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November 2010, Volume 35, Issue 4
- 411-429 Are good financial advisors really good? The performance of investment banks in the M&A market
by Ahmad Ismail - 431-444 How does beta explain stochastic dominance efficiency?
by Haim Shalit & Shlomo Yitzhaki - 445-471 Executive compensation, supervisory board, and China’s governance reform: a legal approach perspective
by Shujun Ding & Zhenyu Wu & Yuanshun Li & Chunxin Jia - 473-491 Ownership structure and debt maturity: new evidence from Spain
by Pedro García-Teruel & Pedro Martínez-Solano
October 2010, Volume 35, Issue 3
- 221-243 The value of the floor
by Daniel Weaver & Xing Zhou - 245-269 A jump diffusion model for VIX volatility options and futures
by Dimitris Psychoyios & George Dotsis & Raphael Markellos - 271-293 Dynamic linkages between monetary policy and the stock market
by Nikiforos Laopodis - 295-313 The high-volume return premium: evidence from the Chinese stock market
by Zhong-Guo Zhou - 315-334 Does the size of a fund family matter when choosing an investment strategy? Evidence from spain
by Luis Ferruz & Fernando Muñoz & Maria Vargas - 335-370 Second decade review of the annual conference on financial economics and accounting
by Cheng-Few Lee
August 2010, Volume 35, Issue 2
- 123-124 Introduction
by Daniel Weaver - 125-126 Gene Fama’s comments
by Eugene Fama - 127-135 Larry Fisher: our Sherpa into the mountains of data
by Mark Weinstein - 137-161 Removing biases in computed returns
by Lawrence Fisher & Daniel Weaver & Gwendolyn Webb - 163-178 Endowment spending in volatile markets: what should fiduciaries do?
by Marshall Blume - 179-205 An analysis of credit risk spreads for high yield bonds
by Frank Reilly & David Wright & James Gentry - 207-219 Curriculum Vitae of Lawrence Fisher
by Daniel Weaver
July 2010, Volume 35, Issue 1
- 1-20 Executive compensation, earnings management and shareholder litigation
by Robert Jones & Yan Wu - 21-46 Heterogeneous institutional investors and CEO compensation
by Yudan Zheng - 47-70 Bootstrap refinements in tests of microstructure frictions
by Thomas George & Chuan-Yang Hwang & Tavy Ronen - 71-87 Issuers’ incentives and tests of Baron’s model of IPO underpricing
by Hsuan-Chi Chen & Robert Fok & Sheng-Hung Kang - 89-111 On the validity of the augmented Fama and French’s (1993) model: evidence from the Hong Kong stock market
by Keith Lam & Frank Li & Simon So - 113-121 A new paradigm for forecasting security returns in a market regulated by price limits
by Arie Harel & Giora Harpaz & Joseph Yagil
May 2010, Volume 34, Issue 4
- 413-438 Pricing credit card loans with default risks: a discrete-time approach
by Chuang-Chang Chang & Ruey-Jenn Ho & Chengfew Lee - 439-457 A dynamic perspective on the determinants of accounts payable
by Pedro García-Teruel & Pedro Martínez-Solano - 459-481 Corporate governance and firm value during a financial crisis
by Sidney Leung & Bertrand Horwitz - 483-503 Chinese IPO activity, pricing, and market cycles
by Zhong-guo Zhou & Janet Zhou - 505-516 The pricing of accruals for profit and loss firms
by Nicholas Dopuch & Chandra Seethamraju & Weihong Xu - 517-531 Managerial motivation and timing of open market share repurchases
by Zahn Bozanic
April 2010, Volume 34, Issue 3
- 301-312 Is information risk priced for NASDAQ-listed stocks?
by Kathleen Fuller & Bonnie Ness & Robert Ness - 313-325 Activity in futures: does underlying market size relate to futures trading volume?
by Alex Frino & Elvis Jarnecic & Hui Zheng - 327-349 Hot and cold merger markets
by N. Chidambaran & Kose John & Zhaoyun Shangguan & Gopala Vasudevan - 351-370 An empirical investigation of Yankee stock offerings
by Ting Yang & Sie Lau - 371-381 Do option traders on value and growth stocks react differently to new information?
by Wei He & Yen-Sheng Lee & Peihwang Wei - 383-411 Event study with imperfect competition and private information: earnings announcements revisited
by Yu Cong & Rani Hoitash & Murugappa Krishnan
February 2010, Volume 34, Issue 2
- 145-177 Dancing in the dark: post-trade anonymity, liquidity and informed trading
by Alexandra Hachmeister & Dirk Schiereck - 179-197 With or without you: market quality of floor trading when screen trading closes early
by Dirk Schiereck & Christian Voigt - 199-224 The rule 10b5-1 loophole: an empirical study
by Alexander Robbins - 225-245 Earnings management and long-run stock performance following private equity placements
by De-Wai Chou & Michael Gombola & Feng-Ying Liu - 247-271 Employee stock options pricing and the implication of restricted exercise price: evidence from Taiwan
by Chia-Ying Chan & Ling-Chu Lee & Ming-Chun Wang - 273-300 The effect of capital market pressures on the association between R&D spending and CEO option compensation
by Jian Cao & Indrarini Laksmana
January 2010, Volume 34, Issue 1
- 1-21 Reexamining the uncertain information hypothesis on the S&P 500 Index and SPDRs
by Susana Yu & Joel Rentzler & Kishore Tandon - 23-36 The valuation of multivariate contingent claims under transformed trinomial approaches
by Chuang-Chang Chang & Jun-Biao Lin - 37-57 Trading costs and price discovery
by Siu-Kai Choy & Hua Zhang - 59-79 Divergence of opinion and initial public offerings
by Hsuan-Chi Chen & Wen-Chung Guo - 81-93 Binary response and logistic regression in recent accounting research publications: a methodological note
by Wenxia Ge & G. Whitmore - 95-143 Spill over effects of futures contracts initiation on the cash market: a regime shift approach
by George Karathanassis & Vasilios Sogiakas
November 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 - 327-345 Forecasting time-varying covariance with a range-based dynamic conditional correlation model
by Ray Chou & Chun-Chou Wu & Nathan Liu - 347-369 Effects of takeover protection on earnings overstatements: evidence from restating firms
by Yijiang Zhao & Kung Chen & Lee Yao - 371-391 The effect of earnings quality and country-level institutions on the value relevance of earnings
by Steven Cahan & David Emanuel & Jerry Sun - 393-409 Oil prices and transport sector returns: an international analysis
by Mohan Nandha & Robert Brooks
October 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 - 209-232 The value of columnists’ stock recommendations: an event study approach
by Dan Palmon & Ephraim Sudit & Ari Yezegel - 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 - 253-278 Order submission behaviors and opening price behaviors: evidence from an emerging market
by Chaoshin Chiao & Zi-May Wang & Hsiu-Ling Lai - 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
August 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 - 113-139 Dividend decisions in the property and liability insurance industry: mutual versus stock companies
by Hong Zou & Chuanhou Yang & Mulong Wang & Minglai Zhu - 141-158 Are the Fama–French factors proxying news related to GDP growth? The Australian evidence
by Annette Nguyen & Robert Faff & Philip Gharghori - 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 - 177-192 Recent changes in the prime rate behavior
by Jianzhou Zhu & Manfen Chen & Wanli Li
July 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 - 27-36 A test of bear market mergerstat control premiums
by Dan Jordan & Donald Wort - 37-58 Implications of firm experiential knowledge and sequential FDI on performance of Japanese subsidiaries in Brazil
by Mário Ogasavara & Yasuo Hoshino - 59-81 NYSE execution quality subsequent to migration to hybrid
by Jose Gutierrez & Yiuman Tse - 83-90 Recap of the 19th annual conference on financial economics and accounting, November 14, 2008 to November 15, 2008
by Cheng-Few Lee
May 2009, Volume 32, Issue 4
- 317-349 Mispricing and the cross-section of stock returns
by Carl Chen & Peter Lung & F. Wang - 351-371 Tick size change on the Stock Exchange of Thailand
by Pantisa Pavabutr & Sukanya Prangwattananon - 373-403 A bridge from ruin theory to credit risk
by Cho-Jieh Chen & Harry Panjer - 405-419 The relationship between implied and realized volatility: evidence from the Australian stock index option market
by Steven Li & Qianqian Yang - 421-438 Should more local governments purchase a bond rating?
by Arthur Allen & George Sanders & Donna Dudney
February 2009, Volume 32, Issue 2
- 101-128 The value relevance of corporate restructuring charges
by Bikki Jaggi & Beixin Lin & Suresh Govindaraj & Picheng Lee - 129-144 Corporate governance and firm operating performance
by Lawrence Brown & Marcus Caylor - 145-168 Measuring the impact of sales on earnings and equity price
by Oliver Kim & Steve Lim & Taewoo Park - 169-195 The impact of exchange rate risk on international asset pricing under various market structures
by Sema Bayraktar - 197-209 Corporate social responsibility and financial performance: the “virtuous circle” revisited
by Edward Nelling & Elizabeth Webb
January 2009, Volume 32, Issue 1
- 1-15 New evidence pertaining to the prediction of operating cash flows
by Kenneth Lorek & G. Willinger - 17-31 Is there a viable alternative to ordinary least squares regression when security abnormal returns are the dependent variable?
by Imre Karafiath - 33-59 Non-audit service and auditor independence: an examination of the Procomp effect
by Rong-Ruey Duh & Wen-Chih Lee & Chi-Yun Hua - 61-83 The influence of managerial incentives on the resolution of financial distress
by Dong-Kyoon Kim & Chuck Kwok - 85-100 Performance persistence and its influence on money and investor flows into Spanish pension plans
by Luis Ferruz & Luis Vicente & Laura Andreu
November 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 - 359-378 A multi-factor Markovian HJM model for pricing American interest rate derivatives
by Marat Kramin & Saikat Nandi & Alexander Shulman - 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 - 395-423 Specification analysis of corporate equity financing decision: a conditional residual approach
by YiLin Wu & Lee Cheng-Few - 425-439 The persistence of earnings per share
by Luis Gil-Alana & Rolando Peláez
October 2008, Volume 31, Issue 3
- 225-240 Finance editorial board membership and research productivity
by William Hardin & Kartono Liano & Kam Chan & Robert Fok - 241-260 Trading on inside information when there may be tippees
by Chi-Wen Lee & Zemin Lu - 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 - 287-309 Sixty years of research leadership: contributing authors and institutions to the journal of finance
by Jean Heck & Philip Cooley - 311-330 Macro information environment change and the quality of management earnings forecasts
by Stephen Baginski & John Hassell & Michael Kimbrough
August 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 - 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 - 167-189 Firm valuation, abnormal earnings, and mutual funds flow
by John Maher & Robert Brown & Raman Kumar - 191-207 Are candlestick technical trading strategies profitable in the Japanese equity market?
by Ben Marshall & Martin Young & Rochester Cahan - 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
July 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 - 29-53 Do core and non-core cash flows from operations persist differentially in predicting future cash flows?
by C. Cheng & Dana Hollie - 55-70 Analysing the performance of managed funds using the wavelet multiscaling method
by Francis In & Sangbae Kim & Vijaya Marisetty & Robert Faff - 71-104 The capital market implications of the frequency of interim financial reporting: an international analysis
by Yaw Mensah & Robert Werner - 105-119 Statistically based quarterly earnings expectation models for nonseasonal firms
by Kenneth Lorek & G. Willinger & Allen Bathke
May 2008, Volume 30, Issue 4
- 355-370 A model for stock market returns: non-Gaussian fluctuations and financial factors
by B. Craven & Sardar Islam - 371-395 Stock returns and expected inflation: evidence from an asymmetric test specification
by Bharat Kolluri & Mahmoud Wahab - 397-417 An examination of factors affecting Chinese financial analysts’ information comprehension, analyzing ability, and job quality
by Yiming Hu & Thomas Lin & Siqi Li - 419-432 The long-run performance of initial public offerings and its determinants: the case of China
by Xiaoqiong Cai & Guy Liu & Bryan Mase - 433-453 Bid ask spread in a competitive market with institutions and order size
by Malay Dey & Hossein Kazemi
April 2008, Volume 30, Issue 3
- 253-279 The performance of stocks that are reverse split
by Terrence Martell & Gwendolyn Webb - 281-296 Do corporate governance attributes affect adverse selection costs? Evidence from seasoned equity offerings
by John Becker-Blease & Afshad Irani - 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 - 315-338 Executive pay dispersion, corporate governance, and firm performance
by Kin Lee & Baruch Lev & Gillian Yeo - 339-354 A Bayesian framework for combining valuation estimates
by Kenton Yee
February 2008, Volume 30, Issue 2
- 111-131 Investor protection, adverse selection, and the probability of informed trading
by Paul Brockman & Dennis Chung - 133-151 Evidence of feedback trading with Markov switching regimes
by Warren Dean & Robert Faff - 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 - 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 - 225-251 Can corporate governance save distressed firms from bankruptcy? An empirical analysis
by Eliezer Fich & Steve Slezak
January 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 - 25-47 Herding, momentum and investor over-reaction
by Rani Hoitash & Murugappa (Murgie) Krishnan - 49-67 Option volume, strike distribution, and foreign exchange rate movements
by Mark Cassano & Bing Han - 69-92 Firm diversification and earnings management: evidence from seasoned equity offerings
by Chee Lim & Tiong Thong & David Ding - 93-109 Long-run performance following quality management certification
by Eurico Ferreira & Amit Sinha & Dale Varble
November 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 - 353-370 Value relevance of value-at-risk disclosure
by Chee Lim & Patricia Tan - 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 - 395-413 Not all call auctions are created equal: evidence from Hong Kong
by Carole Comerton-Forde & James Rydge & Hayley Burridge - 415-431 Do analysts overreact to extreme good news in earnings?
by Zhaoyang Gu & Jian Xue
October 2007, Volume 29, Issue 3
- 223-240 Valuation and classification of company issued cash and share-puts
by William Terando & Wayne Shaw & David Smith - 241-266 Modeling exposure to losses on automobile leases
by L. Smith & Baiqiang Jin - 267-284 Valuation of global IPOs: a stochastic frontier approach
by Yue-Cheong Chan & Congsheng Wu & Chuck Kwok - 285-313 Accounting Ph.D. program graduates: affiliation performance and publication performance
by Lawrence Brown & Indrarini Laksmana - 315-338 Changes in CEO compensation structure and the impact on firm performance following CEO turnover
by David Blackwell & Donna Dudney & Kathleen Farrell
August 2007, Volume 29, Issue 2
- 129-154 Underwriter warrants, underwriter reputation, and growth signaling
by Sung Bae & Hoje Jo - 155-172 Why do firms repurchase stock to acquire another firm?
by Robin Wilber - 173-180 Valuing corporate securities: some effects of bond indenture provisions—a correction
by Hsuan-Chu Lin - 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 - 205-222 Premium setting and bank behavior in a voluntary deposit insurance scheme
by Ting-Fang Chiang & E-Ching Wu & Min-Teh Yu
July 2007, Volume 29, Issue 1
- 1-24 Disclosure and the cost of equity in international cross-listing
by Tim Eaton & John Nofsinger & Daniel Weaver - 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 - 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 - 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 - 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
May 2007, Volume 28, Issue 4
- 327-352 The valuation consequences of voluntary accounting changes
by James Linck & Thomas Lopez & Lynn Rees - 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 - 393-416 Corporate voluntary disclosure and the separation of cash flow rights from control rights
by Kin-Wai Lee - 417-439 One-and-a-half decades of global research output in Finance: 1990–2004
by Kam Chan & Carl Chen & Peter Lung - 441-449 Recap of the 16th Annual Conference on Financial Economics and Accounting, November 18, 2005 to November 19, 2005
by Cheng-Few Lee
April 2007, Volume 28, Issue 3
- 227-240 Pricing futures on geometric indexes: A discrete time approach
by Arie Harel & Giora Harpaz & Jack Francis - 241-255 The association between audit committees, compensation incentives, and corporate audit fees
by Nikos Vafeas & James Waegelein - 257-285 The empirical relationship between ownership characteristics and audit fees
by Santanu Mitra & Mahmud Hossain & Donald Deis - 287-306 Interday and intraday volatility: Additional evidence from the Shanghai Stock Exchange
by Gary Tian & Mingyuan Guo - 307-326 Analysts’ forecast revisions and firms’ research and development expenses
by Li-Chin Ho & Chao-Shin Liu & Thomas Schaefer
February 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 - 147-162 Bank capitalization and lending behavior after the introduction of the Basle Accord
by Ling Chu & Robert Mathieu & Sean Robb & Ping Zhang - 163-185 Relationship between Treasury bills and Eurodollars: Theoretical and Empirical Analyses
by Cheng-few Lee & Keshab Shrestha & Robert Welch - 187-201 A robust VaR model under different time periods and weighting schemes
by Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis - 203-225 Oil convenience yields estimated under demand/supply shock
by William Lin & Chang-Wen Duan
January 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 - 23-54 Information effects of dividends: Evidence from the Hong Kong market
by Louis Cheng & Hung-Gay Fung & Tak Leung - 55-78 A re-evaluation of auditors’ opinions versus statistical models in bankruptcy prediction
by Lili Sun - 79-100 Role models in finance: Lessons from life cycle productivity of prolific scholars
by Raj Aggarwal & David Schirm & Xinlei Zhao - 101-122 Density estimation through quasi-analytic Monte-Carlo simulation: Options arbitrage with transactions costs
by N. Chidambaran
December 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 - 365-382 The Enron Bankruptcy: When did the options market in Enron lose it’s smirk?
by Bruce Mizrach - 383-401 The effect of increased disclosure on cost of capital: Evidence from China
by Li Zhang & Shujun Ding - 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 - 439-463 Private benefits of control and firm leverage: An analysis of Korean firms
by Jangkoo Kang & Joon-Seok Kim
November 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 - 267-283 The effect of repeat restructuring charges on analysts’ forecast revisions and accuracy
by Beixin Lin & Rong Yang - 285-296 An adjusted binomial model for pricing Asian options
by Massimo Costabile & Ivar Massabó & Emilio Russo - 297-310 The day-of-the-week effect in conditional correlation
by Mahendra Chandra - 311-340 An integrated multi-model credit rating system for private firms
by Giovanni Butera & Robert Faff
September 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 - 125-142 Modelling return and conditional volatility exposures in global stock markets
by Charlie Cai & Robert Faff & David Hillier & Michael McKenzie - 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 - 175-204 Shareholder rights, financial disclosure and the cost of equity capital
by C. Cheng & Denton Collins & Henry Huang - 205-229 Underwriting relationships: Information production costs, underwriting fees, and first mover advantage
by James Ang & Shaojun Zhang
August 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 - 27-46 Evaluating effects of excess kurtosis on VaR estimates: Evidence for international stock indices
by J. Baixauli & Susana Alvarez - 47-65 Testing of nonstationary cycles in financial time series data
by F. DePenya & L. Gil-Alana - 67-91 IPO anomalies and innovation capital
by Chen-Lung Chin & Picheng Lee & Gary Kleinman & Pei-Yu Chen - 93-107 Spending rules for endowment funds
by Isabelle Bajeux-Besnainou & Kurtay Ogunc
June 2006, Volume 26, Issue 4
- 347-367 Do stock splits signal future profitability?
by Gow-Cheng Huang & Kartono Liano & Ming-Shiun Pan - 369-390 Management disclosure bias and audit services
by Neil Hartnett - 391-408 R&D Progress, stock price volatility, and post-announcement drift: An empirical investigation into biotech firms
by Bixia Xu - 409-430 On Russell index reconstitution
by Hsiu-Lang Chen - 431-437 Expected earnings growth and portfolio performance
by Ronald Best & Charles Hodges & James Yoder
May 2006, Volume 26, Issue 3
- 219-248 Banking crisis in east asia: A micro/macro perspective
by Rungrudee Suetorsak - 249-274 Do executive stock option grants have value implications for firm performance?
by Swee-Sum Lam & Bey-Fen Chng - 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 - 301-319 Stock option compensation and the likelihood of meeting analysts' quarterly earnings targets
by Mark Bauman & Kenneth Shaw - 321-341 Multi-market trading in the Eurodollar futures market
by Yiuman Tse & Paramita Bandyopadhyay
March 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 - 105-136 Analyst Earnings Forecasts for Publicly Traded Insurance Companies
by Dennis Fan & Raymond So & Jason Yeh - 137-163 Mean Reversion of Short-Horizon Stock Returns: Asymmetry Property
by Kiseok Nam & Sei-Wan Kim & Augustine. Arize - 165-176 The Market for New Issues: Impact of Offering Price on Price Support and Underpricing
by Ben Sopranzetti & Emilio Venezian & Xiaoli Wang - 177-199 An Integrated Model of Debt Issuance, Refunding, and Maturity
by Manak Gupta & Alice Lee
February 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