The European Journal of Finance

1995 - 2025

Current editor(s): Chris Adcock

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Volume 24, issue 18, 2018

Stock returns, velocity dynamics and inflation volatility pp. 1755-1771

Ky-Hyang Yuhn, Sang Bong Kim and James Ross McCown

The impact of the Bankruptcy Abuse Prevention and Consumer Protection Act of 2005 repo ‘safe harbor’ provisions on investors pp. 1772-1798

Justin Chircop, Michele Fabrizi and Antonio Parbonetti

New entry, strategic diversity and efficiency in soccer betting markets: the creation and suppression of arbitrage opportunities pp. 1799-1816

Andrew Grant, Anastasios Oikonomidis, Alistair C. Bruce and Johnnie E. V. Johnson

Stock market reaction to policy interventions pp. 1817-1834

Franco Fiordelisi and Giuseppe Galloppo

The systematic pricing of market sentiment shock pp. 1835-1860

Samuel Xin Liang

Score-driven copula models for portfolios of two risky assets pp. 1861-1884

Astrid Ayala and Szabolcs Blazsek

Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets pp. 1885-1901

Athanasios Fassas and Stephanos Papadamou

Referees January 2014–December 2017 pp. 1902-1924

The Editors

Volume 24, issue 17, 2018

Binary interest rate sensitivities of emerging market corporate bonds pp. 1569-1586

Mariya Gubareva and Maria Borges

Financial stress relationships among Euro area countries: an R-vine copula approach pp. 1587-1608

Dalu Zhang, Meilan Yan and Andreas Tsopanakis

Can management-sponsored non-binding remuneration votes shape the executive compensation structure? Evidence from Say-on-Pay votes in Germany pp. 1609-1630

Jörn Obermann

Is there an Olympic gold medal rush in the stock market? pp. 1631-1648

Jessica Y. Wang and Raphael Markellos

Foreign currency borrowing, exports and firm performance: evidence from a currency crisis pp. 1649-1671

Spiros Bougheas, Hosung Lim, Simona Mateut, Paul Mizen and Cihan Yalcin

Bank-type specific determinants of sensitivity of loan-loss provisions to business cycle pp. 1672-1698

Małgorzata Olszak, Patrycja Chodnicka-Jaworska, Iwona Kowalska and Filip Świtała

Do the stock and CDS markets price credit risk equally in the long-run? pp. 1699-1726

Lidija Lovreta and Zorica Mladenović

Volatility dependences of stock markets with structural breaks pp. 1727-1753

Jiawen Luo and Langnan Chen

Volume 24, issue 16, 2018

Chinese capital markets: the importance of history for modern development pp. 1369-1374

Alessandra Guariglia, Wenxuan Hou, Xiuping Hua and Yiping Huang

Six understandings of corporate governance structure in the context of China pp. 1375-1387

Weiying Zhang

Real estate investments and financial stability: evidence from regional commercial banks in China pp. 1388-1408

Dayong Zhang, Jing Cai, Jia Liu and Ali Kutan

Does ownership matter in access to bank credit in China? pp. 1409-1427

Qin Gou, Yiping Huang and Jianguo Xu

Adjustment behavior of corporate cash holdings: the China experience pp. 1428-1452

Alessandra Guariglia and Junhong Yang

Exchange trading rules, governance, and trading location of cross-listed stocks pp. 1453-1484

Douglas Cumming, Wenxuan Hou and Eliza Wu

Split-share structure reform and the underpricing of Chinese initial public offerings pp. 1485-1505

Arif Khurshed, Yan Tong and Mingzhu Wang

Family involvement and R&D expenses in the context of weak property rights protection: an examination of non-state-owned listed companies in China pp. 1506-1527

Alfredo De Massis, Shujun Ding, Josip Kotlar and Zhenyu Wu

The influence of CEO demographic characteristics on corporate risk-taking: evidence from Chinese IPOs pp. 1528-1551

Hisham Farag and Chris Mallin

Contrarian strategy and herding behaviour in the Chinese stock market pp. 1552-1568

Qiwei Chen, Xiuping Hua and Ying Jiang

Volume 24, issue 15, 2018

The Comprehensive Assessment: What lessons can be learned? pp. 1253-1271

Emilio Barucci, Roberto Baviera and Carlo Milani

Pricing inflation-indexed derivatives with default risk pp. 1272-1287

Son-Nan Chen and Pao-Peng Hsu

A return-based approach to identify home bias of European equity funds pp. 1288-1310

Moritz Maier and Hendrik Scholz

How financial information disclosure affects risk perception. Evidence from Italian investors’ behaviour pp. 1311-1332

Nadia Linciano, Caterina Lucarelli, Monica Gentile and Paola Soccorso

Millionaire investors: financial advisors, attribution theory and gender differences pp. 1333-1349

Ylva Baeckström, Jo Silvester and Rachel Pownall

Does short selling improve stock price efficiency and liquidity? Evidence from a natural experiment in China pp. 1350-1368

Zhisheng Li, Bingxuan Lin, Ting Zhang and Chen Chen

Volume 24, issue 14, 2018

Forecasting market risk of portfolios: copula-Markov switching multifractal approach pp. 1123-1143

Mawuli Segnon and Mark Trede

Does a scopic regime produce conformism? Herding behavior among trade leaders on social trading platforms pp. 1144-1175

Roland Gemayel and Alex Preda

Resuscitating real interest rate parity: new evidence from panels pp. 1176-1189

Georgios Chortareas, George Kapetanios and Georgios Magkonis

Hot money in disaggregated capital flows pp. 1190-1223

Cheng Yan

Further empirical evidence on block transactions below the MBR: the Spanish market pp. 1224-1251

Inés Pérez-Soba, Elena Márquez-de-la-Cruz and Ana R. Martínez-Cañete

Volume 24, issue 13, 2018

Backtesting lambda value at risk pp. 1075-1087

Jacopo Corbetta and Ilaria Peri

Genetic algorithms for parameter estimation in modelling of index returns pp. 1088-1099

Manuel Franco and Juana-Maria Vivo

Adequacy, fairness and sustainability of pay-as-you-go-pension-systems: defined benefit versus defined contribution pp. 1100-1122

Jennifer Alonso-García, María del Carmen Boado-Penas and Pierre Devolder

Volume 24, issue 12, 2018

Credit ratings and convertible bond prices: a simulation-based valuation pp. 1001-1025

Keehwan Park, Mookwon Jung and Sangki Lee

Gender role asymmetry and stock market participation – evidence from four European household surveys pp. 1026-1046

Nataliya Barasinska and Dorothea Schäfer

How successful are banking sector reforms in emerging market economies? Evidence from impact of monetary policy on levels and structures of firm debt in India pp. 1047-1062

Sumon Bhaumik, Ali Kutan and Sudipa Majumdar

A new closed-form formula for pricing European options under a skew Brownian motion pp. 1063-1074

Song-Ping Zhu and Xin-Jiang He

Volume 24, issue 11, 2018

Investment timing and optimal capital structure under liquidity risk pp. 889-908

Huamao Wang, Qing Xu and Jinqiang Yang

Pricing mortgage insurance contracts under housing price cycles with jump risk: evidence from the U.K. housing market pp. 909-943

Ming-Che Chuang, Wan-Ru Yang, Ming-Chi Chen and Shih-Kuei Lin

Measuring systemic risk in the European banking sector: a copula CoVaR approach pp. 944-975

Emmanouil N. Karimalis and Nikos K. Nomikos

Individual investors repurchasing behaviour: evidence from the Portuguese stock market pp. 976-999

Cristiana Cerqueira Leal, Manuel J. Rocha Armada and Gilberto Loureiro

Volume 24, issue 10, 2018

Estimation of log-GARCH models in the presence of zero returns pp. 809-827

Genaro Sucarrat and Alvaro Escribano

Why are there time-varying comovements in the European stock market? pp. 828-848

Eva Ferreira and Susan Orbe

The lead-lag relation between the stock and the bond markets pp. 849-866

Konstantinos Tolikas

Determinants and value of enterprise risk management: empirical evidence from Germany pp. 867-887

Philipp Lechner and Nadine Gatzert

Volume 24, issue 9, 2018

Stock liquidity and enterprise innovation: new evidence from China pp. 683-713

Jun Wen, Gen-Fu Feng, Chun-Ping Chang and Zhao-Zhen Feng

The market timing of corporate bond reopenings pp. 714-734

Daniel Maul and Dirk Schiereck

The role of credit ratings on capital structure and its speed of adjustment: an international study pp. 735-760

Michal Wojewodzki, Winnie P.H. Poon and Jianfu Shen

Ownership concentration and bank risk: international study on acquisitions pp. 761-808

Chih-Liang Liu and Yin-Hua Yeh

Volume 24, issue 7-8, 2018

Behavioural perspectives on bank misdeeds pp. 517-520

C. A. E. Goodhart

On perceptions of financial volatility in price sequences pp. 521-543

Darren Duxbury and Barbara Summers

Rumours built on quicksand: evidence on the nature and impact of message board postings in modern equity markets pp. 544-564

James Bowden, Bruce Burton and David Power

Financial crime ‘hot spots’ – empirical evidence from the foreign exchange market pp. 565-583

Florian El Mouaaouy

Do international institutions affect financial markets?: evidence from the Greek Sovereign Debt Crisis pp. 584-605

Marianne Gogstad, Ali Kutan and Yaz Muradoglu

A behavioural game-theoretic analysis of hedge fund regulation pp. 606-629

Richard Fairchild

Emotional finance: investment and the unconscious pp. 630-653

Richard Taffler

Foreign bias in bond portfolio investments: the role of economic and non-economic factors and the impact of the global financial and sovereign debt crises pp. 654-681

Bibek Bhatta, Andrew Marshall and Chandra Thapa

Volume 24, issue 6, 2018

Corporate efficiency, credit status and investment pp. 439-457

Manzur Quader and Karl Taylor

Stock returns forecasting with metals: sentiment vs. fundamentals pp. 458-477

Steven J. Jordan, Andrew Vivian and Mark Wohar

Bond market access and acquisitions: empirical evidence from the European market pp. 478-498

Magnus Blomkvist, Teemu Friman and Timo Korkeamäki

Fluctuations in the UK equity market: what drives stock returns? pp. 499-516

Dooruj Rambaccussing and David Power

Volume 24, issue 5, 2018

The waiting period of initial public offerings pp. 363-390

Hugh M.J. Colaco, Amedeo De Cesari and Shantaram P. Hegde

Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance pp. 391-412

Roman Horvath, Štefan Lyócsa and Eduard Baumohl

Estimating the joint tail risk under the filtered historical simulation: An application to the CCP’s default and waterfall fund pp. 413-425

Giovanni Barone-Adesi, Kostas Giannopoulos and Les Vosper

The Feller diffusion, filter rules and abnormal stock returns pp. 426-438

Paul Docherty, Yizhe Dong, Xiaojing Song and Mark Tippett

Volume 24, issue 4, 2018

Herding by mutual funds: impact on performance and investors’ response pp. 283-299

Debarati Bhattacharya and Gokhan Sonaer

Safehavenness of currencies pp. 300-332

Alfred Y.-T. Wong and Tom Fong

Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries pp. 333-346

Mehmet Balcilar, Rangan Gupta, Christian Pierdzioch and Mark Wohar

A theory of mandatory convertibles: distinct features for large repeated financing pp. 347-362

Susheng Wang

Volume 24, issue 3, 2018

Contemporaneous ADR pricing: intraday dynamics during overlapping trading hours pp. 183-207

Antonio Figueiredo and A.M. Parhizgari

Branching, lending and competition in Italian banking pp. 208-230

Marta Degl’Innocenti, Tapas Mishra and Simon Wolfe

Trading volume, return variability and short-term momentum pp. 231-249

Umut Gökçen and Thierry Post

Creditor protection, judicial enforcement and credit access pp. 250-281

Andrea Moro, Daniela Maresch and Annalisa Ferrando

Volume 24, issue 2, 2018

Bank stock performance and bank regulation around the globe pp. 77-113

Matthias Pelster, Felix Irresberger and Gregor N.F. Weiß

Macro news and bond yield spreads in the euro area pp. 114-134

Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo

Bank efficiency, productivity, and convergence in EU countries: a weighted Russell directional distance model pp. 135-156

Hidemichi Fujii, Shunsuke Managi, Roman Matousek and Aarti Rughoo

Time-varying managerial overconfidence and corporate debt maturity structure pp. 157-181

Ali Ataullah, Andrew Vivian and Bin Xu

Volume 24, issue 1, 2018

Forecasting implied volatility in foreign exchange markets: a functional time series approach pp. 1-18

Fearghal Kearney, Mark Cummins and Finbarr Murphy

How gradualist are Chinese reforms? Evidence from rural income determinants pp. 19-35

Yasheng Huang and Meijun Qian

Pension fund manager skills over the economic cycle: the (non-)specialization cost pp. 36-58

Mercedes Alda

A theory of operational cash holding, endogenous financial constraints, and credit rationing pp. 59-75

Gerhard Kling