European Financial Management

1995 - 2021

Current editor(s): John Doukas

From European Financial Management Association
Contact information at EDIRC.
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Volume 15, issue 5, 2009

Tranching and Rating pp. 891-922

Michael J. Brennan, Julia Hein and Ser†Huang Poon

Risk Management Lessons from the Credit Crisis pp. 923-933

Philippe Jorion

A Generalisation of the Mean†Variance Analysis pp. 934-970

Valeri Zakamouline and Steen Koekebakker

Systemic and Idiosyncratic Risk in EU†15 Sovereign Yield Spreads after Seven Years of Monetary Union pp. 971-1000

Marta Gómez†Puig

Quantifying the Interest Rate Risk of Banks: Assumptions Do Matter pp. 1001-1018

Oliver Entrop, Marco Wilkens and Alexander Zeisler

Volume 15, issue 4, 2009

Initial Public Offerings: Introduction pp. 701-702

Tim Jenkinson

Universal Banking, Asset Management, and Stock Underwriting pp. 703-732

William C. Johnson and Jennifer Marietta†Westberg

Competitive IPOs pp. 733-756

Tim Jenkinson and Howard Jones

Conflicts of Interest and Research Quality of Affiliated Analysts in the German Universal Banking System: Evidence from IPO Underwriting pp. 757-786

Wolfgang Bessler and Matthias Stanzel

How Much Does Investor Sentiment Really Matter for Equity Issuance Activity? pp. 787-813

Francois Derrien and Ambrus Kecskés

Security Choice and Corporate Governance pp. 814-843

John S. Howe and Brett C. Olsen

Why Do European Firms Go Public? pp. 844-884

Franck Bancel and Usha R. Mittoo

Volume 15, issue 3, 2009

Is CEO Pay Really Inefficient? A Survey of New Optimal Contracting Theories pp. 486-496

Alex Edmans and Xavier Gabaix

The Impact of Managerial Entrenchment on Agency Costs: An Empirical Investigation Using UK Panel Data pp. 497-528

Chrisostomos Florackis and Aydin Ozkan

The Co†movement of Credit Default Swap, Bond and Stock Markets: an Empirical Analysis pp. 529-562

Lars Norden and Martin Weber

Why Do Western European Firms Issue Convertibles Instead of Straight Debt or Equity? pp. 563-583

Marie Dutordoir and Linda Van de Gucht

Market Feedback, Investment Constraints, and Managerial Behavior pp. 584-605

Paula Hill and David Hillier

Foreign Currency Derivatives versus Foreign Currency Debt and the Hedging Premium pp. 606-642

Ephraim Clark and Amrit Judge

What Drives Private Equity Returns?– Fund Inflows, Skilled GPs, and/or Risk?* pp. 643-675

Christian Diller and Christoph Kaserer

A Retrospective Evaluation of European Financial Management (1995–2008) pp. 676-691

Kam C. Chan, Chih†Hsiang Chang and Y. Ling Lo

Volume 15, issue 2, 2009

Risk and Asset Management: Introduction pp. 239-240

Lionel Martellini

The Performance of Characteristics‐based Indices1 pp. 241-278

Noel Amenc, Felix Goltz and Véronique Le Sourd

Do Inflation‐Linked Bonds Still Diversify? pp. 279-297

Marie Brière and Ombretta Signori

Portfolio Performance Measurement: a No Arbitrage Bounds Approach pp. 298-339

Dong‐Hyun Ahn, Huining Cao and Stéphane Chrétien

A New Approach for Using Lévy Processes for Determining High‐Frequency Value‐at‐Risk Predictions pp. 340-361

Edward Sun, Svetlozar Rachev and Frank Fabozzi

Does Hedge Fund Performance Persist? Overview and New Empirical Evidence pp. 362-401

Martin Eling

Insider Trading and Corporate Governance: The Case of Germany pp. 402-429

André Betzer and Erik Theissen

Predicting European Takeover Targets pp. 430-450

Gurvinder Brar, Daniel Giamouridis and Manolis Liodakis

The Euro and the Changing Face of European Banking: Evidence from Mergers and Acquisitions pp. 451-476

Manapol Ekkayokkaya, Phil Holmes and Krishna Paudyal

Volume 15, issue 1, 2009

The Subprime Panic* pp. 10-46

Gary Gorton

Cash Flow Sensitivity of Investment pp. 47-65

Armen Hovakimian and Gayané Hovakimian

The Dark Side of International Cross‐Listing: Effects on Rival Firms at Home pp. 66-91

Michael Melvin and Magali Valero

Are Venture Capitalists a Catalyst for Innovation? pp. 92-111

Stefano Caselli, Stefano Gatti and Francesco Perrini

The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange pp. 112-144

Timotheos Angelidis and Alexandros Benos

The Size and Structure of the World Mutual Fund Industry pp. 145-180

Sofia Ramos

Competition between Exchanges: Euronext versus Xetra pp. 181-207

Maria Kasch‐Haroutounian and Erik Theissen

The Value of Adjusting the Bias in Recommendations: International Evidence pp. 208-230

Marina Balboa, J. Carlos Gómez‐Sala and Germán López‐Espinosa

Volume 14, issue 5, 2008

Psychological Bias as a Driver of Financial Regulation pp. 856-874

David Hirshleifer

The Long‐Term Effect of the Sarbanes‐Oxley Act on Cross‐Listing Premia pp. 875-920

Kate Litvak

Corporate Governance When Managers Set Their Own Pay pp. 921-943

Pablo Ruiz‐Verdú

Which Factors Affect Bond Underwriting Fees? The Role of Banking Relationships pp. 944-961

Giuliano Iannotta and Marco Navone

The First‐ and Second‐Hand Effect of Analysts' Stock Recommendations: Evidence from the Swiss Stock Market pp. 962-988

Philipp M. Schlumpf, Markus Schmid and Heinz Zimmermann

Required Rates of Return for Corporate Investment Appraisal in the Presence of Growth Opportunities pp. 989-1006

Ian R. C. Hirst, Jo Danbolt and Eddie Jones

The Lead‐Lag Relationship Between Cash and Stock Index Futures in a New Market pp. 1007-1025

Manolis Kavussanos, Ilias Visvikis and Panayotis D. Alexakis

Volume 14, issue 4, 2008

Trust in Financial Markets pp. 617-632

Colin Mayer

Social Networks and Corporate Governance pp. 633-662

Avanidhar Subrahmanyam

Debt, Equity and Hybrid Decoupling: Governance and Systemic Risk Implications pp. 663-709

Henry T. C. Hu and Bernard Black

The Impact of Corporate Governance on Executive Compensation pp. 710-746

Stephen G. Sapp

The Evolution of Corporate Governance and Firm Performance in Transition Economies: The Case of Sellier and Bellot in the Czech Republic pp. 747-791

Tomas Jandik and Craig G. Rennie

Corporate Restructuring and Bondholder Wealth pp. 792-819

Luc Renneboog and Peter Szilagyi

Corporate Real Estate Sale and Leaseback Effect: Empirical Evidence from Europe pp. 820-843

Tomi Grönlund, Antti Louko and Mika Vaihekoski

Volume 14, issue 3, 2008

Non‐Monotonicity of the Tversky‐Kahneman Probability‐Weighting Function: A Cautionary Note pp. 385-390

Jonathan Ingersoll

Testing Conditional Asset Pricing Models Using a Markov Chain Monte Carlo Approach pp. 391-418

Manuel Ammann and Michael Verhofen

Have European Stocks become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area pp. 419-444

Colm Kearney and Valerio Potì

The Determinants of Foreign Currency Hedging: Does Foreign Currency Debt Induce a Bias? pp. 445-469

Ephraim Clark and Amrit Judge

Minority Protection and Dividend Policy in Finland pp. 470-502

Seppo Kinkki

Timeliness of Spread Implied Ratings pp. 503-527

Jianming Kou and Simone Varotto

Asymmetric Volume‐Return Relation and Concentrated Trading in LIFFE Futures pp. 528-563

Tribhuvan N. Puri and George C. Philippatos

What's New in Finance? pp. 564-608

Matti Keloharju

Volume 14, issue 2, 2008

Economic Sentiment and Yield Spreads in Europe pp. 206-221

Eva Ferreira, M. Isabel Martínez Serna, Eliseo Navarro and Gonzalo Rubio

Corporate Sell‐offs in the UK: Use of Proceeds, Financial Distress and Long‐run Impact on Shareholder Wealth pp. 222-242

Edward Lee and Stephen Lin

Dispersed Trading and the Prevention of Market Failure: the Case of the Copenhagen Stock Exchange pp. 243-267

David C. Porter, Carsten Tanggaard, Daniel G. Weaver and Wei Yu

How Much Is Too Much: Are Merger Premiums Too High? pp. 268-287

Antonios Antoniou, Philippe Arbour and Huainan Zhao

An Empirical Analysis of the Pricing of Bank Issued Options versus Options Exchange Options pp. 288-314

Jenke ter Horst and Chris Veld

Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies pp. 315-346

Don Bredin and Stuart Hyde

Capital Structure and Assets: Effects of an Implicit Collateral pp. 347-373

Christian Flor

Volume 14, issue 1, 2008

Introduction pp. 11-11

Phil Holmes and Krishna Paudyal

Behavioural Finance: A Review and Synthesis pp. 12-29

Avanidhar Subrahmanyam

Clustering in US Stock Prices after Decimalisation pp. 30-54

David L. Ikenberry and James P. Weston

Wolf in Sheep's Clothing: The Active Investment Strategies behind Index Performance pp. 55-81

Angelo Ranaldo and Rainer Häberle

Overconfidence and Investor Size pp. 82-98

Anders Ekholm and Daniel Pasternack

Adaptive Learning in an Expectational Difference Equation with Several Lags: Selecting among Learnable REE pp. 99-117

Mikael Bask

New Paradigms in Stock Market Indexing pp. 118-126

Derek Jun and Burton G. Malkiel

Why Have Debt Ratios Increased for Firms in Emerging Markets? pp. 127-151

Todd Mitton

On the Equivalence between the APV and the wacc Approach in a Growing Leveraged Firm pp. 152-162

Mario Massari, Francesco Roncaglio and Laura Zanetti

Timing and Wealth Effects of German Dual Class Stock Unifications pp. 163-196

Ingolf Dittmann and Niels Ulbricht