The European Journal of Finance
1995 - 2025
Current editor(s): Chris Adcock From Taylor & Francis Journals Bibliographic data for series maintained by Chris Longhurst (). Access Statistics for this journal.
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Volume 31, issue 12, 2025
- Ants rather than molecules: the impact of herding on investment under uncertainty pp. 1497-1516

- Elmar Lukas
- The Generalised Method of Moments and the transformation of data pp. 1517-1528

- Aloysius Igboekwu, Siqi Liu, Mark Tippett and John van der Burg
- Local newspaper closures and suppliers' investment efficiency pp. 1529-1550

- Thanh Dat Le and Tri Trinh
- Corporate control and M&A activity: the role of the largest shareholder’s voting stake pp. 1551-1575

- Timm Gödecke and Dirk Schiereck
- Optimizing investment period length and strategies for later stage venture capital staged financing portfolio pp. 1576-1598

- Guanrou Deng, Maurizio Fiaschetti, Piero Mazzarisi and Francesca Medda
Volume 31, issue 11, 2025
- Global volatility connectedness and the determinants: evidence from multilayer networks pp. 1369-1404

- Xuewei Zhou, Zisheng Ouyang and Min Lu
- The role of independent directors in mitigating corporate greenwashing: evidence from board voting in China pp. 1405-1425

- Li Ma, Jiazhu Li, Louis T. W. Cheng and Jerry Cao
- Heuristic portfolio rules with labor income pp. 1426-1444

- Marcel Fischer and Marlene Koch
- Lending lessons from defaults: adjustments in borrowing behavior after peer defaults pp. 1445-1468

- Xiaofang Xu, Aner Zhou, Jie He and Zhengfei Lu
- Stablecoin devaluation risk pp. 1469-1496

- Barry Eichengreen, My T. Nguyen and Ganesh Viswanath-Natraj
Volume 31, issue 10, 2025
- Neighbors matter for risk tolerance pp. 1225-1244

- Jérémie Bertrand, Marie-Hélène Broihanne, Hava Orkut and Laurent Weill
- Fintech, financial development and banking efficiency: evidence from Chinese commercial banks pp. 1245-1295

- Yixuan Li, Charalampos Stasinakis, Wee Meng Yeo and Filipa Da Silva Fernandes
- How do institutional investors dictate corporate cash holdings in a financially constrained environment? pp. 1296-1312

- Santanu Das, Ashish Kumar and Tapas Mishra
- Confucianism and the costs of high leverage pp. 1313-1337

- Shihao Wang, Mengting Guo, Keyun Wang, Umer Sahil Maqsood and Qian Li
- Stock mispricing and SEO decisions: how does the market respond to the timing behavior? pp. 1338-1367

- Yi-Wen Chen, Meng-Na Huang and Chu-Bin Lin
Volume 31, issue 9, 2025
- Banks and sovereigns: did adversity bring them closer? pp. 1089-1114

- Mardi Dungey, Thomas Flavin and Lisa Sheenan
- A high-frequency analysis of return and volatility spillovers in the European sovereign bond market pp. 1115-1140

- Conall O'Sullivan and Vassilios Papavassiliou
- Asset allocation with recursive parameter updating and macroeconomic regime identifiers pp. 1141-1167

- Milad Goodarzi and Christoph Meinerding
- The effect of climate risk on firm cash holdings: evidence from the euro area pp. 1168-1196

- Filipa Da Silva Fernandes and Fotios I. Papadimitriou
- Corporate sexual orientation equality and dividend payout pp. 1197-1224

- Hasibul Chowdhury, Ashrafee Hossain, Chandrasekhar Krishnamurti and Trinh Hue Le
Volume 31, issue 8, 2025
- Does the EU sustainable finance disclosure regulation mitigate greenwashing? pp. 957-989

- Rabab Abouarab, Tapas Mishra and Simon Wolfe
- Skewness and option prices under stochastic volatility models: the role of shot-noise jumps pp. 990-1017

- Wei Lin, Pakorn Aschakulporn, Yifan Ye and Jin E. Zhang
- Uncertainty and loan pricing for public and private firms: evidence from the Brexit referendum pp. 1018-1041

- Ahmet Karpuz, Neslihan Ozkan and Junyang Yin
- Mapping the slippery slope: the growth of predatory financial services markets across the UK pp. 1042-1057

- John Ashton and Andros Gregoriou
- Cash-rich seasoned equity issuers pp. 1058-1087

- Mengqian Chen, Marie Dutordoir and Norman C. Strong
Volume 31, issue 7, 2025
- Source of US market predictability in international equities: the investor attention perspective pp. 811-826

- Kun Bao, Chen Gu, Shenru Li and Sultan Alturki
- Social trading platforms vs. mutual funds: herding tendencies and portfolio risks* pp. 827-849

- Peter Grundke and Gerrit Wittke
- Generative AI for European asset pricing: alleviating the momentum anomaly pp. 850-888

- Matthias Mattusch
- Controlling shareholder’s share pledging and annual report tone management: empirical evidence from Chinese listed firms pp. 889-918

- Shaopeng Cao, Lulu Di and Yuan Sun
- Predicting Chinese bond risk premium with machine learning pp. 919-955

- Jia Zhai, Jiahui Xi, Conghua Wen and Lu Zong
Volume 31, issue 6, 2025
- Inflation expectations and the stock-bond nexus in the US: hedging implications pp. 671-695

- Elham Kamal, Naji Jalkh and Elie Bouri
- A primer on Chapter 11 bankruptcy filings: why the genders of the CEO and judge (may) matter pp. 696-724

- Wolfgang Breuer and Katharina Mersmann
- Idiosyncratic factors that shape shareholder reward policies in capital intensive companies pp. 725-748

- Christos Sigalas and Kelly Gerakoudi
- Is zero leverage good for firms’ performance? pp. 749-780

- Flávio Morais, Zélia Serrasqueiro and Joaquim J.S. Ramalho
- Language similarity and IPO underpricing pp. 781-810

- Feng Chen, Haoyu Wang and Pu Zhao
Volume 31, issue 5, 2025
- Gambling preference, information risk, and the pricing of bank loans pp. 523-552

- Samar S. Alharbi, Md Al Mamun, Nader Atawnah and Sabri Boubaker
- Exploring the predictive ability of cost asymmetry on bankruptcy pp. 553-593

- Dimitrios Ntounis and Orestes Vlismas
- Shadow banking, macroprudential regulation and redistributional effects* pp. 594-615

- Margarita Rubio
- Does it pay to be Green? The impact of equator principles on project loans pp. 616-646

- Gabriel J. Power and Djerry C. Tandja-M.
- Mutual fund performance: the model for selecting persistent winners pp. 647-669

- Cesario Mateus, Irina B. Mateus and Natasa Todorovic
Volume 31, issue 4, 2025
- Do risk disclosures enhance the efficacy of regulatory and supervisory frameworks in restricting banks’ risk-taking? pp. 383-426

- Chris Magnis, Stephanos Papadamou and Athanasios Fassas
- Measuring ESG risk premia with contingent claims pp. 427-450

- Ioannis Michopoulos, Alexandros Bougias, Athanasios Episcopos and Efstratios Livanis
- Portfolio choice with narrow framing and loss aversion: a simplified approach pp. 451-476

- Andrew Grant, Oh Kang Kwon and Stephen Satchell
- Green values and transparency of household savings: a survey pp. 477-507

- Maxime Merli, Mariya Pulikova and Tristan Roger
- Trump’s fake news and stock market returns pp. 508-522

- Antonios Siganos
Volume 31, issue 3, 2025
- Societal trust and information timeliness: international evidence pp. 231-259

- Qiyu Zhang, Rong Ding, Wenhong Ding and Wenbin Cao
- Macroeconomic uncertainty and the excess returns of stock pp. 260-288

- Yingfan Ge, Xiangyun Xu, Cong Yu and Jie Meng
- Individualism and stock market participation pp. 289-317

- Yang Zhou, Weijie Lu, Geng Niu and Ziqiong Xi
- Portfolio optimization beyond utility maximization: the case of driftless markets pp. 318-347

- Jan Vecer, Mark Richard and Stephen Taylor
- Adverse impact of capital regulatory reform and policy remedy: theory and evidence pp. 348-381

- Ruo Jia, Zenan Wu and Yulong Zhao
Volume 31, issue 2, 2025
- Make it up to you or not: understanding the role of substantive versus symbolic CSR activities following product-harm crises pp. 99-121

- Yaopan Yang, Songsong Li and Jin Yang
- Social responsibility and corporate borrowing pp. 122-146

- Huajin Liu, Youwei Li, Yajun Xiao, Xiong Xiong and Wei Zhang
- Managing for the future: managerial short-termism impact on corporate ESG performance in China pp. 147-173

- Guoying Deng, Hanying Liu, Jingzhou Yan and Shibo Ma
- Sustainability and private investors pp. 174-201

- Bonnie Buchanan, Hanna Silvola and Emilia Vähämaa
- CEO overconfidence and the speed of adjustment of cash holdings pp. 202-229

- Izidin El Kalak, Marc Goergen and Yilmaz Guney
Volume 31, issue 1, 2025
- The first is free: do employee stocks incentivize stock market participation? pp. 1-13

- Ulf Nielsson and Oliver-Alexander Press
- Negative rates and bank profit and cost efficiency: evidence for Eurozone pp. 14-30

- Panagiota Siameti, Dimitris K. Chronopoulos and George Dotsis
- Quantitative easing and the functioning of the gilt repo market pp. 31-52

- Mahmoud Fatouh, Simone Giansante and Steven Ongena
- Economic policy uncertainty and capital structure in Europe: an agency approach pp. 53-75

- Pedro Luis Vega-Gutiérrez, Félix López-Iturriaga and Juan Antonio Rodríguez-Sanz
- Interaction between investor sentiment, limits to arbitrage and the returns of stock market anomalies: evidence from the UK stock market pp. 76-98

- Y. Alburaythin, S. G. M. Fifield and S. Paramati
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