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The European Journal of Finance

1995 - 2016

Current editor(s): Chris Adcock

From Taylor & Francis Journals
Series data maintained by Michael McNulty ().

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Volume 22, issue 8-9, 2016

Behavioral finance and me, or how I came to see the light pp. 627-636 Downloads
Warren Bailey
University endowment committees: how a learning orientation and knowledge factors contribute to portfolio diversification and performance pp. 637-661 Downloads
Mimi Lord
A behavioural finance approach to working capital management pp. 662-687 Downloads
Vikash Ramiah, Yilang Zhao, Imad Moosa and Michael Graham
Situated cognition and narrative heuristic: evidence from retail investors and their brokers pp. 688-711 Downloads
Emre Tarim
CEO pay in UK FTSE 100: pay inequality, board size and performance pp. 712-731 Downloads
William Patrick Forbes, Michael Pogue and Lynn Hodgkinson
Assessing market attractiveness for mergers and acquisitions: the M&A Attractiveness Index Score pp. 732-755 Downloads
Naaguesh Appadu, Anna Faelten, Scott Moeller and Valeriya Vitkova
Comparative corporate governance and international portfolios pp. 756-781 Downloads
Maela Giofre'
Home bias persistence in foreign direct investments pp. 782-802 Downloads
Mario Levis, Yaz Gülnur Muradoǧlu and Kristina Vasileva

Volume 22, issue 7, 2016

Financial consequences of mutual fund mergers pp. 529-550 Downloads
Laura Andreu and José Luis Sarto
Pricing of foreign exchange options under the MPT stochastic volatility model and the CIR interest rates pp. 551-571 Downloads
Rehez Ahlip and Marek Rutkowski
European asset swap spreads and the credit crisis pp. 572-600 Downloads
Wolfgang Aussenegg, Lukas Götz and Ranko Jelic
Is stochastic volatility relevant for dynamic portfolio choice under ambiguity? pp. 601-626 Downloads
Gonçalo Faria and Joao Correia-da-Silva

Volume 22, issue 4-6, 2016

Chinese style capitalism: current development and future implications pp. 255-258 Downloads
Douglas Cumming, Alessandra Guariglia, Wenxuan Hou and Edward Lee
The growth, determinants, and profitability of nontraditional activities of Chinese commercial banks pp. 259-287 Downloads
Michael Firth, Wei Li and Steven Shuye Wang
Institutional development and financing decisions: evidence from a cross-regional study on Chinese listed firms pp. 288-318 Downloads
Nancy Huyghebaert and Lihong Wang
External finance and trade credit extension in China: does political affiliation make a difference? pp. 319-344 Downloads
Alessandra Guariglia and Simona Mateut
Are Chinese stock and property markets integrated or segmented? pp. 345-370 Downloads
Chris Adcock, Xiuping Hua and Yiping Huang
A separate monitoring organ and disclosure of firm-specific information pp. 371-392 Downloads
Zhenyu Wu, Yuanshun Li, Shujun Ding and Chunxin Jia
Media coverage and foreign share discount puzzle in China pp. 393-412 Downloads
Douglas Cumming, Robert Dixon, Wenxuan Hou and Edward Lee
Political connections and tax-induced earnings management: evidence from China pp. 413-431 Downloads
Chen Li, Yaping Wang, Liansheng Wu and Jason Zezhong Xiao
Board attributes and herding in corporate investment: evidence from Chinese-listed firms pp. 432-462 Downloads
Hong Bo, Tao Li and Yanmei Sun
Does ownership structure matter? Evidence from firms’ excess cash in China pp. 463-483 Downloads
Zhenzhen Sun and Yaping Wang
Chinese executive compensation: the role of asymmetric performance benchmarks pp. 484-505 Downloads
James Cordeiro, Lerong He, Martin Conyon and Tara Shaw
Executive compensation and the split share structure reform in China pp. 506-528 Downloads
Wenxuan Hou, Edward Lee, Konstantinos Stathopoulos and Zhenxu Tong

Volume 22, issue 3, 2016

Evaluating analysts' value: evidence from recommendation revisions around stock price jumps pp. 167-194 Downloads
George J. Jiang and Woojin Kim
Consumer confidence indices and stock markets' meltdowns pp. 195-220 Downloads
Elena Ferrer, Julie Salaber and Anna Zalewska
Infrastructure public-private partnership project ecosystem - financial and economic positioning of stakeholders pp. 221-236 Downloads
Pekka Leviäkangas, Tuomo Kinnunen and Aki Aapaoja
A macroprudential approach to address liquidity risk with the loan-to-deposit ratio pp. 237-253 Downloads
Jan Willem End

Volume 22, issue 2, 2016

The information content of retail investors' order flow pp. 80-104 Downloads
Ingmar Nolte and Sandra Nolte
The distribution of information in speculative markets: a natural experiment pp. 105-119 Downloads
Alasdair Brown
Price impact of block trades: the curious case of downstairs trading in the EU emissions futures market pp. 120-142 Downloads
Gbenga Ibikunle, Andros Gregoriou and Naresh R. Pandit
Should banks be geographically diversified? Empirical evidence from cross-country diversification of European banks pp. 143-166 Downloads
Andreja Bandelj

Volume 22, issue 1, 2016

Capacity effects and winner fund performance: the relevance and interactions of fund size and family characteristics pp. 1-27 Downloads
Wolfgang Bessler, Lawrence Kryzanowski, Philipp Kurmann and Peter Lückoff
Demand-supply imbalances in the credit default swap market: empirical evidence pp. 28-58 Downloads
Lidija Lovreta
Capital structure decisions: old issues, new insights from high-tech small- and medium-sized enterprises pp. 59-79 Downloads
Zelia Serrasqueiro, Paulo Ma çãs Nunes and Manuel da Rocha Armada

Volume 21, issue 15, 2015

The calm after the storm: implied volatility and future stock index returns pp. 1282-1296 Downloads
Thorben Manfred Lubnau and Neda Todorova
Non-executive compensation in German and Swiss banks before and after the financial crisis pp. 1297-1316 Downloads
Patrick Kampkötter
A sequential purchasing power parity test for panels of large cross-sections and implications for investors pp. 1317-1333 Downloads
Joakim Westerlund and Paresh Narayan
Why is timing perverse? pp. 1334-1356 Downloads
Juan Carlos Matallín-Sáez, David Moreno and Rosa Rodríguez
Risk aversion, prudence, and compensation pp. 1357-1373 Downloads
Pierre Chaigneau

Volume 21, issue 13-14, 2015

Robust portfolio estimation under skew-normal return processes pp. 1091-1112 Downloads
Masanobu Taniguchi, Alexandre Petkovic, Takehiro Kase, Thomas DiCiccio and Anna Clara Monti
Modelling multivariate skewness in financial returns: a SGARCH approach pp. 1113-1131 Downloads
Giovanni De Luca and Nicola Loperfido
Effects of skewness and kurtosis on production and hedging decisions: a skewed t distribution approach pp. 1132-1143 Downloads
Donald Lien and Yaqin Wang
The role of multivariate skew-Student density in the estimation of stock market crashes pp. 1144-1160 Downloads
Lei Wu, Qingbin Meng and Julio C. Velazquez
Skewed exchange-rate forecasts pp. 1161-1175 Downloads
Christian Pierdzioch and Georg Stadtmann
Robustness of the inference procedures for the global minimum variance portfolio weights in a skew-normal model pp. 1176-1194 Downloads
Taras Bodnar and Arjun K. Gupta
Financial density selection pp. 1195-1213 Downloads
J. Miguel Marin and Genaro Sucarrat
Multivariate asset return prediction with mixture models pp. 1214-1252 Downloads
Marc S. Paolella
Skewed distributions in finance and actuarial science: a review pp. 1253-1281 Downloads
Christopher Adcock, Martin Eling and Nicola Loperfido

Volume 21, issue 12, 2015

Non-homogeneous volatility correlations in the bivariate multifractal model pp. 971-991 Downloads
Ruipeng Liu and Thomas Lux
A note on a semiparametric approach to estimating financing constraints in firms pp. 992-1004 Downloads
Sumon Bhaumik, Subal C. Kumbhakar and Kai Sun
Towards a common Eurozone risk free rate pp. 1005-1022 Downloads
Sergio Mayordomo, Juan Ignacio Peña and Eduardo S. Schwartz
Regime-switching models for exchange rates pp. 1023-1069 Downloads
Ekaterini Panopoulou and Theologos Pantelidis
FT coverage and UK target price run-ups pp. 1070-1089 Downloads
Antonios Siganos and Marco Papa

Volume 21, issue 10-11, 2015

Financing obstacles and growth: an analysis for euro area non-financial firms pp. 773-790 Downloads
Chiara Coluzzi, Annalisa Ferrando and Carmen Martinez-Carrascal
High-speed rail transport valuation and conjecture shocks pp. 791-805 Downloads
Gualter Couto, Cláudia Nunes and Pedro Pimentel
Linking wealth and labour income with stock returns and government bond yields pp. 806-825 Downloads
Ricardo Sousa
Family control, multiple institutional block-holders, and informed trading pp. 826-847 Downloads
Xiaoxiang Zhang, Jenifer Piesse and Igor Filatotchev
Do Portuguese private firms follow pecking order financing? pp. 848-866 Downloads
Jan Bartholdy, Cesario Mateus and Dennis Olson
Sequential real rainbow options pp. 867-892 Downloads
Jörg Dockendorf and Dean A. Paxson
Real effects of financial market integration: does lower home bias lead to welfare benefits? pp. 893-911 Downloads
Crina Pungulescu
Is value creation consistent with currency hedging? pp. 912-945 Downloads
Milagros Vivel Búa, Luis Otero González, Sara Fernández López and Pablo Durán Santomil
Investment style positioning of UK unit trusts pp. 946-970 Downloads
David Brookfield, Chen Su and Kenbata Bangassa

Volume 21, issue 9, 2015

Emergence of macro-variables by evaluation and clustering of micro- activities pp. 691-713 Downloads
Otto Loistl
A generalized approach to optimal hedging with option contracts pp. 714-733 Downloads
Emanuele Bajo, Massimiliano Barbi and Silvia Romagnoli
Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors pp. 734-754 Downloads
Markus Baltzer, Oscar Stolper and Andreas Walter
Disentangling the link between stock and accounting performance in acquisitions pp. 755-771 Downloads
André Betzer, Markus Doumet and Marc Goergen

Volume 21, issue 8, 2015

Financial intermediation and the role of price discrimination in the foreign exchange market pp. 629-645 Downloads
Stefan Reitz, Markus A. Schmidt and Mark P. Taylor
Timing, earnings management and over-reaction around pure placings pp. 646-671 Downloads
Dionysia Dionysiou
The short-term impact of director trading in UK closed-end funds pp. 672-690 Downloads
Dimitris Andriosopoulos, Michael Steliaros and Dylan C. Thomas

Volume 21, issue 7, 2015

Wealth effects of the Securities and Exchange Commission's 'terror tool' pp. 527-547 Downloads
Wolfgang Breuer and Moritz Felde
Risk management in the energy markets and Value-at-Risk modelling: a hybrid approach pp. 548-574 Downloads
Kostas Andriosopoulos and Nikos Nomikos
One index fits none: the conundrum of euro area inflation-linked bonds pp. 575-583 Downloads
Ivo J.M. Arnold
The disappearance of momentum pp. 584-607 Downloads
Soosung Hwang and Alexandre Rubesam
VC investments and global exits pp. 608-628 Downloads
Susanne Espenlaub, Arif Khurshed and Abdulkadir Mohamed

Volume 21, issue 6, 2015

Market quality of dealer versus hybrid markets for illiquid securities: new evidence from the FTSE AIM Index pp. 466-485 Downloads
Andros Gregoriou
How candlestick features affect the performance of volatility forecasts: evidence from the stock market pp. 486-506 Downloads
Jung-Bin Su
When times get tough, gold is golden pp. 507-526 Downloads
Nelson Areal, Benilde Oliveira and Raquel Sampaio

Volume 21, issue 5, 2015

The relationship between conditional value at risk and option prices with a closed-form solution pp. 400-425 Downloads
Sovan Mitra
The dynamics of US bank profitability pp. 426-443 Downloads
Dimitris K. Chronopoulos, Hong Liu, Fiona J. McMillan and John Wilson
Mispricing and risk of R&D investment in European firms pp. 444-465 Downloads
Andi Duqi, Aziz Jaafar and Giuseppe Torluccio

Volume 21, issue 4, 2015

Markowitz versus Michaud: portfolio optimization strategies reconsidered pp. 269-291 Downloads
Franziska Becker, Marc Gürtler and Martin Hibbeln
Modeling electricity spot prices: combining mean reversion, spikes, and stochastic volatility pp. 292-315 Downloads
Klaus Mayer, Thomas Schmid and Florian Weber
Modelling commodity value at risk with Psi Sigma neural networks using open-high-low-close data pp. 316-336 Downloads
Georgios Sermpinis, Jason Laws and Christian L. Dunis
Adaptive universal portfolios pp. 337-351 Downloads
Patrick O'Sullivan and David Edelman
Trading and hedging the corn/ethanol crush spread using time-varying leverage and nonlinear models pp. 352-375 Downloads
Christian L. Dunis, Jason Laws, Peter W. Middleton and Andreas Karathanasopoulos
Forecasting the daily dynamic hedge ratios by GARCH models: evidence from the agricultural futures markets pp. 376-399 Downloads
Yuanyuan Zhang and Taufiq Choudhry

Volume 21, issue 3, 2015

The information content of three credit ratings: the case of European residential mortgage-backed securities pp. 172-194 Downloads
Frank J. Fabozzi and Dennis Vink
Spanish savings banks in the credit crunch: could distress have been predicted before the crisis? A multivariate statistical analysis pp. 195-214 Downloads
Marti Sagarra, Cecilio Mar-Molinero and Miguel García-Cestona
Value-at-risk capital requirement regulation, risk taking and asset allocation: a mean-variance analysis pp. 215-241 Downloads
Guy Kaplanski and Haim Levy
Earnings management, forecast guidance and the banking crisis pp. 242-268 Downloads
Elena Beccalli, Saverio Bozzolan, Andrea Menini and Philip Molyneux

Volume 21, issue 2, 2015

A pricing kernel approach to valuing options on interest rate futures pp. 93-110 Downloads
Xiaoquan Liu, Jing-Ming Kuo and Jerry Coakley
The European sovereign debt market: from integration to segmentation pp. 111-128 Downloads
Andrea Cipollini, Jerry Coakley and Hyunchul Lee
Time varying costs of capital and the expected present value of future cash flows pp. 129-146 Downloads
Ian Davidson, Xiaojing Song and Mark Tippett
Impact of exchange rate regime reform on asset returns in China pp. 147-171 Downloads
Xiuping Hua, Laixiang Sun and Tianyi Wang

Volume 21, issue 1, 2015

Does the investment opportunities bias affect the investment-cash flow sensitivities of unlisted SMEs? pp. 1-25 Downloads
Bert D'Espallier and Alessandra Guariglia
Earnings and capital management and signaling: the use of loan-loss provisions by European banks pp. 26-50 Downloads
Domenico Curcio and Iftekhar Hasan
The smallest stocks are not just smaller: global evidence pp. 51-70 Downloads
Lieven De Moor and Piet Sercu
Firm innovation and institutional investment: the role of the Sarbanes-Oxley Act pp. 71-92 Downloads
Nida Abdioglu, Arif Khurshed and Konstantinos Stathopoulos
Page updated 2017-08-19