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European Financial Management

1995 - 2019

Current editor(s): John Doukas

From European Financial Management Association
Contact information at EDIRC.

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Volume 25, issue 2, 2019

The face of risk: CEO facial masculinity and firm risk pp. 239-270 Downloads
Shinichi Kamiya, Y. Han (Andy) Kim and Soohyun Park
Does size matter in predicting hedge funds' liquidation? pp. 271-309 Downloads
Adrien Becam, Andros Gregoriou and Jairaj Gupta
Discounting methods and personal taxes pp. 310-324 Downloads
Michael Dempsey
Is bank capital sensitive to a tax allowance on marginal equity? pp. 325-357 Downloads
Jose Martin‐Flores and Christophe Moussu
Contingent capital with repeated interconversion between debt‐ and equity‐like instruments pp. 358-379 Downloads
Yanping Cai, Zhaojun Yang and Zhiming Zhao
The information content of the implied volatility term structure on future returns pp. 380-406 Downloads
Yaw‐Huei Wang and Kuang‐Chieh Yen
Securitization and credit quality in the European market pp. 407-434 Downloads
Alper Kara, David Marques‐Ibanez and Steven Ongena

Volume 25, issue 1, 2019

An international analysis of CEO social capital and corporate risk‐taking pp. 3-37 Downloads
Stephen P. Ferris, David Javakhadze and Tijana Rajkovic
Target information asymmetry and takeover strategy: Insights from a new perspective pp. 38-79 Downloads
Paul Borochin, Chinmoy Ghosh and Di Huang
Do investment banks create value for their clients? Empirical evidence from European acquisitions pp. 80-115 Downloads
Johannes Kolb
Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity pp. 116-159 Downloads
Patricia Chelley‐Steeley, Neophytos Lambertides and Christos S. Savva
The payback of mutual fund selectivity in European markets pp. 160-180 Downloads
Feng Dong and John A. Doukas
Stock market integration, cost of equity capital, and corporate investment: Evidence from Brazil pp. 181-206 Downloads
David Hillier and Tiago Loncan
Intangible assets and the book‐to‐market effect pp. 207-236 Downloads
Hyuna Park

Volume 24, issue 5, 2018

Worthless companies pp. 721-727 Downloads
J. B. Heaton
Are the Fama French factors treated as risk? Evidence from CEO compensation pp. 728-774 Downloads
Jeremy Bertomeu, Edwige Cheynel and Michelle Liu‐Watts
Credit risk in banks’ exposures to non‐financial firms pp. 775-791 Downloads
Matteo Accornero, Giuseppe Cascarino, Roberto Felici, Fabio Parlapiano and Alberto Maria Sorrentino
Earnout deals: Method of initial payment and acquirers’ gains pp. 792-828 Downloads
Leonidas G. Barbopoulos, Krishna Paudyal and Sudi Sudarsanam
The mixed vs the integrated approach to style investing: Much ado about nothing? pp. 829-855 Downloads
Markus Leippold and Roger Rueegg
Persistency of the momentum effect pp. 856-892 Downloads
Hong‐Yi Chen, Pin‐Huang Chou and Chia‐Hsun Hsieh
The effectiveness of asset, liability and equity hedging against catastrophe risk: the cases of winter storms in North America and Europe pp. 893-918 Downloads
Yang‐Che Wu and Ming Jing Yang

Volume 24, issue 4, 2018

EFM Special Issue “Corporate Policies and Asset Prices” pp. 487-487 Downloads
Lu Zhang
A framework for identifying accounting characteristics for asset pricing models, with an evaluation of book‐to‐price pp. 488-520 Downloads
Stephen H. Penman, Francesco Reggiani, Scott A. Richardson and İrem Tuna
Focal points and firm risk pp. 521-544 Downloads
Ye Cai and Hersh Shefrin
The profitability effect: Insights from international equity markets pp. 545-580 Downloads
Te‐Feng Chen, Lei Sun, K. C. John Wei and Feixue Xie
There are two very different accruals anomalies pp. 581-609 Downloads
Andrew Detzel, Philipp Schaberl and Jack Strauss
The relation between bank credit growth and the expected returns of bank stocks pp. 610-649 Downloads
Priyank Gandhi
The cost of capital effect of M&A transactions: Disentangling coinsurance from the diversification discount pp. 650-679 Downloads
Patrick Bielstein, Mario Fischer and Christoph Kaserer
Investor heterogeneity and trading pp. 680-718 Downloads
Anzhela Knyazeva, Diana Knyazeva and Leonard Kostovetsky

Volume 24, issue 3, 2018

CEO talent: A dime a dozen, or worth its weight in gold? pp. 301-308 Downloads
Nicholas E. Donatiello, David F. Larcker and Brian Tayan
The contagion versus interdependence controversy between hedge funds and equity markets pp. 309-330 Downloads
Tae Yoon Kim and Hee Soo Lee
Asset pricing puzzles in an OLG economy with generalized preference pp. 331-361 Downloads
Amadeu DaSilva and Mira Farka
Selling winners, buying losers: Mental decision rules of individual investors on their holdings pp. 362-386 Downloads
Cristiana Cerqueira Leal, Gilberto Loureiro and Manuel J. Rocha Armada
Income uncertainty and the decision to invest in bulk shipping pp. 387-417 Downloads
Ioannis Kyriakou, Panos K. Pouliasis, Nikos Papapostolou and Nikos K. Nomikos
A unified theory of forward‐ and backward‐looking M&As and divestitures pp. 418-450 Downloads
Qing Ma and Susheng Wang
Corporate debt maturity and stock price crash risk pp. 451-484 Downloads
Viet Dang, Edward Lee, Yangke Liu and Cheng Zeng

Volume 24, issue 2, 2018

Negative bubbles: What happens after a crash pp. 171-191 Downloads
William N. Goetzmann and Dasol Kim
Non†myopic portfolio choice with unpredictable returns: The jump†to†default case pp. 192-208 Downloads
Anna Battauz and Alessandro Sbuelz
Growth options and firm valuation pp. 209-238 Downloads
Holger Kraft, Eduardo Schwartz and Farina Weiss
Monetary policy uncertainty, positions of traders and changes in commodity futures prices pp. 239-260 Downloads
Nikolay Gospodinov and Ibrahim Jamali
Pricing Sovereign Debt: Foreign versus Local Parameters pp. 261-297 Downloads
Michael Bradley, Elisabeth de Fontenay, Irving Arturo de Lira Salvatierra and Mitu Gulati

Volume 24, issue 1, 2018

Investment beliefs of endowments pp. 3-33 Downloads
Andrew Ang, Andrés Ayala and William N. Goetzmann
Consistent valuation of project finance and LBOs using the flows†to†equity method pp. 34-52 Downloads
Ian A. Cooper and Kjell Nyborg
Maximum diversification strategies along commodity risk factors pp. 53-78 Downloads
Simone Bernardi, Markus Leippold and Harald Lohre
Market†based estimates of implicit government guarantees in European financial institutions pp. 79-112 Downloads
Lei Zhao
Optimal ownership structure in private equity pp. 113-135 Downloads
Bo Liu, Yang Liu and Jinqiang Yang
Exchange traded funds and asset return correlations pp. 136-168 Downloads
Zhi Da and Sophie Shive

Volume 23, issue 5, 2017

The Revealed Preference of Sophisticated Investors pp. 839-872 Downloads
Jesse Blocher and Marat Molyboga
Liquidity Risk and Volatility Risk in Credit Spread Models: A Unified Approach pp. 873-901 Downloads
Stylianos Perrakis and Rui Zhong
How Useful Is Basel III's Liquidity Coverage Ratio? Evidence From US Bank Holding Companies pp. 902-919 Downloads
Brian Du
CEO personal investment decisions and firm risk pp. 920-950 Downloads
Wei Cen and John A. Doukas
How To Manage Long†term Financial Self†sufficiency of a National Catastrophe Insurance Fund? The Feasibility of Three Bailout Programmes pp. 951-974 Downloads
Jo†Yu Wang, Wen†Lin Wu, Yang†Che Wu and Ming Jing Yang
Determinants of Management Earnings Forecasts: The Case of Global Shipping IPOs pp. 975-1015 Downloads
Wolfgang Drobetz, Dimitrios Gounopoulos, Anna Merika and Andreas Merikas
Do Managerial Practices Matter in Innovation and Firm Performance Relations? New Evidence from the UK pp. 1016-1061 Downloads
Ilayda Nemlioglu and Sushanta K. Mallick

Volume 23, issue 4, 2017

The Investment CAPM pp. 545-603 Downloads
Lu Zhang
The Manipulation Potential of Libor and Euribor pp. 604-647 Downloads
Alexander Eisl, Rainer Jankowitsch and Marti G. Subrahmanyam
An Examination of European Firms’ Derivatives Usage: The Importance of Model Selection pp. 648-690 Downloads
Anthony Carroll, Fergal O'Brien and James Ryan
Retail Investor Attention and IPO Valuation pp. 691-727 Downloads
Hugh M. J. Colaco, Amedeo De Cesari and Shantaram P. Hegde
Extreme Returns in the European financial crisis pp. 728-760 Downloads
Andreas Chouliaras and Theoharry Grammatikos
Cold Case File? Inventory Risk and Information Sharing during the pre†1997 NASDAQ pp. 761-806 Downloads
Laurence Lescourret
Relationship Lending and Firms’ Leverage: Empirical Evidence in Europe pp. 807-835 Downloads
Roberto Guida and Valentina Sabato
Retracted: Portfolio Allocation and Asset Returns in an OLG Economy with Increasing Risk Aversion pp. 836-836 Downloads
Amadeu DaSilva and Mira Farka

Volume 23, issue 3, 2017

Does Ownership Structure Matter? pp. 357-375 Downloads
Sheridan Titman
Conservative Accounting, IFRS Convergence and Cash Dividend Payments: Evidence from China pp. 376-414 Downloads
William Bradford, Chao Chen and Song Zhu
Financial Hedging and Firm Performance: Evidence from Cross†border Mergers and Acquisitions pp. 415-458 Downloads
Zhong Chen, Bo Han and Yeqin Zeng
Where Will the ‘Silver Money’ Go? pp. 459-474 Downloads
Na Young Park
Innovation†Related Diversification and Firm Value pp. 475-518 Downloads
Zhao Rong and Sheng Xiao
Tax Havens, Tax Evasion and Tax Information Exchange Agreements in the OECD pp. 519-542 Downloads
David Kemme, Bhavik Parikh and Tanja Steigner

Volume 23, issue 2, 2017

A Theoretical Model for the Term Structure of Corporate Credit based on Competitive Advantage pp. 183-210 Downloads
Bala Rajaratnam, Kanshukan Rajaratnam and Myuran Rajaratnam
Due Diligence and Investee Performance pp. 211-253 Downloads
Douglas Cumming and Simona Zambelli
Dynamic Asset Allocation with Liabilities pp. 254-291 Downloads
Daniel Giamouridis, Athanasios Sakkas and Nikolaos Tessaromatis
Bankers on the Board and CEO Incentives pp. 292-324 Downloads
Min Jung Kang and Andy (Y. Han) Kim
The Role of the Conditional Skewness and Kurtosis in VIX Index Valuation pp. 325-354 Downloads
Simon Lalancette and Jean†Guy Simonato

Volume 23, issue 1, 2017

Bank Risk Dynamics Where Assets are Risky Debt Claims pp. 3-31 Downloads
Sharon Peleg†Lazar and Alon Raviv
The Market Liquidity Timing Skills of Debt†oriented Hedge Funds pp. 32-54 Downloads
Baibing Li, Ji Luo and Kai†Hong Tee
Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk pp. 55-86 Downloads
Eva Lütkebohmert, Daniel Oeltz and Yajun Xiao
Financial Flexibility and Investment Ability Across the Euro Area and the UK pp. 87-126 Downloads
Annalisa Ferrando, Maria†Teresa Marchica and Roberto Mura
Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry pp. 127-152 Downloads
Manuel Ammann, Kristian Blickle and Christian Ehmann
Risk Control: Who Cares? pp. 153-179 Downloads
Nick Taylor
Page updated 2019-03-23