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 26, issue 18, 2020

Twenty-five years of The European Journal of Finance (EJF): a retrospective analysis pp. 1817-1841

Bruce Burton, Satish Kumar and Nitesh Pandey

Financial inclusion and bank stability: evidence from Europe pp. 1842-1855

Gamze Ozturk Danisman and Amine Tarazi

Random LGD adjustments in the Vasicek credit risk model pp. 1856-1875

Rubén García-Céspedes and Manuel Moreno

Dynamics among global asset portfolios pp. 1876-1899

Theodoros Bratis, Nikiforos Laopodis and Georgios Kouretas

Market sentiment, marketable transactions, and returns pp. 1900-1925

Matthew C. Chang

Quantifying systemic risk with factor copulas pp. 1926-1947

Cathy Yi-Hsuan Chen and Sergey Nasekin

Volume 26, issue 17, 2020

Meteor showers and global asset allocation pp. 1703-1724

Rashad Ahmed, Mohammad S. Hasan and Jahangir Sultan

Volatility and variance swaps and options in the fractional SABR model pp. 1725-1745

See-Woo Kim and Jeong-Hoon Kim

Is corporate hedging always beneficial? A theoretical and empirical analysis pp. 1746-1780

Hany Ahmed, Richard Fairchild and Yilmaz Guney

Has the new bail-in framework increased the yield spread between subordinated and senior bonds? pp. 1781-1797

Irene Pablos Nuevo

Leverage and valuation of hedge funds under model uncertainty pp. 1798-1816

Yuxiang Bian, Xiong Xiong and Jinqiang Yang

Volume 26, issue 16, 2020

Benchmarking non-performing loans pp. 1591-1605

Giovanni Cerulli, Vincenzo D’Apice, Franco Fiordelisi and Francesco Masala

Why should we invest in CoCos than stocks? An optimal growth portfolio approach pp. 1606-1622

Hyun Jin Jang, Longjie Jia and Harry Zheng

An examination of ex ante risk and return in the cross-section using option-implied information pp. 1623-1645

Dongcheol Kim, Ren-Raw Chen, Tai-Yong Roh and Durga Panda

The effect of the Fed zero-lower bound announcement on bank profitability and diversification pp. 1646-1672

Andrea Landi, Alex Sclip and Valeria Venturelli

Adverse-selection considerations in the market-making of corporate bonds pp. 1673-1702

George Chalamandaris and Nikos E. Vlachogiannakis

Volume 26, issue 15, 2020

Quo Vadis, Raters? A frontier approach to identify overratings and underratings in sovereign credit risk pp. 1463-1483

Huseyin Ozturk, Emili Tortosa-Ausina, Meryem Duygun and Mohamed Shaban

The bullish and the bearish engulfing patterns: beating the forex market or being beaten? pp. 1484-1505

Ahmed S. Alanazi

The ECB's in-comprehensive SSM-ent: the higher they go, the harder they fall pp. 1506-1528

Ravel Sami Jabbour and Nithya Sridharan

When all concern is gone: the impact of call provisions on gone-concern Tier 2 bond spreads in Europe pp. 1529-1568

Philippe Oster

Flash crash in an OTC market: trading behaviour of agents in times of market stress pp. 1569-1589

Florian Schroeder, Andrew Lepone, Henry Leung and Stephen Satchell

Volume 26, issue 14, 2020

The effect of risk disclosure on analyst following pp. 1355-1376

Imen Derouiche, Anke Muessig and Véronique Weber

News media and investor sentiment during bull and bear markets pp. 1377-1395

Alan J. Hanna, John Turner and Clive B. Walker

The impact of macroeconomic news on Bitcoin returns pp. 1396-1416

Shaen Corbet, Charles Larkin, Brian Lucey, Andrew Meegan and Larisa Yarovaya

How emotions influence behavior in financial markets: a conceptual analysis and emotion-based account of buy-sell preferences pp. 1417-1438

Darren Duxbury, Tommy Gärling, Amelie Gamble and Vian Klass

The paradoxical effects of market fragmentation on adverse selection risk and market efficiency pp. 1439-1461

Gbenga Ibikunle, Davide Salvatore Mare and Yuxin Sun

Volume 26, issue 13, 2020

Can domestic trade credit insurance contracts be effective collateral for banks? A quantitative study of the Italian market pp. 1239-1252

Flavio Bazzana, Giacomo De Laurentis, Raoul Pisani and Renata Trinca Colonel

Do individual investors trade differently in different financial markets? pp. 1253-1270

Margarida Abreu and Victor Mendes

The choice between corporate and structured financing: evidence from new corporate borrowings pp. 1271-1300

João M. Pinto and Mário C. Santos

Nonlinear relative dynamics pp. 1301-1314

Riccardo Bramante, Gimmi Dallago and Silvia Facchinetti

The valuation of vulnerable European options with risky collateral pp. 1315-1331

Guanying Wang, Xingchun Wang and Xinjian Shao

Peer firms’ earnings predictability and pricing efficiency – evidence from IPOs* pp. 1332-1353

Lei Gao, Zabihollah Rezaee and Ji Yu

Volume 26, issue 12, 2020

The smart money effect in Germany – do investment focus and bank-affiliation matter? pp. 1125-1145

Kim J. Heyden and Florian Röder

On the macro-drivers of realized volatility: the destabilizing impact of UK policy uncertainty across Europe pp. 1146-1183

M. Karanasos and S. Yfanti

Pricing European options under a diffusion model with psychological barriers and leverage effect pp. 1184-1206

Shiyu Song, Guanying Wang and Yongjin Wang

Extreme downside risk co-movement in commodity markets during distress periods: a multidimensional scaling approach pp. 1207-1237

Gema Fernández-Avilés, José-María Montero and Lidia Sanchis-Marco

Volume 26, issue 11, 2020

Affine and quadratic models with many factors and few parameters pp. 1019-1046

Marco Realdon

Foreign monetary policy and firms' default risk pp. 1047-1074

Jonatan Groba and Pedro Serrano

Is there a risk and return relation? pp. 1075-1101

Suzanne G. M. Fifield, David G. McMillan and Fiona J. McMillan

Determinants of net interest margin: the effect of capital requirements and deposit insurance scheme pp. 1102-1123

Paula Cruz-García and Juan Fernández de Guevara

Volume 26, issue 10, 2020

Annual thanks to referees pp. (i)-(v)

The Editors

Banks and financial markets in times of uncertainty pp. 893-896

Jerry Coakley, Claudia Girardone and Neil Kellard

The performance effects of board heterogeneity: what works for EU banks? pp. 897-924

Francesca Arnaboldi, B. Casu, E. Kalotychou and A. Sarkisyan

The financial strength anomaly in the UK: information uncertainty or liquidity? pp. 925-957

René Kumsta and Andrew Vivian

The evolution of competition in the UK deposit-taking sector, 1989–2013 pp. 958-977

Sebastian de-Ramon and Michael Straughan

Towards an understanding of credit cycles: do all credit booms cause crises? pp. 978-993

Ray Barrell, D. Karim and Corrado Macchiarelli

Asymmetric dependence in international currency markets pp. 994-1017

Nikos Paltalidis and Victoria Patsika

Volume 26, issue 9, 2020

Singular diffusions, constant elasticity of variance processes and logarithmic rates of return pp. 837-853

Siqi Liu, Adrian Melia, Xiaojing Song and Mark Tippett

Magnitude effects in lending and borrowing: empirical evidence from a P2P platform pp. 854-873

Wolfgang Breuer, Can K. Soypak and Bertram Steininger

Towards a better understanding of the full impact of the left digit effect on individual trading behaviour: unearthing a trading profit effect pp. 874-891

Amey Pramodkumar Kansara, Ming-Chien Sung, Tiejun Ma and Johnnie E. V. Johnson

Volume 26, issue 7-8, 2020

Editorial for EJF special edition policy actions & stability pp. 585-588

Philip Molyneux and Ornella Ricci

Deposit insurance schemes and bank stability in Europe: how much does design matter? pp. 589-615

Laura Chiaramonte, Claudia Girardone, Milena Migliavacca and Federica Poli

Macroprudential policy under incomplete information pp. 616-639

Margarita Rubio and Filiz Unsal

Market reactions to the implementation of the Banking Union in Europe pp. 640-665

Livia Pancotto, Owain ap Gwilym and Jonathan Williams

Bankruptcy prediction with financial systemic risk pp. 666-690

Zhehao Jia, Yukun Shi, Cheng Yan and Meryem Duygun

Financial contagion in a core-periphery interbank network pp. 691-710

Peng Sui, Sailesh Tanna and Dandan Zhou

Informational effects of MiFID: the case of equity analysts pp. 711-727

Benno Kammann, Jörg Prokop and Matthias Walting

Lending infrastructure and credit rationing of European SMEs pp. 728-745

Andrea Mc Namara, Sheila O'Donohoe and Pierluigi Murro

Restoring credit market stability conditions in Italy: evidences on Loan and Bad Loan dynamics pp. 746-773

A. Baldini and M. Causi

Board busyness, performance and financial stability: does bank type matter? pp. 774-801

Vu Quang Trinh, Marwa Elnahass, Aly Salama and Marwan Izzeldin

How does credit supply react to a natural disaster? Evidence from the Indian Ocean Tsunami pp. 802-819

Linh Nguyen and John Wilson

Does face-to-face contact matter? Evidence on loan pricing pp. 820-836

Giampaolo Gabbi, Michele Giammarino, Massimo Matthias, Stefano Monferrà and Gabriele Sampagnaro

Volume 26, issue 6, 2020

The effects of risk aversion and money illusion on the components of dividend growth rate pp. 443-460

Diogo Duarte, Hamilton Galindo Gil and Alexis Montecinos

Labor unions and loan contracts pp. 461-479

Yi Zhang, Guangzi Li and Yili Lian

Noise traders, mispricing, and price adjustments in derivatives markets pp. 480-499

Doojin Ryu and Heejin Yang

National culture and R&D investments pp. 500-531

Kyeong-Seop (KS) Choi

10-K Filing length and M&A returns pp. 532-553

Justin Chircop and Monika Tarsalewska

Does money supply shape corporate capital structure? International evidence from a panel data analysis pp. 554-584

Julio Pindado, Ignacio Requejo and Juan C. Rivera

Volume 26, issue 4-5, 2020

Financial literacy and responsible finance in the FinTech era: capabilities and challenges pp. 297-301

Georgios Panos and John Wilson

The effectiveness of smartphone apps in improving financial capability pp. 302-318

Declan French, Donal McKillop and Elaine Stewart

Cross-country variation in financial inclusion: a global perspective pp. 319-340

Mais Sha'ban, Claudia Girardone and Anna Sarkisyan

Measuring financial well-being over the lifecourse pp. 341-359

J. Michael Collins and Carly Urban

Financial literacy and financial well-being among generation-Z university students: Evidence from Greece pp. 360-381

Nikolaos D. Philippas and Christos Avdoulas

Financial literacy and student debt pp. 382-401

Nikolaos Artavanis and Soumya Karra

Keep your customer knowledgeable: financial advisors as educators pp. 402-419

Milena Migliavacca

Financial literacy and fraud detection pp. 420-442

Christian Engels, Kamlesh Kumar and Dennis Philip

Volume 26, issue 2-3, 2020

Preface pp. 95-95

Chris Adcock

New mathematical and statistical methods for actuarial science and finance pp. 96-99

Martin Eling and Nicola Loperfido

Density forecasts and the leverage effect: Evidence from Observation and parameter-Driven volatility models pp. 100-118

Leopoldo Catania and Nima Nonejad

A dominance test for measuring financial connectedness pp. 119-141

Mauro Bernardi and Paola Stolfi

Kurtosis-based projection pursuit for outlier detection in financial time series pp. 142-164

Nicola Loperfido

Analytic solution to the portfolio optimization problem in a mean-variance-skewness model pp. 165-178

Zinoviy Landsman, Udi Makov and Tomer Shushi

American and exotic options in a market with frictions pp. 179-199

Gero Junike, Argimiro Arratia, Alejandra Cabaña and Wim Schoutens

The variance implied conditional correlation pp. 200-222

Andres Algaba, Kris Boudt and Steven Vanduffel

Value-at-Risk dynamics: a copula-VAR approach pp. 223-237

Giovanni De Luca, Giorgia Rivieccio and Stefania Corsaro

Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder's withdrawals pp. 238-257

Massimo Costabile, Ivar Massabó and Emilio Russo

Long term care insurance pricing in Spanish population: a functional data approach pp. 258-276

Irene Albarrán, Pablo J. Alonso-González and Aurea Grané

Automatic balancing mechanisms for mixed pension systems under different investment strategies pp. 277-294

María del Carmen Boado-Penas, Humberto Godínez-Olivares, Steven Haberman and Pedro Serrano

Volume 26, issue 1, 2020

The effects of oil price shocks on the prices of EU emission trading system and European stock returns pp. 1-13

Styliani Irida Krokida, Neophytos Lambertides, Christos Savva and Dimitris Tsouknidis

Investment horizon and corporate social performance: the virtuous circle of long-term institutional ownership and responsible firm conduct pp. 14-40

Ioannis Oikonomou, Chao Yin and Lei Zhao

Peer firms’ credit rating changes and corporate financing pp. 41-63

Chi-Hsiou Hung, Shammyla Naeem and K.C. John Wei

Investors’ activism and the gains from takeover deals pp. 64-83

Jie (Michael) Guo, Krishna Paudyal, Vinay Utham and Xiaofei Xing

The investment costs of occupational pension funds in the European Union: a cross-country analysis pp. 84-94

Laurens Defau and Lieven De Moor