European Financial Management

1995 - 2021

Current editor(s): John Doukas

From European Financial Management Association
Contact information at EDIRC.
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Volume 21, issue 5, 2015

Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects pp. 833-866

Wan†Chien Chiu, Juan Ignacio Peña and Chih†Wei Wang

The Lure of the Brand: Evidence from the European Mutual Fund Industry pp. 867-904

Jan Jaap Hazenberg, Fabian Irek, Willem van der Scheer and Mariela Stefanova

Gains to Chinese Bidder Firms: Domestic vs. Foreign Acquisitions pp. 905-935

Emma L. Black, Angelos J. Doukas, Xiaofei Xing and Jie (Michael) Guo

Heterogeneity in the Speed of Capital Structure Adjustment across Countries and over the Business Cycle pp. 936-973

Wolfgang Drobetz, Dirk C. Schilling and Henning Schrö der

Is there a Positive Risk†Return Tradeoff? A Forward†Looking Approach to Measuring the Equity Premium pp. 974-1013

Dimitrios Koutmos

Multifactor Models and their Consistency with the ICAPM: Evidence from the European Stock Market pp. 1014-1052

Fabian T. Lutzenberger

Volume 21, issue 4, 2015

Idiosyncratic Volatility, Institutional Ownership, and Investment Horizon pp. 613-645

Doina C. Chichernea, Alex Petkevich and Blerina Zykaj

Change Analysis for the Dependence Structure and Dynamic Pricing of Basket Default Swaps pp. 646-671

Ping Li and Ze†Zheng Li

Liquidity and Asset prices: An Empirical Investigation of the Nordic Stock Markets pp. 672-705

Hilal Anwar Butt and Nader Shahzad Virk

On the Role of Cultural Distance in the Decision to Cross†List pp. 706-741

Olga Dodd, Bart Frijns and Aaron Gilbert

Equally Weighted vs. Long†Run Optimal Portfolios pp. 742-789

Carolina Fugazza, Massimo Guidolin and Giovanna Nicodano

European Financial Management Association (EFMA) Annual Meetings: a Retrospective Evaluation pp. 790-810

John A. Doukas and Andreas Walter

How to Pay Envious Managers – a Theoretical Analysis pp. 811-832

Marc Crummenerl, Tilmann Doll and Christian Koziol

Volume 21, issue 3, 2015

Cash Flow Multipliers and Optimal Investment Decisions pp. 399-429

Holger Kraft and Eduardo Schwartz

Time†Varying Credit Risk Discovery in the Stock and CDS Markets: Evidence from Quiet and Crisis Times pp. 430-461

Santiago Forte and Lidija Lovreta

The Safety and Soundness Effects of Bank M&A in the EU: Does Prudential Regulation Have any Impact? pp. 462-490

Jens Hagendorff and Maria J. Nieto

Are Cooperative Banks a Lever for Promoting Bank Stability? Evidence from the Recent Financial Crisis in OECD Countries pp. 491-523

Laura Chiaramonte, Federica Poli and Marco Ercole Oriani

When Do Sell†side Analyst Reports Really Matter? Shareholder Protection, Institutional Investors and the Informativeness of Equity Research pp. 524-555

Daniel Arand, Alexander Kerl and Andreas Walter

The Empirical Determinants of Credit Default Swap Spreads: a Quantile Regression Approach pp. 556-589

Pedro Pires, João Pedro Pereira and Luís Filipe Martins

Foreign Debt Usage in Non†Financial Firms: a Horse Race between Operating and Accounting Exposure Hedging pp. 590-611

Tom Aabo, Marianna Andryeyeva Hansen and Yaz Muradoglu

Volume 21, issue 2, 2015

Investors' Judgments, Asset Pricing Factors and Sentiment pp. 205-227

Hersh Shefrin

Unique Option Pricing Measure with neither Dynamic Hedging nor Complete Markets pp. 228-235

Nassim Nicholas Taleb

Higher†moment Risk Exposures in Hedge Funds pp. 236-264

G. Hübner, Marie Lambert and N. Papageorgiou

Common Factors in the Performance of European Corporate Bonds – Evidence before and after the Financial Crisis pp. 265-308

Wolfgang Aussenegg, Lukas Goetz and Ranko Jelic

Does Centralisation of FX Derivative Usage Impact Firm Value? pp. 309-332

Håkan Jankensgård

Inferring Default Correlation from Equity Return Correlation pp. 333-359

Sheen Liu, Howard Qi, Jian Shi and Yan Alice Xie

The Role of Pre†Existing Liquidity in Determining Pricing Efficiency and Liquidity Gains Following the Introduction of SETSmm pp. 360-376

Patricia L. Chelley†Steeley

Leasing Decisions and Credit Constraints: Empirical Analysis on a Sample of Italian Firms pp. 377-398

Stefania Cosci, Roberto Guida and Valentina Meliciani

Volume 21, issue 1, 2015

Investor Inattention: A Hidden Cost of Choice in Pension Plans? pp. 1-19

Magnus Dahlquist and José Vicente Martinez

Sell†Side Analyst Research and Reported Conflicts of Interest pp. 20-51

Daniel Arand and Alexander G. Kerl

Liquidity Dynamics in an Electronic Open Limit Order Book: an Event Study Approach pp. 52-78

Peter Gomber, Uwe Schweickert and Erik Theissen

Does State Ownership Drive M&A Performance? Evidence from China pp. 79-105

Bilei Zhou, Jie (Michael) Guo, Jun Hua and Angelos J. Doukas

The Returns to Hedge Fund Activism in Germany pp. 106-147

Wolfgang Bessler, Wolfgang Drobetz and Julian Holler

Informed Trading and Market Structure pp. 148-177

Charlie X. Cai, Jeffrey Harris, Robert Hudson and Kevin Keasey

Directors' Dealing and Post†IPO Performance pp. 178-204

Hafiz Hoque and Meziane Lasfer

Volume 20, issue 5, 2014

The Impact of Quantitative Methods on Hedge Fund Performance pp. 857-890

Ludwig Chincarini

Ranking Underwriters of European IPOs pp. 891-925

Katrin Migliorati and Silvio Vismara

Tweets and Trades: the Information Content of Stock Microblogs pp. 926-957

Timm O. Sprenger, Andranik Tumasjan, Philipp G. Sandner and Isabell M. Welpe

European Bond ETFs: Tracking Errors and the Sovereign Debt Crisis pp. 958-994

Mikica Drenovak, Branko Urošević and Ranko Jelic

Low Risk and High Return – Affective Attitudes and Stock Market Expectations pp. 995-1030

Alexander Kempf, Christoph Merkle and Alexandra Niessen†Ruenzi

Stochastic Equipment Capital Budgeting with Technological Progress pp. 1031-1049

Roger Adkins and Dean Paxson

Volume 20, issue 4, 2014

Are All Credit Default Swap Databases Equal? pp. 677-713

Sergio Mayordomo, Juan Ignacio Peña and Eduardo S. Schwartz

Understanding Short†versus Long†Run Risk Premia pp. 714-738

Andrea Buraschi and Andrea Carnelli

Expected Returns to Stock Investments by Angel Investors in Groups pp. 739-755

Ramon Degennaro and Gerald Dwyer

Block Premia, Litigation Risk, and Shareholder Protection pp. 756-769

Julien Le Maux and Claude Francoeur

Agency†Based Asset Pricing and the Beta Anomaly pp. 770-801

David Blitz

Infrastructure: Real Assets and Real Returns pp. 802-824

Ron Bird, Harry Liem and Susan Thorp

The Efficiency of Performance†Based Fee Funds pp. 825-855

Ana C. Díaz†Mendoza, Germán López†Espinosa and Miguel A. Martínez

Volume 20, issue 3, 2014

US Analyst Regulation and the Earnings Forecast Bias around the World pp. 435-461

Armen Hovakimian and Ekkachai Saenyasiri

Manager Divestment in Leveraged Buyouts pp. 462-493

James Ang, Irena Hutton and Mary Anne Majadillas

The Performance of Socially Responsible Funds: Does the Screening Process Matter? pp. 494-520

Gunther Capelle†Blancard and Stéphanie Monjon

Strategic Asset Allocation and the Role of Alternative Investments pp. 521-547

Douglas Cumming, Lars Helge Haß and Denis Schweizer

What Drives Contagion in Financial Markets? Liquidity Effects versus Information Spill†Over pp. 548-573

Lars Helge Haß, Christian Koziol and Denis Schweizer

The Co†movement Dynamics of European Frontier Stock Markets pp. 574-595

Jarno Kiviaho, Jussi Nikkinen, Vanja Piljak and Timo Rothovius

The Impact of the Corporate Governance Code on Earnings Management – Evidence from Chinese Listed Companies pp. 596-632

Jean J. Chen and Haitao Zhang

Ambiguity Aversion, Company Size and the Pricing of Earnings Forecasts pp. 633-651

Constantinos Antoniou, Emilios C. Galariotis and Daniel Read

How Do Powerful CEOs Affect Analyst Coverage? pp. 652-676

Pornsit Jiraporn, Yixin Liu and Young S. Kim

Volume 20, issue 2, 2014

Evaluating the Rating of Stiftung Warentest: How Good Are Mutual Fund Ratings and Can They Be Improved? pp. 207-235

Sebastian Müller and Martin Weber

Financial Professionals' Overconfidence: Is It Experience, Function, or Attitude? pp. 236-269

Oliver Gloede and Lukas Menkhoff

Time†varying Integration in European Government Bond Markets pp. 270-290

Pilar Abad, Helena Chuliá and Marta Gómez†Puig

The Liquidity Dynamics of Bank Defaults pp. 291-320

Stefan Morkoetter, Matthias Schaller and Simone Westerfeld

Time†Varying Liquidity Trading, Private Information and Insider Trading pp. 321-351

Qin Lei and Xuewu Wang

Direct and Indirect Effects of Index ETFs on Spot†Futures Pricing and Liquidity: Evidence from the CAC 40 Index pp. 352-373

Laurent Deville, Carole Gresse and Béatrice de Séverac

Delistings, Controlling Shareholders and Firm Performance in Europe pp. 374-405

Ettore Croci and Alfonso Del Giudice

Private Equity Lemons?Evidence on Value Creation in Secondary Buyouts pp. 406-433

Ann†Kristin Achleitner and Christian Figge

Volume 20, issue 1, 2014

The Economics of Donations and Enlightened Self†interest pp. 1-32

Andrea Buraschi and Francesca Cornelli

The Alternative Three†Factor Model: An Alternative beyond US Markets? pp. 33-70

Christian Walkshäusl and Sebastian Lobe

Dynamic Relations between Stock Returns and Exchange Rate Changes pp. 71-106

A. Can Inci and Bong Soo Lee

Impacts of Internal Financing on Investment Decisions by Optimistic and Overconfident Managers pp. 107-125

Shinsuke Kamoto

Liquidity, Liquidity Risk and Stock Returns: Evidence from Japan pp. 126-151

Bo Li, Qian Sun and Changyun Wang

The Sophisticated and the Simple: The Profitability of Contrarian Strategies from a Portfolio Manager's Perspective pp. 152-178

Daniel Giamouridis and Chris Montagu

Has Europe Been Catching Up? An Industry Level Analysis of Venture Capital Success over 1985–2009 pp. 179-205

Roman Kräussl and Stefan Krause Montalbert