Advances in Quantitative Analysis of Finance and Accounting

News Professor Cheng-Few Lee ranks #1 based on his publications in the 26 core finance journals, and #163 based on publications in the 7 leading finance journals (Source: Most Prolific Authors in the Finance Literature: 1959OCo2008 by Jean L Heck and Philip L Cooley (Saint Joseph''s University and Trinity University). Advances in Quantitative Analysis of Finance and Accounting is an annual publication 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 earnings management, management compensation, option theory and application, debt management and interest rate theory, and portfolio diversification. Sample Chapter(s). Chapter 1: Real Option Based Equity Valuation Models: An Empirical Analysis (1,378 KB). Contents: Real Option Based Equity Valuation Models: An Empirical Analysis (A W Richardson et al.); Firm Performance and Compensation-Based Stock Trading by Corporate Executives (Z Iqbal); Management Compensation, Debt Contract, and Earnings Management Strategy (C-L Lee & V W Liu); Risky Debt-Maturity Choice under Information Asymmetry (S Liu & C Wu); Estimated Operating Cash Flow. Reported Cash Flow from Operating Activities, and Financial Distress (T J Ward et al.); Earnings Surprise and the Relative Information Content of Short Interest (J Mercado-Mendez et al.); Group Types and Earnings Management (M-J Shiue et al.); A Bayesian Approach for Testing the Debt Signaling Hypothesis in a Transitional Market: Perspectives from Egypt (T I Eldomiaty & M A Ismail); The Tendency of Firm Managers to Avoid Small Losses (Y-T Lee & G-G Pan); Do Winners Perform Better Than Losers? A Stochastic Dominance Approach (W-K Wong et al.); The Shift Function for the Extended Vasicek Model (S Y Lee & C H Hsieh); Beating or Meeting Earnings-Based Target Performance in CEOs'' Annual Cash Bonuses (S S M Yang); Corporate Diversification and the Price-Earnings Association (B-H Bao & D-H Bao); Taking Positive Interest Rates Seriously (E Pan & L Wu). Readership: Researchers, graduate students, business managers and government officers dealing with finance, economics and accounting."