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Review of Quantitative Finance and Accounting

Review of Quantitative Finance and Accounting OnlineFirst articles

16.04.2018 | Original Research

Relative value in corporate bond sectors

It is common knowledge that financial sector bonds underperformed on a relative basis immediately following the financial crisis of 2008. We use the portfolio Sharpe ratio and factor regression models to gauge the relative performance of the …

11.04.2018 | Original Research Open Access

Shareholder wealth effects of M&A withdrawals

This paper provides evidence on the wealth effect in the event of the withdrawal of a merger or acquisition, and the impact of termination fee provisions on acquirer withdrawal returns. I report a significant negative correlation between acquirer …

11.04.2018 | Original Research

The impact of elasticity on disposition effect driven momentum, substitutability, size, and January seasonality

We find that momentum caused by disposition effect is mainly driven by stocks with unrealized capital gains and it is greater when price elasticity of demand is low. We further find that the size effect on momentum and January seasonality in …

03.04.2018 | Original Research

Bond yield and credit rating: evidence of Chinese local government financing vehicles

Excessive borrowing of local governments in China sparked concerns that the debt may threaten the financial stability of the economy and ultimately cause economic collapse. It becomes critically important to understand the credit rating of China’s …

19.03.2018 | Original Research Open Access

On corporate financial distress prediction: What can we learn from private firms in a developing economy? Evidence from Greece

Using a large dataset that includes nearly 31,000 Greek private firms we examine the determinants of the probability of corporate financial distress. Using a multi-period logit model, we find that profitability, leverage, the ratio of retained …

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Über diese Zeitschrift

Review of Quantitative Finance and Accounting deals with research involving the interaction of finance with accounting, economics and quantitative methods, focused on finance and accounting.

The papers published present useful theoretical and methodological results with the support of interesting empirical applications. Purely theoretical and methodological research with the potential for important applications is also published. Besides the traditional high-quality, theoretical and empirical research in finance, the journal also publishes papers dealing with interdisciplinary topics including:
Financial accounting which uses financial and economic theory and/or methodology;
Managerial accounting and auditing which use financial and economic theory and/or methodology to deal with internal accounting data and decision making;
Macro-economics which uses finance theory and/or methodology to analyze fiscal and/or monetary policies;
Managerial economics which uses financial theory and/or methodology to analyze the decisions of a firm.

Officially cited as: Rev Quant Finance Account

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