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Content
April 2017, Volume 48, Issue 3
- 701-724 How firms manage their cash flows: an examination of diversification’s effect
by Thang Nguyen & Charlie X. Cai & Patrick McColgan - 725-748 On the value and determinants of the interest tax shields
by Amilcar A. Menichini - 789-818 Corporate governance, ownership structure and managing earnings to meet critical thresholds among Chinese listed firms
by Liona Lai & Henry Tam - 819-848 The affine styled-facts price dynamics for the natural gas: evidence from daily returns and option prices
by Chih-Chen Hsu & An-Sing Chen & Shih-Kuei Lin & Ting-Fu Chen - 849-858 Recap of the 27th annual financial economics and accounting conference, September 30–October 1, 2016
by Partha Mohanram & Liyan Yang
February 2017, Volume 48, Issue 2
- 289-309 New evidence on the effect of belief heterogeneity on stock returns
by Jeffrey Hobbs & Hei Wai Lee & Vivek Singh - 311-329 Recognized intangibles and the present value of growth options
by Michalis Makrominas - 331-361 Financial investor sentiment and the boom/bust in oil prices during 2003–2008
by Ding Du & Xiaobing Zhao - 363-383 Corporate taxes, capital structure, and valuation: Combining Modigliani/Miller and Miles/Ezzell
by Stefan Dierkes & Ulrich Schäfer - 385-406 The R&D-abnormal return anomaly: a transaction cost explanation
by Paul Brockman & Dennis Y. Chung & Kenneth W. Shaw - 407-439 Background risk in consumption and the equity risk premium
by Andrei Semenov - 441-466 Do board interlocks motivate voluntary disclosure? Evidence from Taiwan
by Ann Ling-Ching Chan & Edward Lee & Jirada Petaibanlue & Ning Tan - 467-502 Diversification benefits of risk portfolio models: a case of Taiwan’s stock market
by Jing-Rung Yu & Wan-Jiun Paul Chiou & Jian-Hong Yang - 503-525 The effects of firms’ information environment on analysts’ herding behavior
by Ryan D. Leece & Todd P. White - 527-556 Home bias in portfolio choices: social learning among partially informed agents
by Wen-Lin Wu & Yin-Feng Gau
January 2017, Volume 48, Issue 1
- 1-30 The economic significance of CDS price discovery
by Vincent Xiang & Michael T. Chng & Victor Fang - 31-56 Management of flow risk in mutual funds
by Martin Rohleder & Dominik Schulte & Marco Wilkens - 57-81 Say it again Sam: the information content of corporate conference calls
by James Cicon - 83-115 The return premiums to accruals quality
by Sati P. Bandyopadhyay & Alan Guoming Huang & Kevin Jialin Sun & Tony S. Wirjanto - 117-152 Credit spreads and investment opportunities
by Tao Shen - 153-190 Jumping over a low hurdle: personal pension fund performance
by Anastasia Petraki & Anna Zalewska - 191-218 Has momentum lost its momentum?
by Debarati Bhattacharya & Wei-Hsien Li & Gokhan Sonaer - 219-237 Setting the futures margin with price limits: the case for single-stock futures
by Chen-Yu Chen & Jian-Hsin Chou & Hung-Gay Fung & Yiuman Tse - 239-263 Private equity managers’ fees: estimation and sensitivity analysis using Monte Carlo simulation
by Dorra Najar - 265-288 An analysis of working capital efficiency and shareholder return
by Greg Filbeck & Xin Zhao & Ryan Knoll
November 2016, Volume 47, Issue 4
- 897-917 Group affiliation and earnings management of Asian IPO issuers
by Roy Kouwenberg & Pipat Thontirawong - 919-941 Dealers and changing obligations: the case of stub quoting
by Jared F. Egginton & Bonnie F. Ness & Robert A. Ness - 943-971 Applications of simultaneous equations in finance research: methods and empirical results
by Cheng-Few Lee & Woan-lih Liang & Fu-Lai Lin & Yating Yang - 973-986 Loan-commitment borrowing and performance-sensitive debt
by Sudipto Sarkar & Chuanqian Zhang - 987-1002 Fiscal policy and the US stock market
by Cedric L. Mbanga & Ali F. Darrat - 1003-1042 Comovements between Chinese and global stock markets: evidence from aggregate and sectoral data
by Thomas C. Chiang & Lanjun Lao & Qingfeng Xue - 1043-1061 Stock prices, dividends, earnings, and investor sentiment
by Chung Baek - 1063-1096 Corporate patents, R&D success, and tax avoidance
by Lei Gao & Leo L. Yang & Joseph H. Zhang - 1097-1128 Measuring sovereign credit risk using a structural model approach
by Han-Hsing Lee & Kuanyu Shih & Kehluh Wang - 1129-1165 Debt maturity and initial public offerings
by Yomna Abdulla & Viet Anh Dang & Arif Khurshed - 1167-1186 Intraday jumps and trading volume: a nonlinear Tobit specification
by Fredj Jawadi & Waël Louhichi & Abdoulkarim Idi Cheffou & Rivo Randrianarivony - 1187-1220 A PIN per day shows what news convey: the intraday probability of informed trading
by Thomas Pöppe & Michael Aitken & Dirk Schiereck & Ingo Wiegand - 1221-1250 The association between integrated reporting and firm valuation
by Kin-Wai Lee & Gillian Hian-Heng Yeo - 1251-1269 The performance of Taiwanese firms after a share repurchase announcement
by Chuan-Hao Hsu & Hung-Gay Fung & Yi-Ping Chang - 1271-1302 Accounting quality, debt covenant design, and the cost of debt
by Charlene P. Spiceland & Leo L. Yang & Joseph H. Zhang - 1303-1344 Decimalization, IPO aftermath, and liquidity
by Charlie Charoenwong & David K. Ding & Tiong Yang Thong
October 2016, Volume 47, Issue 3
- 453-474 Economic growth potential creating a real put and the resulting valuation of the firm
by Xiaoli Wang & Michael S. Long & Ren Raw Chen & Jingfeng Zhang - 475-512 When noise trading fades, volatility rises
by Jinliang Li - 513-541 CAR associated with SEO share lockups: Real or illusionary?
by Beng Soon Chong & Zhenbin Liu - 543-563 Exploring the transitional behavior among value and growth stocks
by Gengnan Chiang - 565-578 Option listing: market quality revisited
by Leonard L. Lundstrum - 579-605 Further evidence on the explanatory power of spot food and energy commodities market prices for futures prices
by Phillip A. Cartwright & Natalija Riabko - 607-643 Bank performance and executive pay: tournament or teamwork
by Peiyi Yu & Bac Luu - 645-671 The dynamic relation between options trading, short selling, and aggregate stock returns
by R. Jared DeLisle & Bong Soo Lee & Nathan Mauck - 673-697 Short-horizon event study estimation with a STAR model and real contaminated events
by Panayiotis C. Andreou & Christodoulos Louca & Christos S. Savva - 699-732 Motives for corporate cash holdings: the CEO optimism effect
by Winifred Huang-Meier & Neophytos Lambertides & James M. Steeley - 733-773 Investor perception of managerial discretion in valuing stock options: an empirical examination
by Chii-Shyan Kuo & Xu Wang & Shih-Ti Yu - 775-795 Determinants of recent structural change for small asset U.S. credit unions
by Gregory McKee & Albert Kagan - 797-833 Short selling and market mispricing
by Eunju Lee - 835-856 The real option approach to adoption or discontinuation of a management accounting innovation: the case of activity-based costing
by Shu Feng & Chun-Yu Ho - 857-884 Tunneling through related-party loan guarantees: evidence from a quasi-experiment in China
by Wei Huang - 885-895 Recap of the 26th annual financial economics and accounting conference, November 6–7, 2015
by Cheng-Few Lee & Bharat Sarath
August 2016, Volume 47, Issue 2
- 213-247 Do liquidity and idiosyncratic risk matter? Evidence from the European mutual fund market
by Javier Vidal-García & Marta Vidal & Duc Khuong Nguyen - 249-271 The pricing of first day opening price returns for ChiNext IPOs
by Qi Deng & Zhong-guo Zhou - 273-303 Market share and risk taking: the role of collateral asset managers in the collapse of the arbitrage CDO market
by Thomas Mählmann - 305-341 Sneaking in the back door? An evaluation of reverse mergers and IPOs
by Troy Pollard - 343-368 Political connections, financial constraints, and corporate investment
by Chung-Hua Shen & Chih-Yung Lin - 369-393 A comparison of alternative models for estimating firm’s growth rate
by Ivan E. Brick & Hong-Yi Chen & Chia-Hsun Hsieh & Cheng-Few Lee - 395-415 Dodd–Frank and risk in the financial services industry
by Aigbe Akhigbe & Anna D. Martin & Ann Marie Whyte - 417-451 Alternative methods to derive option pricing models: review and comparison
by Cheng-Few Lee & Yibing Chen & John Lee
July 2016, Volume 47, Issue 1
- 1-28 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
by Evangelos C. Charalambakis & Ian Garrett - 29-55 Using Google Scholar citations to rank accounting programs: a global perspective
by Jesse Y. Chan & Kam C. Chan & Jamie Y. Tong & Feida (Frank) Zhang - 57-82 The impact of SEC investigations and accounting and auditing enforcement releases on firms’ cost of equity capital
by Curtis Nicholls - 83-108 The persistence of profits of banks in Africa
by Mohammed Amidu & Simon K. Harvey - 109-128 Insider sales based on short-term earnings information
by Jonathan A. Milian - 129-157 Diversification, gambling and market forces
by Marie-Hélène Broihanne & Maxime Merli & Patrick Roger - 159-178 The impact of state ownership, formal institutions and resource seeking on acquirers’ returns of Chinese M&A
by Min Du & Agyenim Boateng & David Newton - 179-211 A new spread estimator
by Michael Bleaney & Zhiyong Li
May 2016, Volume 46, Issue 4
- 691-723 Credit line takedown and endogenous bank capital
by Bryan Stanhouse & Duane Stock - 725-761 The extent of informational efficiency in the credit default swap market: evidence from post-earnings announcement returns
by Nicole Thorne Jenkins & Michael D. Kimbrough & Juan Wang - 763-791 Dual-class versus single-class firms: information asymmetry
by Lucy Lim - 793-818 Trading activities and price discovery in foreign currency futures markets
by Yu-Lun Chen & Yin-Feng Gau & Wen-Ju Liao - 819-846 Excess of the PBO over the ABO and hard pension freezes
by Kun Yu - 847-879 Conditional conservatism and the yield spread of corporate bond issues
by Mingzhi Liu & Michel Magnan - 881-905 CFO gender and earnings management: evidence from China
by Yu Liu & Zuobao Wei & Feixue Xie - 907-935 Explaining the volatility smile: non-parametric versus parametric option models
by Hsuan-Chu Lin & Ren-Raw Chen & Oded Palmon
April 2016, Volume 46, Issue 3
- 459-482 Pricing currency options under double exponential jump diffusion in a Markov-modulated HJM economy
by Mi-Hsiu Chiang & Chang-Yi Li & Son-Nan Chen - 483-518 Analysing corporate insolvency in the Gulf Cooperation Council using logistic regression and multidimensional scaling
by Layla Khoja & Maxwell Chipulu & Ranadeva Jayasekera - 519-541 Changes in analyst following for less covered firms accompanying Regulation Fair Disclosure: the roles of ability and industry experience
by Hueiling Chen & Cheng-Tsu Huang & Hsiou-Wei W. Lin - 543-567 Contractual mutual fund governance: the case of China
by Jiong Gong & Ping Jiang & Shu Tian - 569-604 The performance of individual investors in structured financial products
by Oliver Entrop & Michael McKenzie & Marco Wilkens & Christoph Winkler - 605-631 A quality-based global assessment of financial research
by Nianhang Xu & Kam C. Chan & Chih-Hsiang Chang - 633-660 Earnings management in the electric utility industry: profit incentives
by Shiyou Li & Emeka Nwaeze & Jennifer Yin - 661-689 Capitalizing R&D expenses versus disclosing intangible information
by Mustafa Ciftci & Nan Zhou
February 2016, Volume 46, Issue 2
- 195-215 Auditor selection within a business group: evidence from Taiwan
by Yan-Jie Yang & Jungpao Kang & Ruey-Ching Lin & Joshua Ronen - 217-260 Abnormal real operations, real earnings management, and subsequent crashes in stock prices
by Bill Francis & Iftekhar Hasan & Lingxiang Li - 261-289 Reexamining momentum profits: Underreaction or overreaction to firm-specific information?
by Jungshik Hur & Vivek Singh - 291-333 Post-IPO performance and its association with subscription cascades and issuers’ strategic-political importance
by Paul McGuinness - 335-357 Innovation capability and post-IPO performance
by Re-Jin Guo & Nan Zhou - 359-385 Institutional ownership composition and accounting conservatism
by Ling Lin - 387-416 Prediction of open market share repurchases and portfolio returns: evidence from France, Germany and the UK
by Dimitris Andriosopoulos & Chrysovalantis Gaganis & Fotios Pasiouras - 417-458 Cash flow volatility and corporate bond yield spreads
by Alan Douglas & Alan Huang & Kenneth Vetzal
January 2016, Volume 46, Issue 1
- 1-24 REITs and market friction
by Benjamin Blau & Jared Egginton & Matthew Hill - 25-45 Performance effects of appointing other firms’ executive directors to corporate boards: an analysis of UK firms
by Alexander Muravyev & Oleksandr Talavera & Charlie Weir - 47-77 Pre-evaluating technical efficiency gains from possible mergers and acquisitions: evidence from Japanese regional banks
by George Halkos & Roman Matousek & Nickolaos Tzeremes - 79-106 The day the index rose 11 %: a clinical study on price discovery reversal
by Christoph Schmidhammer & Sebastian Lobe & Klaus Röder - 107-122 Effects of frequent information disclosure: the case of daily net asset value reporting for closed-end investment companies
by Gary McCormick & Dan French - 123-140 Does free cash flow problem contribute to excess stock return synchronicity?
by William Cheung & Li Jiang - 141-177 Corporate governance, SFAS 157 and cost of equity capital: evidence from US financial institutions
by Hua-Wei Huang & Mai Dao & James Fornaro - 179-193 A theory of underwriters’ risk management in a firm-commitment initial public offering
by Edmund Mantell
November 2015, Volume 45, Issue 4
- 665-693 Using equity premium survey data to estimate future wealth
by Mark Freeman & Ben Groom - 695-719 The effect of stochastic interest rates on a firm’s capital structure under a generalized model
by Chuang-Chang Chang & Jun-Biao Lin & Chun-Chieh Yang - 721-755 Operational restructurings: where’s the beef?
by Mary Hill & Peter Johnson & Kelvin Liu & Thomas Lopez - 757-784 ‘Other information’ as an explanatory factor for the opposite market reactions to earnings surprises
by Vincent Chen & Samuel Tiras - 785-801 Credit card balances and repayment under competing minimum payment regimes
by Timothy Crack & Helen Roberts - 803-818 Are aggregate corporate earnings forecasts unbiased and efficient?
by Bruno Deschamps - 819-844 A framework for assessing comprehensive income risk exposure over varying time horizons
by James Cataldo - 845-869 Forecasting bankruptcy for SMEs using hazard function: To what extent does size matter?
by Jairaj Gupta & Andros Gregoriou & Jerome Healy
October 2015, Volume 45, Issue 3
- 463-483 R-2GAM stochastic volatility model: flexibility and calibration
by Cheng-Few Lee & Oleg Sokolinskiy - 485-508 Individual investor trading and stock liquidity
by Qin Wang & Jun Zhang - 509-539 Determinants of the length of time a firm’s book-to-market ratio is greater than one
by Mitchell Oler - 541-559 Intra-industry effects of negative stock price surprises
by Aigbe Akhigbe & Jeff Madura & Anna Martin - 561-590 Firm growth and the pricing of discretionary accruals
by Ashok Robin & Qiang Wu - 591-608 Capital valuation and sustainability: a data programming approach
by Jason West - 609-639 Bank executive compensation structure, risk taking and the financial crisis
by Lin Guo & Abu Jalal & Shahriar Khaksari - 641-663 The implied growth rates and country risk premium: evidence from Chinese stock markets
by Pengguo Wang & Wei Huang
August 2015, Volume 45, Issue 2
- 251-278 Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy?
by Ana-Maria Fuertes & Elena Kalotychou & Natasa Todorovic - 279-304 The stock market valuation of intellectual capital in the IT industry
by Hung-Chao Yu & Wen-Ying Wang & Chingfu Chang - 305-335 Governance provisions and managerial entrenchment: evidence from CEO turnover of acquiring firms
by Tatyana Sokolyk - 337-362 Testing index-based models in U.K. stock returns
by J. Davies & Jonathan Fletcher & Andrew Marshall - 363-405 Alpha–beta–churn of equity picks by institutional investors and the robust superiority of hedge funds
by Richard Chung & Scott Fung & Jayendu Patel - 407-434 Political connections and agency conflicts: the roles of owner and manager political influence on executive compensation
by Shujun Ding & Chunxin Jia & Craig Wilson & Zhenyu Wu - 435-454 Pricing under noisy signaling
by David Feldman & Charles Trzcinka & Russell Winer - 455-461 Recap of the 25th annual financial economics and accounting conference, November 14–15, 2014
by Cheng-Few Lee & Siva Nathan & Vikas Agarwal
July 2015, Volume 45, Issue 1
- 1-32 Earnings quality, internal control weaknesses and industry-specialist audits
by Bikki Jaggi & Santanu Mitra & Mahmud Hossain - 33-58 Does corporate governance affect the relationship between earnings management and firm performance? An endogenous switching regression model
by Hui-Wen Tang & Chong-Chuo Chang - 59-88 Dynamic stock–bond return correlations and financial market uncertainty
by Thomas Chiang & Jiandong Li & Sheng-Yung Yang - 89-110 Exchange traded funds, size-based portfolios, and market efficiency
by Palani-Rajan Kadapakkam & Timothy Krause & Yiuman Tse - 111-135 Some characteristics of an equity security next-year impairment
by Julien Azzaz & Stéphane Loisel & Pierre-E. Thérond - 137-173 The impact of large public sales of Government assets: empirical evidence from the Chinese stock markets on a gradual and offer-to-get approach
by Yan Zeng & Josie McLaren - 175-213 Value exploration and materialization in diversification strategies
by Mark Holder & Aiwu Zhao - 215-249 Optimal portfolio choice with asset return predictability and nontradable labor income
by Hui-Ju Tsai & Yangru Wu
May 2015, Volume 44, Issue 4
- 581-608 Litigation risk, information asymmetry and conditional conservatism
by Zhefeng Liu & Fayez Elayan - 609-643 Underwriter reputation and pricing of risk: evidence from seasoned equity offerings
by Cathy Cao & Chongyang Chen & Joyce Wang - 645-668 A comparison of earnings persistence in high-tech and non-high-tech firms
by Sung Kwon & Jennifer Yin - 669-700 Earnings announcements, trading volume, and price discovery: evidence from dual class firms
by Qin Wang & Hsiao-Fen Yang - 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