Review of Quantitative Finance and Accounting

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Evaluation of Black-Scholes and GARCH Models Using Currency Call Optio...
December 01, 2004

The Impact of SFAS No. 114 on the Linear Information Dynamic for Comme...
December 01, 2004

Stock Option Measures and the Stock Repurchase Decision.
December 01, 2004

Using an Alternative Estimation Method to Perform Comprehensive Empiri...
December 01, 2004

Bootstrap Tests for Multivariate Event Studies.
November 01, 2004

The Impact of Capital Requirements and Managerial Compensation on Bank...
November 01, 2004

Effects of Economic Convergence on Stock Market Returns in Major EMU M...
November 01, 2004

An Evaluation of Testing Procedures for Long Horizon Event Studies.
November 01, 2004

The Amount and Timing of Goodwill Write-Offs and Revaluations: Evidenc...
September 01, 2004

Can Island Provide Liquidity and Price Discovery in the Dark?
September 01, 2004

Price Expectation and the Pricing of Stock Index Futures.
September 01, 2004

The Day-of-the-Week and the Week-of-the-Month Effects: An Analysis of ...
July 01, 2004

Diversification and Capital Structure: Some International Evidence.
July 01, 2004

Institutional Herding in the ADR Market.
July 01, 2004

The Determinants of Investor Valuation of R& D Expenditure in the S...
June 01, 2004

The Effect of Cross-Border Acquisitions on Shareholder Wealth -- Evide...
June 01, 2004

On a Simple Econometric Approach for Utility-Based Asset Pricing Model...
June 01, 2004

Initial Public Offerings in Australia 1994 to 1999, Recent Evidence of...
May 01, 2004

The Relationship Between Bank Risk and Earnings Management: Evidence f...
May 01, 2004

The Transitory Nature of Negative Earnings and the Implications for Ea...
December 01, 2003

The Split of the S& P 500 Futures Contract: Effects on Liquidity an...
December 01, 2003

Disclosure of Private Information and Reduction of Uncertainty: Enviro...
December 01, 2003

Asset Allocation and Selectivity of Asian Mutual Funds During Financia...
November 01, 2003

Information Flows Between the U.S. and China Commodity Futures Trading...
November 01, 2003

Analysts' Rationality and Forecast Bias: Evidence from Sales Forecasts...
September 01, 2003

Firm Value, Information Problems and the Internal Capital Market.
September 01, 2003

Bondholder-Stockholder Conflict: Contractual Covenants vs. Court-Media...
September 01, 2003

International Price Discovery for Emerging Market Stocks: Evidence fro...
September 01, 2003

The Effects of Participation and Job-Relevant Information on the Relat...
July 01, 2003

Institutional Ownership and the Selection of Industry Specialist Audit...
July 01, 2003

Are Indexed Bonds Really Inflation Proof? A Model of Real and Nominal ...
July 01, 2003

Benefits from Asia-Pacific Mutual Fund Investments with Currency Hedgi...
July 01, 2003

Is the Selection of the Amortization Period for Goodwill a Strategic C...
June 01, 2003

The Response of Commercial Banks to Compensation Reform.
June 01, 2003

Reliability of Banks' Fair Value Disclosure for Loans.
June 01, 2003

Banking Mergers: The Impact of Financial Liberalization on the Taiwane...
June 01, 2003

An Intertemporal CAPM Approach to Evaluate Mutual Fund Performance.
June 01, 2003

Jumps and Dynamic Asset Allocation.
May 01, 2003

Patriotic Stock Repurchases: The Two Weeks Following the 9--11 Attack.
May 01, 2003

Forecasting Changes in Copper Futures Volatility with GARCH Models Usi...
May 01, 2003

Human Resource Allocation in a CPA Firm: A Fuzzy Set Approach.
May 01, 2003

Firm Financial Performance Following Mergers.
March 01, 2003

Asymmetric Information, Asset Allocation, and Debt Financing.
March 01, 2003

Analyst Following and Equity Offerings Subsequent to Initial Public Of...
March 01, 2003

Using Spinoffs to Reduce Capital Mis-Allocations.
January 01, 2003

Are All Rivals Affected Equally by Bond Rating Downgrades?
January 01, 2003

A Study on Designing a Financial Supervisory Institution in Taiwan.
January 01, 2003

Managerial Incentives for Income Smoothing Through Bank Loan Loss Prov...
January 01, 2003

The Stock Price-Volume Linkage on the Toronto Stock Exchange: Before a...
December 01, 2002

The Changing Relationship Between CAMEL Ratings and Bank Soundness dur...
November 01, 2002

A Note on Forward Price and Forward Measure.
November 01, 2002

Impact of Adoption of Long-Term Performance Plans on Financial Analyst...
November 01, 2002

An Assessment of Empirical Model Performance When Financial Market Tra...
September 01, 2002

Valuation Relevance of Allowance for Funds Used During Construction an...
September 01, 2002

Strategic Decision Making of the Firm Under Asymmetric Information.
September 01, 2002

Additional Evidence on the Association Between Director Stock Ownershi...
July 01, 2002

Risk Shift Following Dividend Change Announcement: The Role of Trading...
July 01, 2002

Financial Analysts' Forecast Accuracy and Dispersion: High-Tech versus...
July 01, 2002

Multiperiod Strip Hedging of Forward Commitments.
June 01, 2002

Dilution, Dividend Commitments and Liquidity: Do Dividend Changes Refl...
June 01, 2002

Information Content of Earnings and Earnings Components of Commercial ...
June 01, 2002

The Evolution of Market Efficiency: 103 Years Daily Data of the Dow.
May 01, 2002

Stock Returns and Volatility under Market Segmentation: The Case of Ch...
May 01, 2002

Detection of Financial Time Series Turning Points: A New CUSUM Approac...
May 01, 2002

The Usefulness of Derivative-related Accounting Disclosures.
May 01, 2002

The Valuation of MNC International Operations During the 1990s.
March 01, 2002

The Underpricing and Excess Returns of Initial Public Offerings in Tai...
March 01, 2002

The Influence of Long-Term Performance Plans on Earnings Management an...
March 01, 2002

Computing a Multivariate Normal Integral for Valuing Compound Real Opt...
March 01, 2002

Are Investor Reactions to R& D Influenced by the Corporate Headquar...
January 01, 2002

Trade Disclosure, Information Learning and Securities Market Performan...
January 01, 2002

Gain, Loss, and Two-State Modeling.
January 01, 2002

Economic Value Added, Future Accounting Earnings, and Financial Analys...
January 01, 2002

Prior Information and the Market Reaction to Dividend Changes.
December 01, 2001

The Performance, Asset Allocation, and Investment Style of Internation...
December 01, 2001

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