Review of Quantitative Finance and Accounting 2002: Vol 18 Table of Contents

3 Pages·2002·0.88 MB·English

Table of Contents: Volume 18, 2002
Number |
Are Investor Reactions to R&D Influenced by the Corporate Headquarter’s Location?
Zane L. Swanson and Robert Singer
Trade Disclosure, Information Learning and Securities Market Performance
Chunchi Wu and Wei Zhang
Gain, Loss, and Two-State Modeling .... Philip O’Connoarn d Michael S. Rozeff
Economic Value Added, Future Accounting Earnings, and Financial Analysts’
Earnings Per Share Forecasts
Susan M. Machuga, Ray J. Pfeiffer, Jr. and Kiran Verma
Number 2
Estimating Beta Haim Shalit and Shlomo Yitzhaki
The Valuation of MNC International Operations During the 1990s
Stephen E. Christophe and Ray J. Pfeiffer, Jr.
The Underpricing and Excess Returns of Initial Public Offerings in Taiwan Based on
Noisy Trading: A Stochastic Frontier Model
Anlin Chen, Chen Chein Hung and Chin-Shun Wu
The Influence of Long-Term Performance Plans on Earnings Management and Firm
Performance Vernon J. Richardson and James F. Waegelein
Computing a Multivariate Normal Integral for Valuing Compound Real Options . .
William T. Lin
Number 3
The Evolution of Market Efficiency: 103 Years Daily Data of the Dow
Anthony Yanxiang Gu and Joseph Finnerty
Stock Returns and Volatility under Market Segmentation: The Case of Chinese A
and B Shares Yin-hua Yeh, Tsun-siou Lee and Jen-fu Pen
The Relationship between Changes in Fixed Plant Investment and the Likelihood of
Emergence from Corporate Financial Distress
. Gregory D. Kane and Frederick M. Richardson
The Usefulness of Derivative-related Accounting Disclosures
Gim §S. Seow and Kinsun Tam
Detection of Financial Time Series Turning Points: A New CUSUM Approach
PE ee US oie Bl RNs Dew eee Bl ew dae Se
Number 4
Security Market Effects Associated with SFAS No. 131: Reported Business Segments
ee eT Ee ee Pa Michael Ettredge, Soo Young Kwon and David Smith
Multiperiod Strip Hedging of Forward Commitments .................4-.
Se at ee oec es eR Ee Cea ees re Sh Donald Lien and David R. Shaffer
Dilution, Dividend Commitments and Liquidity: Do Dividend Changes Reflect
Information Signaling?....... PV. Viswanath, Yu Kyung Kim and Jayant Pandit
A Time-Series Model of Stock Returns with a Positive Short-Term Correlation and
a Negative Long-Term Correlation... ........2 44J aeuk Khil and Bong-Soo Lee 381
Information Content of Earnings and Earnings Components of Commercial Banks:
inipactOnSsHAS UNO: dD S26 esc. ea cso ream Senet Bikki Jaggi and Ronald Zhao 405