European Financial Management

1995 - 2021

Current editor(s): John Doukas

From European Financial Management Association
Contact information at EDIRC.
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Volume 6, issue 4, 2000

The Deterring Role of the Medium of Payment in Takeover Contests: Theory and Evidence from the UK pp. 423-440

Philippe Cornu and Dusan Isakov

Ex Ante Hedging Effectiveness of UK Stock Index Futures Contracts: Evidence for the FTSE 100 and FTSE Mid 250 Contracts pp. 441-457

Darren Butterworth and Phil Holmes

Interest Rate Risk of European Financial Corporations pp. 459-478

Peter Oertmann*, Christel Rendu and Heinz Zimmermann

The Optimal Construction of Internationally Diversified Equity Portfolios Hedged Against Exchange Rate Uncertainty pp. 479-514

Glen A. Larsen, Jr. and Bruce Resnick

Valuation Effects of Greek Stock Dividend Distributions pp. 515-531

George J. Papaioannou, Nickolaos G. Travlos and Nickolaos V. Tsangarakis*

Takeovers: English and American pp. 533-541

Geoffrey Miller*

Volume 6, issue 3, 2000

Risk management lessons from Long‐Term Capital Management pp. 277-300

Philippe Jorion

A survey into the use of derivatives by large non‐financial firms operating in Belgium pp. 301-318

Marc J. K. De Ceuster, Edward Durinck, Eddy Laveren and Jozef Lodewyckx

Re‐assessing the long‐term underperformance of UK Initial Public Offerings pp. 319-342

Susanne Espenlaub, Alan Gregory and Ian Tonks

Similarly traded securities: Greek common vs. preferred stock pp. 343-366

Nikolaos Milonas

Risk structure of interest rates: an empirical analysis for Deutschemark‐denominated bonds pp. 367-388

Klaus Düllmann, Marliese Uhrig‐Homburg and Marc Windfuhr

Venture capitalists, investment appraisal and accounting information: a comparative study of the USA, UK, France, Belgium and Holland pp. 389-403

Sophie Manigart, Koen De Waele*, Mike Wright, Ken Robbie, Philippe Desbrières, Harry Sapienza and Amy Beekman

Volume 6, issue 2, 2000

An explanation of the forward premium ‘puzzle’ pp. 121-148

Richard Roll and Shu Yan

Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity pp. 149-171

W.M. Donders Monique, Roy Kouwenberg and Ton Vorst

Long‐run stock performance of German initial public offerings and seasoned equity issues pp. 173-196

Richard Stehle, Olaf Ehrhardt and René Przyborowsky

An empirical analysis of corporate debt maturity structure pp. 197-212

Aydin Ozkan

Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96 pp. 213-233

Hossein Asgharian and Björn Hansson

Trading volatility spreads: a test of index option market efficiency pp. 235-260

Ser-Huang Poon and F. Pope Peter

Volume 6, issue 1, 2000

A currency index global capital asset pricing model pp. 7-18

Thomas J. O’Brien and Walter Dolde

A theoretical analysis of alternative approaches to financial regulation pp. 19-40

Francesco M. Paris

The information content of implied volatility, skewness and kurtosis: empirical evidence from long‐term CAC 40 options pp. 41-56

Patrick Navatte and Christophe Villa

The direct costs of UK rights issues and open offers pp. 57-68

Seth Armitage

International working capital practices in the UK pp. 69-84

Cecilia Ricci and Nino Vito

Does the one man show pay? Theory and evidence on the dual CEO revisited pp. 85-98

Jay Dahya and Nickolaos Travlos

Volume 5, issue 3, 1999

Risk Aversion and the Bid–Ask Spread pp. 323-340

Patrick Roger and Louis Eeckhoudt

A Unifying Microstructure Framework for Modeling Intraday and Interday Asset Pricing Dynamics: the Case of Exchange Rates pp. 341-368

Thierry Chauveau and Richard Topol

Is there Value‐Added Information in Liquidity and Risk Premiums? pp. 369-394

Jacques Hamon and Bertrand Jacquillat

Short Sales Constraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse pp. 395-410

Bruno Biais, Christophe Bisière and Jean‐Paul Décamps

Earnings Announcements, Asymmetric Information, Trades and Quotes pp. 411-424

Jean‐François Gajewski

The Valuation of Interest Rate Digital Options and Range Notes Revisited pp. 425-440

Patrick Navatte and François Quittard‐Pinon

Volume 5, issue 2, 1999

Financial architecture pp. 133-141

Stewart C. Myers

Herding in analyst earnings forecasts: evidence from the United Kingdom pp. 143-163

Werner F. M. De Bondt and William P. Forbes*

Dual‐listings on international exchanges: the case of emerging markets’ stocks pp. 165-202

Ana Paula Serra

A one‐factor volatility smile model with closed‐form solutions for European options pp. 203-222

Anlong Li

A multi‐factor model for the risk management of portfolios pp. 223-239

Sandra Peterson and Richard C. Stapleton

Exchange rate exposure, foreign involvement and currency hedging of firms: some Swedish evidence pp. 241-257

Stefan Nydahl*

Volume 5, issue 1, 1999

The Role of Beta and Size in the Cross‐Section of European Stock Returns pp. 9-27

Steven L. Heston, K. Rouwenhorst and Roberto E. Wessels

Accounting for the Accuracy of Beta Estimates in CAPM Tests on Assets with Time‐varying Risks pp. 29-42

Tom Berglund and Johan Knif

The Government As Venture Capitalist: Organisational Structure and Contract Design in Germany's Privatisation Process pp. 43-68

I. J. Alexander Dyck and Karen H. Wruck

Price Limits and Stock Market Volatility in the Athens Stock Exchange pp. 69-84

Kate Phylaktis, Manolis Kavussanos and Gikas Manalis

Forecasting the Correlation Structure of German Stock Returns: A Test of Firm‐Specific Factor Models pp. 85-102

Manfred Steiner and Martin Wallmeier

Banking and Capital Market Activity in Dublin: Recent Developments and Future Prospects under the Euro pp. 103-116

Robert W. Hutchinson

Volume 4, issue 3, 1998

On the Predictability of the Stock Market Volatility: Does History Matter? pp. 293-319

Kate Adjaoute, Martin Bruand and Rajna Gibson‐Asner

Optimal Hedging and the Partial Loss Offset Provision pp. 321-333

Eric Briys and François De Varenne

Contestability and Pay Differential in the Executive Suites pp. 335-360

James S. Ang, Shmuel Hauser and Beni Lauterbach

Macroeconomic Determinants of European Stock Market Volatility pp. 361-377

Vihang Errunza and Ked Hogan

Determinants of Swap Spreads in a Developing Financial Market: Evidence from Finland pp. 379-399

Antti Suhonen

The Two Key Principles Behind Effective TQM Programs pp. 401-423

Karen Hopper Wruck and Michael Jensen

Volume 4, issue 2, 1998

The M&M Propositions 40 Years Later pp. 113-120

Merton Miller

The Diversion of Order Flow on French Stocks from CAC to SEAQ International: a Field Study pp. 121-142

Bertrand Jacquillat and Carole Gresse

Taxes, M‐M Propositions and Government’s Implicit Cost of Capital in Investment Projects in the Private Sector pp. 143-157

Dan Galai

The Determinants of the Leasing Decision of Small and Large Companies pp. 159-184

Meziane Lasfer and Mario Levis

The Quasi‐split Effect, Active Insiders and the Italian Market Reaction to Equity Rights Issues pp. 185-206

Marco Bigelli

Macroeconomic Factors and the Asymmetric Predictability of Conditional Variances pp. 207-230

Iftekhar Hasan and Bill B. Francis

Pricing Bonds and Bond Options with Default Risk pp. 231-282

Emilio Barone, Giovanni Barone‐Adesi and Antonio Castagna