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January 2009, Volume 32, Issue 1
- 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 - 23-39 The Cross-Section of Stock Returns on The Shanghai Stock Exchange
by Kie Wong & Ruth Tan & Wei Liu - 41-54 Valuation of Mortgage Servicing Rights with Foreclosure Delay and Forbearance Allowed
by Che-Chun Lin & Ting-Heng Chu & Larry Prather - 55-66 The GARCH Option Pricing Model: A Modification of Lattice Approach
by Chun-Chou Wu - 67-84 Patent Citation, R&D Spillover, and Tobin's Q: Evidence from Taiwan Semiconductor Industry
by Chen-Lung Chin & Picheng Lee & Hsin-Yi Chi & Asokan Anandarajan
December 2005, Volume 25, Issue 4
- 319-339 The Performance Consequences of Operational Restructurings
by Lori Holder-Webb & Thomas Lopez & Philip Regier - 341-355 Financing Preferences of Spanish Firms: Evidence on the Pecking Order Theory
by Javier Sánchez-Vidal & Juan Martín-Ugedo - 357-381 Dynamic Models of Investment Distortions
by Shih-Chuan Tsai - 383-411 A Theoretic Analysis of Extent of Lender Participation in a Participating Mortgage
by Jaime Alvayay & Charles Harter & WM. Smith - 413-427 The Value-Relevance of Derivative Disclosures by Commercial Banks: A Comprehensive Study of Information Content Under SFAS Nos. 119 and 133
by Li Wang & Pervaiz Alam & Stephen Makar
November 2005, Volume 25, Issue 3
- 215-231 Limited Liability and Market Power
by Teresa John & Lemma Senbet & Anant Sundaram & Peter Woodward - 233-253 Earnings Predictability, Bond Ratings, and Bond Yields
by Aaron Crabtree & John Maher - 255-275 A Fuzzy Set Approach for Generalized CRR Model: An Empirical Analysis of S&P 500 Index Options
by Cheng Lee & Gwo-Hshiung Tzeng & Shin-Yun Wang - 277-291 Debt, Diversification, and Valuation
by William Ruland & Ping Zhou - 293-312 Pursuing Value Through Liquidity in IPOs: Underpricing, Share Retention, Lockup, and Trading Volume Relationships
by Steven Zheng & Joseph Ogden & Frank Jen
September 2005, Volume 25, Issue 2
- 91-124 The Dynamics of Security Trades, Quote Revisions, and Market Depths for Actively Traded Stocks
by Shafiqur Rahman & Chandrasekhar Krishnamurti & Alice Lee - 125-137 Currency Hedging Using the Mean-Gini Framework
by David Shaffer & Andrea DeMaskey - 139-157 Real Interest Rate Parity: Long-Run and Short-Run Analysis Using Wavelets
by Keshab Shrestha & Kok Tan - 159-182 The Effectiveness of Price Limits and Stock Characteristics: Evidence from the Shanghai and Shenzhen Stock Exchanges
by Gong-meng Chen & Oliver Rui & Steven Wang - 183-206 The Association Between Market and Exchange Rate Risks and Accounting Variables: A GARCH Model of the Japanese Banking Institutions
by Elyas Elyasiani & Iqbal Mansur
August 2005, Volume 25, Issue 1
- 5-19 Information Collection and IPO Underpricing
by Re-Jin Guo - 21-32 Incentives of Stock Option Based Compensation
by Elettra Agliardi & Rainer Andergassen - 33-53 Internal Funds Allocation and the Ownership Structure: Evidence from Korean Business Groups
by Byungmo Kim & Kooyul Jung & In Kim - 55-71 ARDL Approach to the Exchange Rate Overshooting in Taiwan
by Chien-Chung Nieh & Yu-Shan Wang - 73-83 15th Annual Conference on Financial Economics and Accounting
by Cheng-Few Lee
June 2005, Volume 24, Issue 4
- 343-357 Dynamic Linkages Between the Greater China Economic Area Stock Markets—Mainland China, Hong Kong, and Taiwan
by Hwahsin Cheng & John Glascock - 359-377 Financial Crisis and Intertemporal Linkages Across the ASEAN-5 Stock Markets
by Kim-Leng Goh & Yoke-Chen Wong & Kim-Lian Kok - 379-397 Compensation Design and Career Concerns of Fund Manager
by Ching-mann Huang & Len-kuo Hu & Hsin-Hong Kang - 399-421 On Corporate Divestiture
by Hsiu-Lang Chen & Re-Jin Guo - 423-439 Panel Cointegration Analysis of Audit Pricing Model
by Win Chou & Dominica Lee
May 2005, Volume 24, Issue 3
- 235-250 Information Risk in TIPS Market: An Analysis of Nominal and Real Interest Rates
by Quentin Chu & Deborah Pittman & Linda Yu - 251-275 Effects of Preannouncements on Analyst and Stock Price Reactions to Earnings News
by Jeffrey Miller - 277-293 Line-of-Business Disclosures and Spin-Off Announcement Returns
by Clark Wheatley & Robert Brown & George Johnson - 295-312 International Asset Excess Returns and Multivariate Conditional Volatilities
by Thomas Chiang & Sheng-Yung Yang - 313-334 What Determines the Variability of Accounting Accruals?
by Zhaoyang Gu & Chi-Wen Lee & Joshua Rosett
January 2005, Volume 24, Issue 2
- 115-134 A Non-Parametric Option Pricing Model: Theory and Empirical Evidence
by Ren-Raw Chen & Oded Palmon - 135-157 The Value-Relevance of Financial and Nonfinancial Information—Evidence from Taiwan’s Information Electronics Industry
by Chiung-Ju Liang & Ming-Li Yao - 159-176 The Informational Role of Option Trading Volume in Equity Index Options Markets
by Ghulam Sarwar - 177-198 Loan Portfolio Swaps and Optimal Lending
by Jyh-Horng Lin & Min-Li Yi - 199-226 A Simple Induction Approach and an Efficient Trinomial Lattice for Multi-State Variable Interest Rate Derivatives Models
by Marat Kramin & Timur Kramin & Stephen Young & Venkat Dharan
January 2005, Volume 24, Issue 1
- 5-22 Expected Accrual Models: The Impact of Operating Cash Flows and Reversals of Accruals
by Jinhan Pae - 23-45 Sharing Demand Information in a Value Chain: Implications for Pricing and Profitability
by Suresh Radhakrishnan & Bin Srinidhi - 47-64 Ranking Research Productivity in Accounting for Asia-Pacific Universities
by Kam Chan & Carl Chen & Louis Cheng - 65-91 Overreaction after Controlling for Size and Book-to-Market Effects and its Mimicking Portfolio in Japan
by Chaoshin Chiao & David Cheng & Welfeng Hung - 93-107 A Variance Ratio Test of the Behaviour of Some FTSE Equity Indices Using Ranks and Signs
by Jorge Belaire-Franch & Kwaku Opong
December 2004, Volume 23, Issue 4
- 299-312 Evaluation of Black-Scholes and GARCH Models Using Currency Call Options Data
by T. Harikumar & Maria E. de Boyrie & Simon J. Pak - 313-328 The Impact of SFAS No. 114 on the Linear Information Dynamic for Commercial Banks
by Ronald Zhao & Yihong He - 329-352 Stock Option Measures and the Stock Repurchase Decision
by Chuo-Hsuan Lee & Pervaiz Alam - 353-376 Risk, Mispricing, and Value Investing
by Eli Bartov & Myungsun Kim - 377-406 Using an Alternative Estimation Method to Perform Comprehensive Empirical Tests: An Application to Interest Rate Risk-Management
by Michael S. Pagano
November 2004, Volume 23, Issue 3
- 191-206 The Impact of Capital Requirements and Managerial Compensation on Bank Charter Value
by Darius Palia & Robert Porter - 207-227 Effects of Economic Convergence on Stock Market Returns in Major EMU Member Countries
by Chanwit Phengpis & Vince P. Apilado & Peggy E. Swanson - 229-250 Stock Price Distributions and News: Evidence from Index Options
by James M. Steeley - 251-274 An Evaluation of Testing Procedures for Long Horizon Event Studies
by James S. Ang & Shaojun Zhang - 275-290 Bootstrap Tests for Multivariate Event Studies
by Pin-Huang Chou
September 2004, Volume 23, Issue 2
- 79-98 Japanese Corporate Groupings (Keiretsu) and the Characteristics of Analysts' Forecasts
by Edward B. Douthett, Jr. & Kooyul Jung & Wikil Kwak - 99-121 The Amount and Timing of Goodwill Write-Offs and Revaluations: Evidence from U.S. and U.K. Firms
by Steven L. Henning & Wayne H. Shaw & Toby Stock - 123-148 Tests of Market Reaction and Analysts' Forecast Revisions to the Disclosure of Improved Management Earnings Expectations: A Case of Concurrent Bad News Management Earnings Forecasts
by Michael J. Lacina & Khondkar E. Karim - 149-166 Can Island Provide Liquidity and Price Discovery in the Dark?
by Yiuman Tse & James C. Hackard - 167-184 Price Expectation and the Pricing of Stock Index Futures
by Hsinan Hsu & Janchung Wang
July 2004, Volume 23, Issue 1
- 5-17 Institutional Herding in the ADR Market
by Diane DeQing Li & Kenneth Yung - 19-30 The Day-of-the-Week and the Week-of-the-Month Effects: An Analysis of Investors' Trading Activities
by Jorge Brusa & Pu Liu - 31-54 Market Overreaction to Product Recall Revisited--The Case of Firestone Tires and the Ford Explorer
by Suresh Govindaraj & Bikki Jaggi & Beixin Lin - 55-71 Diversification and Capital Structure: Some International Evidence
by Pek Yee Low & Kung H. Chen
June 2004, Volume 22, Issue 4
- 275-292 Bid-Ask Spreads and Institutional Ownership
by Frank Fehle - 293-313 The Determinants of Investor Valuation of R&D Expenditure in the Software Industry
by C. Catherine Chiang & Yaw M. Mensah - 315-330 The Effect of Cross-Border Acquisitions on Shareholder Wealth -- Evidence from Switzerland
by Felix Lowinski & Dirk Schiereck & Thomas W. Thomas - 331-344 On a Simple Econometric Approach for Utility-Based Asset Pricing Model
by Cheng-Few Lee & Jack C. Lee & H.F. Ni & C.C. Wu - 345-355 Recap of the 14th Annual Conference on Financial Economics and Accounting, October 31, 2003 to November 1, 2003
by Cheng-Few Lee
May 2004, Volume 22, Issue 3
- 179-198 Initial Public Offerings in Australia 1994 to 1999, Recent Evidence of Underpricing and Underperformance
by William Dimovski & Robert Brooks - 199-217 Does Trading Improve Individual Investor Performance?
by Pei-Gi Shu & Shean-Bii Chiu & Hsuan-Chi Chen & Yin-Hua Yeh - 219-232 Forum Selection in International Business Contracts: Home Bias Portfolio Puzzle and Managerial Moral Hazard
by Moshe Bar Niv (Burnovski) & David Feldman - 233-248 The Relationship Between Bank Risk and Earnings Management: Evidence from Japan
by Yukihiro Yasuda & Shin'ya Okuda & Masaru Konishi - 249-266 Ranking Accounting Ph.D. Programs and Faculties Using Social Science Research Network Downloads
by Lawrence D. Brown & Indrarini Laksmana
March 2004, Volume 22, Issue 2
- 79-95 Value-at-Risk Analysis for Taiwan Stock Index Futures: Fat Tails and Conditional Asymmetries in Return Innovations
by Yu Chuan Huang & Bor-Jing Lin - 97-121 The Accrual Effect on Future Earnings
by Konan Chan & Narasimhan Jegadeesh & Theodore Sougiannis - 123-140 Stock Prices and Inflation: New Evidence from the Pacific-Basin Countries
by Osamah M. Al-Khazali & Chong Soo Pyun - 141-169 Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions
by Sheng-Syan Chen & Kim Wai Ho & Cheng-Few Lee & Keshab Shrestha
January 2004, Volume 22, Issue 1
- 5-14 The Reversing Weekend Effect: Evidence from the U.S. Equity Markets
by Anthony Gu - 15-28 The Effect of Regulation Fair Disclosure on the Relevance of Conference Calls to Financial Analysts
by Afshad Irani - 29-38 Securitizing Accounts Receivable
by Darius Palia & Ben Sopranzetti - 39-51 Is the ‘Perfect’ Timing Strategy Truly Perfect?
by K. Lam & Wei Li