European Financial Management

1995 - 2021

Current editor(s): John Doukas

From European Financial Management Association
Contact information at EDIRC.
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Interest Rate Risk Management in Major Finnish Firms pp. 255-268: Antti Hakkarainen, Eero Kasanen and Vesa Puttonen
Pricing and Hedging of Contingent Claims in Term Structure Models with Exogenous Issuing of New Bonds pp. 269-292: Daniel Sommer
Non‐addictive Habit Formation and the Equity Premium Puzzle pp. 293-319: Milind M. Shrikhande
Pricing of Futures Contracts on Coupon Bonds: Empirical Evidence from Finland pp. 321-332: Jari Käppi
Financial Systems, Corporate Finance and Corporate Governance pp. 333-361: Reinhard Schmidt and Marcel Tyrell
Book Review pp. 363-364: Bruce Seifert

Structuring Deposit Insurance for a United Europe pp. 135-154: Anthony M. Santomero and Jeffrey J. Trester
Risk Management of Correlation Products pp. 155-174: James M. Mahoney
Market Efficiency, Thin Trading and Non‐linear Behaviour: Evidence from an Emerging Market pp. 175-190: Antonios Antoniou, Nuray Ergul and Phil Holmes
Large UK Companies and Derivatives pp. 191-208: Kevin Grant and Andrew P. Marshall
Price Interactions in a Sequential Global Market: Evidence from the Cross‐listed Stocks pp. 209-235: Cheol S. Eun and Hoyoon Jang
Scrip Dividends: the Management's View pp. 237-249: Meziane Lasfer

The World Price of Foreign Exchange Risk: Some Synthetic Comments pp. 9-22: Bruno Solnik
Large Shareholdings and Corporate Control: An Analysis of Stake Purchases by French Holding Companies pp. 23-43: Saugata Banerjee, Benoit Leleux and Theo Vermaelen
The Arrival Rate of Initial Public Offers in the UK pp. 45-62: William P. Rees
An equilibrium approach to pricing foreign currency options pp. 63-84: Carsten Sørensen
Credit Risk Exposure with Currency Swaps pp. 85-97: Robert Christophor Coppes

Using futures contracts for corporate hedging: The problem of expiry and a possible solution pp. 263-271: Anthony Neuberger
Testing the bivariate mixture hypothesis using German Stock market data pp. 273-297: Robert C. Jung and Roman Liesenfeld
Equity rights issues: Signalling vs issue price irrelevance hypothesis pp. 299-310: Nickolaos V. Tsangarakis
The cost of bank loans in relation to bonds swapped into a floating rate pp. 311-330: Seth Armitage
European banking integration, ten years after pp. 331-353: Jean Dermine
Trade Transparency and the London Stock Exchange pp. 355-365: John Board and Charles Sutcliffe
The relation between spot and futures prices: The impact of the early unwind option* pp. 367-368: Alexander Kempf
Dividend policy and convertible stocks in the UK pp. 369-370: Balasingham Balachandran

Managing Editor's Statement pp. 1-1: John Doukas
Does the cost of capital differ across countries? An agency perspective* pp. 11-22: René Stulz
Interim dividend cuts and omissions in the UK pp. 23-38: Balasingham Balachandran, John Cadle and Michael Theobald
Adverse selection, volume and transactions around dividend announcements in a continuous auction system pp. 39-67: Gonzalo Rubio and Mikel Tapia
Expiration day effects of stock index derivatives in Germany pp. 69-95: Christian Schlag
An empirical investigation of the factors that determine the pricing of Dutch index warrants pp. 97-112: Frans De Roon and Chris Veld
Stock prices and the flow of information in the Athens Stock Exchange pp. 113-126: Kate Phylaktis, Manolis Kavussanos and Gikas Manalis
Determinants of the components of bid‐ask spreads on stocks pp. 127-145: Sung‐Hun Kim and Joseph P. Ogden

The role of defensive strategies and ownership structure of target firms: Evidence from UK hostile takeover bids pp. 223-240: P. S. Sudarsanam
Measuring macroeconomic exposure: The case of Volvo Cars* pp. 241-263: Lars Oxelheim and Clas Wihlborg
Agency costs, taxes and debt: The UK evidence pp. 265-285: Meziane Lasfer
Going public in the 1980s: Evidence from Sweden pp. 287-315: Kristian Rydqvist and Kenneth Högholm
The intertemporal volatility structure of Euro CD rates pp. 317-329: Bala Arshanapalli, John Doukas and Larry H. P. Lang
Innovation in Euromarket hybrid funding instruments pp. 331-340: Andrew P. Marshall

Correlation risk, cross‐market derivative products and portfolio performance* pp. 105-124: T. S. Ho, Richard C. Stapleton and Marti G. Subrahmanyam
Seasoned equity offerings and the short‐ and long‐run performance of initial public offerings in the UK pp. 125-146: Mario Levis
European day‐of‐the‐week effects, beta asymmetries and international herding* pp. 173-200: Eric C. Chang, J. Michael Pinegar and R. Ravichandran
The search for evidence of chaos in FTSE‐100 daily returns pp. 201-210: Paula L. Varson and Paul Doran
Implications of European equity derivatives for corporate finance: Mirror trading, equity swaps and LEPOs pp. 211-236: Brian Scott‐Quinn, Gang Shyy and Julian Walmsley

Managing editor's statement pp. 1-2: John Doukas
The cost of capital in internationally integrated markets: The case of Nestlé pp. 11-22: René Stulz
Corporate governance and incentives in German companies: Evidence from top executive turnover and firm performance pp. 23-36: Steven Kaplan
Interest rate linkages within the EMS and bank credit supply pp. 37-48: Andrew H. Chen and Sumon C. Mazumdar
Strategic returns to international diversification: An application to the equity markets of Europe, Japan and North America pp. 49-59: John Ammer and Jianping Mei
European monetary arrangements: Implications for the dollar, exchange rate variability and credibility pp. 61-86: Hali Edison and Linda S. Kole
An introduction to exotic options pp. 87-95: Peter G. Zhang