The European Journal of Finance

1995 - 2025

Current editor(s): Chris Adcock

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

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 27, issue 18, 2021

European arbitrage CLOs and risk retention pp. 1791-1803

Demir Bektić and Britta Hachenberg

Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes pp. 1804-1833

Massimo Guidolin, Valentina Massagli and Manuela Pedio

Shadow leverage risk and corporate bond pricing: evidence from China pp. 1834-1854

Xu Feng, Lin Huang and Guanying Wang

The risk sensitivity of Basel risk weights and loan loss provisions: evidence from European banks pp. 1855-1886

Rainer Baule and Christian Tallau

Industry herding by hedge funds pp. 1887-1907

Mustafa Onur Caglayan, Umut Celiker and Gokhan Sonaer

The effects of negative interest rates: a literature review and additional evidence on the performance of the European banking sector pp. 1908-1938

Santiago Carbó-Valverde, Pedro Cuadros-Solas and Francisco Rodríguez-Fernández

Volume 27, issue 17, 2021

Pricing of foreign exchange rate and interest rate risks using short to long horizon returns pp. 1684-1713

Nathan Lael Joseph, Chen Su, Winifred Huang and Baoying Lai

More money, more honey? An examination of additionality of China’s government R&D subsidies pp. 1714-1739

Miao Wang, Agyenim Boateng and Xiuping Hua

Investor attention and portfolio performance: what information does it pay to pay attention to? pp. 1740-1764

Denis Davydov, Ian Khrashchevskyi and Jarkko Peltomäki

TMT gender diversity: implications for corporate tournaments and innovation pp. 1765-1790

Jean Canil, Sigitas Karpavičius and Chia-Feng (Jeffrey) Yu

Volume 27, issue 16, 2021

Saving behaviour and health: A high-dimensional Bayesian analysis of British panel data pp. 1581-1603

Sarah Brown, Pulak Ghosh, Daniel Gray, Bhuvanesh Pareek and Jennifer Roberts

Volatility patterns of short-term interest rate futures pp. 1604-1625

Pedro Gurrola-Perez and Renata Herrerias

Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss pp. 1626-1644

Konstantinos Gkillas, Rangan Gupta and Christian Pierdzioch

Make a promise: the valuation adjustment mechanism in Chinese private target acquisitions pp. 1645-1668

XiaoGang Bi

Modeling demand for ESG pp. 1669-1683

Muhammad Farid Ahmed, Yang Gao and Stephen Satchell

Volume 27, issue 15, 2021

Detecting zombie banks pp. 1459-1488

Franco Fiordelisi, Nemanja Radić and Thomas Weyman-Jones

The decision to go public and the IPO underpricing with locally biased investors pp. 1489-1532

Giulia Baschieri, Andrea Carosi and Stefano Mengoli

A parameter based approach to single factor stochastic process selection for real options applications pp. 1533-1552

Carlos de Lamare Bastian-Pinto, Luiz Eduardo Teixeira Brandão, Luiz de Magalhães Ozorio and Arthur Felipe Tavares do Poço

The profitability and distance to distress of European banks: do business choices matter? pp. 1553-1580

Bernardo P. Marques and Carlos Alves

Volume 27, issue 14, 2021

How do banking analysts behave around unanticipated news? Evidence from operational risk event announcements pp. 1351-1391

Hurvashee Gya, Ahmed Barakat, Kevin Amess and Anna Chernobai

The effect of media coverage on target firms’ trading activity and liquidity around domestic acquisition announcements: evidence from UK pp. 1392-1412

Louise Gorman, Theo Lynn, Eleonora Monaco, Riccardo Palumbo and Pierangelo Rosati

Social environment and corporate payouts pp. 1413-1437

Ashrafee Tanvir Hossain, Takdir Hossain and Lawrence Kryzanowski

Changing currencies and cognitive biases: evidence of the impact of introducing the Euro on dividend heaping in Europe pp. 1438-1457

Keith Jakob, Augusto Castillo and German Rubio

Volume 27, issue 13, 2021

What effect did the introduction of Bitcoin futures have on the Bitcoin spot market? pp. 1251-1281

Akanksha Jalan, Roman Matkovskyy and Andrew Urquhart

How does entrepreneurship influence the efficiency of household portfolios? pp. 1282-1302

Rui Li and Yanhong Qian

Redenomination risk in eurozone corporate bond spreads pp. 1303-1325

Michael Bleaney and Veronica Veleanu

Nonlinearity everywhere: implications for empirical finance, technical analysis and value at risk pp. 1326-1349

Shima Amini, Robert Hudson, Andrew Urquhart and Jian Wang

Volume 27, issue 12, 2021

A novel measure of sleep based on Google: the case for financial markets pp. 1151-1163

Antonios Siganos

Can strong capital regulation prevent risk-taking from deposit insurance? pp. 1164-1185

Jan Bartholdy and Lene Gilje Justesen

The impact of size, composition and duration of the central bank balance sheet on inflation expectations and market prices pp. 1186-1209

Stephanie Titzck and Jan Willem End

CEO overconfidence and the probability of corporate failure: evidence from the United Kingdom pp. 1210-1234

Jingsi Leng, Aydin Ozkan, Neslihan Ozkan and Agnieszka Trzeciakiewicz

Vulnerability of scale-free cryptocurrency networks to double-spending attacks pp. 1235-1249

Junhuan Zhang, Yuqian Xu and Daniel Houser

Volume 27, issue 11, 2021

International spillovers of corporate scandal: evidence from the Harvey Weinstein event pp. 1053-1072

Jiafu An and Jiaman Xu

The effect of issuer leverage on issuer bid and ask quotes for structured retail products pp. 1073-1097

Stefan Petry

Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements pp. 1098-1116

G. Bonaccolto, Massimiliano Caporin and N. Zambon

Short selling disclosure and its impact on CDS spreads pp. 1117-1150

Denisa Lleshaj and Jannik Kocian

Volume 27, issue 10, 2021

Economic policies and their effects on financial market pp. 929-931

Chrysovalantis Gaganis and Peter Molnár

Quantile dependencies between discontinuities and time-varying rare disaster risks pp. 932-962

Konstantinos Gkillas, Christos Floros and Muhammad Tahir Suleman

Stock market bubbles and monetary policy effectiveness pp. 963-975

Olga Fullana, Javier Ruiz and David Toscano

Cultural dimensions, economic policy uncertainty, and momentum investing: international evidence pp. 976-993

Emilios Galariotis and Konstantinos Karagiannis

U.S. unconventional monetary policy and risk tolerance in major currency markets pp. 994-1008

Athanasios Fassas, Dimitris Kenourgios and Stephanos Papadamou

New kid on the block: leverage ratio and its implications for banking regulation pp. 1009-1028

Lukáš Pfeifer and Martin Hodula

Does it pay to acquire private firms? Evidence from the U.S. banking industry pp. 1029-1051

George Leledakis, Emmanuel C. Mamatzakis, Emmanouil G. Pyrgiotakis and Nickolaos G. Travlos

Volume 27, issue 9, 2021

Bank capital and profitability: evidence from a global sample pp. 827-856

Paolo Coccorese and Claudia Girardone

Bond portfolio management under Solvency II regulation pp. 857-879

Mikica Drenovak, Vladimir Ranković, Branko Urošević and Ranko Jelic

Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis pp. 880-896

Zaghum Umar, Francisco Jareño and Ana Escribano

Hardening soft information: does organizational distance matter? pp. 897-927

Stefano Filomeni, Gregory F. Udell and Alberto Zazzaro

Volume 27, issue 8, 2021

Can the seasonal pattern of consumption growth reproduce habits in the cross-section of stock returns? Evidence from the European equity market pp. 721-739

Javier Rojo-Suárez, Ana Belén Alonso-Conde and Ricardo Ferrero-Pozo

Dynamic financing and hedging under model uncertainty pp. 740-751

Bo Liu, Hongli Wang and Jinqiang Yang

Spot exchange rate volatility, uncertain policies and export investment decision of firms: a mean-variance decision approach pp. 752-773

Subhadip Mukherjee, Soumyatanu Mukherjee, Tapas Mishra, Udo Broll and Mamata Parhi

Tomorrow's fish and chip paper? Slowly incorporated news and the cross-section of stock returns pp. 774-795

Ran Tao, Chris Brooks and Adrian Bell

The financial and operational impacts of European SMEs’ use of trade credit as a substitute for bank credit pp. 796-825

Xiaodong Wang, Liang Han, Xing Huang and Biao Mi

Volume 27, issue 7, 2021

Preventing the deterioration of bank loan portfolio quality: a focus on unlikely-to-pay loans pp. 613-634

Doriana Cucinelli, Lorenzo Gai, Federica Ielasi and Arturo Patarnello

Do fund flows moderate persistence? Evidence from a global study pp. 635-654

Antonio F. Miguel

The dynamics between the stock market and exchange rates: Spain 1999–2015 pp. 655-678

Joseba Luzarraga-Goitia, Marta Regúlez-Castillo and Arturo Rodríguez-Castellanos

Portfolio choices and hedge funds: a disappointment aversion analysis pp. 679-705

René Ferland and Simon Lalancette

Irreversible investment, asset returns, and time-inconsistent preferences pp. 706-720

Yingjie Niu, Yaoyao Wu and Zhentao Zou

Volume 27, issue 6, 2021

Corporate financial hedging and firm value: a meta-analysis pp. 461-485

Jerome Geyer-Klingeberg, Markus Hang and Andreas Rathgeber

Pilot CEOs and trade credit pp. 486-509

Hongkang Xu, Duong Nguyen and Mai Dao

Inflation differential as a driver of cross-currency basis swap spreads pp. 510-536

Oyakhilome Ibhagui

What affects bank debt rejections? Bank lending conditions for UK SMEs pp. 537-563

Mingchen Sun, Raffaella Calabrese and Claudia Girardone

Bitcoin option pricing with a SETAR-GARCH model pp. 564-595

Tak Kuen Siu and Robert J. Elliott

Personal taxation and individual stock ownership pp. 596-611

Silke Rünger

Volume 27, issue 4-5, 2021

Initial Coin offerings: what rights do investors have? pp. 305-320

Xiaoju Zhao, Wenxuan Hou, Jiafu An, Xianda Liu and Yun Zhang

Understanding China’s fintech sector: development, impacts and risks pp. 321-333

Xiuping Hua and Yiping Huang

Finance, technology and disruption pp. 334-345

Jiafu An and Raghavendra Rau

Why does regional information matter? evidence from peer-to-peer lending pp. 346-366

Tong Wang, Sheng Zhao and Xin Shen

The Pricing and Performance of Cryptocurrency pp. 367-380

Paul P. Momtaz

Bitcoin futures: trade it or ban it? pp. 381-396

Shimeng Shi and Yukun Shi

Fintech development and bank risk taking in China pp. 397-418

Rui Wang, Jiangtao Liu and Robin Hang Luo

The consensus equilibria of mining gap games related to the stability of Blockchain Ecosystems pp. 419-440

Lan Di, George X. Yuan and Tu Zeng

Ultra-short tenor yield curve for intraday trading and settlement pp. 441-459

Anton Golub, Lidan Grossmass and Ser-Huang Poon

Volume 27, issue 3, 2021

CFO gender and financial reporting transparency in banks pp. 199-221

Mohamed Janahi, Yuval Millo and Georgios Voulgaris

The abnormal return associated with consecutive dividend increases pp. 222-238

Ebenezer Asem and Shamsul Alam

Inefficiency and predictability in the Brexit Pound market: a natural experiment pp. 239-259

Ke Wu, Spencer Wheatley and Didier Sornette

The effects of credit default swaps on corporate investment pp. 260-277

Jieying Hong and Na Wang

Efficient scholars: academic attention and the disappearance of anomalies pp. 278-304

Savva Shanaev and Binam Ghimire

Volume 27, issue 1-2, 2021

Significance, relevance and explainability in the machine learning age: an econometrics and financial data science perspective pp. 1-7

Andreas G. F. Hoepner, David McMillan, Andrew Vivian and Chardin Wese Simen

Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies pp. 8-30

Alla A. Petukhina, Raphael Reule and Wolfgang Härdle

Is firm-level clean or dirty innovation valued more? pp. 31-61

Antoine Dechezleprêtre, Cal B. Muckley and Parvati Neelakantan

Dividend smoothing and credit rating changes pp. 62-85

Panagiotis Asimakopoulos, Stylianos Asimakopoulos and Aichen Zhang

Forecasting U.S. stock returns pp. 86-109

David G. McMillan

Out-of-sample equity premium prediction: a complete subset quantile regression approach pp. 110-135

Loukia Meligkotsidou, Ekaterini Panopoulou, Ioannis D. Vrontos and Spyridon D. Vrontos

Slow- and fast-moving information content of CDS spreads: new endogenous systematic factors pp. 136-157

Ming-Tsung Lin, Olga Kolokolova and Ser-Huang Poon

The size premium as a lottery pp. 158-177

Richard J. McGee and Jose Olmo

Industry portfolio allocation with asymmetric correlations pp. 178-198

Myeong Hyeon Kim, Seyoung Park and Jong Mun Yoon