The European Journal of Finance

1995 - 2025

Current editor(s): Chris Adcock

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Volume 23, issue 15, 2017

Negative real interest rates pp. 1447-1467

Jing Chen, Diandian Ma, Xiaojong Song and Mark Tippett

Gaussian models for Euro high grade government yields pp. 1468-1511

Marco Realdon

The determinants of firm–bank relationships in Italy: bank ownership type, diversification and multiple banking relationships pp. 1512-1543

David Aristei and Manuela Gallo

Post-crisis regulatory reforms and bank performance: lessons from Asia pp. 1544-1571

Barbara Casu, Bimei Deng and Alessandra Ferrari

Modeling severity risk under PD–LGD correlation pp. 1572-1588

Chulwoo Han

Analysis of the seeds of the debt crisis in Europe pp. 1589-1610

Haluk Yener, Thanasis Stengos and Ege Yazgan

Volume 23, issue 14, 2017

Corrigendum pp. x-x

The Editors

Insider trading in sequential auction markets with risk-aversion and time-discounting pp. 1267-1279

Paolo Vitale

Red sky at night or in the morning, to the equity market neither a delight nor a warning: the weather effect re-examined using intraday stock data pp. 1280-1310

Fabio Pizzutilo and Valeria Roncone

Are IPO investors rational? Evidence from closed-end funds pp. 1311-1334

Gordon Gemmill and Dylan C. Thomas

My global fund portfolio is not yours: the effect of home bias on European- and US-managed convertible bond fund exposures pp. 1335-1361

Geert Van Campenhout and Rosanne Vanpée

Uncertainty triggers overreaction: evidence from corporate takeovers pp. 1362-1389

Emma L. Black, Jie (Michael) Guo, Nan Hu and Evangelos Vagenas-Nanos

How predictable are precious metal returns? pp. 1390-1413

Andrew Urquhart

The information content of credit ratings: evidence from European convertible bond markets pp. 1414-1445

Steffen Hundt, Björn Sprungk and Andreas Horsch

Volume 23, issue 13, 2017

Narcissism and the art market performance pp. 1197-1218

Yi Zhou

The impact of mispricing and growth on UK M&As pp. 1219-1237

Jerry Coakley, Heba Gazzaz and Hardy Thomas

The value of target’s acquisition experience in M&A pp. 1238-1266

Indrajeet Mohite

Volume 23, issue 12, 2017

The effects of an uncertain abandonment value on the investment decision pp. 1083-1106

Roger Adkins and Dean Paxson

The cyclical behaviour of commodities pp. 1107-1128

Marcelo Pereira, Sofia Ramos and José G. Dias

Efficiency in initial public offerings and intellectual capital disclosure pp. 1129-1149

Leire Alcaniz, Fernando Gomez-Bezares and Jose Vicente Ugarte

Sequential investments with stage-specific risks and drifts pp. 1150-1175

Roger Adkins and Dean Paxson

The contributions to systemic stress of financial interactions between the US and Europe pp. 1176-1196

Dieter Gramlich, Mikhail Oet and Stephen J. Ong

Volume 23, issue 11, 2017

w-MPS risk aversion and the shadow CAPM: theory and empirical evidence pp. 947-973

Lin Huang, Chenghu Ma and Hiroyuki Nakata

Life-cycle funds: Much Ado about Nothing? pp. 974-998

Stefan Graf

The effects of quantitative easing on the integration of UK capital markets pp. 999-1024

James Steeley

Assessing time-varying stock market integration in Economic and Monetary Union for normal and crisis periods pp. 1025-1058

Sanjay Sehgal, Priyanshi Gupta and Florent Deisting

Media, sentiment and market performance in the long run pp. 1059-1082

Roman Kräussl and Elizaveta Mirgorodskaya

Volume 23, issue 10, 2017

Single versus multiple banking: lessons from initial public offerings pp. 841-858

Moez Bennouri, Sonia Falconieri and Maher Kooli

Differences of opinion in sovereign credit signals during the European crisis pp. 859-884

Rasha Alsakka, Owain ap Gwilym and Huong Vu

Industry cost of equity capital: European evidence for multifactor models pp. 885-915

Fabian T. Lutzenberger

Capital account reform and short- and long-run stock price leadership pp. 916-945

Charlie X. Cai, Paul B. McGuinness and Qi Zhang

Volume 23, issue 7-9, 2017

Chinese capital markets: institutional reforms and growing global links pp. 573-580

Douglas Cumming, Alessandra Guariglia, Wenxuan Hou and Edward Lee

Volume 23, issue 6, 2017

The role of fund size in the performance of mutual funds assessed with DEA models pp. 457-473

Antonella Basso and Stefania Funari

Risk attitude in case of losses or gains – an experimental study pp. 474-486

Tomasz Rólczyński, Maria Forlicz and Łukasz Kuźmiński

Risk management with expectiles pp. 487-506

Fabio Bellini and Elena Di Bernardino

How robust is the value-at-risk of credit risk portfolios? pp. 507-534

Carole Bernard, Ludger Rüschendorf, Steven Vanduffel and Jing Yao

Are news important to predict the Value-at-Risk? pp. 535-572

Mauro Bernardi, Leopoldo Catania and Lea Petrella

Volume 23, issue 5, 2017

Glamour, value and anchoring on the changing / pp. 375-406

Keith Anderson and Tomasz Zastawniak

Individual behaviour and long-range planning attitude pp. 407-426

Barbara Alemanni and Caterina Lucarelli

Directors’ share dealings and corporate insolvencies: evidence from the UK pp. 427-455

Aydin Ozkan, Jannine Poletti-Hughes and Agnieszka Trzeciakiewicz

Volume 23, issue 4, 2017

Hedging of Asian options under exponential Lévy models: computation and performance pp. 297-323

Laura Ballotta, Russell Gerrard and Ioannis Kyriakou

Asset–liability modelling and pension schemes: the application of robust optimization to USS pp. 324-352

Emmanouil Platanakis and Charles Sutcliffe

Pricing volatility options under stochastic skew with application to the VIX index pp. 353-374

Jacinto Marabel Romo

Volume 23, issue 3, 2017

Exploring the benefits of using stock characteristics in optimal portfolio strategies pp. 192-210

Jonathan Fletcher

Venture capital trusts and the expiration of IPO lock-up provisions pp. 211-242

Tianna Yang and Wenxuan Hou

Are firms accessing venture funding more financially constrained? New evidence from capital structure adjustments pp. 243-265

Marina Balboa, José Martí and Álvaro Tresierra-Tanaka

Family control and adjustment to the optimal level of cash holding pp. 266-295

M. Belén Lozano and Rodrigo F. Durán

Volume 23, issue 2, 2017

Exchange rate risk exposure and the value of European firms pp. 111-129

Fabio Parlapiano, Vitali Alexeev and Mardi Dungey

Stock market investors' use of stop losses and the disposition effect pp. 130-152

Daniel W. Richards, Janette Rutterford, Devendra Kodwani and Mark Fenton-O'Creevy

How Spanish options market smiles in summer: an empirical analysis for options on IBEX-35 pp. 153-169

Juan J. García-Machado and Jarosław Rybczyński

Efficiency in Turkish banking: post-restructuring evidence pp. 170-191

Nurhan Davutyan and Canan Yildirim

Volume 23, issue 1, 2017

Multi-asset portfolio optimization and out-of-sample performance: an evaluation of Black–Litterman, mean-variance, and naïve diversification approaches pp. 1-30

Wolfgang Bessler, Heiko Opfer and Dominik Wolff

A bootstrap-based comparison of portfolio insurance strategies pp. 31-59

Hubert Dichtl, Wolfgang Drobetz and Martin Wambach

Discount rates for long-term projects: the cost of capital and social discount rate compared pp. 60-79

Seth Armitage

Financial constraints and asset pricing: comprehensive evidence from London Stock Exchange pp. 80-110

Nikolaos Balafas and Alexandros Kostakis