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European Journal of Finance
1995 - 2012
Edited by Chris Adcock
from Taylor and Francis Journals
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Volume 18, issue 10 , 2012
A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach pp. 885-919 Ingmar Nolte How do individual investors trade? pp. 921-947 Ingmar Nolte and Nolte (Lechner), Sandra On the hidden side of liquidity pp. 949-967 Angel Pardo and Roberto Pascual Price discovery in spot and futures markets: a reconsideration pp. 969-987 Erik Theissen Optimal informed trading in the foreign exchange market pp. 989-1013 Paolo Vitale The impact of aggressive orders in an order-driven market: a simulation approach pp. 1015-1038 Gunther Wuyts Volume 18, issue 9 , 2012
Limit order books and trade informativeness pp. 737-759 Hélena Beltran-Lopez , Joachim Grammig and Albert J. Menkveld A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices pp. 761-774 M. Bonato , Massimiliano Caporin and A. Ranaldo A simple two-component model for the distribution of intraday returns pp. 775-797 Laura Coroneo and David Veredas Liquidity determination in an order-driven market pp. 799-821 Jon Danielsson and Richard Payne Exchange rate determination and inter-market order flow effects pp. 823-840 Jon Danielsson , Jinhui Luo and Richard Payne Permanent trading impacts and bond yields pp. 841-864 Alfonso Dufour and Minh Nguyen High-frequency information content in end-user foreign exchange order flows pp. 865-884 Ian W. Marsh and Teng Miao Volume 18, issue 8 , 2012
How have M&As changed? Evidence from the sixth merger wave pp. 663-688 George Alexandridis , Christos F. Mavrovitis and Nickolaos G. Travlos The changing and relative efficiency of European emerging stock markets pp. 689-708 Graham Smith Rating or no rating? That is the question: an empirical examination of UK companies pp. 709-735 Eleimon Gonis , Salima Paul and Jon Tucker Volume 18, issue 7 , 2012
Recent evidence on the performance and riskiness of contrarian portfolios pp. 603-617 Emilios C. Galariotis Investment options with debt-financing constraints pp. 619-637 Nicos Koussis and Spiros H. Martzoukos Asymmetric information and target firm returns pp. 639-661 Ettore Croci , Dimitris Petmezas and Nickolaos Travlos Volume 18, issue 6 , 2012
State-ownership and financial constraints on investment of Chinese-listed firms: new evidence pp. 497-513 Hsiang-Chun Michael Lin and Hong Bo Factors influencing corporate governance disclosures: evidence from Alternative Investment Market (AIM) companies in the UK pp. 515-533 Chris Mallin and Kean Ow-Yong International price and earnings momentum pp. 535-573 Markus Leippold and Harald Lohre Better cross hedges with composite hedging? Hedging equity portfolios using financial and commodity futures pp. 575-595 Fei Chen and Charles Sutcliffe A note on the turn of the month and year effects in international stock returns pp. 597-602 Mohammed S. Khaled and Stephen P. Keef Volume 18, issue 5 , 2012
The calculation of returns during seasoned equity offers pp. 393-417 Seth Armitage Bank mergers and acquisitions in emerging markets: evidence from Asia and Latin America pp. 419-438 John Goddard , Philip Molyneux and Tim Zhou Did expected returns fall? Evidence from UK size portfolios pp. 439-468 Andrew Vivian Optimal subsidies and guarantees in public--private partnerships pp. 469-495 Manuel J. Rocha Armada , Paulo J. Pereira and Artur Rodrigues Volume 18, issue 3-4 , 2012
Law, ethics and finance: implications for international investment and portfolio management pp. 185-189 Robert Cressy , Douglas J. Cumming and Christine Mallin Voluntary and mandatory skin in the game: understanding outside directors’ stock holdings pp. 191-207 Sanjai Bhagat and Heather Tookes The value of country-level perceived ethics to entrepreneurs around the world pp. 209-237 April Knill Do private equity-backed buyouts respond better to financial distress than PLCs? pp. 239-259 Robert Cressy and Hisham Farag Harmonized regulatory standards, international distribution of investment funds and the recent financial crisis pp. 261-292 Douglas J. Cumming , Imad'Eddine, Gael and Armin Schwienbacher Delegated portfolio management with socially responsible investment constraints pp. 293-309 Annalisa Fabretti and S. Herzel Corporate governance and business strategies for climate change and environmental mitigation pp. 311-331 Raj Aggarwal and Sandra Dow The cost of sustainability in optimal portfolio decisions pp. 333-349 Stefano Herzel , Marco Nicolosi and Cătălin Stărică Stock market regulation and news dissemination: evidence from an emerging market pp. 351-368 Hisham Farag and Robert Cressy Dividend tunneling and joint expropriation: empirical evidence from China's capital market pp. 369-392 Huaili Lv , Wanli Li and Simon S Gao Volume 18, issue 2 , 2012
Mean reversion of short-run interest rates: empirical evidence from new EU countries pp. 89-107 Carlos Pestana Barros , Luis Alberiko 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 Chortareas , Jesus Gustavo Garza-Garcia 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
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