-Ching Tsai & Hui-Wen Hsu [Downloadable! (restricted)]
315-338 Executive pay dispersion, corporate governance, and firm performance
by Kin Lee & Baruch Lev & Gillian Yeo [Downloadable! (restricted)]
339-354 A Bayesian framework for combining valuation estimates
by Kenton Yee [Downloadable! (restricted)]

2008, Volume 30, Issue 2

111-131 Investor protection, adverse selection, and the probability of informed trading
by Paul Brockman & Dennis Chung [Downloadable! (restricted)]
133-151 Evidence of feedback trading with Markov switching regimes
by Warren Dean & Robert Faff [Downloadable! (restricted)]
153-185 Joint accounting choices: an examination of firms’ adoption strategies for SFAS No. 106 AND SFAS No. 109
by Debra Jeter & Paul Chaney & Michele Daley [Downloadable! (restricted)]
187-223 International evidence on the impact of regulations and supervision on banks’ technical efficiency: an application of two-stage data envelopment analysis
by Fotios Pasiouras [Downloadable! (restricted)]
225-251 Can corporate governance save distressed firms from bankruptcy? An empirical analysis
by Eliezer Fich & Steve Slezak [Downloadable! (restricted)]

2008, Volume 30, Issue 1

1-23 Change in value relevance of quarterly foreign sales data of U.S. multinational corporations after adopting SFAS 131
by Mahmud Hossain [Downloadable! (restricted)]
25-47 Herding, momentum and investor over-reaction
by Rani Hoitash & Murugappa (Murgie) Krishnan [Downloadable! (restricted)]
49-67 Option volume, strike distribution, and foreign exchange rate movements
by Mark Cassano & Bing Han [Downloadable! (restricted)]
69-92 Firm diversification and earnings management: evidence from seasoned equity offerings
by Chee Lim & Tiong Thong & David Ding [Downloadable! (restricted)]
93-109 Long-run performance following quality management certification
by Eurico Ferreira & Amit Sinha & Dale Varble [Downloadable! (restricted)]

2007, Volume 29, Issue 4

339-351 The influence of growth opportunities on the relationship between equity ownership and leverage
by Doocheol Moon & Kishore Tandon [Downloadable! (restricted)]
353-370 Value relevance of value-at-risk disclosure
by Chee Lim & Patricia Tan [Downloadable! (restricted)]
371-394 The dynamics in the spot, futures, and call options with basis asymmetries: an intraday analysis in a generalized multivariate GARCH-M MSKST framework
by Kai-Li Wang & Mei-Ling Chen [Downloadable! (restricted)]
395-413 Not all call auctions are created equal: evidence from Hong Kong
by Carole Comerton-Forde & James Rydge & Hayley Burridge [Downloadable! (restricted)]
415-431 Do analysts overreact to extreme good news in earnings?
by Zhaoyang Gu & Jian Xue [Downloadable! (restricted)]

2007, Volume 29, Issue 3

223-240 Valuation and classification of company issued cash and share-puts
by William Terando & Wayne Shaw & David Smith [Downloadable! (restricted)]
241-266 Modeling exposure to losses on automobile leases
by L. Smith & Baiqiang Jin [Downloadable! (restricted)]
267-284 Valuation of global IPOs: a stochastic frontier approach
by Yue-Cheong Chan & Congsheng Wu & Chuck Kwok [Downloadable! (restricted)]
285-313 Accounting Ph.D. program graduates: affiliation performance and publication performance
by Lawrence Brown & Indrarini Laksmana [Downloadable! (restricted)]
315-338 Changes in CEO compensation structure and the impact on firm performance following CEO turnover
by David Blackwell & Donna Dudney & Kathleen Farrell [Downloadable! (restricted)]

2007, Volume 29, Issue 2

129-154 Underwriter warrants, underwriter reputation, and growth signaling
by Sung Bae & Hoje Jo [Downloadable! (restricted)]
155-172 Why do firms repurchase stock to acquire another firm?
by Robin Wilber [Downloadable! (restricted)]
173-180 Valuing corporate securities: some effects of bond indenture provisions—a correction
by Hsuan-Chu Lin [Downloadable! (restricted)]
181-203 The cross-sectional relationship between stock returns and domestic and global factors in the Chinese A-share market
by Yuenan Wang & Amalia Di Iorio [Downloadable! (restricted)]
205-222 Premium setting and bank behavior in a voluntary deposit insurance scheme
by Ting-Fang Chiang & E-Ching Wu & Min-Teh Yu [Downloadable! (restricted)]

2007, Volume 29, Issue 1

1-24 Disclosure and the cost of equity in international cross-listing
by Tim Eaton & John Nofsinger & Daniel Weaver [Downloadable! (restricted)]
25-51 The relation between R&D intensity and future market returns: does expensing versus capitalization matter?
by Howard Chan & Robert Faff & Philip Gharghori & Yew Ho [Downloadable! (restricted)]
53-67 Takeover motives in a weak regulatory environment surrounding a market shock: a case study of New Zealand with a comparison of Gondhalekar and Bhagwat’s (2003) US findings
by Hamish Anderson & Ben Marshall [Downloadable! (restricted)]
69-110 The role of stochastic volatility and return jumps: reproducing volatility and higher moments in the KOSPI 200 returns dynamics
by In Kim & In-Seok Baek & Jaesun Noh & Sol Kim [Downloadable! (restricted)]
111-128 Recap of the 17th Annual Conference on Financial Economics and Accounting (with PowerPoint of Professor Katherine Schipper's Keynote Speech)
by Cheng-Few Lee [Downloadable! (restricted)]

2007, Volume 28, Issue 4

327-352 The valuation consequences of voluntary accounting changes
by James Linck & Thomas Lopez & Lynn Rees [Downloadable! (restricted)]
353-391 Who hedges more when leverage is endogenous? A testable theory of corporate risk management under general distributional conditions
by Lutz Hahnenstein & Klaus Röder [Downloadable! (restricted)]
393-416 Corporate voluntary disclosure and the separation of cash flow rights from control rights
by Kin-Wai Lee [Downloadable! (restricted)]
417-439 One-and-a-half decades of global research output in Finance: 1990–2004
by Kam Chan & Carl Chen & Peter Lung [Downloadable! (restricted)]
441-449 Recap of the 16th Annual Conference on Financial Economics and Accounting, November 18, 2005 to November 19, 2005
by Cheng-Few Lee [Downloadable! (restricted)]

2007, Volume 28, Issue 3

227-240 Pricing futures on geometric indexes: A discrete time approach
by Arie Harel & Giora Harpaz & Jack Francis [Downloadable! (restricted)]
241-255 The association between audit committees, compensation incentives, and corporate audit fees
by Nikos Vafeas & James Waegelein [Downloadable! (restricted)]
257-285 The empirical relationship between ownership characteristics and audit fees
by Santanu Mitra & Mahmud Hossain & Donald Deis [Downloadable! (restricted)]
287-306 Interday and intraday volatility: Additional evidence from the Shanghai Stock Exchange
by Gary Tian & Mingyuan Guo [Downloadable! (restricted)]
307-326 Analysts’ forecast revisions and firms’ research and development expenses
by Li-Chin Ho & Chao-Shin Liu & Thomas Schaefer [Downloadable! (restricted)]

2007, Volume 28, Issue 2

123-145 Investment opportunities, free cash flow, and stock valuation effects of secured debt offerings
by Shao-Chi Chang & Sheng-Syan Chen & Ailing Hsing & Chia Huang [Downloadable! (restricted)]
147-162 Bank capitalization and lending behavior after the introduction of the Basle Accord
by Ling Chu & Robert Mathieu & Sean Robb & Ping Zhang [Downloadable! (restricted)]
163-185 Relationship between Treasury bills and Eurodollars: Theoretical and Empirical Analyses
by Cheng-few Lee & Keshab Shrestha & Robert Welch [Downloadable! (restricted)]
187-201 A robust VaR model under different time periods and weighting schemes
by Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis [Downloadable! (restricted)]
203-225 Oil convenience yields estimated under demand/supply shock
by William Lin & Chang-Wen Duan [Downloadable! (restricted)]

2007, Volume 28, Issue 1

1-22 The contextual nature of the predictive power of statistically-based quarterly earnings models
by Kenneth Lorek & G. Willinger [Downloadable! (restricted)]
23-54 Information effects of dividends: Evidence from the Hong Kong market
by Louis Cheng & Hung-Gay Fung & Tak Leung [Downloadable! (restricted)]
55-78 A re-evaluation of auditors’ opinions versus statistical models in bankruptcy prediction
by Lili Sun [Downloadable! (restricted)]
79-100 Role models in finance: Lessons from life cycle productivity of prolific scholars
by Raj Aggarwal & David Schirm & Xinlei Zhao [Downloadable! (restricted)]
101-122 Density estimation through quasi-analytic Monte-Carlo simulation: Options arbitrage with transactions costs
by N. Chidambaran [Downloadable! (restricted)]

2006, Volume 27, Issue 4

343-364 Order preferencing, adverse-selection costs, and the probability of information-based trading
by Kee Chung & Chairat Chuwonganant & D. McCormick [Downloadable! (restricted)]
365-382 The Enron Bankruptcy: When did the options market in Enron lose it’s smirk?
by Bruce Mizrach [Downloadable! (restricted)]
383-401 The effect of increased disclosure on cost of capital: Evidence from China
by Li Zhang & Shujun Ding [Downloadable! (restricted)]
403-438 The impact of bank regulations, supervision, market structure, and bank characteristics on individual bank ratings: A cross-country analysis
by Fotios Pasiouras & Chrysovalantis Gaganis & Constantin Zopounidis [Downloadable! (restricted)]
439-463 Private benefits of control and firm leverage: An analysis of Korean firms
by Jangkoo Kang & Joon-Seok Kim [Downloadable! (restricted)]

2006, Volume 27, Issue 3

235-266 The joint determination of audit fees, non-audit fees, and abnormal accruals
by Rick Antle & Elizabeth Gordon & Ganapathi Narayanamoorthy & Ling Zhou [Downloadable! (restricted)]
267-283 The effect of repeat restructuring charges on analysts’ forecast revisions and accuracy
by Beixin Lin & Rong Yang [Downloadable! (restricted)]
285-296 An adjusted binomial model for pricing Asian options
by Massimo Costabile & Ivar Massabó & Emilio Russo [Downloadable! (restricted)]
297-310 The day-of-the-week effect in conditional correlation
by Mahendra Chandra [Downloadable! (restricted)]
311-340 An integrated multi-model credit rating system for private firms
by Giovanni Butera & Robert Faff [Downloadable! (restricted)]

2006, Volume 27, Issue 2

111-123 The impact of M&A and joint ventures on the value of IT and non-IT firms
by Sang-Yong Lee & Kim Lim [Downloadable! (restricted)]
125-142 Modelling return and conditional volatility exposures in global stock markets
by Charlie Cai & Robert Faff & David Hillier & Michael McKenzie [Downloadable! (restricted)]
143-173 The effect of differential accounting conservatism on the “over-valuation” of high-tech firms relative to low-tech firms
by Sung Kwon & Qin Yin & Jongsoo Han [Downloadable! (restricted)]
175-204 Shareholder rights, financial disclosure and the cost of equity capital
by C. Cheng & Denton Collins & Henry Huang [Downloadable! (restricted)]
205-229 Underwriting relationships: Information production costs, underwriting fees, and first mover advantage
by James Ang & Shaojun Zhang [Downloadable! (restricted)]

2006, Volume 27, Issue 1

5-26 Macroeconomic variables and the E/P ratio: Is inflation really positively associated with the E/P ratio?
by Prem Jain & Joshua Rosett [Downloadable! (restricted)]
27-46 Evaluating effects of excess kurtosis on VaR estimates: Evidence for international stock indices
by J. Baixauli & Susana Alvarez [Downloadable! (restricted)]
47-65 Testing of nonstationary cycles in financial time series data
by F. DePenya & L. Gil-Alana [Downloadable! (restricted)]
67-91 IPO anomalies and innovation capital
by Chen-Lung Chin & Picheng Lee & Gary Kleinman & Pei-Yu Chen [Downloadable! (restricted)]
93-107 Spending rules for endowment funds
by Isabelle Bajeux-Besnainou & Kurtay Ogunc [Downloadable! (restricted)]

2006, Volume 26, Issue 4

347-367 Do stock splits signal future profitability?
by Gow-Cheng Huang & Kartono Liano & Ming-Shiun Pan [Downloadable! (restricted)]
369-390 Management disclosure bias and audit services
by Neil Hartnett [Downloadable! (restricted)]
391-408 R&D Progress, stock price volatility, and post-announcement drift: An empirical investigation into biotech firms
by Bixia Xu [Downloadable! (restricted)]
409-430 On Russell index reconstitution
by Hsiu-Lang Chen [Downloadable! (restricted)]
431-437 Expected earnings growth and portfolio performance
by Ronald Best & Charles Hodges & James Yoder [Downloadable! (restricted)]

2006, Volume 26, Issue 3

219-248 Banking crisis in east asia: A micro/macro perspective
by Rungrudee Suetorsak [Downloadable! (restricted)]
249-274 Do executive stock option grants have value implications for firm performance?
by Swee-Sum Lam & Bey-Fen Chng [Downloadable! (restricted)]
275-299 Earnings forecast disclosure regulation and earnings management: evidence from Taiwan IPO firms
by Bikki Jaggi & Chen-lung Chin & Hsiou-wei William Lin & Picheng Lee [Downloadable! (restricted)]
301-319 Stock option compensation and the likelihood of meeting analysts' quarterly earnings targets
by Mark Bauman & Kenneth Shaw [Downloadable! (restricted)]
321-341 Multi-market trading in the Eurodollar futures market
by Yiuman Tse & Paramita Bandyopadhyay [Downloadable! (restricted)]

2006, Volume 26, Issue 2

87-103 Effect of the Actual Size Rule Under Market Stress
by David Porter & Yusif Simaan & Daniel Weaver & David Whitcomb [Downloadable! (restricted)]
105-136 Analyst Earnings Forecasts for Publicly Traded Insurance Companies
by Dennis Fan & Raymond So & Jason Yeh [Downloadable! (restricted)]
137-163 Mean Reversion of Short-Horizon Stock Returns: Asymmetry Property
by Kiseok Nam & Sei-Wan Kim & Augustine. Arize [Downloadable! (restricted)]
165-176 The Market for New Issues: Impact of Offering Price on Price Support and Underpricing
by Ben Sopranzetti & Emilio Venezian & Xiaoli Wang [Downloadable! (restricted)]
177-199 An Integrated Model of Debt Issuance, Refunding, and Maturity
by Manak Gupta & Alice Lee [Downloadable! (restricted)]

2006, Volume 26, Issue 1

5-22 The Relevance of Stock and Flow-Based Reporting Information In Assessing the Likelihood of Emergence from Corporate Financial Distress
by Gregory Kane & Frederick Richardson & Uma Velury [Downloadable! (restricted)]
23-39 The Cross-Section of Stock Returns on The Shanghai Stock Exchange
by Kie Wong & Ruth Tan & Wei Liu [Downloadable! (restricted)]
41-54 Valuation of Mortgage Servicing Rights with Foreclosure Delay and Forbearance Allowed
by Che-Chun Lin & Ting-Heng Chu & Larry Prather [Downloadable! (restricted)]
55-66 The GARCH Option Pricing Model: A Modification of Lattice Approach
by Chun-Chou Wu [Downloadable! (restricted)]
67-84 Patent Citation, R&D Spillover, and Tobin's Q: Evidence from Taiwan Semiconductor Industry
by Chen-Lung Chin & Picheng Lee & Hsin-Yi Chi & Asokan Anandarajan [Downloadable! (restricted)]

2005, Volume 25, Issue 4

319-339 The Performance Consequences of Operational Restructurings
by Lori Holder-Webb & Thomas Lopez & Philip Regier [Downloadable! (restricted)]
341-355 Financing Preferences of Spanish Firms: Evidence on the Pecking Order Theory
by Javier Sánchez-Vidal & Juan Martín-Ugedo [Downloadable! (restricted)]
357-381 Dynamic Models of Investment Distortions
by Shih-Chuan Tsai [Downloadable! (restricted)]
383-411 A Theoretic Analysis of Extent of Lender Participation in a Participating Mortgage
by Jaime Alvayay & Charles Harter & WM. Smith [Downloadable! (restricted)]
413-427 The Value-Relevance of Derivative Disclosures by Commercial Banks: A Comprehensive Study of Information Content Under SFAS Nos. 119 and 133
by Li Wang & Pervaiz Alam & Stephen Makar [Downloadable! (restricted)]

2005, Volume 25, Issue 3

215-231 Limited Liability and Market Power
by Teresa John & Lemma Senbet & Anant Sundaram & Peter Woodward [Downloadable! (restricted)]
233-253 Earnings Predictability, Bond Ratings, and Bond Yields
by Aaron Crabtree & John Maher [Downloadable! (restricted)]
255-275 A Fuzzy Set Approach for Generalized CRR Model: An Empirical Analysis of S&P 500 Index Options
by Cheng Lee & Gwo-Hshiung Tzeng & Shin-Yun Wang [Downloadable! (restricted)]
277-291 Debt, Diversification, and Valuation
by William Ruland & Ping Zhou [Downloadable! (restricted)]
293-312 Pursuing Value Through Liquidity in IPOs: Underpricing, Share Retention, Lockup, and Trading Volume Relationships
by Steven Zheng & Joseph Ogden & Frank Jen [Downloadable! (restricted)]

2005, Volume 25, Issue 2

91-124 The Dynamics of Security Trades, Quote Revisions, and Market Depths for Actively Traded Stocks
by Shafiqur Rahman & Chandrasekhar Krishnamurti & Alice Lee [Downloadable! (restricted)]
125-137 Currency Hedging Using the Mean-Gini Framework
by David Shaffer & Andrea DeMaskey [Downloadable! (restricted)]
139-157 Real Interest Rate Parity: Long-Run and Short-Run Analysis Using Wavelets
by Keshab Shrestha & Kok Tan [Downloadable! (restricted)]
159-182 The Effectiveness of Price Limits and Stock Characteristics: Evidence from the Shanghai and Shenzhen Stock Exchanges
by Gong-meng Chen & Oliver Rui & Steven Wang [Downloadable! (restricted)]
183-206 The Association Between Market and Exchange Rate Risks and Accounting Variables: A GARCH Model of the Japanese Banking Institutions
by Elyas Elyasiani & Iqbal Mansur [Downloadable! (restricted)]

2005, Volume 25, Issue 1

5-19 Information Collection and IPO Underpricing
by Re-Jin Guo [Downloadable! (restricted)]
21-32 Incentives of Stock Option Based Compensation
by Elettra Agliardi & Rainer Andergassen [Downloadable! (restricted)]
33-53 Internal Funds Allocation and the Ownership Structure: Evidence from Korean Business Groups
by Byungmo Kim & Kooyul Jung & In Kim [Downloadable! (restricted)]
55-71 ARDL Approach to the Exchange Rate Overshooting in Taiwan
by Chien-Chung Nieh & Yu-Shan Wang [Downloadable! (restricted)]
73-83 15th Annual Conference on Financial Economics and Accounting
by Cheng-Few Lee [Downloadable! (restricted)]

2005, Volume 24, Issue 4

343-357 Dynamic Linkages Between the Greater China Economic Area Stock Markets—Mainland China, Hong Kong, and Taiwan
by Hwahsin Cheng & John Glascock [Downloadable! (restricted)]
359-377 Financial Crisis and Intertemporal Linkages Across the ASEAN-5 Stock Markets
by Kim-Leng Goh & Yoke-Chen Wong & Kim-Lian Kok [Downloadable! (restricted)]
379-397 Compensation Design and Career Concerns of Fund Manager
by Ching-mann Huang & Len-kuo Hu & Hsin-Hong Kang [Downloadable! (restricted)]
399-421 On Corporate Divestiture
by Hsiu-Lang Chen & Re-Jin Guo [Downloadable! (restricted)]
423-439 Panel Cointegration Analysis of Audit Pricing Model
by Win Chou & Dominica Lee [Downloadable! (restricted)]

2005, Volume 24, Issue 3

235-250 Information Risk in TIPS Market: An Analysis of Nominal and Real Interest Rates
by Quentin Chu & Deborah Pittman & Linda Yu [Downloadable! (restricted)]
251-275 Effects of Preannouncements on Analyst and Stock Price Reactions to Earnings News
by Jeffrey Miller [Downloadable! (restricted)]
277-293 Line-of-Business Disclosures and Spin-Off Announcement Returns
by Clark Wheatley & Robert Brown & George Johnson [Downloadable! (restricted)]
295-312 International Asset Excess Returns and Multivariate Conditional Volatilities
by Thomas Chiang & Sheng-Yung Yang [Downloadable! (restricted)]
313-334 What Determines the Variability of Accounting Accruals?
by Zhaoyang Gu & Chi-Wen Lee & Joshua Rosett [Downloadable! (restricted)]

2005, Volume 24, Issue 2

115-134 A Non-Parametric Option Pricing Model: Theory and Empirical Evidence
by Ren-Raw Chen & Oded Palmon [Downloadable! (restricted)]
135-157 The Value-Relevance of Financial and Nonfinancial Information—Evidence from Taiwan’s Information Electronics Industry
by Chiung-Ju Liang & Ming-Li Yao [Downloadable! (restricted)]
159-176 The Informational Role of Option Trading Volume in Equity Index Options Markets
by Ghulam Sarwar [Downloadable! (restricted)]
177-198 Loan Portfolio Swaps and Optimal Lending
by Jyh-Horng Lin & Min-Li Yi [Downloadable! (restricted)]
199-226 A Simple Induction Approach and an Efficient Trinomial Lattice for Multi-State Variable Interest Rate Derivatives Models
by Marat Kramin & Timur Kramin & Stephen Young & Venkat Dharan [Downloadable! (restricted)]

2005, Volume 24, Issue 1

5-22 Expected Accrual Models: The Impact of Operating Cash Flows and Reversals of Accruals
by Jinhan Pae [Downloadable! (restricted)]
23-45 Sharing Demand Information in a Value Chain: Implications for Pricing and Profitability
by Suresh Radhakrishnan & Bin Srinidhi [Downloadable! (restricted)]
47-64 Ranking Research Productivity in Accounting for Asia-Pacific Universities
by Kam Chan & Carl Chen & Louis Cheng [Downloadable! (restricted)]
65-91 Overreaction after Controlling for Size and Book-to-Market Effects and its Mimicking Portfolio in Japan
by Chaoshin Chiao & David Cheng & Welfeng Hung [Downloadable! (restricted)]
93-107 A Variance Ratio Test of the Behaviour of Some FTSE Equity Indices Using Ranks and Signs
by Jorge Belaire-Franch & Kwaku Opong [Downloadable! (restricted)]

2004, Volume 23, Issue 4

299-312 Evaluation of Black-Scholes and GARCH Models Using Currency Call Options Data
by T. Harikumar & Maria E. de Boyrie & Simon J. Pak [Downloadable!]
313-328 The Impact of SFAS No. 114 on the Linear Information Dynamic for Commercial Banks
by Ronald Zhao & Yihong He [Downloadable!]
329-352 Stock Option Measures and the Stock Repurchase Decision
by Chuo-Hsuan Lee & Pervaiz Alam [Downloadable!]
353-376 Risk, Mispricing, and Value Investing
by Eli Bartov & Myungsun Kim [Downloadable!]
377-406 Using an Alternative Estimation Method to Perform Comprehensive Empirical Tests: An Application to Interest Rate Risk-Management
by Michael S. Pagano [Downloadable!]

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