The European Journal of Finance

1995 - 2025

Current editor(s): Chris Adcock

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Volume 5, issue 4, 1999

Dynamic futures hedging in currency markets pp. 299-314

Atreya Chakraborty and John Barkoulas

Modelling normal returns in event studies: a model-selection approach and pilot study pp. 331-341

J. Cable and K. Holland

Persistence in Portuguese mutual fund performance pp. 342-365

Maria Do Ceu Ribeiro Cortez, Dean Paxson and Manuel Jose Da Rocha Armada

Volume 5, issue 3, 1999

An introduction to security returns pp. 165-180

Adrian Buckley

Excess returns and international diversification: The Scandinavian view pp. 181-185

G. G. Booth and T. Martikainen

Equity returns, bond returns, and the equity premium in the German capital market pp. 186-201

Wolfgang Bessler

Is beta still alive? Conclusive evidence from the Swiss stock market pp. 202-212

Dusan Isakov

Beta lives - some statistical perspectives on the capital asset pricing model pp. 213-224

C. J. Adcock and Ephraim Clark

A three-dimensional risk-return relationship based upon the inefficiency of a portfolio: derivation and implications pp. 225-235

George Diacogiannis

Estimating the equity premium pp. 236-246

M. C. Freeman and I. R. Davidson

The cost of capital- the practitioners view pp. 247-255

Alan Clements

Valuation differences between quoted and unquoted companies- empirical evidence from the UK pp. 256-275

Herbert Rijken, Menno Booij and Adrian Buckley

An overview of returns in Europe pp. 276-297

Hans Eijgenhuijsen and Adrian Buckley

Volume 5, issue 2, 1999

The investment policy and the pricing of equity in a levered firm: a re-examination of the 'contingent claims' valuation approach pp. 95-107

M. Chesney and R. Gibson-Asner

Estimation of the effective bid-ask spread on high frequency Danish bond data pp. 109-122

K. Nyholm

LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market pp. 123-139

A. Abhyankar, Laurence Copeland and Woon Wong

International capital structure differences among the G7 nations: a current empirical view pp. 141-164

Kenneth Mcclure, Ronnie Clayton and Richard Hofler

Volume 5, issue 1, 1999

Editorial pp. 1-1

Chris Adcock

Exchange rate fluctuations and management control in UK-based MNCs: an examination of the theory and practice pp. 3-28

Istemi. Demirag and Cristina De Fuentes

Insider trading and portfolio structure in experimental asset markets with a long-lived asset pp. 29-50

Jan Krahnen, C. Rieck and Erik Theissen

Market structure and bid-ask spreads: IBIS vs Nasdaq pp. 51-71

G. G. Booth, P. Iversen, S. K. Sarkar, H. Schmidt and A. Young

Volatility forecasting in the framework of the option expiry cycle pp. 73-94

Owain ap Gwilym and Mike Buckle

Volume 4, issue 4, 1998

A dynamic index for managed currencies funds using CME currency contracts pp. 311-330

P. Lequeux and E. Acar

Transmission of movements in stock markets pp. 331-343

Amado Peiro, Javier Quesada and Ezequiel Uriel

The hedging effectiveness of DAX futures pp. 345-355

G. Lypny and M. Powalla

Investment opportunities and Irish equity offerings pp. 357-367

Carole Corby and Mark Hoven Stohs

Volume 4, issue 3, 1998

Boards of Directors' short-term perceptions and evidence of managerial short-termism in the UK pp. 195-211

Istemi Demirag

Determinants of shareholders' short-term pressures: empirical evidence from Dutch companies pp. 212-232

Tom Groot

A survey of corporate perceptions of short-termism among analysts and fund managers pp. 233-256

C. L. Marston and B. M. Craven

Fund managers' attitudes to risk and time horizons: the effect of performance benchmarking pp. 257-278

Mae Baker

Comparisons of dividend per share behaviour of large UK and German companies over the period 1980-1995: preliminary findings pp. 279-290

J. B. Coates, E. W. Davis and P. A. Golder

Board size and corporate performance: evidence from European countries pp. 291-304

Martin Conyon and Simon Peck

The influence of earnings per share on capital issues: some evidence from UK companies pp. 305-309

Ian Davidson and Chris Mallin

Volume 4, issue 2, 1998

A study on the efficiency of the market for Dutch long-term call options pp. 93-111

F. De Roon, Chris Veld and J. Wei

Interest rate changes and common stock returns of financial institutions: evidence from the UK pp. 113-127

E. Dinenis and Sotiris Staikouras

Financial institutions, private acquisition of corporate information, and fund management pp. 129-155

J. B. Holland and P. Doran

Pecking order as a dynamic leverage theory pp. 157-183

C. N. Bagley, D. K. Ghosh and U. Yaari

Volume 4, issue 1, 1998

The liquidity premium in equity pricing under a continuous auction system pp. 1-28

Gonzalo Rubio and Mikel Tapia

Seasoned equity offers and rights issues: a review of the evidence pp. 29-59

Seth Armitage

Volatility and autocorrelation in major European stock markets pp. 61-74

G. Geoffrey Booth and Gregory Koutmos

Financial effects of an uncertain change in VAT rates in the EU pp. 75-83

John Pointon and Derek Spratley

The effect of the establishment of an organized exchange on weak form efficiency: the case of Istanbul Gold Exchange pp. 85-92

Yaz Muradoglu, Nese Akkaya and Jamel Chafra

Volume 3, issue 4, 1997

Dividend yield strategies in the British stock market pp. 277-289

Greg Filbeck and Sue Visscher

The numeraire portfolio: a new perspective on financial theory pp. 291-309

I. Bajeux-Besnainou and R. Portait

Could nonlinear dynamics contribute to intra-day risk management? pp. 311-324

Georges Darbellay and Marco Finardi

Incomplete markets, transaction costs and liquidity effects pp. 325-347

Elyès Jouini, P. -F. Koehl and N. Touzi

Arbitrage with hedging by forward contracts: exploited and exploitable profits pp. 349-361

D. K. Ghosh

Volume 3, issue 3, 1997

Feedforward neural networks in the classification of financial information pp. 183-202

Carlos Serrano-Cinca

Comment pp. 203-224

D. J. E. Baestaens

Rejoinder pp. 225-230

Carlos Serrano-Cinca

Consistent estimation to determine the embedding dimension in financial data; with an application to the dollar/deutschmark exchange rate pp. 231-242

Dominique Guegan and Guillaume Leorat

Time series and cross-section parameter stability in the market model: the implications for event studies pp. 243-259

J. Andrew Coutts, Terence Mills and Jennifer Roberts

Information asymmetry, long-run relationship and price discovery in property investment markets pp. 261-275

Peijie Wang, Colin Lizieri and George Matysiak

Volume 3, issue 2, 1997

Interest rates, banking spreads and credit supply: the real effects pp. 107-136

F. Barran, Virginie Coudert and Benoit Mojon

Modelling market volatilities: the neural network perspective pp. 137-157

F. Gonzalez Miranda and N. Burgess

Non-linear characteristics of the sterling/European Currency Unit exchange rate: 1984-1992 pp. 159-182

David Chappell and Robert Eldridge

Volume 3, issue 1, 1997

Transformation of Heath?Jarrow?Morton models to Markovian systems pp. 1-26

R. Bhar and Carl Chiarella

Risk management in venture capital investor-investee relations pp. 27-47

Gavin Reid, N. G Terry and Julia Smith

Option prices as predictors of stock prices: intraday adjustments to information releases pp. 49-72

P. L. Varson and M. J. P. Selby

Implied volatility skews and stock return skewness and kurtosis implied by stock option prices pp. 73-85

C. J. Corrado and Tie Su

An investigation of the stability of returns in Western European equity markets pp. 87-106

C. D. Sinclair, D. M. Power, A. A. Lonie and C. V. Helliar