A Brief Review of the Errors-in-Variables Problem in Asset Pricing Tests -- A Comparison of Formulas to Compute Implied Standard Deviation -- A Critical Evaluation of the Portfolio Performance Indices Under Rank Transformation -- A Fuzzy Real Option Valuation Approach To Capital Budgeting Under Uncertainty Environment -- A Global comparative study of impact investments research in academic institutions -- A History of Commercially Available Risk Models -- A Rationale for Hiring Irrationally Overconfident Managers -- A Survey Article on International Banking -- Accounting Scandals and Implications for Directors: Lessons from Enron -- Accrual Accounting and Risk: Abnormal Sales Growth and Accruals Quality and Returns -- Accrual and Conservatism -- Agent-Based Models of Financial Markets -- Alternative errors-in-variables models and their applications in finance research -- Alternative Method of Estimating Volatility -- Alternative Methods for Estimating Firm’s Growth Rate -- Alternative Models for Evaluating Convertible Bond: Review and Integration -- An Analysis of Risk Treatment in the Field of Finance -- An Appraisal of Modeling Dimensions for Performance Appraisal of Global Mutual Funds -- Application of Difference-in-Difference Strategies in Finance: The Case of Natural Disasters and Bank Responses -- Applications of Book-Tax difference in Accounting and Finance research -- Applications of logistic regression and hazard method in accounting and finance research -- Applications of Simultaneous Equations in Finance Research: Methods and Empirical Results -- Arbitrage and Market Frictions -- Arbitrage Opportunity Set and the Role of Corporations -- Assessing Models of Individual Equity Option Prices -- Asset Pricing Models -- Bankruptcy prediction studies across countries using Multiple Criteria Linear Programming (MCLP) data mining approaches -- Call Auction Trading -- Cash Conversion Cycle and Corporate Performance: Global Evidence -- Chinese A and B Shares -- Computer Technology for Financial Service -- Conditional Asset Pricing -- Conditional Performance Evaluation -- Corporate Failure: Definitions, Methods, and Failure Prediction Models -- Corporate Governance: Structure and Consequences -- Credit Derivatives -- Credit Risk Modeling: A General Framework -- Cross-Border Mergers and Acquisitions -- Cube Root Utility Theory -- Decimal Trading in the U.S. Stock Markets -- Deposit Insurance Schemes -- Duration Analysis and Its Applications -- Entropy and the Value of Information for Investors -- Equilibrium Credit Rationing and Monetary Nonneutrality in a Small Open Economy -- Equity Premium Puzzle: The Distributional Approach -- Evaluating Fund Performance Within the Stochastic Discount Factor Framework -- Evaluating Portfolio Risk Management: A New Evidence from DCC Models and Wavelet Approach -- Experimental Economics and the Theory of Finance -- Financial Control and Transfer Pricing -- Financial Crisis, Capital Requirement and Stress Tests: Evidence from the Extreme Value and Stable Paretian Estimates -- Financial Panel Data Models, Strict versus Contemporaneous Exogeneity, and Durbin-Wu-Hausman Specification Tests -- Foreign exchange risk premium and policy uncertainty -- Fundamental Tradeoffs in the Publicly Traded Corporation -- Futures Hedge Ratios: A Review -- Gramm-Leach-Bliley Act: Creating a New Bank for a New Millenium -- Hedge Funds: Overview, Strategies, and Trends -- How Consistent are the Judges of Portfolio Performance? -- Internal capital budgeting and allocation in financial firms -- Intertemporal Risk and Currency Risk -- Investment, Financing Dividend, and Production Policies: Review, Integration, and Extension -- Job Security and CEO Compensation -- Jump Diffusion Model -- Loan Contract Terms -- Main Bank Relationships, Debt Structure, and Innovation in Japan -- Market Efficiency Hypothesis -- Market Liquidity -- Market Makers -- MBS Valuation and Prepayments -- Mean Variance Portfolio Allocation -- Merger and Acquisition: Definitions, Motives, and Market Responses -- Mergers and Acquisitions: Principles and Practices -- More on Equilibrium Credit Rationing and Interest Rates: A Theory with New Evidence -- Mortgage Analysis -- Multistage Compound Real Options: Theory and Application -- Networks, Nodes, and Priority Rules -- Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions -- Online Trading -- Optimal Payout Ratio under Uncertainty and the Flexibility Hypothesis: Theory and Empirical Evidence -- Pension and Inside Debt -- Policy Coordination Between Wages and Exchange Rates in Singapore -- Political Connections, Financial Constraints, and Corporate Investment -- Portfolio Insurance Strategies -- Portfolio Performance Evaluation -- Pre-funded Coupon and Zero-Coupon Bonds: Cost of Capital Analysis -- Reincorporation -- Review of REIT and MBS -- Risk Management -- Securities Transaction Taxes: Literature and Key Issues -- Short Selling Activity and Effects on Financial Markets and Corporate Decisions -- Structural breaks in financial panel data -- Structural Credit Risk Models: Endogenous Versus Exogenous Default -- Structure of Securities Markets -- Tail-risk protection: Machine Learning meets modern Econometrics -- Term Structure: Interest Rate Models -- Terms and Essays -- The 1997 NASDAQ Trading Rules -- The applications of machine learning in accounting and auditing research -- The Asian Bond Market -- The Economics of and Accounting for Lease Transactions -- The effects of zero lower bound of the monetary policy on financial markets and asset prices under a DSGE framework -- The Impacts of IMF Bailouts in International Debt Crises -- The Le Chatelier Principle of the Capital Market Equilibrium -- The Mexican Peso Crisis -- The Microstructure/Micro-Finance Approach to Exchange Rates -- The Momentum Trading Strategy -- The role of earnings management in equity valuation -- The Statistical Distribution Method, the Decision-Tree Method and Simulation Method for Capital Budgeting Decisions -- The Trading Performance of Dynamic Hedging Models: Time Varying Covariance and Volatility Transmission Effects -- Time-Series and Cross-Sectional Tests of Asset Pricing Models -- Treasury Inflation-Protected Securities -- Understanding Ginnie Mae Reverse Mortgage H-REMICs: Its Programs and Cashflow Analysis -- Usefulness of Cash Flow Statements -- Valuation of Interest Tax Shields -- Working Capital and Cash Flow.
