The European Journal of Finance

1995 - 2025

Current editor(s): Chris Adcock

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Volume 22, issue 15, 2016

The relative pricing of European dividend futures and their predictive abilities for index returns pp. 1484-1506

Olaf Stotz

Evolution of control of cross-listed companies pp. 1507-1533

Wissam Abdallah and Marc Goergen

Commodity futures hedging, risk aversion and the hedging horizon pp. 1534-1560

Thomas Conlon, John Cotter and Ramazan Gencay

How to design down-and-out barrier option contracts so that firms invest when it is socially efficient pp. 1561-1579

Jyh-Bang Jou and Tan (Charlene) Lee

The effect of private investments on banks' capital requirements pp. 1580-1595

Mahmoud Arayssi

Editorial Board pp. ebi-ebi

The Editors

Volume 22, issue 14, 2016

Pairs trading in the UK equity market: risk and return pp. 1363-1387

David A. Bowen and Mark C. Hutchinson

Model-free jump measures and interest rates: common patterns in US and UK monetary policy around major economic events pp. 1388-1413

Januj Juneja and Kuntara Pukthuanthong

The Friedman rule and inflation targeting pp. 1414-1434

Qian Guo, Huw Rhys, Xiaojing Song and Mark Tippett

Managerial actions and nominal stock price levels pp. 1435-1456

Adri De Ridder and David A. Burnie

Commodity futures returns: more memory than you might think! pp. 1457-1483

Jerry Coakley, Neil Kellard and Jian Wang

Volume 22, issue 13, 2016

Which parametric model for conditional skewness? pp. 1237-1271

Bruno Feunou, Mohammad Jahan-Parvar and Roméo Tédongap

Realised higher moments: theory and practice pp. 1272-1291

Mike Buckle, Jing Chen and Julian M. Williams

Pension plan solvency and extreme market movements: a regime switching approach pp. 1292-1319

Niloufar Abourashchi, Iain Clacher, Mark C. Freeman, David Hillier, Malcolm Kemp and Qi Zhang

Multivariate asset models using Lévy processes and applications pp. 1320-1350

Laura Ballotta and Efrem Bonfiglioli

Estimating loss-given default through advanced credibility theory pp. 1351-1362

Stefano Bonini and Giuliana Caivano

Volume 22, issue 12, 2016

Yield curve modeling and forecasting using semiparametric factor dynamics pp. 1109-1129

Wolfgang K. Härdle and Piotr Majer

Covered interest parity with default risk pp. 1130-1144

Csaba Csávás

Stock market prediction using evolutionary support vector machines: an application to the ASE20 index pp. 1145-1163

Andreas Karathanasopoulos, Konstantinos Athanasios Theofilatos, Georgios Sermpinis, Christian Dunis, Sovan Mitra and Charalampos Stasinakis

The intraday determination of liquidity in the NYSE LIFFE equity option markets pp. 1164-1188

Thanos Verousis, Owain ap Gwilym and XiaoHua Chen

Disappointment aversion and the equity premium puzzle: new international evidence pp. 1189-1203

Yuxin Xie, Athanasios A. Pantelous and Chris Florackis

Commonality in equity options liquidity: evidence from European Markets pp. 1204-1223

Thanos Verousis, Owain ap Gwilym and Nikolaos Voukelatos

Optimal derivatives: portfolios, payoffs and preferences pp. 1224-1236

Patrick OSullivan and David Edelman

Volume 22, issue 11, 2016

Cross-country linkages as determinants of procyclicality of loan loss provisions pp. 965-984

Małgorzata Olszak and Mateusz Pipień

A new multi-factor risk model to evaluate funding liquidity risk of banks pp. 985-1003

Malick Fall and Jean-Laurent Viviani

A behavioural theory of the fund management firm pp. 1004-1039

John Holland

A structural model for credit risk with switching processes and synchronous jumps pp. 1040-1062

Donatien Hainaut and David B. Colwell

Retail investor information demand – speculating and investing in structured products pp. 1063-1085

Sebastian Schroff, Stephan Meyer and Hans-Peter Burghof

The relative influence of price and non-price factors on short-term retail deposit quantities? pp. 1086-1108

John Ashton, Andros Gregoriou and Jerome V. Healy

Volume 22, issue 10, 2016

Have changes in the financial structure affected bank profitability? Evidence for Austria pp. 803-824

Fabio Rumler and Walter Waschiczek

Implied liquidity risk premium in the term structure of sovereign credit default swap and bond spreads pp. 825-853

Saad Badaoui, Lara Cathcart and Lina El-Jahel

Effectiveness of independent boards of UCITS funds pp. 854-886

Jan Jaap Hazenberg and Edwin Terink

Pricing derivatives with modeling CO emission allowance using a regime-switching jump diffusion model: with regime-switching risk premium pp. 887-908

Chang-Yi Li, Son-Nan Chen and Shih-Kuei Lin

How do risk attitudes of clearing firms matter for managing default exposure in futures markets? pp. 909-940

Jie Cheng, Yi Hong and Juan Tao

Access to consumer credit in the UK pp. 941-964

Solomon Deku, Alper Kara and Philip Molyneux

Volume 22, issue 8-9, 2016

Behavioral finance and me, or how I came to see the light pp. 627-636

Warren Bailey

University endowment committees: how a learning orientation and knowledge factors contribute to portfolio diversification and performance pp. 637-661

Mimi Lord

A behavioural finance approach to working capital management pp. 662-687

Vikash Ramiah, Yilang Zhao, Imad Moosa and Michael Graham

Situated cognition and narrative heuristic: evidence from retail investors and their brokers pp. 688-711

Emre Tarim

CEO pay in UK FTSE 100: pay inequality, board size and performance pp. 712-731

William Patrick Forbes, Michael Pogue and Lynn Hodgkinson

Assessing market attractiveness for mergers and acquisitions: the M&A Attractiveness Index Score pp. 732-755

Naaguesh Appadu, Anna Faelten, Scott Moeller and Valeriya Vitkova

Comparative corporate governance and international portfolios pp. 756-781

Maela Giofre'

Home bias persistence in foreign direct investments pp. 782-802

Mario Levis, Yaz Gülnur Muradoǧlu and Kristina Vasileva

Volume 22, issue 7, 2016

Financial consequences of mutual fund mergers pp. 529-550

Laura Andreu and José Luis Sarto

Pricing of foreign exchange options under the MPT stochastic volatility model and the CIR interest rates pp. 551-571

Rehez Ahlip and Marek Rutkowski

European asset swap spreads and the credit crisis pp. 572-600

Wolfgang Aussenegg, Lukas Götz and Ranko Jelic

Is stochastic volatility relevant for dynamic portfolio choice under ambiguity? pp. 601-626

Gonçalo Faria and Joao Correia-da-Silva

Volume 22, issue 4-6, 2016

Chinese style capitalism: current development and future implications pp. 255-258

Douglas Cumming, Alessandra Guariglia, Wenxuan Hou and Edward Lee

The growth, determinants, and profitability of nontraditional activities of Chinese commercial banks pp. 259-287

Michael Firth, Wei Li and Steven Shuye Wang

Institutional development and financing decisions: evidence from a cross-regional study on Chinese listed firms pp. 288-318

Nancy Huyghebaert and Lihong Wang

External finance and trade credit extension in China: does political affiliation make a difference? pp. 319-344

Alessandra Guariglia and Simona Mateut

Are Chinese stock and property markets integrated or segmented? pp. 345-370

Chris Adcock, Xiuping Hua and Yiping Huang

A separate monitoring organ and disclosure of firm-specific information pp. 371-392

Zhenyu Wu, Yuanshun Li, Shujun Ding and Chunxin Jia

Media coverage and foreign share discount puzzle in China pp. 393-412

Douglas Cumming, Robert Dixon, Wenxuan Hou and Edward Lee

Political connections and tax-induced earnings management: evidence from China pp. 413-431

Chen Li, Yaping Wang, Liansheng Wu and Jason Zezhong Xiao

Board attributes and herding in corporate investment: evidence from Chinese-listed firms pp. 432-462

Hong Bo, Tao Li and Yanmei Sun

Does ownership structure matter? Evidence from firms’ excess cash in China pp. 463-483

Zhenzhen Sun and Yaping Wang

Chinese executive compensation: the role of asymmetric performance benchmarks pp. 484-505

James Cordeiro, Lerong He, Martin Conyon and Tara Shaw

Executive compensation and the split share structure reform in China pp. 506-528

Wenxuan Hou, Edward Lee, Konstantinos Stathopoulos and Zhenxu Tong

Volume 22, issue 3, 2016

Evaluating analysts' value: evidence from recommendation revisions around stock price jumps pp. 167-194

George J. Jiang and Woojin Kim

Consumer confidence indices and stock markets' meltdowns pp. 195-220

Elena Ferrer, Julie Salaber and Anna Zalewska

Infrastructure public-private partnership project ecosystem - financial and economic positioning of stakeholders pp. 221-236

Pekka Levi�kangas, Tuomo Kinnunen and Aki Aapaoja

A macroprudential approach to address liquidity risk with the loan-to-deposit ratio pp. 237-253

Jan Willem End

Volume 22, issue 2, 2016

The information content of retail investors' order flow pp. 80-104

Ingmar Nolte and Sandra Nolte (Lechner)

The distribution of information in speculative markets: a natural experiment pp. 105-119

Alasdair Brown

Price impact of block trades: the curious case of downstairs trading in the EU emissions futures market pp. 120-142

Gbenga Ibikunle, Andros Gregoriou and Naresh R. Pandit

Should banks be geographically diversified? Empirical evidence from cross-country diversification of European banks pp. 143-166

Andreja Bandelj

Volume 22, issue 1, 2016

Capacity effects and winner fund performance: the relevance and interactions of fund size and family characteristics pp. 1-27

Wolfgang Bessler, Lawrence Kryzanowski, Philipp Kurmann and Peter Lückoff

Demand-supply imbalances in the credit default swap market: empirical evidence pp. 28-58

Lidija Lovreta

Capital structure decisions: old issues, new insights from high-tech small- and medium-sized enterprises pp. 59-79

Zelia Serrasqueiro, Paulo Ma çãs Nunes and Manuel da Rocha Armada