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The European Journal of Finance

1995 - 2022

Current editor(s): Chris Adcock

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

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Volume 28, issue 3, 2022

The influence of a mortgage interest deduction on house prices: evidence across tax systems in Europe pp. 245-260 Downloads
Wouter Vangeel, Laurens Defau and Lieven De Moor
On the ranking consistency of systemic risk measures: empirical evidence* pp. 261-290 Downloads
Michael Abendschein and Peter Grundke
Private hedge fund firms' incentives and performance: Evidence from audited filings pp. 291-306 Downloads
Mark C. Hutchinson, Quang Minh Nhi Nguyen and Mark Mulcahy

Volume 28, issue 2, 2022

Customer risk and the choice between cash and bank credit lines pp. 159-194 Downloads
Thomas David
Distributed Ledger technology systems in securities post-trading services. Evidence from European global systemic banks pp. 195-218 Downloads
Marco Cucculelli and Martino Recanatini
The role of hedge funds in the asset pricing: evidence from China pp. 219-243 Downloads
Jing Zhang, Wei Zhang, Youwei Li and Xu Feng

Volume 28, issue 1, 2022

Financial inclusion and financial technology: finance for everyone? pp. 1-2 Downloads
Lihui Tian and Gerhard Kling
Financial inclusion, at what cost?: Quantification of economic viability of a supply side roll out pp. 3-29 Downloads
Sheri Markose, Thankom Arun and Peterson Ozili
Behavioural aspects of China's P2P lending pp. 30-45 Downloads
Shuai Shao and Hong Bo
What does not kill us makes us stronger: the story of repetitive consumer loan applications pp. 46-65 Downloads
Mustafa Caglayan, Oleksandr Talavera, Lin Xiong and Jing Zhang
Predictability of bitcoin returns pp. 66-85 Downloads
Jeremy Eng-Tuck Cheah, Di Luo, Zhuang Zhang and Ming-Chien Sung
Fintech, financial inclusion and income inequality: a quantile regression approach pp. 86-107 Downloads
Ayse Demir, Vanesa Pesqué-Cela, Yener Altunbas and Victor Murinde
The diffusion of fintech, financial inclusion and income per capita pp. 108-136 Downloads
Désiré Kanga, Christine Oughton, Laurence Harris and Victor Murinde
A theory of financial inclusion and income inequality pp. 137-157 Downloads
Gerhard Kling, Vanesa Pesqué-Cela, Lihui Tian and Deming Luo

Volume 27, issue 18, 2021

European arbitrage CLOs and risk retention pp. 1791-1803 Downloads
Demir Bektić and Britta Hachenberg
Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes pp. 1804-1833 Downloads
Massimo Guidolin, Valentina Massagli and Manuela Pedio
Shadow leverage risk and corporate bond pricing: evidence from China pp. 1834-1854 Downloads
Xu Feng, Lin Huang and Guanying Wang
The risk sensitivity of Basel risk weights and loan loss provisions: evidence from European banks pp. 1855-1886 Downloads
Rainer Baule and Christian Tallau
Industry herding by hedge funds pp. 1887-1907 Downloads
Mustafa Onur Caglayan, Umut Celiker and Gokhan Sonaer
The effects of negative interest rates: a literature review and additional evidence on the performance of the European banking sector pp. 1908-1938 Downloads
Santiago Carbó-Valverde, Pedro J. Cuadros-Solas and Francisco Rodríguez-Fernández

Volume 27, issue 17, 2021

Pricing of foreign exchange rate and interest rate risks using short to long horizon returns pp. 1684-1713 Downloads
Nathan Lael Joseph, Chen Su, Winifred Huang and Baoying Lai
More money, more honey? An examination of additionality of China’s government R&D subsidies pp. 1714-1739 Downloads
Miao Wang, Agyenim Boateng and Xiuping Hua
Investor attention and portfolio performance: what information does it pay to pay attention to? pp. 1740-1764 Downloads
Denis Davydov, Ian Khrashchevskyi and Jarkko Peltomäki
TMT gender diversity: implications for corporate tournaments and innovation pp. 1765-1790 Downloads
Jean Canil, Sigitas Karpavičius and Chia-Feng (Jeffrey) Yu

Volume 27, issue 16, 2021

Saving behaviour and health: A high-dimensional Bayesian analysis of British panel data pp. 1581-1603 Downloads
Sarah Brown, Pulak Ghosh, Daniel Gray, Bhuvanesh Pareek and Jennifer Roberts
Volatility patterns of short-term interest rate futures pp. 1604-1625 Downloads
Pedro Gurrola-Perez and Renata Herrerias
Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss pp. 1626-1644 Downloads
Konstantinos Gkillas, Rangan Gupta and Christian Pierdzioch
Make a promise: the valuation adjustment mechanism in Chinese private target acquisitions pp. 1645-1668 Downloads
XiaoGang Bi
Modeling demand for ESG pp. 1669-1683 Downloads
Muhammad Farid Ahmed, Yang Gao and Stephen Satchell

Volume 27, issue 15, 2021

Detecting zombie banks pp. 1459-1488 Downloads
Franco Fiordelisi, Nemanja Radić and Thomas Weyman-Jones
The decision to go public and the IPO underpricing with locally biased investors pp. 1489-1532 Downloads
Giulia Baschieri, Andrea Carosi and Stefano Mengoli
A parameter based approach to single factor stochastic process selection for real options applications pp. 1533-1552 Downloads
Carlos de Lamare Bastian-Pinto, Luiz Eduardo Teixeira Brandão, Luiz de Magalhães Ozorio and Arthur Felipe Tavares do Poço
The profitability and distance to distress of European banks: do business choices matter? pp. 1553-1580 Downloads
Bernardo P. Marques and Carlos Alves

Volume 27, issue 14, 2021

How do banking analysts behave around unanticipated news? Evidence from operational risk event announcements pp. 1351-1391 Downloads
Hurvashee Gya, Ahmed Barakat, Kevin Amess and Anna Chernobai
The effect of media coverage on target firms’ trading activity and liquidity around domestic acquisition announcements: evidence from UK pp. 1392-1412 Downloads
Louise Gorman, Theo Lynn, Eleonora Monaco, Riccardo Palumbo and Pierangelo Rosati
Social environment and corporate payouts pp. 1413-1437 Downloads
Ashrafee Tanvir Hossain, Takdir Hossain and Lawrence Kryzanowski
Changing currencies and cognitive biases: evidence of the impact of introducing the Euro on dividend heaping in Europe pp. 1438-1457 Downloads
Keith Jakob, Augusto Castillo and German Rubio

Volume 27, issue 13, 2021

What effect did the introduction of Bitcoin futures have on the Bitcoin spot market? pp. 1251-1281 Downloads
Akanksha Jalan, Roman Matkovskyy and Andrew Urquhart
How does entrepreneurship influence the efficiency of household portfolios? pp. 1282-1302 Downloads
Rui Li and Yanhong Qian
Redenomination risk in eurozone corporate bond spreads pp. 1303-1325 Downloads
Michael Bleaney and Veronica Veleanu
Nonlinearity everywhere: implications for empirical finance, technical analysis and value at risk pp. 1326-1349 Downloads
Shima Amini, Robert Hudson, Andrew Urquhart and Jian Wang

Volume 27, issue 12, 2021

A novel measure of sleep based on Google: the case for financial markets pp. 1151-1163 Downloads
Antonios Siganos
Can strong capital regulation prevent risk-taking from deposit insurance? pp. 1164-1185 Downloads
Jan Bartholdy and Lene Gilje Justesen
The impact of size, composition and duration of the central bank balance sheet on inflation expectations and market prices pp. 1186-1209 Downloads
Stephanie Titzck and Jan Willem End
CEO overconfidence and the probability of corporate failure: evidence from the United Kingdom pp. 1210-1234 Downloads
Jingsi Leng, Aydin Ozkan, Neslihan Ozkan and Agnieszka Trzeciakiewicz
Vulnerability of scale-free cryptocurrency networks to double-spending attacks pp. 1235-1249 Downloads
Junhuan Zhang, Yuqian Xu and Daniel Houser

Volume 27, issue 11, 2021

International spillovers of corporate scandal: evidence from the Harvey Weinstein event pp. 1053-1072 Downloads
Jiafu An and Jiaman Xu
The effect of issuer leverage on issuer bid and ask quotes for structured retail products pp. 1073-1097 Downloads
Stefan Petry
Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements pp. 1098-1116 Downloads
G. Bonaccolto, Massimiliano Caporin and N. Zambon
Short selling disclosure and its impact on CDS spreads pp. 1117-1150 Downloads
Denisa Lleshaj and Jannik Kocian

Volume 27, issue 10, 2021

Economic policies and their effects on financial market pp. 929-931 Downloads
Chrysovalantis Gaganis and Peter Molnár
Quantile dependencies between discontinuities and time-varying rare disaster risks pp. 932-962 Downloads
Konstantinos Gkillas, Christos Floros and Muhammad Tahir Suleman
Stock market bubbles and monetary policy effectiveness pp. 963-975 Downloads
Olga Fullana, Javier Ruiz and David Toscano
Cultural dimensions, economic policy uncertainty, and momentum investing: international evidence pp. 976-993 Downloads
Emilios Galariotis and Konstantinos Karagiannis
U.S. unconventional monetary policy and risk tolerance in major currency markets pp. 994-1008 Downloads
Athanasios P. Fassas, Dimitris Kenourgios and Stephanos Papadamou
New kid on the block: leverage ratio and its implications for banking regulation pp. 1009-1028 Downloads
Lukáš Pfeifer and Martin Hodula
Does it pay to acquire private firms? Evidence from the U.S. banking industry pp. 1029-1051 Downloads
George Leledakis, Emmanuel C. Mamatzakis, Emmanouil G. Pyrgiotakis and Nickolaos G. Travlos

Volume 27, issue 9, 2021

Bank capital and profitability: evidence from a global sample pp. 827-856 Downloads
Paolo Coccorese and Claudia Girardone
Bond portfolio management under Solvency II regulation pp. 857-879 Downloads
Mikica Drenovak, Vladimir Ranković, Branko Urošević and Ranko Jelic
Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis pp. 880-896 Downloads
Zaghum Umar, Francisco Jareño and Ana Escribano
Hardening soft information: does organizational distance matter? pp. 897-927 Downloads
Stefano Filomeni, Gregory F. Udell and Alberto Zazzaro

Volume 27, issue 8, 2021

Can the seasonal pattern of consumption growth reproduce habits in the cross-section of stock returns? Evidence from the European equity market pp. 721-739 Downloads
Javier Rojo-Suárez, Ana Belén Alonso-Conde and Ricardo Ferrero-Pozo
Dynamic financing and hedging under model uncertainty pp. 740-751 Downloads
Bo Liu, Hongli Wang and Jinqiang Yang
Spot exchange rate volatility, uncertain policies and export investment decision of firms: a mean-variance decision approach pp. 752-773 Downloads
Subhadip Mukherjee, Soumyatanu Mukherjee, Tapas Mishra, Udo Broll and Mamata Parhi
Tomorrow's fish and chip paper? Slowly incorporated news and the cross-section of stock returns pp. 774-795 Downloads
Ran Tao, Chris Brooks and Adrian Bell
The financial and operational impacts of European SMEs’ use of trade credit as a substitute for bank credit pp. 796-825 Downloads
Xiaodong Wang, Liang Han, Xing Huang and Biao Mi

Volume 27, issue 7, 2021

Preventing the deterioration of bank loan portfolio quality: a focus on unlikely-to-pay loans pp. 613-634 Downloads
Doriana Cucinelli, Lorenzo Gai, Federica Ielasi and Arturo Patarnello
Do fund flows moderate persistence? Evidence from a global study pp. 635-654 Downloads
Antonio F. Miguel
The dynamics between the stock market and exchange rates: Spain 1999–2015 pp. 655-678 Downloads
Joseba Luzarraga-Goitia, Marta Regúlez-Castillo and Arturo Rodríguez-Castellanos
Portfolio choices and hedge funds: a disappointment aversion analysis pp. 679-705 Downloads
René Ferland and Simon Lalancette
Irreversible investment, asset returns, and time-inconsistent preferences pp. 706-720 Downloads
Yingjie Niu, Yaoyao Wu and Zhentao Zou

Volume 27, issue 6, 2021

Corporate financial hedging and firm value: a meta-analysis pp. 461-485 Downloads
Jerome Geyer-Klingeberg, Markus Hang and Andreas Rathgeber
Pilot CEOs and trade credit pp. 486-509 Downloads
Hongkang Xu, Duong Nguyen and Mai Dao
Inflation differential as a driver of cross-currency basis swap spreads pp. 510-536 Downloads
Oyakhilome Ibhagui
What affects bank debt rejections? Bank lending conditions for UK SMEs pp. 537-563 Downloads
Mingchen Sun, Raffaella Calabrese and Claudia Girardone
Bitcoin option pricing with a SETAR-GARCH model pp. 564-595 Downloads
Tak Kuen Siu and Robert J. Elliott
Personal taxation and individual stock ownership pp. 596-611 Downloads
Silke Rünger

Volume 27, issue 4-5, 2021

Initial Coin offerings: what rights do investors have? pp. 305-320 Downloads
Xiaoju Zhao, Wenxuan Hou, Jiafu An, Xianda Liu and Yun Zhang
Understanding China’s fintech sector: development, impacts and risks pp. 321-333 Downloads
Xiuping Hua and Yiping Huang
Finance, technology and disruption pp. 334-345 Downloads
Jiafu An and Raghavendra Rau
Why does regional information matter? evidence from peer-to-peer lending pp. 346-366 Downloads
Tong Wang, Sheng Zhao and Xin Shen
The Pricing and Performance of Cryptocurrency pp. 367-380 Downloads
Paul P. Momtaz
Bitcoin futures: trade it or ban it? pp. 381-396 Downloads
Shimeng Shi and Yukun Shi
Fintech development and bank risk taking in China pp. 397-418 Downloads
Rui Wang, Jiangtao Liu and Robin Hang Luo
The consensus equilibria of mining gap games related to the stability of Blockchain Ecosystems pp. 419-440 Downloads
Lan Di, George X. Yuan and Tu Zeng
Ultra-short tenor yield curve for intraday trading and settlement pp. 441-459 Downloads
Anton Golub, Lidan Grossmass and Ser-Huang Poon

Volume 27, issue 3, 2021

CFO gender and financial reporting transparency in banks pp. 199-221 Downloads
Mohamed Janahi, Yuval Millo and Georgios Voulgaris
The abnormal return associated with consecutive dividend increases pp. 222-238 Downloads
Ebenezer Asem and Shamsul Alam
Inefficiency and predictability in the Brexit Pound market: a natural experiment pp. 239-259 Downloads
Ke Wu, Spencer Wheatley and Didier Sornette
The effects of credit default swaps on corporate investment pp. 260-277 Downloads
Jieying Hong and Na Wang
Efficient scholars: academic attention and the disappearance of anomalies pp. 278-304 Downloads
Savva Shanaev and Binam Ghimire

Volume 27, issue 1-2, 2021

Significance, relevance and explainability in the machine learning age: an econometrics and financial data science perspective pp. 1-7 Downloads
Andreas G. F. Hoepner, David McMillan, Andrew Vivian and Chardin Wese Simen
Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies pp. 8-30 Downloads
Alla A. Petukhina, Raphael Reule and Wolfgang Härdle
Is firm-level clean or dirty innovation valued more? pp. 31-61 Downloads
Antoine Dechezleprêtre, Cal B. Muckley and Parvati Neelakantan
Dividend smoothing and credit rating changes pp. 62-85 Downloads
Panagiotis Asimakopoulos, Stylianos Asimakopoulos and Aichen Zhang
Forecasting U.S. stock returns pp. 86-109 Downloads
David G. McMillan
Out-of-sample equity premium prediction: a complete subset quantile regression approach pp. 110-135 Downloads
Loukia Meligkotsidou, Ekaterini Panopoulou, Ioannis D. Vrontos and Spyridon D. Vrontos
Slow- and fast-moving information content of CDS spreads: new endogenous systematic factors pp. 136-157 Downloads
Ming-Tsung Lin, Olga Kolokolova and Ser-Huang Poon
The size premium as a lottery pp. 158-177 Downloads
Richard J. McGee and Jose Olmo
Industry portfolio allocation with asymmetric correlations pp. 178-198 Downloads
Myeong Hyeon Kim, Seyoung Park and Jong Mun Yoon
Page updated 2022-05-22