European Journal of Finance

1995 - 2012

Edited by Chris Adcock

from Taylor and Francis Journals
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Volume 18, issue 2, 2012

Mean reversion of short-run interest rates: empirical evidence from new EU countries pp. 89-107

Carlos P. Barros, Luis Gil-Alana and Roman Matousek

Information processing in the stock market around anticipated accounting information: earnings release pp. 109-133

C. José García, Begoña Herrero and Ana M. Ibáñez

Hedging effectiveness under conditions of asymmetry pp. 135-147

John Cotter and Jim Hanly

Understanding bull and bear ETFs pp. 149-165

Raymond Haga and Snorre Lindset

High-speed rail transport valuation pp. 167-183

Pedro Miguel Pimentel, José Azevedo-Pereira and Gualter Couto

Volume 18, issue 1, 2012

Trading constraints and illiquidity discounts pp. 1-27

Wenxuan Hou and Sydney Howell

Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30 pp. 29-39

Torben W. Hendricks, Bernd Kempa and Christian Pierdzioch

The value of board diversity in banking: evidence from the market for corporate control pp. 41-58

Jens Hagendorff and Kevin Keasey

Investing in commodity futures markets: can pricing models help? pp. 59-87

Raphael Paschke and Marcel Prokopczuk

Volume 17, issue 9-10, 2011

Contemporary issues in financial institutions and markets pp. 765-768

John O.S. Wilson, David G. McMillan and Barbara Casu

Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies pp. 769-788

Barbara Casu, Andrew Clare, Anna Sarkisyan and Stephen Thomas

Bancassurance efficiency gains: evidence from the Italian banking and insurance industries pp. 789-810

Franco Fiordelisi and Ornella Ricci

Financial deepening and bank productivity in Latin America pp. 811-827

Georgios E. Chortareas, Jesús G. Garza-García and Claudia Girardone

Islamic mutual funds’ financial performance and international investment style: evidence from 20 countries pp. 829-850

Andreas G.F. Hoepner, Hussain G. Rammal and Michael Rezec

The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress pp. 851-881

Sergio Mayordomo, Juan Ignacio Peña and Juan Romo

Return reversals and the compass rose: insights from high frequency options data pp. 883-896

Thanos Verousis and Owain ap Gwilym

Volume 17, issue 8, 2011

Are there any cost and profit efficiency gains in financial conglomeration? Evidence from the accession countries pp. 603-621

Dimitris Chronopoulos, Claudia Girardone and John Nankervis

Empirical investigation of securitisation drivers: the case of Italian banks pp. 623-648

Mariarosaria Agostino and Maria Mazzuca

Multivariate digital options with memory pp. 649-660

Umberto Cherubini and Silvia Romagnoli

Exchange rate exposure in the pre- and post-Euro periods: evidence from Finland pp. 661-674

Gregory Koutmos and Johan Knif

The strategic use of corporate insurance in China pp. 675-694

Joy Yihui Jia, Mike Adams and Mike Buckle

Firm size and volatility analysis in the Spanish stock market pp. 695-715

Helena Chuliá and Hipolit Torro

The influence of taxes on corporate financing and investment decisions against the background of the German tax reforms pp. 717-737

Ludwig Reinhard and Steven Li

Banking competition and economic growth: cross-country evidence pp. 739-764

Juan Fernández de Guevara and Joaquin Maudos

Volume 17, issue 7, 2011

Threshold non-linear dynamics between Hang Seng stock index and futures returns pp. 471-486

Hon-Lun Chung, Wai-Sum Chan and Jonathan Andrew Batten

Estimating stochastic volatility models using integrated nested Laplace approximations pp. 487-503

Sara Martino, Kjersti Aas, Ola Lindqvist, Linda Neef and Håvard Rue

Information and capital asset pricing pp. 505-523

Baibing Li and Xiangkang Yin

Preferences for skewness: evidence from a binary choice experiment pp. 525-538

Tobias Brunner, Rene Levinsky and Jianying Qiu

Human capital investment and optimal portfolio choice pp. 539-552

Snorre Lindset and Egil Matsen

On the performance of the minimum VaR portfolio pp. 553-576

Robert Durand, John Gould and Ross Maller

Commonality in returns, order flows, and liquidity in the Greek stock market pp. 577-587

Peter Gerard Dunne, Michael John Moore and Vasileios Papavassiliou

A modified Corrado test for assessing abnormal security returns pp. 589-601

Ali Ataullah, Xiaojing Song and Mark Tippett

Volume 17, issue 5-6, 2011

Introduction and preface pp. 337-337

Chris Adcock

History of financial research and education in Finland pp. 339-354

Mika Vaihekoski

The use of derivatives in Nordic firms pp. 355-376

Tor Brunzell, Mats Hansson and Eva Liljeblom

Cross-distributional robustness of conditional weekday effects: evidence from European equity-index returns pp. 377-390

Kenneth Hogholm, Johan Knif and Seppo Pynnonen

Corporate governance and profitability in family SMEs pp. 391-408

Mats Hansson, Eva Liljeblom and Minna Martikainen

Co-movement of the Finnish and international stock markets: a wavelet analysis pp. 409-425

Michael Graham and Jussi Nikkinen

External corporate governance and performance: evidence from the Nordic countries pp. 427-450

Seppo Ikaheimo, Vesa Puttonen and Tuomas Ratilainen

The 'Dogs of the Dow' strategy revisited: Finnish evidence pp. 451-469

Eemeli Rinne and Sami Vähämaa

Volume 17, issue 4, 2011

In or out: the effect of euro membership on the exercise of real business options pp. 259-284

Tom Aabo and Christos Pantzalis

Structural changes, bid-ask spread composition and tick size in inter-bank futures trading pp. 285-306

Frank McGroarty, Owain ap Gwilym and Stephen Thomas

Translation-invariant and positive-homogeneous risk measures and optimal portfolio management pp. 307-320

Z. Landsman and U. Makov

Time-varying stock returns and labor income risks in the US and UK pp. 321-336

Yuming Li

Volume 17, issue 3, 2011

Monte Carlo methods for pricing discrete Parisian options pp. 169-196

Carole Bernard and Phelim Boyle

The explanatory power of trading volume and insider activity in a pari-mutuel betting market pp. 197-216

Alistair Bruce, Johnnie Johnson and Leilei Tang

Wealth effects of private equity investments on the German stock market pp. 217-239

Ann-Kristin Achleitner, Christian Andres, Andre Betzer and Charlie Weir

Do heterogeneous beliefs diversify market risk? pp. 241-258

Carl Chiarella, Roberto Dieci and Xue-Zhong He

Volume 17, issue 2, 2011

Intraday euro exchange rates and international macroeconomic announcements pp. 83-110

Kevin Evans and Alan Speight

Market discipline in the banking industry: evidence from spread dispersion pp. 111-131

Giuliano Iannotta

Institutional block-holdings of UK firms: do corporate governance mechanisms matter? pp. 133-152

Arif Khurshed, Stephen Lin and Mingzhu Wang

End-user order flow and exchange rate dynamics - a dealer's perspective pp. 153-168

Stefan Reitz, Markus Schmidt and Mark P. Taylor

Volume 17, issue 1, 2011

The growth companies puzzle: can growth opportunities measures predict firm growth? pp. 1-25

Jo Danbolt, Ian Hirst and Eddie Jones

Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models pp. 27-48

Julien Idier

Analysing bank-issued option pricing pp. 49-65

David Abad and Belen Nieto

Performance evaluation of dynamic trading strategies in UK stock returns incorporating lagged conditioning information pp. 67-82

Greg Anderson, Jonathan Fletcher and Andrew Marshall