Review of Quantitative Finance and Accounting 2002: Vol 19 Table of Contents

3 Pages·2002·0.86 MB·English

Table of Contents: Volume 19, 2002
Number |
A Simple Multi-Factor, Time-Dependent-Parameter Model for the Term Structure of
Interest Rates Ren-Raw Chen and T. L. Tyler Yang
Additional Evidence on the Association Between Director Stock Ownership and
Incentive Compensation Chih-Ying Chen
Risk Shift Following Dividend Change Announcement: The Role of Trading Volume
Dr. Sangphill Kim, Dr. Oliver M. Rui and Dr. Peter Xu
Financial Analysts’ Forecast Accuracy and Dispersion: High-Tech versus Low-Tech
Stocks Sung S. Kwon
Recap of the Joint Symposium of the 12th Annual Conference on Financial Economics
and Accounting and the 9th Conference on Pacific Basin Finance, Economics,
and Accounting, September 21—22, 2001 Cheng-few Lee
Number 2
An Assessment of Empirical Model Performance When Financial Market Transactions
are Observed at Different Data Frequencies: An Application to East Asian Exchange
Rates Kai-Li Wang, Chris Fawson and Christopher B. Barrett
Valuation Relevance of Allowance for Funds Used During Construction and Operating
Income: The Effects of Regulatory Climates and Deregulation
Emeka T. Nwaeze and Ayalew Lulseged
Intraday Return Volatility Process: Evidence from NASDAQ Stocks
Sk iraie Hye Re ee lew ahh Shafiqur Rahman, Cheng-few Lee and Kian Ping Ang
Price Transmission Effect between GDRs and Their Underlying Stocks—Evidence
from Taiwan Shen-Yuan Chen, Li-Chuan Chou and Chau-Chen Yang
Strategic Decision Making of the Firm Under Asymmetric Information
Guo Ying Luo, Ivan Brick and Michael Frierman
Number 3
The Changing Relationship Between CAMEL Ratings and Bank Soundness during
the Indonesian Banking Crisis
Dominic Gasbarro, | Gde Made Sadguna and J. Kenton Zumwalt
A Note on Forward Price and Forward Measure
Testing for Income Smoothing Using the Backing Out Method: A Review of
DORCMRCO TOGRES . 555 cab Seo aweS teve C. Lim and Steven Lustgarten
Impact of Adoption of Long-Term Performance Plans on Financial Analysts’ Long-
Term Forecasts Thomas J. Vogel and Gerald J. Lobo
Number 4
The Dynamic Relations between the World’s Leading Computer Companies and
Their Corresponding OEM/ODM Firms Chih-Hsien Yu and Ya-June Hsu
The Stock Price-Volume Linkage on the Toronto Stock Exchange: Before and
After Automation Cetin Ciner
The Determinants of Debt Maturity at Issuance: A System-Based Model
Elyas Elyasiani, Lin Guo and Liang Tang
An Empirical Investigation of the Option-Adjusted Realized Return
Wm. Steven Smith and Charles Harter
A Generalized Method for Detecting Abnormal Returns and Changes in Systematic
Ken B. Cyree and Ramon P. DeGennaro