ADVANCES IN QUANTITATIVE ANALYSIS OF FINANCE AND ACCOUNTING
ADVANCES IN QUANTITATIVE ANALYSIS OF FINANCE AND ACCOUNTING New Series
edited by Cheng-Few Lee (Rutgers University, USA)
Advances in Quantitative Analysis of Finance and Accounting, New Series (AQAFANS) is a continuation (with new features) of the similarly titled book series that was previously published by JAI Press from 1991. AQAFANS is an annual publication designed to disseminate developments in the quantitative analysis of finance and accounting. It is a forum for statistical and quantitative analyses of issues in finance and accounting, as well as applications of quantitative methods to problems in financial management, financial accounting, and business management. The objective is to promote interaction between academic research in finance and accounting, applied research in the financial community, and the accounting profession.
Contents:
An Analysis of the Difficulty in Correctly Identifying
Discretionary Accruals (T Yaekura & D A Ziebart)
Cash Settlement and Futures Price Volatility: Evidence from Options Data (L Chan & D Lien)
Reinterpretation of Market-to-Book Equity (W Paek & H Sami)
The Time-Series Properties of Financial Statement Line Items (T A Carnes)
Investigating Bid-Ask Spread Components Between the NYSE and the CBOE (M-H Chiang & Y Lin)
The Usefulness of Cash Flows from Operations in Executive Cash Compensation (S S M Yang & Q J Yin)
Bank Size, Diversification, and Nonsystematic Risk: Evidence from Australian Banks (C-T Lin & C-C Ho)
Firm Characteristics and Accounting Policy Choice for Environmental Liabilities (B Bae & H Sami)
Readership: Researchers and graduate students in finance, economics
and accounting; business managers; government officers dealing with finance, economics and accounting.