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Content
August 2013, Volume 41, Issue 2
- 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 - 257-274 Earnings management and market liquidity
by Asli Ascioglu & Shantaram Hegde & Gopal Krishnan & John McDermott
January 2012, Volume 38, Issue 1
- 1-24 The relationship between capital structure and product markets: evidence from New Zealand
by David Smith & Jianguo Chen & Hamish Anderson - 25-46 Underwriting and investment risks in the property-liability insurance industry: evidence prior to the 9–11 event
by Hong Zou & Min-Ming Wen & Charles Yang & Mulong Wang - 47-60 Security returns, beta, size, and book-to-market equity: evidence from the Shanghai A-share market
by David Morelli - 61-86 Underwriter syndication and corporate governance
by Hoje Jo & Yongtae Kim & Dongsoo Shin - 87-107 Portfolio performance and accounting measures of earnings: an alternative look at usefulness
by Jeong-Bon Kim & Roland Lipka & Heibatollah Sami - 109-129 Non-parametric method for European option bounds
by Hsuan-Chu Lin & Ren-Raw Chen & Oded Palmon
November 2011, Volume 37, Issue 4
- 409-426 Underwriter reputation and underpricing: evidence from the Australian IPO market
by William Dimovski & Simmala Philavanh & Robert Brooks - 427-449 The heteroskedasticity-consistent covariance estimator in accounting
by José Curto & José Pinto & Ana Morais & Isabel Lourenço - 451-476 The smoothing of pension expenses: a panel analysis
by Xiaowen Jiang - 477-507 Relative accuracy of analysts’ earnings forecasts over time: a Markov chain analysis
by Derann Hsu & Cheng-Huei Chiao - 509-529 A comprehensive examination of the wealth effects of recent stock repurchase announcements
by Ken Yook & Partha Gangopadhyay - 531-540 Recap of the 21st annual conference on financial economics and accounting, November 12, 2010 to November 13, 2010
by Cheng-Few Lee
October 2011, Volume 37, Issue 3
- 267-281 The profitability of interest arbitrage when the base currency is pegged to a basket
by Imad Moosa - 283-299 Stock returns and product market competition: beyond industry concentration
by Vivek Sharma - 301-323 Momentum trading, mean reversal and overreaction in Chinese stock market
by Yangru Wu - 325-361 The IPO market as a screening device and the going public decision: evidence from acquisitions of privately and publicly held firms
by Tomas Mantecon & Paul Thistle - 363-380 An application of the two-stage Bivariate Probit–Tobit model to corporate financing decisions
by Carmen Cotei & Joseph Farhat - 381-408 Performance persistence of closed-end funds
by Elyas Elyasiani & Jingyi Jia
August 2011, Volume 37, Issue 2
- 127-148 Tests for relative performance evaluation based on assumptions derived from proxy statement disclosures
by James Bannister & Harry Newman & Joseph Weintrop - 149-179 The 52-week high, momentum, and predicting mutual fund returns
by Travis Sapp - 181-205 Financial disclosure, investor protection and stock market behavior: an international comparison
by Benjamas Jirasakuldech & Donna Dudney & Thomas Zorn & John Geppert - 207-221 Firm value and investment policy around stock for stock mergers
by Adel Bino & Elisabeta Pana - 223-244 Australia’s equity home bias and real exchange rate volatility
by Anil Mishra - 245-265 Endogenous problems in cross-sectional valuation models based on accounting information
by L. Gil-Alana & R. Iniguez-Sanchez & G. Lopez-Espinosa
July 2011, Volume 37, Issue 1
- 1-20 Banking efficiency and stock market performance: an analysis of listed Indonesian banks
by Muliaman Hadad & Maximilian Hall & Karligash Kenjegalieva & Wimboh Santoso & Richard Simper - 21-34 An analysis of the importance of S&P 500 discretionary constituent changes
by John Geppert & Stoyu Ivanov & Gordon Karels - 35-62 Can historical returns-earnings relations predict price responses to earnings news?
by Robert Freeman & Adam Koch & Haidan Li - 63-86 Can long-term performance plans mitigate the negative effects of stock consideration and high cash for acquirers?
by Derek Oler & James Waegelein - 87-104 Behavioral theories and the pricing of IPOs’ discretionary current accruals
by Xu Li - 105-126 Entrenched controlling shareholders and the performance consequences of corporate diversification in Taiwan
by Liu-Ching Tsai & Chaur-Shiuh Young & Hui-Wen Hsu
May 2011, Volume 36, Issue 4
- 491-516 The advantages of using quarterly returns for long-term event studies
by Ronald Bremer & Bonnie Buchanan & Philip English - 517-532 A flow-based corporate credit model
by Tsung-Kang Chen & Hsien-Hsing Liao & Chia-Wu Lu - 533-554 The reputation effect of venture capital
by Pei-Gi Shu & Yin-Hua Yeh & Shean-Bii Chiu & Fu-Sheng Ho - 555-564 Investment with network externality under uncertainty
by Chia-Chi Lu & Weifeng Hung & Jyh-Jian Sheu & Pai-Ta Shih - 565-581 Credit risk prediction using support vector machines
by Jan-Henning Trustorff & Paul Konrad & Jens Leker - 583-604 Forecasting stock price with the residual income model
by Huong Higgins
April 2011, Volume 36, Issue 3
- 323-353 Technical trading rules for nonlinear dynamics of stock returns: evidence from the G-7 stock markets
by Kwang-il Choe & Joshua Krausz & Kiseok Nam - 355-390 Intraday return spillovers and its variations across trading sessions
by Chia-Ching Chang & Sheng-Syan Chen & Robin Chou & Chin-Wen Hsin - 391-416 The corporate choice between public debt, bank loans, traditional private debt placements, and 144A debt issues
by Matteo Arena - 417-435 Investor pricing of CEO equity incentives
by Jeff Boone & Inder Khurana & K. Raman - 437-457 The value relevance of IFRS in the European banking industry
by Mariarosaria Agostino & Danilo Drago & Damiano Silipo - 459-490 Repricing of executive stock options
by Jerry Yang & Willard Carleton
February 2011, Volume 36, Issue 2
- 153-205 Model uncertainty, performance persistence and flows
by Yee Loon - 207-245 Accounting and stock market effects of international accounting standards adoption in an emerging economy
by Mohamed Elbannan - 247-267 An analysis of risk-based asset allocation and portfolio insurance strategies
by Lan-chih Ho & John Cadle & Michael Theobald - 269-286 Optimization, cointegration and diversification gains from international portfolios: an out-of-sample analysis
by Chanwit Phengpis & Peggy Swanson - 287-296 Analysis of efficient markets
by Arie Harel & Giora Harpaz & Jack Francis - 297-322 Managerial entrenchment and the value of dividends
by Woo-Jong Lee
January 2011, Volume 36, Issue 1
- 1-31 Informed traders of cross-listed shares trade more in the domestic market around earnings releases
by Lawrence Kryzanowski & Skander Lazrak - 33-55 Value relevance of banks: global evidence
by Asokan Anandarajan & Bill Francis & Iftekhar Hasan & Kose John - 57-81 Tick size, market structure, and market quality
by Kee Chung & Jangkoo Kang & Joon-Seok Kim - 83-104 Pricing and hedging volatility smile under multifactor interest rate models
by I.-Doun Kuo - 105-132 Earnings versus capital ratios management: role of bank types and SFAS 114
by Fatima Alali & Bikki Jaggi - 133-151 Revisiting corporate dividends and seasoned equity issues
by Yanzhi Wang & Sheng-Syan Chen & Yen-Ting Cheng
November 2010, Volume 35, Issue 4
- 371-391 Inter-market competition for NYSE-listed securities under decimals
by Michael Goldstein & Andriy Shkilko & Bonnie Ness & Robert Ness - 393-410 The effect of CEO ownership on the information content of reported earnings
by Aloke Ghosh & Doocheol Moon - 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