The European Journal of Finance

1995 - 2026

Current editor(s): Chris Adcock

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Volume 32, issue 13, 2026

Fintech and risk implications: a review of a collection of new studies pp. 1535-1542

Jing Chen, Arman Eshraghi and Steve Yang

Can machine learning models better volatility forecasting? A combined method pp. 1543-1564

Beining Han, Anqi Liu, Jing Chen and William Knottenbelt

Responsible access to credit for sole-traders and micro-organizations under unstable market conditions with psychometrics pp. 1565-1597

Diederick van Thiel, Karen Elliott, John Goedee and Roger Leenders

Interpretable image-based deep learning for price trend prediction in ETF markets pp. 1598-1626

Ruixun Zhang, Chaoyi Zhao and Guanglian Lin

Predicting financial distress: the power of sentiment words in business plans pp. 1627-1646

Zhipeng Zhang, Guotai Chi, Ying Zhou and Ying Liu

Risk in the cryptocurrency markets: the role of structural breaks and fat-tailed distributions in estimating value-at-risk and expected shortfall pp. 1647-1667

Saswat Patra and Neha Gupta

Trading patterns in the bitcoin market pp. 1668-1685

Anqi Liu, Hossein Jahanshahloo, Jing Chen and Arman Eshraghi

Cryptocurrency jump contagion with market sentiment events: a study of high frequency cross effect pp. 1686-1704

Steve Y. Yang, Dan Pirjol, Beichen Zhang and Quan Li

Volume 32, issue 10-12, 2026

Fintech and financial markets: new research directions pp. 1197-1201

Arman Eshraghi, Andrew Urquhart and Qingwei Wang

Unravelling the volume-volatility nexus in cryptos under structural breaks using fat-tailed distributions: mixture of distribution hypothesis and implications for market efficiency pp. 1202-1221

Saswat Patra and Neha Gupta

A note on the relationship between digital assets and the energy markets: new evidence from the most prominent crypto heists pp. 1222-1258

Viktor Manahov and Mingnan Li

Bankruptcy risk contagion: considering systemically important FinTech firms pp. 1259-1278

Zaheer Anwer, Ashraf Khan, Davide Castellani, John W. Goodell and Andrea Paltrinieri

The effects of trading apps on investment behavior over time pp. 1279-1303

Jonas Freibauer, Silja Grawert and Marc Oliver Rieger

Consumer financial literacy and habitual behaviour as drivers of contactless payment ownership pp. 1304-1321

Darren Duxbury, José M. Liñares-Zegarra and Thanos Verousis

Competition and bank liquidity creation: how bank culture matter? pp. 1322-1350

Loan Quynh Thi Nguyen

From text to treasure: the predictive superiority of a FinTech index in stock market returns pp. 1351-1368

Yangli Guo, Feng Ma, Yizhi Wang and Juandan Zhong

STEM and new fintech ventures pp. 1369-1385

Luca Farè, Michele Meoli and Silvio Vismara

Fintech startups in Germany: firm failure, funding success, and innovation capacity pp. 1386-1430

Lars Hornuf and Matthias Mattusch

What makes successful equity crowdfunding campaigns? A machine learning analysis of information cues pp. 1431-1460

Jinjuan Yang, Yan Zeng, Jiayuan Xin, Zhibin Lin and Xue Chen

Does FinTech credit affect firms’ cost of capital and capital structure? pp. 1461-1481

Claudia Girardone, Laura Nieri, Stefano Piserà and Rosalia Santulli

Forging a path to sustainability: the impact of Fintech on corporate ESG performance pp. 1482-1500

Da Gao, Linfang Tan and Kun Duan

How Fintech drives corporate M&A? pp. 1501-1534

Yi-Shuai Ren, Sabri Boubaker, Yong Jiang and Xiao-Guang Yang

Volume 32, issue 9, 2026

The hidden costs of hedge fund activism: insights into market liquidity dynamics pp. 1037-1071

Antonio Meles, Luigi Raffaele Pellegrino, Dario Salerno and Vincenzo Verdoliva

A mean quadratic variation approach to optimal portfolio selection pp. 1072-1096

Jingyi Wei and Zhenyu Cui

Regional, global, and hybrid asset-pricing models in heterogeneously integrated regions: evidence from local industries pp. 1097-1123

Pelin Bengitoz, Mehmet Umutlu and Adam Zaremba

Climate risk and bank financial stability pp. 1124-1169

Yassine Bakkar, Sami Ben Jabeur, Sandra Challita and Fatima Shuwaikh

Who shares? Credit quality and risk aversion effects on open banking adoption behaviours and intentions pp. 1170-1195

Godsway Korku Tetteh, James Bowden and Mark Cummins

Volume 32, issue 8, 2026

Trust-based relationship banking, and SME financing in the UK pp. 891-915

Hans Degryse, Kent Matthews and Tianshu Zhao

Does geopolitical risk affect firms' leasing policy? pp. 916-946

Kershen Huang and Chenguang Shang

Does digital technology development attenuate investor local attention bias? pp. 947-970

John W. Goodell, Mingsheng Li and Desheng Liu

Network interconnections among DeFi, NFTs, AI tokens, and renewable energy: driving factors, measurements, and portfolio implications pp. 971-1005

Shahzad Ijaz, Syeda Mahlaqa Hina, Asma Rehman Ullah, Saeed Akbar and Giray Gözgör

Cross-border interactions of cryptocurrency prices and news sentiment: prices as the primary driver pp. 1006-1036

Ryeomyung Kang, Soosung Hwang, Jinho Shin and Yeeun Yoo

Volume 32, issue 7, 2026

The barriers to informal financing: an examination of the influence of institutional distance on trade credit pp. 747-774

Jing Gu, Fujuan Zhang, Shuting Li and Xiaoguang Yang

Ambiguity-seeking behavior in portfolio choice with ambiguous information pp. 775-797

Yanjie Wang, Shunming Zhang and Helen Hui Huang

Specialist shareholder activists and their impact on campaign success and target firm value pp. 798-830

P. Asimakopoulos, D. Kyriazis, S. Sudarsanam and V. Vitkova

The bright side of relationship lending: cooperative banks and corporate loans pp. 831-855

Théo Nicolas and Laurent Weill

Rain or shine, default risks align: exploring the climate-default nexus in small and micro firms pp. 856-889

Lara Cathcart, Zhenghong Ding, Alfonso Dufour, Ludovico Rossi and Simone Varotto

Volume 32, issue 4-6, 2026

Preface pp. 421-421

Chris Adcock

Advances in portfolio selection and asset pricing in honor of Harry Markowitz pp. 422-426

Alexandre Baptista and Ingmar Nolte

High-Dimensional portfolio selection with HDShOP package pp. 427-449

Taras Bodnar, Solomiia Dmytriv, Yarema Okhrin, Dmitry Otryakhin and Nestor Parolya

An end-to-end direct reinforcement learning approach for multi-factor based mean-variance portfolio optimization pp. 450-481

Ke Zhou, Xinman Huang, Xinnan Chen and Jianjun Gao

Consistent estimation of the high-dimensional efficient frontier pp. 482-509

Taras Bodnar, Nikolaus Hautsch, Yarema Okhrin and Nestor Parolya

Combining portfolio rules to improve prediction of global minimum variance portfolio weights pp. 510-527

Vasyl Golosnoy, Bastian Gribisch, Wolfgang Schmid and Miriam Isabel Seifert

Model scan and optimal portfolio choice in European stock returns pp. 528-545

Jonathan Fletcher, Andrew Marshall and Michael O’Connell

The risk of falling short: implementation shortfall variance in portfolio construction pp. 546-563

Filip Bašić, Alberto Martín-Utrera, Ingmar Nolte and Sandra Nolte (Lechner)

Price vs. market-cap-weighted portfolio diversification: does it matter? pp. 564-585

Aleksandar Damjanovic, Mikica Drenovak, Branko Urošević and Ranko Jelic

From mean-variance analysis to mental accounting and back: bridging contributions of Markowitz to portfolio selection pp. 586-619

Alexandre Baptista

Portfolio optimisation under prospect theory with an empirical test pp. 620-647

Nuri Şensoy, Süleyman Özekici and Halis Sak

Revisiting Markowitz stochastic dominance in international markets pp. 648-671

Argyro Kofina, Ioannis Psaradellis and Nikolas Topaloglou

Solving extended mean-variance models using tensor analysis pp. 672-682

Nicola Loperfido and Tomer Shushi

Optimization of a functional involving k linear and one quadratic forms with applications to multi-period portfolio selection pp. 683-698

Zinoviy Landsman and Tomer Shushi

The marginal cost of capital: a portfolio theory perspective pp. 699-717

Haim Levy and Moshe Levy

Revisiting the CAPM: pricing ambiguity and the size factor pp. 718-745

Majeed Simaan and Yusif Simaan

Volume 32, issue 3, 2026

Global vs. domestic bonds: gains for issuers pp. 287-308

Han Wang

High-frequency market manipulation detection with a Markov-modulated Hawkes process pp. 309-341

Timothée Fabre and Ioane Muni Toke

Dual-bid corporate charters, entrepreneurial incentives and social efficiency pp. 342-366

Piet Sercu and Tom Vinaimont

Inclusive financial policies and bank lending pp. 367-398

M. Mostak Ahamed and Ranko Jelic

Crypto ownership among young people: the effect of financial literacy, risk propensity and behavioural biases pp. 399-419

Edoardo Lanciano, Daniele Previati and Ornella Ricci

Volume 32, issue 2, 2026

Weathering the storm: extreme weather's impact on international financial markets pp. 141-169

Łukasz Kurowski and Karol Rogowicz

Extreme weather and corporate fixed asset policies: leasing as alternative finance pp. 170-203

Kiet Tuan Duong and Luu Duc Toan Huynh

Environmental attention and cryptocurrency bubbles: insights from the cryptocurrency environmental attention index pp. 204-226

Md Shahedur R. Chowdhury and Andrew Urquhart

Blockholding, ownership horizon, and firms' ESG performance pp. 227-246

Abu Chowdhury, Mika Vaihekoski and Habeeb Yahya

Investigating the impact of climate-related risks: a regime-switching analysis of bond market dynamics and inflation expectations pp. 247-285

Lisa Sheenan, Armin Aminian and Rafael Kothe

Volume 32, issue 1, 2026

A hedonic modelling of the effects of flood risk and energy efficiency on property value: cross-regional and sociodemographic evidence * pp. 1-21

Andrew Goode, Ganira Gozalova, Gbenga Ibikunle, Vinit Jadhav, Luke Searcy and Vathunyoo Sila

The role of sovereign credit risk in the FX market pp. 22-50

Ting Lai, Andrew Vivian and Baibing Li

Option market liquidity and stock price crash risk pp. 51-91

Min Deng, Minh Nguyen and Bartosz Gebka

Judicial independence and corporate tax avoidance pp. 92-119

Sen Li, Geng Niu, Qi Wang and Shuyang Wen

The effects of LIBOR’s manipulation and discontinuation on volatility and liquidity in LIBOR futures markets pp. 120-140

Kilian Bachmair