The European Journal of Finance

1995 - 2025

Current editor(s): Chris Adcock

From Taylor & Francis Journals
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Volume 18, issue 10, 2012

A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach pp. 885-919

Ingmar Nolte

How do individual investors trade? pp. 921-947

Ingmar Nolte and Sandra Nolte (Lechner)

On the hidden side of liquidity pp. 949-967

Angel Pardo and Roberto Pascual

Price discovery in spot and futures markets: a reconsideration pp. 969-987

Erik Theissen

Optimal informed trading in the foreign exchange market pp. 989-1013

Paolo Vitale

The impact of aggressive orders in an order-driven market: a simulation approach pp. 1015-1038

Gunther Wuyts

Volume 18, issue 9, 2012

Limit order books and trade informativeness pp. 737-759

H�lena Beltran-Lopez, Joachim Grammig and Albert Menkveld

A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices pp. 761-774

Matteo Bonato, Massimiliano Caporin and Angelo Ranaldo

A simple two-component model for the distribution of intraday returns pp. 775-797

Laura Coroneo and David Veredas

Liquidity determination in an order-driven market pp. 799-821

Jon Danielsson and Richard Payne

Exchange rate determination and inter-market order flow effects pp. 823-840

Jon Danielsson, Jinhui Luo and Richard Payne

Permanent trading impacts and bond yields pp. 841-864

Alfonso Dufour and Minh Nguyen

High-frequency information content in end-user foreign exchange order flows pp. 865-884

Ian Marsh and Teng Miao

Volume 18, issue 8, 2012

How have M&As changed? Evidence from the sixth merger wave pp. 663-688

George Alexandridis, Christos F. Mavrovitis and Nickolaos G. Travlos

The changing and relative efficiency of European emerging stock markets pp. 689-708

Graham Smith

Rating or no rating? That is the question: an empirical examination of UK companies pp. 709-735

Eleimon Gonis, Salima Paul and Jon Tucker

Volume 18, issue 7, 2012

Recent evidence on the performance and riskiness of contrarian portfolios pp. 603-617

Emilios C. Galariotis

Investment options with debt-financing constraints pp. 619-637

Nicos Koussis and Spiros H. Martzoukos

Asymmetric information and target firm returns pp. 639-661

Ettore Croci, Dimitris Petmezas and Nickolaos Travlos

Volume 18, issue 6, 2012

State-ownership and financial constraints on investment of Chinese-listed firms: new evidence pp. 497-513

Hsiang-Chun Michael Lin and Hong Bo

Factors influencing corporate governance disclosures: evidence from Alternative Investment Market (AIM) companies in the UK pp. 515-533

Chris Mallin and Kean Ow-Yong

International price and earnings momentum pp. 535-573

Markus Leippold and Harald Lohre

Better cross hedges with composite hedging? Hedging equity portfolios using financial and commodity futures pp. 575-595

Fei Chen and Charles Sutcliffe

A note on the turn of the month and year effects in international stock returns pp. 597-602

Mohammed Khaled and Stephen Keef

Volume 18, issue 5, 2012

The calculation of returns during seasoned equity offers pp. 393-417

Seth Armitage

Bank mergers and acquisitions in emerging markets: evidence from Asia and Latin America pp. 419-438

John Goddard, Philip Molyneux and Tim Zhou

Did expected returns fall? Evidence from UK size portfolios pp. 439-468

Andrew Vivian

Optimal subsidies and guarantees in public--private partnerships pp. 469-495

Manuel J. Rocha Armada, Paulo J. Pereira and Artur Rodrigues

Volume 18, issue 3-4, 2012

Law, ethics and finance: implications for international investment and portfolio management pp. 185-189

Robert Cressy, Douglas Cumming and Christine Mallin

Voluntary and mandatory skin in the game: understanding outside directors’ stock holdings pp. 191-207

Sanjai Bhagat and Heather Tookes

The value of country-level perceived ethics to entrepreneurs around the world pp. 209-237

April Knill

Do private equity-backed buyouts respond better to financial distress than PLCs? pp. 239-259

Robert Cressy and Hisham Farag

Harmonized regulatory standards, international distribution of investment funds and the recent financial crisis pp. 261-292

Douglas Cumming, Gael Imad'Eddine and Armin Schwienbacher

Delegated portfolio management with socially responsible investment constraints pp. 293-309

Annalisa Fabretti and Stefano Herzel

Corporate governance and business strategies for climate change and environmental mitigation pp. 311-331

Raj Aggarwal and Sandra Dow

The cost of sustainability in optimal portfolio decisions pp. 333-349

Stefano Herzel, Marco Nicolosi and Catalin Starica

Stock market regulation and news dissemination: evidence from an emerging market pp. 351-368

Hisham Farag and Robert Cressy

Dividend tunneling and joint expropriation: empirical evidence from China's capital market pp. 369-392

Huaili Lv, Wanli Li and Simon Gao

Volume 18, issue 2, 2012

Mean reversion of short-run interest rates: empirical evidence from new EU countries pp. 89-107

Carlos Barros, Luis Gil-Alana and Roman Matousek

Information processing in the stock market around anticipated accounting information: earnings release pp. 109-133

C. José García, Begoña Herrero and Ana M. Ibáñez

Hedging effectiveness under conditions of asymmetry pp. 135-147

John Cotter and Jim Hanly

Understanding bull and bear ETFs pp. 149-165

Raymond Haga and Snorre Lindset

High-speed rail transport valuation pp. 167-183

Pedro Miguel Pimentel, Jos� Azevedo-Pereira and Gualter Couto

Volume 18, issue 1, 2012

Trading constraints and illiquidity discounts pp. 1-27

Wenxuan Hou and Sydney Howell

Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30 pp. 29-39

Torben W. Hendricks, Bernd Kempa and Christian Pierdzioch

The value of board diversity in banking: evidence from the market for corporate control pp. 41-58

Jens Hagendorff and Kevin Keasey

Investing in commodity futures markets: can pricing models help? pp. 59-87

Raphael Paschke and Marcel Prokopczuk

Volume 17, issue 9-10, 2011

Contemporary issues in financial institutions and markets pp. 765-768

John Wilson, David G. McMillan and Barbara Casu

Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies pp. 769-788

Barbara Casu, Andrew Clare, Anna Sarkisyan and Stephen Thomas

Bancassurance efficiency gains: evidence from the Italian banking and insurance industries pp. 789-810

Franco Fiordelisi and Ornella Ricci

Financial deepening and bank productivity in Latin America pp. 811-827

Georgios Chortareas, Jesus Garza-Garcia and Claudia Girardone

Islamic mutual funds’ financial performance and international investment style: evidence from 20 countries pp. 829-850

Andreas G.F. Hoepner, Hussain G. Rammal and Michael Rezec

The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress pp. 851-881

Sergio Mayordomo, Juan Ignacio Peña and Juan Romo

Return reversals and the compass rose: insights from high frequency options data pp. 883-896

Thanos Verousis and Owain ap Gwilym

Volume 17, issue 8, 2011

Are there any cost and profit efficiency gains in financial conglomeration? Evidence from the accession countries pp. 603-621

Dimitris Chronopoulos, Claudia Girardone and John Nankervis

Empirical investigation of securitisation drivers: the case of Italian banks pp. 623-648

Mariarosaria Agostino and Maria Mazzuca

Multivariate digital options with memory pp. 649-660

Umberto Cherubini and Silvia Romagnoli

Exchange rate exposure in the pre- and post-Euro periods: evidence from Finland pp. 661-674

Gregory Koutmos and Johan Knif

The strategic use of corporate insurance in China pp. 675-694

Joy Yihui Jia, Mike Adams and Mike Buckle

Firm size and volatility analysis in the Spanish stock market pp. 695-715

Helena Chuliá and Hipolit Torro

The influence of taxes on corporate financing and investment decisions against the background of the German tax reforms pp. 717-737

Ludwig Reinhard and Steven Li

Banking competition and economic growth: cross-country evidence pp. 739-764

Juan Fernandez de Guevara and Joaquin Maudos

Volume 17, issue 7, 2011

Threshold non-linear dynamics between Hang Seng stock index and futures returns pp. 471-486

Hon-Lun Chung, Wai-Sum Chan and Jonathan Batten

Estimating stochastic volatility models using integrated nested Laplace approximations pp. 487-503

Sara Martino, Kjersti Aas, Ola Lindqvist, Linda Neef and Håvard Rue

Information and capital asset pricing pp. 505-523

Baibing Li and Xiangkang Yin

Preferences for skewness: evidence from a binary choice experiment pp. 525-538

Tobias Brünner, René Levínský and Jianying Qiu

Human capital investment and optimal portfolio choice pp. 539-552

Snorre Lindset and Egil Matsen

On the performance of the minimum VaR portfolio pp. 553-576

Robert Durand, John Gould and Ross Maller

Commonality in returns, order flows, and liquidity in the Greek stock market pp. 577-587

Peter Dunne, Michael Moore and Vassilios Papavassiliou

A modified Corrado test for assessing abnormal security returns pp. 589-601

Ali Ataullah, Xiaojing Song and Mark Tippett

Volume 17, issue 5-6, 2011

Introduction and preface pp. 337-337

Chris Adcock

History of financial research and education in Finland pp. 339-354

Mika Vaihekoski

The use of derivatives in Nordic firms pp. 355-376

Tor Brunzell, Mats Hansson and Eva Liljeblom

Cross-distributional robustness of conditional weekday effects: evidence from European equity-index returns pp. 377-390

Kenneth Hogholm, Johan Knif and Seppo Pynnonen

Corporate governance and profitability in family SMEs pp. 391-408

Mats Hansson, Eva Liljeblom and Minna Martikainen

Co-movement of the Finnish and international stock markets: a wavelet analysis pp. 409-425

Michael Graham and Jussi Nikkinen

External corporate governance and performance: evidence from the Nordic countries pp. 427-450

Seppo Ikaheimo, Vesa Puttonen and Tuomas Ratilainen

The 'Dogs of the Dow' strategy revisited: Finnish evidence pp. 451-469

Eemeli Rinne and Sami Vähämaa

Volume 17, issue 4, 2011

In or out: the effect of euro membership on the exercise of real business options pp. 259-284

Tom Aabo and Christos Pantzalis

Structural changes, bid-ask spread composition and tick size in inter-bank futures trading pp. 285-306

Frank McGroarty, Owain ap Gwilym and Stephen Thomas

Translation-invariant and positive-homogeneous risk measures and optimal portfolio management pp. 307-320

Z. Landsman and U. Makov

Time-varying stock returns and labor income risks in the US and UK pp. 321-336

Yuming Li

Volume 17, issue 3, 2011

Monte Carlo methods for pricing discrete Parisian options pp. 169-196

Carole Bernard and Phelim Boyle

The explanatory power of trading volume and insider activity in a pari-mutuel betting market pp. 197-216

Alistair Bruce, Johnnie Johnson and Leilei Tang

Wealth effects of private equity investments on the German stock market pp. 217-239

Ann-Kristin Achleitner, Christian Andres, Andre Betzer and Charlie Weir

Do heterogeneous beliefs diversify market risk? pp. 241-258

Carl Chiarella, Roberto Dieci and Xuezhong (Tony) He

Volume 17, issue 2, 2011

Intraday euro exchange rates and international macroeconomic announcements pp. 83-110

Kevin Evans and Alan Speight

Market discipline in the banking industry: evidence from spread dispersion pp. 111-131

Giuliano Iannotta

Institutional block-holdings of UK firms: do corporate governance mechanisms matter? pp. 133-152

Arif Khurshed, Stephen Lin and Mingzhu Wang

End-user order flow and exchange rate dynamics - a dealer's perspective pp. 153-168

Stefan Reitz, Markus Schmidt and Mark Taylor

Volume 17, issue 1, 2011

The growth companies puzzle: can growth opportunities measures predict firm growth? pp. 1-25

Jo Danbolt, Ian Hirst and Eddie Jones

Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models pp. 27-48

Julien Idier

Analysing bank-issued option pricing pp. 49-65

David Abad and Belen Nieto

Performance evaluation of dynamic trading strategies in UK stock returns incorporating lagged conditioning information pp. 67-82

Greg Anderson, Jonathan Fletcher and Andrew Marshall