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Content
May 2015, Volume 44, Issue 4
- 701-732 Relative performance evaluation, pay-for-luck, and double-dipping in CEO compensation
by Carlos Jiménez-Angueira & Nathan Stuart - 733-754 A methodology for computing and comparing implied equity and corporate-debt Sharpe Ratios
by Robert Goldberg - 755-789 Foreign exchange option pricing in the currency cycle with jump risks
by Chien-Hsiu Lin & Shih-Kuei Lin & An-Chi Wu - 791-815 Stock manipulation and its effects: pump and dump versus stabilization
by Yu Huang & Yao Cheng
April 2015, Volume 44, Issue 3
- 393-423 Network centrality and mergers
by Mufaddal Baxamusa & Saima Javaid & Khadija Harery - 425-444 Local volatility calibration during turbulent periods
by Konstantinos Skindilias & Chia Lo - 445-471 Effect of information disclosure and transparency ranking system on mispricing of accruals of Taiwanese firms
by Hsien-Li Lee & Hua Lee - 473-492 The explanatory power of representative agent earnings momentum models
by William Forbes & Aloysius Igboekwu - 493-511 Do dividends signal future earnings in the Nordic stock markets?
by Eva Liljeblom & Sabur Mollah & Patrik Rotter - 513-549 The geography of US auditors: information quality and monitoring costs by local versus non-local auditors
by Kevan Jensen & Jin-Mo Kim & Han Yi - 551-572 Informed trade and idiosyncratic return variation
by Moonsoo Kang & Kiseok Nam - 573-580 Recap of the 24th annual financial economics and accounting conference, November 15–16, 2013
by Cheng-Few Lee & Jeffery Abarbanell & Adam Reed
February 2015, Volume 44, Issue 2
- 191-212 Workforce diversity and shareholder value: a multi-level perspective
by Kimberly Ellis & Phyllis Keys - 213-242 Level of efficiency in the UK equity market: empirical study of the effects of the global financial crisis
by Taufiq Choudhry & Ranadeva Jayasekera - 243-267 Growth options, option exercise and firms’ systematic risk
by Nicos Koussis & Michalis Makrominas - 269-298 Did Bank Indonesia cause the credit crunch of 2006–2008?
by Gandjar Mustika & Enny Suryatinc & Maximilian Hall & Richard Simper - 299-327 Economic benefits and determinants of extreme dependences between REIT and stock returns
by Meichi Huang & Chih-Chiang Wu - 329-352 The impact of internet-based services on credit unions: a propensity score matching approach
by Elisabeta Pana & Sascha Vitzthum & David Willis - 353-378 The impact of banking relationships, managerial incentives, and board monitoring on corporate cash holdings: an emerging market perspective
by Hai-Chin Yu & Ben Sopranzetti & Cheng-Few Lee - 379-391 On the use of the market model R-square as a measure of stock price efficiency
by Riccardo Bramante & Giovanni Petrella & Diego Zappa
January 2015, Volume 44, Issue 1
- 1-24 An evaluation of alternative methods used in the estimation of Gaussian term structure models
by Januj Juneja - 25-40 Revisiting the relationship between risk and return
by Farooq Malik - 41-67 Earnings management and government restrictions on outward foreign direct investment: evidence from Taiwanese firms
by Rong-Ruey Duh & Audrey Hsu & Sidney Leung - 69-88 An analysis of co-movements in industrial sector indices over the last 30 years
by Jon Poynter & James Winder & Tzu Tai - 89-111 Evaluation of conducting capital structure arbitrage using the multi-period extended Geske–Johnson model
by Hann-Shing Ju & Ren-Raw Chen & Shih-Kuo Yeh & Tung-Hsiao Yang - 113-138 Corporate governance and default risk of firms cited in the SEC’s Accounting and Auditing Enforcement Releases
by Zhiyan Cao & Fei Leng & Ehsan Feroz & Sergio Davalos - 139-159 Beyond friendly acquisitions: the case of REITs
by Chiuling Lu & Tzujui Mao & Yang-pin Shen - 161-189 On the aggregation of credit, market and operational risks
by Jianping Li & Xiaoqian Zhu & Cheng-Few Lee & Dengsheng Wu & Jichuang Feng & Yong Shi
November 2014, Volume 43, Issue 4
- 651-682 Boards, takeover protection, and real earnings management
by Wenxia Ge & Jeong-Bon Kim - 683-720 Internal control quality and information asymmetry in the secondary loan market
by Dina El-Mahdy & Myung Park - 721-750 Markowitz efficiency and size effect: evidence from the UK stock market
by Tienyu Hwang & Simon Gao & Heather Owen - 751-779 A noise-robust estimator of volatility based on interquantile ranges
by Jin-Huei Yeh & Jying-Nan Wang & Chung-Ming Kuan - 781-802 The effect of unfunded pension liabilities on corporate bond ratings, default risk, and recovery rate
by F. Wang & Ting Zhang - 803-828 Valuation of tax loss carryforwards
by Sudipto Sarkar - 829-853 The impact of regulation FD on the information environment: evidence from the stock market response to stock split announcements
by Li Eng & Joohyung Ha & Sandeep Nabar - 855-860 Is higher variance necessarily bad for investment?
by Shlomo Yitzhaki & Peter Lambert
October 2014, Volume 43, Issue 3
- 423-440 Secured debt and managerial incentives
by Michael Alderson & Naresh Bansal & Brian Betker - 441-462 R&D expenditures and implied equity risk premiums
by Pervaiz Alam & Min Liu & Xiaofeng Peng - 463-481 Macroeconomic risks of supply chain counterparties and corporate bond yield spreads
by Tsung-Kang Chen & Hsien-Hsing Liao & Hsiao-Chun Huang - 483-527 Cost of equity capital, control divergence, and institutions: the international evidence
by Teresa Chu & In-Mu Haw & Bryan Lee & Woody Wu - 529-569 Conditioning information and cross-sectional anomalies
by Stefano Gubellini - 571-603 Leverage and acquisition performance
by Jeffrey Harrison & Matthew Hart & Derek Oler - 605-625 The profitability, costs and systematic risk of the post-earnings-announcement-drift trading strategy
by Qi Zhang & Charlie Cai & Kevin Keasey - 627-649 Underpricing of homecoming A-share IPOs by Chinese firms already listed abroad
by Congsheng Wu
August 2014, Volume 43, Issue 2
- 211-244 Information asymmetry and accounting restatement: NYSE-AMEX and NASDAQ evidence
by Duong Nguyen & Tribhuvan Puri - 245-273 Investor protection and corporate cash holdings around the world: new evidence
by Mai Iskandar-Datta & Yonghong Jia - 275-300 Earnings management and corporate spinoffs
by Ying Lin & Kenneth Yung - 301-331 Tail risk in pension funds: an analysis using ARCH models and bilinear processes
by Iqbal Owadally - 333-366 The impact of technology-motivated M&A and joint ventures on the value of IT and non-IT firms: a new examination
by Thomas Canace & Steven Mann - 367-391 Investor sentiment and interest rate volatility smile: evidence from Eurodollar options markets
by Cathy Chen & I-Doun Kuo - 393-404 The impact of prompt corrective action on the default risk of the U.S. commercial banking sector
by Angelos Kanas - 405-422 The market’s use of supplier earnings information to value customers
by John Eshleman & Peng Guo
July 2014, Volume 43, Issue 1
- 1-19 Insider trading and firm-specific return volatility
by Partha Gangopadhyay & Ken Yook & Yoon Shin - 21-44 The absorption effect of US Treasury auctions
by Seth Kopchak - 45-73 Market uncertainty, market sentiment, and the post-earnings announcement drift
by Ron Bird & Daniel Choi & Danny Yeung - 75-96 The information content of disaggregated accounting profitability: operating activities versus financing activities
by Steve Lim - 97-119 Investors’ perception of corporate governance: a spillover effect of Taiwan corporate scandals
by Jie-Haun Lee & Whei-May Fan - 121-153 Why managers with low forecast precision select high disclosure intensity: an equilibrium analysis
by Miles Gietzmann & Adam Ostaszewski - 155-172 An investigation of recent changes in going concern reporting decisions among Big N and non-Big N auditors
by Linda Myers & Jaime Schmidt & Michael Wilkins - 173-210 Venture capitalists and portfolio companies’ real activities manipulation
by Xiang Liu
May 2014, Volume 42, Issue 4
- 599-626 Volatilities implied by price changes in the S&P 500 options and futures contracts
by Jitka Hilliard & Wei Li - 627-651 Price informativeness and institutional ownership: evidence from Japan
by Miao Luo & Tao Chen & Isabel Yan - 653-666 A simple correction of the WACC discount rate for default risk and bankruptcy costs
by Christian Koziol - 667-690 A reduced lattice model for option pricing under regime-switching
by Massimo Costabile & Arturo Leccadito & Ivar Massabó & Emilio Russo - 691-708 Measuring investors’ assessment of earnings persistence: do investors see through smoothed earnings?
by Zheng Wang - 709-729 Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries
by George Filis & Ioannis Chatziantoniou - 731-756 Conservatism measures that control for the effects of economic rents on stock returns
by Judson Caskey & Kyle Peterson - 757-780 The effects of anti-takeover measures on Japanese corporations
by Tsung-ming Yeh
April 2014, Volume 42, Issue 3
- 373-397 Assessing the performance of symmetric and asymmetric implied volatility functions
by Panayiotis Andreou & Chris Charalambous & Spiros Martzoukos - 399-413 On the relevance of earnings components in valuation and forecasting
by Pengguo Wang - 415-448 The evolution of capital asset pricing models
by Yi-Cheng Shih & Sheng-Syan Chen & Cheng-Few Lee & Po-Jung Chen - 449-468 The accounting implication of banking deregulation: an event study of Gramm-Leach-Bliley Act (1999)
by Ronald Zhao & Yihong He - 469-507 International Financial Reporting Standards, institutional infrastructures, and implied cost of equity capital around the world
by Jeong-Bon Kim & Haina Shi & Jing Zhou - 509-534 Dividend clienteles: a global investigation
by Pawan Jain & Quentin Chu - 535-570 Determinants of market beta: the impacts of firm-specific accounting figures and market conditions
by Tobias Schlueter & Soenke Sievers - 571-597 Can media deter management from manipulating earnings? Evidence from China
by Baolei Qi & Rong Yang & Gaoliang Tian
February 2014, Volume 42, Issue 2
- 171-189 The influence of systematic risk factors and econometric adjustments in catastrophic event studies
by Marie-Anne Cam & Vikash Ramiah - 191-209 Bilateral internal debt financing and tax planning of multinational firms
by Michael Overesch & Georg Wamser - 211-250 Financial flexibility, corporate investment and performance: evidence from financial crises
by Özgür Arslan-Ayaydin & Chris Florackis & Aydin Ozkan - 251-292 Are CEO stock option grants optimal? Evidence from family firms and non-family firms around the Sarbanes–Oxley Act
by Hongfei Tang - 293-308 The aftermath of the subprime crisis: a clustering analysis of world banking sector
by José Dias & Sofia Ramos - 309-325 Optimal portfolio choice of gold assets in the differential market and differential game structures
by Jin-Ray Lu & Chih-Ming Chan - 327-356 Outsourcing with long term contracts: capital structure and product market competition effects
by João Teixeira - 357-371 The implied intra-day probability of informed trading
by Raman Kumar & Marius Popescu
January 2014, Volume 42, Issue 1
- 1-28 Dissecting and connecting the growth and accounting distortion components of accruals
by Donglin Li - 29-49 Equivalent valuations in cash flow and accounting models
by Richard Sweeney - 51-67 Corporate tax avoidance and the timeliness of annual earnings announcements
by Aaron Crabtree & Thomas Kubick - 69-93 Earnings management and IPO anomalies in China
by Zhe Shen & Jerry Coakley & Norvald Instefjord - 95-122 Asymmetric stock price and liquidity responses to changes in the FTSE SmallCap index
by Ernest Biktimirov & Boya Li - 123-142 Corporate cash holdings and political connections
by Matthew Hill & Kathleen Fuller & G. Kelly & Jim Washam - 143-158 Do dividend initiations signal a reduction in risk? Evidence from the option market
by Jeffrey Jones & Jenny Gu & Pu Liu - 159-170 Uncovering a positive risk-return relation: the role of implied volatility index
by Angelos Kanas
November 2013, Volume 41, Issue 4
- 585-610 Product market power and management’s action to avoid earnings disappointment
by Santanu Mitra & Mahmud Hossain & Pankaj Jain - 611-629 How prior realized outcomes affect portfolio decisions
by Darren Duxbury & Robert Hudson & Kevin Keasey & Zhishu Yang & Songyao Yao - 631-650 Where are the sources of stock market mispricing and excess volatility?
by Carl Chen & Peter Lung & F. Wang - 651-674 TARP’s deadbeat banks
by Linus Wilson - 675-694 Accounting research in the Asia–Pacific region: an update
by Kam Chan & Jamie Tong & Frank Zhang - 695-722 Are the best of the best better than the rest? The effect of multiple rankings on company value
by Greg Filbeck & Raymond Gorman & Xin Zhao - 723-752 To beat or not to beat? The importance of analysts’ cash flow forecasts
by Lawrence Brown & Kelly Huang & Arianna Pinello - 753-767 Does long-term disequilibrium in stock price predict future returns?
by Jungshik Hur & Vivek Singh
October 2013, Volume 41, Issue 3
- 417-439 Stabilization and the aftermarket prices of initial public offerings
by Khelifa Mazouz & Sam Agyei-Ampomah & Brahim Saadouni & Shuxing Yin - 441-462 Expiration day effects and market manipulation: evidence from Taiwan
by Edward Chow & Chung-Wen Hung & Christine Liu & Cheng-Yi Shiu - 463-487 Firm fundamentals and stock prices in emerging Asian stock markets: some panel data evidence
by M. Rahman & M. Hassan - 489-511 Searching for value relevance of book value and earnings: a case of premium versus discount firms
by Mark Aleksanyan & Khondkar Karim - 513-534 Did institutions herd during the internet bubble?
by Vivek Singh - 535-547 A fractional cointegration approach to testing the Ohlson accounting based valuation model
by Shih-Cheng Lee & Chien-Ting Lin & Min-Teh Yu - 549-566 Measuring currency exposure with quantile regression
by Ding Du & Pin Ng & Xiaobing Zhao - 567-583 Comparing the information in short sales and put options
by Benjamin Blau & Chip Wade
August 2013, Volume 41, Issue 2
- 179-202 Copula-GARCH versus dynamic conditional correlation: an empirical study on VaR and ES forecasting accuracy
by Gregor Weiß - 203-224 Controlling shareholders’ opportunistic use of share repurchases
by Hyo Kim & Hoje Jo & Soon Yoon - 225-251 Value at risk estimation by quantile regression and kernel estimator
by Alex Huang - 253-272 Oil and stock market activity when prices go up and down: the case of the oil and gas industry
by Sunil Mohanty & Aigbe Akhigbe & Tawfeek Al-Khyal & Turki Bugshan - 273-294 Managerial flexibility and the wealth effect of new product introductions
by Chengru Hu & Wei Jiang & Cheng-few Lee - 295-341 Market implied future earnings and analysts’ forecasts
by Michael Lacina & Byung Ro - 343-384 Non-audit fees, institutional monitoring, and audit quality
by Chee Lim & David Ding & Charlie Charoenwong - 385-416 Corporate governance and market segmentation: evidence from the price difference between Chinese A and H shares
by Lin Guo & Liang Tang & Shiawee Yang
July 2013, Volume 41, Issue 1
- 1-28 Pairwise X-efficiency combinations of merging banks: analysis of the fifth merger wave
by Jamal Al-Khasawneh - 29-51 A trade-off between non-fundamental risk and incentives
by Michael Fung - 53-74 Term structure information and bond strategies
by María O González & Frank Skinner & Samuel Agyei-Ampomah - 75-110 Discretionary disclosure and the market reaction to restatements
by Elizabeth Gordon & Elaine Henry & Marietta Peytcheva & Lili Sun - 111-129 On the time series measure of conservatism: a threshold autoregressive model
by Sebastian Brauer & Frank Westermann - 131-147 Does tax convexity matter for risk? A dynamic study of tax asymmetry and equity beta
by Adrian Lei & Martin Yick & Keith Lam - 149-170 CEO bonus compensation: the effects of missing analysts’ revenue forecasts
by Christopher Edmonds & Ryan Leece & John Maher - 171-178 Recap of the 23rd annual financial economics and accounting conference, November 16–17, 2012
by Cheng-Few Lee & Yasushi Hamao & Randolph Beatty
May 2013, Volume 40, Issue 4
- 591-621 Disclosure versus recognition: the case of expensing stock options
by Xiaoyan Cheng & David Smith - 623-646 Can rating agencies look through the cycle?
by Gunter Löffler - 647-674 CEO incentives and earnings prediction
by James Gong & Siyi Li - 675-690 A fuzzy-based approach to residual income equity valuation
by Malcolm Beynon & Mark Clatworthy - 691-713 Outperformance Certificates: analysis, pricing, interpretation, and performance
by Rodrigo Hernández & Wayne Lee & Pu Liu & Tian-Shyr Dai - 715-740 The quality of public information and the term structure of interest rates
by Frederik Lundtofte - 741-745 Nominal interest rates and stationarity
by Mario Cerrato & Hyunsok Kim & Ronald MacDonald - 747-775 Did the U.S. Treasury’s capital purchase program (CPP) help bank lending and business activity?
by Peter Egly & André Mollick
April 2013, Volume 40, Issue 3
- 403-422 Executive compensation, share repurchases and investment expenditures: econometric evidence from US firms
by Alok Bhargava - 423-442 The effect of target managerial ownership on the choice of acquisition financing and CEO job retention
by Saeyoung Chang & Eric Mais & Michael Sullivan - 443-466 Do abnormal accruals affect the life expectancy of audit engagements?
by Steven Lustgarten & John Shon - 467-483 Corporate credit default models: a mixed logit approach
by Martin Kukuk & Michael Rönnberg - 485-507 Is there life in the old dogs yet? Making break-tests work on financial contagion
by Bartosz Gębka & Michail Karoglou - 509-538 Tax conformity of earnings and the pricing of accruals
by Aníbal Báez-Díaz & Pervaiz Alam - 539-570 Dividend tax signaling and the pricing of future earnings: a case of taxable stock dividends
by Nan-Ting Kuo - 571-590 Public pension fund ownership and firm performance
by Yawen Jiao & Pengfei Ye
February 2013, Volume 40, Issue 2
- 189-215 Effect of mandatory pro forma earnings disclosure on the relation between CEO share bonuses and firm performance
by Chii-Shyan Kuo & Jow-Ran Chang & Shih-Ti Yu - 217-250 Information content of credit ratings in pricing of future earnings
by Ting-Kai Chou - 251-271 International equity flows, marginal conditional stochastic dominance and diversification
by Ephraim Clark & Konstantinos Kassimatis - 273-292 Option pricing under non-normality: a comparative analysis
by Sharif Mozumder & Ghulam Sorwar & Kevin Dowd - 293-318 Returns transmission, value at risk, and diversification benefits in international REITs: evidence from the financial crisis
by Chiuling Lu & Yiuman Tse & Michael Williams - 319-339 How crosslisting affects merger and acquisition activity
by Elena Skouratova & John Wald - 341-381 Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan
by Paul Chiou & Cheng-Few Lee - 383-401 Effects of the Boxing Day tsunami on the world capital markets
by Vikash Ramiah
January 2013, Volume 40, Issue 1
- 1-14 Are oil, gold and the euro inter-related? Time series and neural network analysis
by A. Malliaris & Mary Malliaris - 15-39 The role of industry classification in estimating discretionary accruals
by Karel Hrazdil & Thomas Scott - 41-74 Asset write-offs discretion and accruals management in Taiwan: the role of corporate governance
by Chia-Ling Chao & Shwu-Min Horng - 75-99 Auditor size, tenure, and bank loan pricing
by Jeong-Bon Kim & Byron Song & Judy Tsui - 101-134 The impact of multi-dimensional corporate transparency on us firms’ credit ratings and cost of capital
by David DeBoskey & Peter Gillett - 135-154 Riding the yield curve: a spanning analysis
by Valentina Galvani & Stuart Landon - 155-170 Stochastic dominance analysis of CTA funds
by Hooi Lean & Kok Phoon & Wing-Keung Wong - 171-188 Is the realized volatility good for option pricing during the recent financial crisis?
by Yow-Jen Jou & Chih-Wei Wang & Wan-Chien Chiu
November 2012, Volume 39, Issue 4
- 413-422 Ranked set sampling: an auditing application
by Nader Gemayel & Elizabeth Stasny & James Tackett & Douglas Wolfe - 423-445 The effects of R&D, venture capital, and technology on the underpricing of IPOs in Taiwan
by Cheng Lu & Lanfeng Kao & Anlin Chen - 447-468 Effectiveness of copula-extreme value theory in estimating value-at-risk: empirical evidence from Asian emerging markets
by Chun-Pin Hsu & Chin-Wen Huang & Wan-Jiun Chiou - 469-469 Erratum to: Effectiveness of copula-extreme value theory in estimating value-at-risk: empirical evidence from Asian emerging markets
by Chun-Pin Hsu & Chin-Wen Huang & Wan-Jiun Chiou - 471-484 Time-inconsistent risk preferences in a laboratory experiment
by K. Ko & Zhijian Huang - 485-508 Rumors and pre-announcement trading: why sell target stocks before acquisition announcements?
by Yuan Gao & Derek Oler - 509-526 Portfolio revision under mean-variance and mean-CVaR with transaction costs
by Andrew Chen & Frank Fabozzi & Dashan Huang
October 2012, Volume 39, Issue 3
- 293-308 The impact of accruals and lines of business on analysts’ earnings forecast superiority
by Kenneth Lorek & Donald Pagach - 309-331 Alternative statistical distributions for estimating value-at-risk: theory and evidence
by Cheng-Few Lee & Jung-Bin Su - 333-360 Tax avoidance and underleverage puzzle: Korean evidence
by Youngdeok Lim - 361-382 An agency-based perspective on the performance consequences of COO adoption
by Nikos Vafeas & Adamos Vlittis - 383-406 Using Richardson extrapolation techniques to price American options with alternative stochastic processes
by Chuang-Chang Chang & Jun-Biao Lin & Wei-Che Tsai & Yaw-Huei Wang - 407-412 Recap of the 22nd annual conference on financial economics and accounting, November 18, 2011 to November 19, 2011
by Cheng-Few Lee & Teri Yohn & Charles Trzcinka
August 2012, Volume 39, Issue 2
- 147-164 Effects of tax reform on drop-off ratios and on the ex-dividend and ex-right prices
by Jack Francis & Tsing Wu & Nan-Ting Kuo - 165-188 Capital investment and momentum strategies
by Guohua Jiang & Donglin Li & Gang Li - 189-208 The price impact of foreign institutional herding on large-size stocks in the Taiwan stock market
by Yang-Cheng Lu & Hao Fang & Chien-Chung Nieh - 209-239 Analytical bounds for Treasury bond futures prices
by Ren-Raw Chen & Shih-Kuo Yeh - 241-272 Experience, information asymmetry, and rational forecast bias
by April Knill & Kristina Minnick & Ali Nejadmalayeri - 273-291 Corporate governance and the stock market reaction to new product announcements
by Wen-Chun Lin & Shao-Chi Chang
July 2012, Volume 39, Issue 1
- 1-25 Decision-making in sequential projects: expected time-to-build and probability of failure
by Sascha Mölls & Karl-Heinz Schild - 27-53 Internal control material weakness, analysts’ accuracy and bias, and brokerage reputation
by Li Xu & Alex Tang - 55-76 Does foreign institutional ownership motivate firms in an emerging market to increase voluntary disclosure? Evidence from Taiwan
by Jia-Wen Liang & Mei-Feng Lin & Chen-Lung Chin - 77-103 Robust stock option plans
by Olaf Korn & Clemens Paschke & Marliese Uhrig-Homburg - 105-121 New empirical evidence on the investment success of momentum strategies based on relative stock prices
by Susana Yu - 123-146 Interest Tax Shields: A Barrier Options Approach
by Robert Couch & Michael Dothan & Wei Wu
May 2012, Volume 38, Issue 4
- 411-440 Disclosure frequency and information asymmetry
by Andrew Buskirk - 441-453 Bankruptcy prediction for Korean firms after the 1997 financial crisis: using a multiple criteria linear programming data mining approach
by Wikil Kwak & Yong Shi & Gang Kou - 455-478 How do banks resolve firms’ financial distress? Evidence from Japan
by Naohisa Goto & Konari Uchida - 479-493 A comparative study of two models SV with MCMC algorithm
by Ahmed Hachicha & Fatma Hachicha & Afif Masmoudi - 495-517 Does Regulation Fair Disclosure affect analysts’ forecast performance? The case of restructuring firms
by Beixin Lin & Rong Yang - 519-542 Board size and firm risk-taking
by Chia-Jane Wang
April 2012, Volume 38, Issue 3
- 275-298 Advertising intensity, investor recognition, and implied cost of capital
by Yuan Huang & Steven Wei - 299-322 CEO stock options and analysts’ forecast accuracy and bias
by Kiridaran Kanagaretnam & Gerald Lobo & Robert Mathieu - 323-346 CEO incentives and the cost of debt
by Kenneth Shaw - 347-365 The makings of an information leader: the intraday price discovery process for individual stocks in the DJIA
by Marc Simpson & Jose Moreno & Teofilo Ozuna - 367-389 Investment opportunity set, political connection and business policies of private enterprises in China
by Clement Chow & Michael Fung & Kevin Lam & Heibatollah Sami - 391-410 Short and long-term interactions between venture capital returns and the macroeconomy: evidence for the United States
by Roland Füss & Denis Schweizer
February 2012, Volume 38, Issue 2
- 131-148 Banks’ lending behavior and monetary policy: evidence from Sweden
by Stephanos Papadamou & Costas Siriopoulos - 149-175 The demand for accounting information: young NASDAQ listings versus S&P 500 NYSE listings
by Yoshie Saito - 177-207 Effect of the Sarbanes–Oxley act on CEOs’ stock ownership and pay-performance sensitivity
by Hsihui Chang & Hiu Choy & Kam-Ming Wan - 209-240 How to identify targets in the M&A banking operations? Case of cross-border strategies in Europe by line of activity
by Mehrez Ben Slama & Dhafer Saidane & Hassouna Fedhila - 241-255 Re-examining the investment-uncertainty relationship in a real options model
by Chuang-Chang Chang & Miao-Ying Chen