The European Journal of Finance

1995 - 2025

Current editor(s): Chris Adcock

From Taylor & Francis Journals
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Volume 12, issue 8, 2006

The Changing Roles of Industry and Country Effects in the Global Equity Markets pp. 627-648

Kate Phylaktis and Lichuan Xia

Performance Evaluation, Portfolio Selection, and HARA Utility pp. 649-669

Wolfgang Breuer and Marc Gurtler

Practitioners' Perspectives on the IPO Process and the Perils of Flotation pp. 671-692

Bruce Burton, Christine Helliar and David Power

Capital Structure Dynamics in the UK and Continental Europe pp. 693-716

Gabrielle Wanzenried

A Generalization of the Formulas for Options on the Maximum or the Minimum of Several Assets pp. 717-730

Snorre Lindset

Stock Recommendations in Swedish Printed Media: Leading or Misleading? pp. 731-748

Erik Liden

Volume 12, issue 6-7, 2006

Extended switching regression models with time-varying probabilities for combining forecasts pp. 455-472

Arie Preminger, Uri Ben-Zion and David Wettstein

Small sample properties of GARCH estimates and persistence pp. 473-494

Soosung Hwang and Pedro Valls Pereira

Detecting market transitions and energy futures risk management using principal components pp. 495-512

Svetlana Borovkova

Volatility of interest rates in the euro area: Evidence from high frequency data pp. 513-528

Nuno Cassola and Claudio Morana

Return-based style analysis with time-varying exposures pp. 529-552

Laurens Swinkels and Pieter van der Sluis

Extreme Value Estimation of Boom and Crash Statistics pp. 553-566

John Cotter

Comovements and correlations in international stock markets pp. 567-582

Rita D'Ecclesia and Mauro Costantini

Why Smiles Exist in Foreign Exchange Options Markets: Isolating Components of the Risk Neutral Process pp. 583-603

Robert Tompkins

Using Irregularly Spaced Returns to Estimate Multi-factor Models: Application to Brazilian Equity Data pp. 605-626

Alvaro Veiga and Leonardo Souza

Volume 12, issue 5, 2006

Buybacks of domestic debt in public debt management pp. 379-400

Silvia Marchesi

The impact of monetary policy on the financing behaviour of firms in the Euro area and the UK pp. 401-420

Leo de Haan and Elmer Sterken

Estimating the expropriation of minority shareholders: Results from a new empirical approach pp. 421-448

Jose Guedes and Gilberto Loureiro

Volatility clustering and event-induced volatility: Evidence from UK mergers and acquisitions pp. 449-453

Ercan Balaban and Charalambos Th. Constantinou

Volume 12, issue 4, 2006

An application of expert information to win betting on the Kentucky Derby, 1981-2005 pp. 283-301

Roderick Bain, Donald Hausch and William Ziemba

Using extreme value theory to estimate the likelihood of banking sector failure pp. 303-312

Hans Byström

Asymmetry and downside risk in foreign exchange markets pp. 313-332

Shaun Bond and Stephen Satchell

Bankruptcy law and financial structure: The impact of managerial incentives pp. 333-345

Ansgar Wohlschlegel

Information costs and liquidity effects from changes in the FTSE 100 list pp. 347-360

Andros Gregoriou and Christos Ioannidis

Which factors determine sovereign credit ratings? pp. 361-377

Constantin Mellios and Eric Paget-Blanc

Volume 12, issue 3, 2006

Timing and diversification: A state-dependent asset allocation approach pp. 189-204

Martin Hess

Short-term Dynamics in the Cyprus Stock Exchange pp. 205-216

Gregory Koutmos, Andreas Pericli and Lenos Trigeorgis

The determinants of Norwegian exporters' foreign exchange risk management pp. 217-240

Dick Davies, Christian Eckberg and Andrew Marshall

Modelling multivariate moments in European Stock Markets pp. 241-263

Ignacio Mauleón

Ownership structure and dividend policy: Evidence from Italian firms pp. 265-282

Luciana Mancinelli and Aydin Ozkan

Volume 12, issue 2, 2006

The Inverted-U hypothesis for the effect of uncertainty on investment: Evidence from UK firms pp. 95-105

Robert Lensink and Victor Murinde

The Jarrow/Turnbull default risk model—Evidence from the German market pp. 107-135

Manfred Fruhwirth and Leopold Sogner

Price resolution in an emerging market: Evidence from the Istanbul Stock Exchange pp. 137-152

G. Geoffrey Booth and Aydin Yuksel

Measuring the liquidity impact on EMU government bond prices pp. 153-169

R. Jankowitsch, H. Mosenbacher and S. Pichler

Forecasting stock market volatility: Further international evidence pp. 171-188

Ercan Balaban, Asli Bayar and Robert Faff

Volume 12, issue 1, 2006

The distribution of the extreme daily share returns in the Athens stock exchange pp. 1-22

Konstantinos Tolikas and Richard Brown

Intertemporal stability of the European credit spread co-movement structure1 pp. 23-32

Jan Annaert, Anouk Claes and Marc De Ceuster

WACC and a generalized tax code pp. 33-40

Sven Husmann, Lutz Kruschwitz and Andreas Loffler

Stochastic Volatility and GARCH: a Comparison Based on UK Stock Data pp. 41-59

Chiara Pederzoli

Anatomy of Interim Disclosures During Bimodal Return Distributions pp. 61-75

Hannu Kahra, Antti Kanto, Hannu Schadewitz and Dallas Blevins

Ownership structure and open market stock repurchases in France pp. 77-94

Edith Ginglinger and Jean-Francois L'her

Volume 11, issue 6, 2005

Technical analysis profitability when exchange rates are pegged: A note pp. 463-470

Bertrand Maillet and Thierry Michel

Overconfidence in investment decisions: An experimental approach pp. 471-491

Dennis Dittrich, Werner Güth and Boris Maciejovsky

Determinants of corporate debt securities in the Euro area pp. 493-509

Gabe de Bondt

The negative news threshold—An explanation for negative skewness in stock returns pp. 511-529

Anders Ekholm and Daniel Pasternack

An analysis of trading strategies in eleven European stock markets pp. 531-548

Suzanne Fifield, David Power and C. Donald Sinclair

Volume 11, issue 5, 2005

Hedge fund performance and persistence in bull and bear markets pp. 361-392

Daniel Capocci, Albert Corhay and Georges Hübner

Simple and cross efficiency of CTAs using data envelopment analysis pp. 393-409

Greg Gregoriou, Fabrice Rouah, Stephen Satchell and Fernando Diz

Hedge Fund Transparency pp. 411-417

James Hedges

New test statistics for market timing with applications to emerging markets hedge funds pp. 419-443

Alessio Sancetta and Stephen Satchell

Exploiting skewness to build an optimal hedge fund with a currency overlay pp. 445-462

C. J. Adcock

Volume 11, issue 4, 2005

Relative benchmark rating and persistence analysis: Evidence from Italian equity funds pp. 297-308

Roberto Casarin, Marco Lazzarin, Loriana Pelizzon and Domenico Sartore

Market risk models for intraday data pp. 309-324

Pierre Giot

Uncovering long memory in high frequency UK futures pp. 325-337

John Cotter

Analysing mergers and acquisitions in European financial services: An application of real options pp. 339-355

Christian Dunis and Til Klein

Volume 11, issue 3, 2005

Generating science-based growth: an econometric analysis of the impact of organizational incentives on university-industry technology transfer pp. 169-181

Albert Link and Donald Siegel

Abstract pp. 183-205

Michael Graff

Price exhaustion and number preference: time and price confluence in Australian stock prices pp. 207-221

Chris Doucouliagos

Risk management and asset allocation with jump-diffusion exogenous risks: Some algebraic approximated solutions pp. 223-246

Francesco Menoncin

Investments, financial structure and imperfect financial markets: An intertemporal discrete-time framework pp. 247-258

Marco Mazzoli

Dynamic bond portfolio choice in a model with Gaussian diffusion regimes pp. 259-270

Joao Liborio

Semi-correlations as a tool for geographical and sector asset allocation pp. 271-281

Giampaolo Gabbi

Assessing the effort of rating agencies in emerging economies: Some empirical evidence pp. 283-295

Giovanni Ferri and Li-gang Liu

Volume 11, issue 2, 2005

The tick/volatility ratio as a determinant of the compass rose pattern pp. 93-109

Chun Lee, Ike Mathur and Kimberly Gleason

Non-linear dependence and conditional heteroscedasticity in stock returns evidence from the norwegian thinly traded equity market pp. 111-136

P. B. Solibakke

Prediction in chaotic time series: methods and comparisons with an application to financial intra-day data pp. 137-150

D. Guegan and L. Mercier

Evaluating density forecasts from models of stock market returns pp. 151-166

Gabriela De Raaij and Burkhard Raunig

Volume 11, issue 1, 2005

Valuing information using utility functions: how much should we pay for linear factor models? pp. 1-16

Soosung Hwang and Steve Satchell

Signalling with official interest rates: the case of the German discount and lombard rate pp. 17-31

Peter Anker and Jorn Wasmund

Forecasting variance using stochastic volatility and GARCH pp. 33-57

Björn Hansson and Peter Hördahl

Which factors affect corporate bonds pricing? Empirical evidence from eurobonds primary market spreads pp. 59-74

Giampaolo Gabbi and Andrea Sironi

Do bank-firm relationships reduce bank debt? Evidence from Japan pp. 75-92

Tobias Miarka and Michael Troge