The European Journal of Finance

1995 - 2025

Current editor(s): Chris Adcock

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

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An investigation of the short- and long-term relationships between Turkish financial markets pp. 305-317: A. Yuce and C. Simga-Mugan
Misspecification testing and robust estimation of the market model: estimating betas for the FT-SE industry baskets pp. 319-331: Terence Mills and J. Andrew Coutts
Day-of-the-week effect on skewness and kurtosis: a direct test and portfolio effect pp. 333-351: Gordon Tang
The impact of open market equity repurchases on UK equity prices pp. 353-370: William Rees
UK capital budgeting practices: some additional survey evidence pp. 371-388: Colin Drury and Mike Tayles
A comprehensive look at the efficacy of technical trading rules applied to cross-rates pp. 389-411: C. I. Lee and I. Mathur

Integrating the risk and term structures of interest rates pp. 219-238: Jean-Paul Décamps
Bounding the generalized convex call price pp. 239-259: C. Henin and N. Pistre
A comparison of models for pricing interest rate derivative securities pp. 261-287: Chris Strickland
A sufficient and necessary condition for arbitrage-free pricing pp. 289-295: Chen Guo
A note on the efficiency of the binomial option pricing model pp. 297-304: Les Clewlow and Andrew Carverhill

The role of the forecast-generating process in assessing asset market models of the exchange rate: a non-linear case pp. 125-144: Dimitris Kirikos
Volatility transmission in the UK equity market pp. 145-160: Patricia Chelley-Steeley and James Steeley
Accessing international business resources on the Internet pp. 161-179: P. L. Dheeriya
The financial analysis of foreign investment decisions by large UK-based companies pp. 181-206: Adrian Buckley, Peter Buckley, Pascal Langevin and Ka Lun Tse
Sequential information arrival in the Finnish stock index derivatives markets pp. 207-217: Teppo Martikainen and Vesa Puttonen

Stochastic dominance, tax-loss selling and seasonalities in Sweden pp. 1-19: Magnus Dahlquist and Peter Sellin
Editorial pp. 3-4: Chris Adcock, Ephraim Clark and Eve Hicks
Predicting premature exercise of an American put on stocks: theory and empirical evidence pp. 21-39: Marc Chesney and Jean Lefoll
Poland's mass privatization program pp. 41-55: R. Puntillo and D. Ipsen
European taxation and capital investment pp. 57-76: John Pointon, Suzanne Farrar and Jon Tucker
Corporate and institutional control over the dissemination of price sensitive information pp. 77-102: John Holland
A comparison of diffusion models of the term structure pp. 103-123: Chris Strickland

Leading edge forecasting techniques for exchange rate prediction pp. 311-323: Ian Nabney, Christian Dunis, Richard Dallaway, Swee Leong and Wendy Redshaw
Options as a predictor of common stock price changes pp. 325-343: Dirk Emma Baestaens, Willem Max Van Den Bergh and Herve Vaudrey
Efficiency tests with overlapping data: an application to the currency options market pp. 345-366: Christian Dunis and Andre Keller
Stock market regulations and international financial integration: the case of Spain pp. 367-382: J. I. Pena and Esther Ruiz
Heterogeneous real-time trading strategies in the foreign exchange market pp. 383-403: Michel Dacorogna, U. A. Muller, C. Jost, O. V. Pictet and J. R. Ward

Stability of international stock market relationships across month of the year and different holding intervals pp. 207-218: G. Y. N. Tang
Limited liability and bank safety net procedures pp. 219-235: George Mckenzie and Simon Wolfe
Calendar effects and the pricing of risk: the UK evidence pp. 237-255: Patricia Chelley-Steeley
Incomplete contracts, renegotiation, and the choice between bank loans and public debt issues pp. 257-278: Angelo Baglioni
An analysis of gains and losses to shareholders of foreign bidding companies engaged in cross-border acquisitions into the United Kingdom, 1986-1991 pp. 279-309: Jo Danbolt

The classical tax system, imputation tax and capital budgeting pp. 113-128: A. Buckley
Estimating the time Varying Components of international stock markets' risk pp. 129-164: K. Giannopoulos
Linkages among European and world stock markets pp. 165-179: Øystein Gjerde and Frode Sættem
An empirical study of research and development top managers' perceptions of short-term pressures from capital markets in the United Kingdom pp. 180-202: Istemi Demirag
The leasing equation in a general tax environment: a note pp. 203-206: P. Doran and C. Clubb

A reappraisal of share price maximization as a corporate financial objective pp. 1-17: Simon Keane
Comment pp. 18-20: J. Ignacio Pena
Comment pp. 21-25: Christopher Smallwood
Comment pp. 26-30: Graham Quick
Comment pp. 31-36: George Frankfurter
Rejoinder pp. 37-40: S. M. Keane
Short-term performance pressures: is there a consensus view? pp. 41-56: Istemi Demirag
Derivatives Markets and Systematic Risks: Some Reflections pp. 57-68: Chritian De Boissieu
Numerical evaluation of the critical price and American options pp. 69-78: Walter Allegretto, Giovanni Barone-Adesi and Robert Elliott
Calendar effects in the London Stock Exchange FT-SE indices pp. 79-93: Terence Mills and J. Andrew Coutts
The international co-movements of Finish stocks pp. 95-111: Theodore Bos, Thomas Fetherston, Teppo Martikainen and Jukka Perttunen