Economics at your fingertips  

The European Journal of Finance

1995 - 2020

Current editor(s): Chris Adcock

From Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 26, issue 18, 2020

Twenty-five years of The European Journal of Finance (EJF): a retrospective analysis pp. 1817-1841 Downloads
Bruce Burton, Satish Kumar and Nitesh Pandey
Financial inclusion and bank stability: evidence from Europe pp. 1842-1855 Downloads
Gamze Ozturk Danisman and Amine Tarazi
Random LGD adjustments in the Vasicek credit risk model pp. 1856-1875 Downloads
Rubén García-Céspedes and Manuel Moreno
Dynamics among global asset portfolios pp. 1876-1899 Downloads
Theodoros Bratis, Nikiforos T. Laopodis and Georgios Kouretas
Market sentiment, marketable transactions, and returns pp. 1900-1925 Downloads
Matthew C. Chang
Quantifying systemic risk with factor copulas pp. 1926-1947 Downloads
Cathy Yi-Hsuan Chen and Sergey Nasekin

Volume 26, issue 17, 2020

Meteor showers and global asset allocation pp. 1703-1724 Downloads
Rashad Ahmed, Mohammad S. Hasan and Jahangir Sultan
Volatility and variance swaps and options in the fractional SABR model pp. 1725-1745 Downloads
See-Woo Kim and Jeong-Hoon Kim
Is corporate hedging always beneficial? A theoretical and empirical analysis pp. 1746-1780 Downloads
Hany Ahmed, Richard Fairchild and Yilmaz Guney
Has the new bail-in framework increased the yield spread between subordinated and senior bonds? pp. 1781-1797 Downloads
Irene Pablos Nuevo
Leverage and valuation of hedge funds under model uncertainty pp. 1798-1816 Downloads
Yuxiang Bian, Xiong Xiong and Jinqiang Yang

Volume 26, issue 16, 2020

Benchmarking non-performing loans pp. 1591-1605 Downloads
Giovanni Cerulli, Vincenzo D’Apice, Franco Fiordelisi and Francesco Masala
Why should we invest in CoCos than stocks? An optimal growth portfolio approach pp. 1606-1622 Downloads
Hyun Jin Jang, Longjie Jia and Harry Zheng
An examination of ex ante risk and return in the cross-section using option-implied information pp. 1623-1645 Downloads
Dongcheol Kim, Ren-Raw Chen, Tai-Yong Roh and Durga Panda
The effect of the Fed zero-lower bound announcement on bank profitability and diversification pp. 1646-1672 Downloads
Andrea Landi, Alex Sclip and Valeria Venturelli
Adverse-selection considerations in the market-making of corporate bonds pp. 1673-1702 Downloads
George Chalamandaris and Nikos E. Vlachogiannakis

Volume 26, issue 15, 2020

Quo Vadis, Raters? A frontier approach to identify overratings and underratings in sovereign credit risk pp. 1463-1483 Downloads
Hüseyin Öztürk, Emili Tortosa-Ausina, Meryem Duygun and Mohamed Shaban
The bullish and the bearish engulfing patterns: beating the forex market or being beaten? pp. 1484-1505 Downloads
Ahmed S. Alanazi
The ECB's in-comprehensive SSM-ent: the higher they go, the harder they fall pp. 1506-1528 Downloads
Ravel Sami Jabbour and Nithya Sridharan
When all concern is gone: the impact of call provisions on gone-concern Tier 2 bond spreads in Europe pp. 1529-1568 Downloads
Philippe Oster
Flash crash in an OTC market: trading behaviour of agents in times of market stress pp. 1569-1589 Downloads
Florian Schroeder, Andrew Lepone, Henry Leung and Stephen Satchell

Volume 26, issue 14, 2020

The effect of risk disclosure on analyst following pp. 1355-1376 Downloads
Imen Derouiche, Anke Muessig and Véronique Weber
News media and investor sentiment during bull and bear markets pp. 1377-1395 Downloads
Alan J. Hanna, John D. Turner and Clive B. Walker
The impact of macroeconomic news on Bitcoin returns pp. 1396-1416 Downloads
Shaen Corbet, Charles Larkin, Brian M. Lucey, Andrew Meegan and Larisa Yarovaya
How emotions influence behavior in financial markets: a conceptual analysis and emotion-based account of buy-sell preferences pp. 1417-1438 Downloads
Darren Duxbury, Tommy Gärling, Amelie Gamble and Vian Klass
The paradoxical effects of market fragmentation on adverse selection risk and market efficiency pp. 1439-1461 Downloads
Gbenga Ibikunle, Davide Salvatore Mare and Yuxin Sun

Volume 26, issue 13, 2020

Can domestic trade credit insurance contracts be effective collateral for banks? A quantitative study of the Italian market pp. 1239-1252 Downloads
Flavio Bazzana, Giacomo De Laurentis, Raoul Pisani and Renata Trinca Colonel
Do individual investors trade differently in different financial markets? pp. 1253-1270 Downloads
Margarida Abreu and Victor Mendes
The choice between corporate and structured financing: evidence from new corporate borrowings pp. 1271-1300 Downloads
João M. Pinto and Mário C. Santos
Nonlinear relative dynamics pp. 1301-1314 Downloads
Riccardo Bramante, Gimmi Dallago and Silvia Facchinetti
The valuation of vulnerable European options with risky collateral pp. 1315-1331 Downloads
Guanying Wang, Xingchun Wang and Xinjian Shao
Peer firms’ earnings predictability and pricing efficiency – evidence from IPOs* pp. 1332-1353 Downloads
Lei Gao, Zabihollah Rezaee and Ji Yu

Volume 26, issue 12, 2020

The smart money effect in Germany – do investment focus and bank-affiliation matter? pp. 1125-1145 Downloads
Kim J. Heyden and Florian Röder
On the macro-drivers of realized volatility: the destabilizing impact of UK policy uncertainty across Europe pp. 1146-1183 Downloads
M. Karanasos and S. Yfanti
Pricing European options under a diffusion model with psychological barriers and leverage effect pp. 1184-1206 Downloads
Shiyu Song, Guanying Wang and Yongjin Wang
Extreme downside risk co-movement in commodity markets during distress periods: a multidimensional scaling approach pp. 1207-1237 Downloads
Gema Fernández-Avilés, José-María Montero and Lidia Sanchis-Marco

Volume 26, issue 11, 2020

Affine and quadratic models with many factors and few parameters pp. 1019-1046 Downloads
Marco Realdon
Foreign monetary policy and firms' default risk pp. 1047-1074 Downloads
Jonatan Groba and Pedro Serrano
Is there a risk and return relation? pp. 1075-1101 Downloads
Suzanne G. M. Fifield, David G. McMillan and Fiona J. McMillan
Determinants of net interest margin: the effect of capital requirements and deposit insurance scheme pp. 1102-1123 Downloads
Paula Cruz-García and Juan Fernández de Guevara

Volume 26, issue 10, 2020

Annual thanks to referees pp. (i)-(v) Downloads
The Editors
Banks and financial markets in times of uncertainty pp. 893-896 Downloads
Jerry Coakley, Claudia Girardone and Neil Kellard
The performance effects of board heterogeneity: what works for EU banks? pp. 897-924 Downloads
F. Arnaboldi, B. Casu, E. Kalotychou and A. Sarkisyan
The financial strength anomaly in the UK: information uncertainty or liquidity? pp. 925-957 Downloads
René Kumsta and Andrew Vivian
The evolution of competition in the UK deposit-taking sector, 1989–2013 pp. 958-977 Downloads
Sebastian de-Ramon and Michael Straughan
Towards an understanding of credit cycles: do all credit booms cause crises? pp. 978-993 Downloads
R. Barrell, D. Karim and Corrado Macchiarelli
Asymmetric dependence in international currency markets pp. 994-1017 Downloads
Nikos Paltalidis and Victoria Patsika

Volume 26, issue 9, 2020

Singular diffusions, constant elasticity of variance processes and logarithmic rates of return pp. 837-853 Downloads
Siqi Liu, Adrian Melia, Xiaojing Song and Mark Tippett
Magnitude effects in lending and borrowing: empirical evidence from a P2P platform pp. 854-873 Downloads
Wolfgang Breuer, Can K. Soypak and Bertram I. Steininger
Towards a better understanding of the full impact of the left digit effect on individual trading behaviour: unearthing a trading profit effect pp. 874-891 Downloads
Amey Pramodkumar Kansara, Ming-Chien Sung, Tiejun Ma and Johnnie E. V. Johnson

Volume 26, issue 7-8, 2020

Editorial for EJF special edition policy actions & stability pp. 585-588 Downloads
Philip Molyneux and Ornella Ricci
Deposit insurance schemes and bank stability in Europe: how much does design matter? pp. 589-615 Downloads
Laura Chiaramonte, Claudia Girardone, Milena Migliavacca and Federica Poli
Macroprudential policy under incomplete information pp. 616-639 Downloads
Margarita Rubio and D. Filiz Unsal
Market reactions to the implementation of the Banking Union in Europe pp. 640-665 Downloads
Livia Pancotto, Owain ap Gwilym and Jonathan Williams
Bankruptcy prediction with financial systemic risk pp. 666-690 Downloads
Zhehao Jia, Yukun Shi, Cheng Yan and Meryem Duygun
Financial contagion in a core-periphery interbank network pp. 691-710 Downloads
Peng Sui, Sailesh Tanna and Dandan Zhou
Informational effects of MiFID: the case of equity analysts pp. 711-727 Downloads
Benno Kammann, Jörg Prokop and Matthias Walting
Lending infrastructure and credit rationing of European SMEs pp. 728-745 Downloads
Andrea Mc Namara, Sheila O'Donohoe and Pierluigi Murro
Restoring credit market stability conditions in Italy: evidences on Loan and Bad Loan dynamics pp. 746-773 Downloads
A. Baldini and M. Causi
Board busyness, performance and financial stability: does bank type matter? pp. 774-801 Downloads
Vu Quang Trinh, Marwa Elnahass, Aly Salama and Marwan Izzeldin
How does credit supply react to a natural disaster? Evidence from the Indian Ocean Tsunami pp. 802-819 Downloads
Linh Nguyen and John Wilson
Does face-to-face contact matter? Evidence on loan pricing pp. 820-836 Downloads
Giampaolo Gabbi, Michele Giammarino, Massimo Matthias, Stefano Monferrà and Gabriele Sampagnaro

Volume 26, issue 6, 2020

The effects of risk aversion and money illusion on the components of dividend growth rate pp. 443-460 Downloads
Diogo Duarte, Hamilton Galindo Gil and Alexis Montecinos
Labor unions and loan contracts pp. 461-479 Downloads
Yi Zhang, Guangzi Li and Yili Lian
Noise traders, mispricing, and price adjustments in derivatives markets pp. 480-499 Downloads
Doojin Ryu and Heejin Yang
National culture and R&D investments pp. 500-531 Downloads
Kyeong-Seop (KS) Choi
10-K Filing length and M&A returns pp. 532-553 Downloads
Justin Chircop and Monika Tarsalewska
Does money supply shape corporate capital structure? International evidence from a panel data analysis pp. 554-584 Downloads
Julio Pindado, Ignacio Requejo and Juan C. Rivera

Volume 26, issue 4-5, 2020

Financial literacy and responsible finance in the FinTech era: capabilities and challenges pp. 297-301 Downloads
Georgios Panos and John Wilson
The effectiveness of smartphone apps in improving financial capability pp. 302-318 Downloads
Declan French, Donal McKillop and Elaine Stewart
Cross-country variation in financial inclusion: a global perspective pp. 319-340 Downloads
Mais Sha'ban, Claudia Girardone and Anna Sarkisyan
Measuring financial well-being over the lifecourse pp. 341-359 Downloads
J. Michael Collins and Carly Urban
Financial literacy and financial well-being among generation-Z university students: Evidence from Greece pp. 360-381 Downloads
Nikolaos D. Philippas and Christos Avdoulas
Financial literacy and student debt pp. 382-401 Downloads
Nikolaos Artavanis and Soumya Karra
Keep your customer knowledgeable: financial advisors as educators pp. 402-419 Downloads
Milena Migliavacca
Financial literacy and fraud detection pp. 420-442 Downloads
Christian Engels, Kamlesh Kumar and Dennis Philip

Volume 26, issue 2-3, 2020

Preface pp. 95-95 Downloads
Chris Adcock
New mathematical and statistical methods for actuarial science and finance pp. 96-99 Downloads
Martin Eling and Nicola Loperfido
Density forecasts and the leverage effect: Evidence from Observation and parameter-Driven volatility models pp. 100-118 Downloads
Leopoldo Catania and Nima Nonejad
A dominance test for measuring financial connectedness pp. 119-141 Downloads
Mauro Bernardi and Paola Stolfi
Kurtosis-based projection pursuit for outlier detection in financial time series pp. 142-164 Downloads
Nicola Loperfido
Analytic solution to the portfolio optimization problem in a mean-variance-skewness model pp. 165-178 Downloads
Zinoviy Landsman, Udi Makov and Tomer Shushi
American and exotic options in a market with frictions pp. 179-199 Downloads
Gero Junike, Argimiro Arratia, Alejandra Cabaña and Wim Schoutens
The variance implied conditional correlation pp. 200-222 Downloads
Andres Algaba, Kris Boudt and Steven Vanduffel
Value-at-Risk dynamics: a copula-VAR approach pp. 223-237 Downloads
Giovanni De Luca, Giorgia Rivieccio and Stefania Corsaro
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder's withdrawals pp. 238-257 Downloads
Massimo Costabile, Ivar Massabó and Emilio Russo
Long term care insurance pricing in Spanish population: a functional data approach pp. 258-276 Downloads
Irene Albarrán, Pablo J. Alonso-González and Aurea Grané
Automatic balancing mechanisms for mixed pension systems under different investment strategies pp. 277-294 Downloads
María del Carmen Boado-Penas, Humberto Godínez-Olivares, Steven Haberman and Pedro Serrano

Volume 26, issue 1, 2020

The effects of oil price shocks on the prices of EU emission trading system and European stock returns pp. 1-13 Downloads
Styliani-Iris Krokida, Neophytos Lambertides, Christos Savva and Dimitris Tsouknidis
Investment horizon and corporate social performance: the virtuous circle of long-term institutional ownership and responsible firm conduct pp. 14-40 Downloads
Ioannis Oikonomou, Chao Yin and Lei Zhao
Peer firms’ credit rating changes and corporate financing pp. 41-63 Downloads
Chi-Hsiou D. Hung, Shammyla Naeem and K.C. John Wei
Investors’ activism and the gains from takeover deals pp. 64-83 Downloads
Jie (Michael) Guo, Krishna Paudyal, Vinay Utham and Xiaofei Xing
The investment costs of occupational pension funds in the European Union: a cross-country analysis pp. 84-94 Downloads
Laurens Defau and Lieven De Moor
Page updated 2021-01-16