Advances in Quantitative Analysis of Finance

Advances in Quantitative Analysis of Finance and Accounting is an annual publication designed to disseminate developments in the quantitative analysis of finance and accounting. The publication 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 and applied research in the financial community and the accounting profession.The papers in this volume cover a wide range of topics including default risk premiums, multi-period contracts, stock market, impact of earnings change on stock price, bank regulation, dividend effect of closed-end mutual funds, income smoothing, and inflation accounting.

A note on the redundancy of debt covenants for enforcing target debt-equity ratios
Inter-company dynamics in the financial ratio adjustment
Application of confirmatory factor analysis to the study of corporate dividend policy
Tests for cointegration in financial markets time series: what answer do you want?
A general approach or modelling the term structure of interest rates: estimation and application
On the implications of leverage adjustments in the framework of arbitarge pricing theory under Modigliana-Miller propositions
An examination of costing systems in oligopolies
An empirical investigation of the performance comparisons between alternative asset pricing models
A confirmatory test on the stability of financial ratio patterns
Input substitution and productive efficiency: optimization behavior in nonprofit institutions
Value relevance of popular financial ratios
Temporal codetermination of investment and debt
Incentives for spin-offs in the face of financial distress: debt tax shields and limited liability
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Advances in Quantitative Analysis of Finance and Accounting

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Supplemental Materials