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The European Journal of Finance

1995 - 2019

Current editor(s): Chris Adcock

From Taylor & Francis Journals
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Volume 25, issue 3, 2019

Global systemic risk measures and their forecasting power for systemic events pp. 205-233 Downloads
Peter Grundke and Michael Tuchscherer
The drivers and value of enterprise risk management: evidence from ERM ratings pp. 234-255 Downloads
Alexander Bohnert, Nadine Gatzert, Robert E. Hoyt and Philipp Lechner
Corporate philanthropy in a politically uncertain environment: does it bring tangible benefits to a firm? Evidence from China pp. 256-278 Downloads
Kam C. Chan and Xunan Feng
The pricing of sentiment risk in European stock markets pp. 279-302 Downloads
Karl Ludwig Keiber and Helene Samyschew

Volume 25, issue 2, 2019

A hyperbolic model of optimal cash balances pp. 101-115 Downloads
John van der Burg, Xiaojing Song and Mark Tippett
The investment decision with technological and market uncertainties pp. 116-138 Downloads
Yunfeng Fan, Sudipto Sarkar and Chuanqian Zhang
Insider trading and future stock returns in firms with concentrated ownership levels pp. 139-154 Downloads
Dimitris K. Chronopoulos, David G. McMillan, Fotios I. Papadimitriou and Manouchehr Tavakoli
Securitization and financial solvency: empirical evidence from Portugal pp. 155-166 Downloads
Carmen López-Andión, Ana Iglesias-Casal, Maria Celia López-Penabad and Jose Manuel Maside-Sanfiz
Multi-tranche securitisation structures: more than just a zero-sum game? pp. 167-189 Downloads
Miguel Á. Peña-Cerezo, Arturo Rodríguez-Castellanos and Francisco J. Ibáñez-Hernández
Exchange rate returns and volatility: the role of time-varying rare disaster risks pp. 190-203 Downloads
Rangan Gupta, Tahir Suleman and Mark E. Wohar

Volume 24, issue 17, 2018

Binary interest rate sensitivities of emerging market corporate bonds pp. 1569-1586 Downloads
Mariya Gubareva and Maria Rosa Borges
Financial stress relationships among Euro area countries: an R-vine copula approach pp. 1587-1608 Downloads
Dalu Zhang, Meilan Yan and Andreas Tsopanakis
Can management-sponsored non-binding remuneration votes shape the executive compensation structure? Evidence from Say-on-Pay votes in Germany pp. 1609-1630 Downloads
Jörn Obermann
Is there an Olympic gold medal rush in the stock market? pp. 1631-1648 Downloads
Jessica Y. Wang and Raphael N. Markellos
Foreign currency borrowing, exports and firm performance: evidence from a currency crisis pp. 1649-1671 Downloads
Spiros Bougheas, Hosung Lim, Simona Mateut, Paul Mizen and Cihan Yalcin
Bank-type specific determinants of sensitivity of loan-loss provisions to business cycle pp. 1672-1698 Downloads
Małgorzata Olszak, Patrycja Chodnicka-Jaworska, Iwona Kowalska and Filip Świtała
Do the stock and CDS markets price credit risk equally in the long-run? pp. 1699-1726 Downloads
Lidija Lovreta and Zorica Mladenović
Volatility dependences of stock markets with structural breaks pp. 1727-1753 Downloads
Jiawen Luo and Langnan Chen

Volume 24, issue 16, 2018

Chinese capital markets: the importance of history for modern development pp. 1369-1374 Downloads
Alessandra Guariglia, Wenxuan Hou, Xiuping Hua and Yiping Huang
Six understandings of corporate governance structure in the context of China pp. 1375-1387 Downloads
Weiying Zhang
Real estate investments and financial stability: evidence from regional commercial banks in China pp. 1388-1408 Downloads
Dayong Zhang, Jing Cai, Jia Liu and Ali M. Kutan
Does ownership matter in access to bank credit in China? pp. 1409-1427 Downloads
Qin Gou, Yiping Huang and Jianguo Xu
Adjustment behavior of corporate cash holdings: the China experience pp. 1428-1452 Downloads
Alessandra Guariglia and Junhong Yang
Exchange trading rules, governance, and trading location of cross-listed stocks pp. 1453-1484 Downloads
Douglas Cumming, Wenxuan Hou and Eliza Wu
Split-share structure reform and the underpricing of Chinese initial public offerings pp. 1485-1505 Downloads
Arif Khurshed, Yan Tong and Mingzhu Wang
Family involvement and R&D expenses in the context of weak property rights protection: an examination of non-state-owned listed companies in China pp. 1506-1527 Downloads
Alfredo De Massis, Shujun Ding, Josip Kotlar and Zhenyu Wu
The influence of CEO demographic characteristics on corporate risk-taking: evidence from Chinese IPOs pp. 1528-1551 Downloads
Hisham Farag and Chris Mallin
Contrarian strategy and herding behaviour in the Chinese stock market pp. 1552-1568 Downloads
Qiwei Chen, Xiuping Hua and Ying Jiang

Volume 24, issue 15, 2018

The Comprehensive Assessment: What lessons can be learned? pp. 1253-1271 Downloads
Emilio Barucci, Roberto Baviera and Carlo Milani
Pricing inflation-indexed derivatives with default risk pp. 1272-1287 Downloads
Son-Nan Chen and Pao-Peng Hsu
A return-based approach to identify home bias of European equity funds pp. 1288-1310 Downloads
Moritz Maier and Hendrik Scholz
How financial information disclosure affects risk perception. Evidence from Italian investors’ behaviour pp. 1311-1332 Downloads
Nadia Linciano, Caterina Lucarelli, Monica Gentile and Paola Soccorso
Millionaire investors: financial advisors, attribution theory and gender differences pp. 1333-1349 Downloads
Ylva Baeckström, Jo Silvester and Rachel A. J. Pownall
Does short selling improve stock price efficiency and liquidity? Evidence from a natural experiment in China pp. 1350-1368 Downloads
Zhisheng Li, Bingxuan Lin, Ting Zhang and Chen Chen

Volume 24, issue 14, 2018

Forecasting market risk of portfolios: copula-Markov switching multifractal approach pp. 1123-1143 Downloads
Mawuli Segnon and Mark Trede
Does a scopic regime produce conformism? Herding behavior among trade leaders on social trading platforms pp. 1144-1175 Downloads
Roland Gemayel and Alex Preda
Resuscitating real interest rate parity: new evidence from panels pp. 1176-1189 Downloads
Georgios Chortareas, George Kapetanios and Georgios Magkonis
Hot money in disaggregated capital flows pp. 1190-1223 Downloads
Cheng Yan
Further empirical evidence on block transactions below the MBR: the Spanish market pp. 1224-1251 Downloads
Inés Pérez-Soba, Elena Márquez-de-la-Cruz and Ana R. Martínez-Cañete

Volume 24, issue 13, 2018

Backtesting lambda value at risk pp. 1075-1087 Downloads
Jacopo Corbetta and Ilaria Peri
Genetic algorithms for parameter estimation in modelling of index returns pp. 1088-1099 Downloads
Manuel Franco and Juana-María Vivo
Adequacy, fairness and sustainability of pay-as-you-go-pension-systems: defined benefit versus defined contribution pp. 1100-1122 Downloads
Jennifer Alonso-García, María del Carmen Boado-Penas and Pierre Devolder

Volume 24, issue 12, 2018

Credit ratings and convertible bond prices: a simulation-based valuation pp. 1001-1025 Downloads
Keehwan Park, Mookwon Jung and Sangki Lee
Gender role asymmetry and stock market participation – evidence from four European household surveys pp. 1026-1046 Downloads
Nataliya Barasinska and Dorothea Schäfer
How successful are banking sector reforms in emerging market economies? Evidence from impact of monetary policy on levels and structures of firm debt in India pp. 1047-1062 Downloads
Sumon Bhaumik, Ali Kutan and Sudipa Majumdar
A new closed-form formula for pricing European options under a skew Brownian motion pp. 1063-1074 Downloads
Song-Ping Zhu and Xin-Jiang He

Volume 24, issue 11, 2018

Investment timing and optimal capital structure under liquidity risk pp. 889-908 Downloads
Huamao Wang, Qing Xu and Jinqiang Yang
Pricing mortgage insurance contracts under housing price cycles with jump risk: evidence from the U.K. housing market pp. 909-943 Downloads
Ming-Che Chuang, Wan-Ru Yang, Ming-Chi Chen and Shih-Kuei Lin
Measuring systemic risk in the European banking sector: a copula CoVaR approach pp. 944-975 Downloads
Emmanouil N. Karimalis and Nikos K. Nomikos
Individual investors repurchasing behaviour: evidence from the Portuguese stock market pp. 976-999 Downloads
Cristiana Cerqueira Leal, Manuel J. Rocha Armada and Gilberto Loureiro

Volume 24, issue 10, 2018

Estimation of log-GARCH models in the presence of zero returns pp. 809-827 Downloads
Genaro Sucarrat and Alvaro Escribano
Why are there time-varying comovements in the European stock market? pp. 828-848 Downloads
Eva Ferreira and Susan Orbe
The lead-lag relation between the stock and the bond markets pp. 849-866 Downloads
Konstantinos Tolikas
Determinants and value of enterprise risk management: empirical evidence from Germany pp. 867-887 Downloads
Philipp Lechner and Nadine Gatzert

Volume 24, issue 9, 2018

Stock liquidity and enterprise innovation: new evidence from China pp. 683-713 Downloads
Jun Wen, Gen-Fu Feng, Chun-Ping Chang and Zhao-Zhen Feng
The market timing of corporate bond reopenings pp. 714-734 Downloads
Daniel Maul and Dirk Schiereck
The role of credit ratings on capital structure and its speed of adjustment: an international study pp. 735-760 Downloads
Michal Wojewodzki, Winnie P.H. Poon and Jianfu Shen
Ownership concentration and bank risk: international study on acquisitions pp. 761-808 Downloads
Chih-Liang Liu and Yin-Hua Yeh

Volume 24, issue 7-8, 2018

Behavioural perspectives on bank misdeeds pp. 517-520 Downloads
C. A. E. Goodhart
On perceptions of financial volatility in price sequences pp. 521-543 Downloads
Darren Duxbury and Barbara Summers
Rumours built on quicksand: evidence on the nature and impact of message board postings in modern equity markets pp. 544-564 Downloads
James Bowden, Bruce Burton and David Power
Financial crime ‘hot spots’ – empirical evidence from the foreign exchange market pp. 565-583 Downloads
Florian El Mouaaouy
Do international institutions affect financial markets?: evidence from the Greek Sovereign Debt Crisis pp. 584-605 Downloads
Marianne Gogstad, Ali Kutan and Yaz Gulnur Muradoglu
A behavioural game-theoretic analysis of hedge fund regulation pp. 606-629 Downloads
Richard Fairchild
Emotional finance: investment and the unconscious pp. 630-653 Downloads
Richard Taffler
Foreign bias in bond portfolio investments: the role of economic and non-economic factors and the impact of the global financial and sovereign debt crises pp. 654-681 Downloads
Bibek Bhatta, Andrew Marshall and Chandra Thapa

Volume 24, issue 6, 2018

Corporate efficiency, credit status and investment pp. 439-457 Downloads
Manzur Quader and Karl Taylor
Stock returns forecasting with metals: sentiment vs. fundamentals pp. 458-477 Downloads
Steven J. Jordan, Andrew Vivian and Mark Wohar
Bond market access and acquisitions: empirical evidence from the European market pp. 478-498 Downloads
Magnus Blomkvist, Teemu Friman and Timo Korkeamäki
Fluctuations in the UK equity market: what drives stock returns? pp. 499-516 Downloads
Dooruj Rambaccussing and David Power

Volume 24, issue 5, 2018

The waiting period of initial public offerings pp. 363-390 Downloads
Hugh M.J. Colaco, Amedeo De Cesari and Shantaram P. Hegde
Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance pp. 391-412 Downloads
Roman Horvath, Štefan Lyócsa and Eduard Baumohl
Estimating the joint tail risk under the filtered historical simulation: An application to the CCP’s default and waterfall fund pp. 413-425 Downloads
Giovanni Barone-Adesi, Kostas Giannopoulos and Les Vosper
The Feller diffusion, filter rules and abnormal stock returns pp. 426-438 Downloads
Paul Docherty, Yizhe Dong, Xiaojing Song and Mark Tippett

Volume 24, issue 4, 2018

Herding by mutual funds: impact on performance and investors’ response pp. 283-299 Downloads
Debarati Bhattacharya and Gokhan Sonaer
Safehavenness of currencies pp. 300-332 Downloads
Alfred Y.-T. Wong and Tom Pak Wing Fong
Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries pp. 333-346 Downloads
Mehmet Balcilar, Rangan Gupta, Christian Pierdzioch and Mark Wohar
A theory of mandatory convertibles: distinct features for large repeated financing pp. 347-362 Downloads
Susheng Wang

Volume 24, issue 3, 2018

Contemporaneous ADR pricing: intraday dynamics during overlapping trading hours pp. 183-207 Downloads
Antonio Figueiredo and A.M. Parhizgari
Branching, lending and competition in Italian banking pp. 208-230 Downloads
Marta Degl’Innocenti, Tapas Mishra and Simon Wolfe
Trading volume, return variability and short-term momentum pp. 231-249 Downloads
Umut Gökçen and Thierry Post
Creditor protection, judicial enforcement and credit access pp. 250-281 Downloads
Andrea Moro, Daniela Maresch and Annalisa Ferrando

Volume 24, issue 2, 2018

Bank stock performance and bank regulation around the globe pp. 77-113 Downloads
Matthias Pelster, Felix Irresberger and Gregor N.F. Weiß
Macro news and bond yield spreads in the euro area pp. 114-134 Downloads
Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo
Bank efficiency, productivity, and convergence in EU countries: a weighted Russell directional distance model pp. 135-156 Downloads
Hidemichi Fujii, Shunsuke Managi, Roman Matousek and Aarti Rughoo
Time-varying managerial overconfidence and corporate debt maturity structure pp. 157-181 Downloads
Ali Ataullah, Andrew Vivian and Bin Xu

Volume 24, issue 1, 2018

Forecasting implied volatility in foreign exchange markets: a functional time series approach pp. 1-18 Downloads
Fearghal Kearney, Mark Cummins and Finbarr Murphy
How gradualist are Chinese reforms? Evidence from rural income determinants pp. 19-35 Downloads
Yasheng Huang and Meijun Qian
Pension fund manager skills over the economic cycle: the (non-)specialization cost pp. 36-58 Downloads
Mercedes Alda
A theory of operational cash holding, endogenous financial constraints, and credit rationing pp. 59-75 Downloads
Gerhard Kling
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