European Financial Management

1995 - 2021

Current editor(s): John Doukas

From European Financial Management Association
Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 9, issue 4, 2003

Introduction pp. 419-420

Tjalling Van Der Goot

Differences between European and American IPO Markets pp. 421-434

Jay Ritter

Choice of Selling Mechanism at the IPO: the Case of the French Second Market pp. 435-455

Sigrid Vandemaele

Privatisation Initial Public Offerings: the Polish Experience pp. 457-484

Ranko Jelic and Richard Briston

Takeover Defences and IPO Firm Value in the Netherlands pp. 485-511

Peter Roosenboom and Tjalling Van Der Goot

Should Firms Going Public Enjoy Tax Benefits? An Analysis of the Italian Experience in the 1990s pp. 513-534

Giancarlo Giudici and Stefano Paleari

Volume 9, issue 3, 2003

The Impact of Institutional Differences on Derivatives Usage: a Comparative Study of US and Dutch Firms pp. 271-297

Gordon Bodnar, Abe de Jong and Victor Macrae

Incorporating Collateral Value Uncertainty in Loss Given Default Estimates and Loan‐to‐value Ratios pp. 299-314

Esa Jokivuolle and Samu Peura

Price Differentials between Dual‐class Stocks: Voting Premium or Liquidity Discount? pp. 315-332

Robert Neumann

Strategic Management of Cost Efficiencies in Networks: Cross‐country Evidence on European Branch Banking pp. 333-360

Nayantara D. Hensel

Firm Defaults and the Correlation Effect pp. 361-378

Hans Gersbach and Alexander Lipponer

Paying People to Lie: the Truth about the Budgeting Process pp. 379-406

Michael Jensen

Volume 9, issue 2, 2003

Secured Creditor Recovery Rates from Management Buy‐outs in Distress pp. 141-161

David Citron, Mike Wright, Rod Ball and Fred Rippington

The Underinvestment and Overinvestment Hypotheses: an Analysis Using Panel Data pp. 163-177

Artur Morgado and Julio Pindado

Dynamic Portfolio Selection: the Relevance of Switching Regimes and Investment Horizon pp. 179-200

Andreas Graflund and Birger Nilsson

Conditioning Information and European Bond Fund Performance pp. 201-230

Florinda Silva, Maria do Céu Cortez and Manuel Rocha Armada

Managerial Equity Ownership and the Demand for Outside Directors pp. 231-250

Kenneth V. Peasnell, Peter F. Pope and Steven Young

Simple Construction of the Efficient Frontier pp. 251-259

David Feldman and Haim Reisman

Volume 9, issue 1, 2003

Passive Investment Strategies and Efficient Markets pp. 1-10

Burton G. Malkiel

What Is an Asset Price Bubble? An Operational Definition pp. 11-24

Jeremy J. Siegel

Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis pp. 25-66

David Hirshleifer and Siew Hong Teoh

Contrarian and Momentum Strategies in the Spanish Stock Market pp. 67-88

Carlos Forner and Joaquín Marhuenda

Post–earnings–announcement Drift in the UK pp. 89-116

Weimin Liu, Norman Strong and Xinzhong Xu

Spanish Stock Returns: Where is the Weather Effect? pp. 117-126

Angel Pardo and Enric Valor

Volume 8, issue 4, 2002

Competition on the London Stock Exchange pp. 399-419

Nick Taylor

The Impact of Macroeconomic and Financial Variables on Market Risk: Evidence from International Equity Returns pp. 421-447

Dilip K. Patro, John K. Wald and Yangru Wu

Yield Spread and Term to Maturity: Default vs. Liquidity pp. 449-477

Antonio Díaz and Eliseo Navarro

Valuation Effects of Listing on a More Prominent Segment of the Stock Market: Evidence from France pp. 479-493

J. F. Bacmann, M. Dubois and Cem Ertur

Extracting Information from Options Markets: Smiles, State–Price Densities and Risk Aversion pp. 495-513

Christophe Perignon and Christophe Villa

A Note on the Three–Portfolios Matching Problem pp. 515-527

Fabio Trojani, Paolo Vanini and Luigi Vignola

Volume 8, issue 3, 2002

Performance and Policy of Foundation‐owned Firms in Germany pp. 261-279

Markus Herrmann and Günter Franke

Diversification, Ownership and Control of Swedish Corporations pp. 281-314

John Doukas, Martin Holmen and Nickolaos G. Travlos

The Structure of External Financing Costs and the Economies of Scale View: New Evidence from Seasoned Equity Offerings in Germany pp. 315-358

Thomas Buhner and Christoph Kaserer

Stock Index‐linked Debt and Shareholder Value: Evidence from the Paris Bourse pp. 339-356

Gordon S. Roberts, Vasumathi Vijayraghavan and Sebouh Aintablian

The Distribution of Information among Institutional and Retail Investors in IPOs pp. 357-372

Matti Keloharju and Sami Torstila

Anatomy of the Eurobond Market 1980–2000 pp. 373-385

Anouk Claes, Marc J.K. De Ceuster and Ruud Polfliet

Volume 8, issue 2, 2002

Neoclassical Finance, Alternative Finance and the Closed End Fund Puzzle pp. 129-137

Steven A. Ross

The Effect of VaR Based Risk Management on Asset Prices and the Volatility Smile pp. 139-164

Arjan Berkelaar, Phornchanok Cumperayot and Roy Kouwenberg

Board Overlap, Seat Accumulation and Share Prices pp. 165-192

Claudio Loderer and Urs Peyer

Planning Your Own Debt pp. 193-210

Søren Nielsen and Rolf Poulsen

Dispersion in Analyst Forecasts and the Profitability of Earnings Momentum Strategies pp. 211-228

Andreas Dische

Volume 8, issue 1, 2002

Short‐run Returns around the Trades of Corporate Insiders on the London Stock Exchange pp. 7-30

Sylvain Friederich, Alan Gregory, John Matatko and Ian Tonks

Backtesting Derivative Portfolios with Filtered Historical Simulation (FHS) pp. 31-58

Giovanni Barone‐Adesi, Kostas Giannopoulos and Les Vosper

Estimating Systematic Risk Using Time Varying Distributions pp. 59-73

Gregory Koutmos and Johan Knif

European Mutual Fund Performance pp. 75-101

Roger Otten and Dennis Bams

The New Basel Capital Accord: Making it Effective with Stronger Market Discipline pp. 103-115

Harald Benink and Clas Wihlborg

Volume 7, issue 4, 2001

The Emerging Role of the European Commission in Merger and Acquisition Monitoring: The Boeing–McDonnell Douglas Case pp. 447-480

Nihat Aktas, Eric De Bodt, Michel Levasseur and André Schmitt

Why Do Firms Raise Foreign Currency Denominated Debt? Evidence from Finland pp. 481-496

Matti Keloharju and Mervi Niskanen

Simulating the Evolution of the Implied Distribution pp. 497-522

George Skiadopoulos and Stewart Hodges

What Determines IPO Gross Spreads in Europe? pp. 523-541

Sami Torstila

Binomial Option Pricing Biases and Inconsistent Implied Volatilities pp. 543-562

Brent J. Lekvin and Ashish Tiwari

Volume 7, issue 3, 2001

Value Maximisation, Stakeholder Theory, and the Corporate Objective Function pp. 297-317

Michael Jensen

Agency Costs and Strategic Considerations behind Sell‐offs: the UK Evidence pp. 319-349

Kevin M.J. Kaiser and Aris Stouraitis

Smiles, Bid‐ask Spreads and Option Pricing pp. 351-374

Ignacio Peña, Gonzalo Rubio and Gregorio Serna

Belgian Intragroup Relations and the Determinants of Corporate Liquid Reserves pp. 375-392

Marc Deloof

Decomposing and Testing Long‐term Returns: an Application on Danish IPOs pp. 393-417

Jan Bo Jakobsen and Ole Sørensen

The Impact of the Introduction of the Euro on Foreign Exchange Risk Management in UK Multinational Companies pp. 419-434

Eilidh Christie and Andrew Marshall

Volume 7, issue 2, 2001

Identifying the Risk Structure of Mutual Fund Returns pp. 147-159

Martin J. Gruber

The Structure of Banking Systems in Developed and Transition Economies pp. 161-181

Dwight Jaffee and Mark Levonian

Paying for Minimum Interest Rate Guarantees: Who Should Compensate Who? pp. 183-211

Bjarne Astrup Jensen and Carsten Sørensen

European Managerial Perceptions of the Net Benefits of Foreign Stock Listings pp. 213-236

Franck Bancel and Cusha Mittoo

Share Holder Wealth Effects of Corporate Selloffs: Impact of Growth Opportunities, Economic Cycle and Bargaining Power pp. 237-258

George Alexandrou and Sudi Sudarsanam

The Effects of Liberalisation on Market and Currency Risk in the European Union pp. 259-290

Francesca Carrieri

Volume 7, issue 1, 2001

Efficiency in the Pricing of the FTSE 100 Futures Contract pp. 9-22

Joëlle Miffre

The Pricing of French Unit Seasoned Equity Offerings pp. 23-38

Pierre Chollet and Edith Ginglinger

Competition and Integration among Stock Exchanges in Europe: Network Effects, Implicit Mergers and Remote Access pp. 39-72

Carmine Di Noia

Improving Portfolio Performance with Option Strategies: Evidence from Switzerland pp. 73-91

Dusan Isakov and Bernard Morard

Stock Exchange Reforms and Market Efficiency: the Italian Experience pp. 93-116

Giovanni Majnoni and Massimo Massa

Efficiency Barriers to the Consolidation of the European Financial Services Industry pp. 117-130

Allen N. Berger, Robert De Young and Gregory Udell