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The European Journal of Finance

1995 - 2019

Current editor(s): Chris Adcock

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

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Volume 25, issue 12, 2019

Trapped in diversification – another look at the risk of fund of hedge funds pp. 1055-1076 Downloads
Wei Cui, Juan Yao and Stephen Satchell
Use of active peer benchmarks in assessing UK mutual fund performance and performance persistence pp. 1077-1098 Downloads
Irina B. Mateus, Cesario Mateus and Natasa Todorovic
Is conservative reporting attractive to foreign institutional investors? Evidence from an emerging market pp. 1099-1121 Downloads
Yilmaz Yildiz, Mehmet Baha Karan and Aydin Ozkan
Risk factor and use of proceeds declarations and their effects on IPO subscription, price ‘fixings’, liquidity and after-market returns pp. 1122-1146 Downloads
Paul B. McGuinness

Volume 25, issue 11, 2019

Market development and market efficiency: evidence based on nonlinear panel unit root tests pp. 979-993 Downloads
Ceyda Aktan, Perihan Iren and Tolga Omay
The demand for eurozone stocks and bonds in a time-varying asset allocation framework pp. 994-1011 Downloads
Zaghum Umar, Choudhry Tanveer Shehzad and Aristeidis Samitas
Product-market strategy and underwriting performance in the United Kingdom’s property–casualty insurance market pp. 1012-1031 Downloads
Mike Adams, Vineet Upreti and Jing Chen
Size and diversity in VC syndicates and their impact on IPO performance pp. 1032-1053 Downloads
Sonia Falconieri, Igor Filatotchev and Mesut Tastan

Volume 25, issue 10, 2019

Primacy in stock market participation: the effect of initial returns on market re-entry decisions pp. 883-909 Downloads
Ozlem Arikan, Arie E. Gozluklu, Gi H. Kim and Hiroaki Sakaguchi
Discounting earnings with stochastic discount rates pp. 910-936 Downloads
Marco Realdon
Predicting the equity market with option-implied variables pp. 937-965 Downloads
Fabian Hollstein, Marcel Prokopczuk, Björn Tharann and Chardin Wese Simen
Modelling gold futures: should the level of speculation inform our choice of variables? pp. 966-977 Downloads
Christopher Coyle, Fabian Gogolin and Fearghal Kearney

Volume 25, issue 9, 2019

Shareholder voting in mergers and acquisitions: evidence from the UK pp. 815-834 Downloads
Yerzhan Tokbolat, Steve Thompson and Hang Le
Subtle is the Lord, but malicious He is not: the calculation of abnormal stock returns in applied research pp. 835-855 Downloads
Adrian Melia, Xiaojing Song and Mark Tippett
How changes in market conditions affect screening activity, credit risk, and the lending behaviour of banks pp. 856-875 Downloads
Nikolaos Papanikolaou
Referees 2018 pp. 876-880 Downloads
The Editors

Volume 25, issue 8, 2019

Diversification effect of standard and optimized carry trades pp. 745-761 Downloads
Jurij-Andrei Reichenecker
Option pricing and hedging in different cyclical structures: a two-dimensional Markov-modulated model pp. 762-779 Downloads
Son-Nan Chen, Pao-Peng Hsu and Kuo-Yuan Liang
The intertemporal risk-Return relation, investor behavior, and technical trading profits: evidence from the G-7 countries pp. 780-798 Downloads
Moonsoo Kang, Joshua Krausz and Kiseok Nam
Laddering IPO shares pp. 799-813 Downloads
Sturla Fjesme

Volume 25, issue 7, 2019

Financial markets, innovation and regulation pp. 595-598 Downloads
Dimitris Andriosopoulos, Robert Faff and Krishna Paudyal
Market liquidity, closeout procedures and initial margin for CCPs pp. 599-631 Downloads
Fernando V. Cerezetti, Emmanouil N. Karimalis, Ujwal Shreyas and Anannit Sumawong
Do institutions prevent contagion in financial markets? Evidence from the European debt crisis pp. 632-646 Downloads
Kyriaki Kosmidou, Dimitrios Kousenidis, Anestis Ladas and Christos Negkakis
The investigation of the dynamic linkages between real estate market and stock market in Greece pp. 647-669 Downloads
Dimitrios Gounopoulos, Kyriaki Kosmidou, Dimitrios Kousenidis and Victoria Patsika
Monitoring the foreign exchange rate benchmark fix pp. 670-688 Downloads
Hossein Jahanshahloo and Charlie X. Cai
Rating-based CDS curves pp. 689-723 Downloads
Olga Kolokolova, Ming-Tsung Lin and Ser-Huang Poon
Liquidity and information asymmetry considerations in corporate takeovers pp. 724-743 Downloads
Samer Adra and Leonidas G. Barbopoulos

Volume 25, issue 6, 2019

Preface pp. 459-459 Downloads
Chris Adcock
Chinese capital markets: challenges to the China model pp. 460-464 Downloads
Doulgas Cumming, Alessandra Guariglia, Wenxuan Hou and Zhenyu Wu
Value creation and value distribution in Chinese listed firms: the role of ownership structure, board characteristics, and control pp. 465-488 Downloads
Nancy Huyghebaert and Lihong Wang
Does China overinvest? Evidence from a panel of Chinese firms pp. 489-507 Downloads
Sai Ding, John Knight and Xiao Zhang
Financial distress, political affiliation and earnings management: the case of politically affiliated private firms pp. 508-523 Downloads
Gady Jacoby, Jialong Li and Mingzhi Liu
Monitoring corporate boards: evidence from China pp. 524-549 Downloads
Hisham Farag and Chris Mallin
State-ownership and bank loan contracting: evidence from corporate fraud pp. 550-567 Downloads
Lars Helge Haß, Skrålan Vergauwe and Zhifang Zhang
The real effect of liquidity provision on entrepreneurial financing: evidence from a natural experiment in China pp. 568-593 Downloads
Bo Liu, Jerry Cao, Sofia Johan and Tiecheng Leng
Corrigendum pp. 594-594 Downloads
The Editors

Volume 25, issue 5, 2019

The dynamic relationship among the money market mutual funds, the commercial paper market, and the repo market pp. 395-414 Downloads
Majid Haghani Rizi, N Kishor and Hardik Marfatia
Stochastic portfolio theory and the low beta anomaly pp. 415-434 Downloads
Anna Agapova, Robert Ferguson and Dean Leistikow
Linear programing models for portfolio optimization using a benchmark pp. 435-457 Downloads
Seyoung Park, Hyunson Song and Sungchul Lee

Volume 25, issue 4, 2019

Location-specific stock market indices: an exploration pp. 305-337 Downloads
Surendranath Rakesh Jory, Tapas Mishra and Thanh N. Ngo
Super-Exponential RE bubble model with efficient crashes pp. 338-368 Downloads
Jerome Kreuser and Didier Sornette
Can Warren Buffett forecast equity market corrections? pp. 369-393 Downloads
S. Lleo and W. T. Ziemba

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 Lopez-Andion, Ana Iglesias, 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 Ibañez
Exchange rate returns and volatility: the role of time-varying rare disaster risks pp. 190-203 Downloads
Rangan Gupta, Tahir Suleman and Mark Wohar

Volume 25, issue 1, 2019

Exploring the benefits of international government bond portfolio diversification strategies pp. 1-15 Downloads
Jonathan Fletcher, Krishna Paudyal and Timbul Santoso
Hedge fund seeding with fees-for-guarantee swaps pp. 16-34 Downloads
Yun Feng, Binghua Huang and Hai Zhang
Investigating risk contagion initiated by endogenous liquidity shocks: evidence from the US and eurozone interbank markets pp. 35-53 Downloads
Andrea Eross, Andrew Urquhart and Simon Wolfe
What happened to profitability? Shocks, challenges and perspectives for euro area banks pp. 54-78 Downloads
Gong Cheng and Dirk Mevis
The commitment value of takeover defenses pp. 79-100 Downloads
William C. Johnson, Sungwoo Nam and Sangho Yi
Page updated 2019-12-09