Printed from https://ideas.repec.org/s/bla/eufman.html
Content
March 2021, Volume 27, Issue 2
- 189-195 Contract costs, stakeholder capitalism, and ESG
by Eugene F. Fama - 196-207 Corporate stakeholders, corporate valuation and ESG
by Bradford Cornell & Alan C. Shapiro - 208-243 Sentiment‐scaled CAPM and market mispricing
by John A. Doukas & Xiao Han - 244-286 Shedding light on a dark matter: Jump diffusion and option‐implied investor preferences
by Hamed Ghanbari & Michael Oancea & Stylianos Perrakis - 287-325 Neglected Risk in Financial Innovation: Evidence from Structured Product Counterparty Exposure
by Marc Arnold & Dustin Schuette & Alexander Wagner - 326-363 Is faster or slower trading better? An examination of order type execution speed and costs
by Ryan Garvey & Tao Huang & Fei Wu - 364-386 Financial constraints and the growth and survival of innovative start‐ups: An analysis of Italian firms
by Edoardo Ferrucci & Roberto Guida & Valentina Meliciani
January 2021, Volume 27, Issue 1
- 3-11 Taxes
by Eugene F. Fama - 12-19 ESG preferences, risk and return
by Bradford Cornell - 20-58 How to build a factor portfolio: Does the allocation strategy matter?
by Hubert Dichtl & Wolfgang Drobetz & Viktoria‐Sophie Wendt - 59-97 Firm vertical boundaries, internal capital markets, and firm performance
by Jaideep Shenoy - 98-119 Banks' noninterest income and securities holdings in a low interest rate environment: The case of Italy
by Philip Molyneux & Alessio Reghezza & Chiara Torriero & Jonathan Williams - 120-146 Disentangling types of liquidity and testing limits‐to‐arbitrage theories in the CDS–bond basis
by Patrick Augustin & Jan Schnitzler - 147-186 Recovering the market risk premium from higher‐order moment risks
by George Chalamandaris & Leonidas S. Rompolis
November 2020, Volume 26, Issue 5
- 1191-1223 Do foreign stocks substitute for international diversification?
by Vicente J. Bermejo & José M. Campa & Rodolfo G. Campos & Mohammed Zakriya - 1224-1260 A bibliometric analysis of European Financial Managementʼs first 25 years
by H. Kent Baker & Satish Kumar & Nitesh Pandey - 1261-1293 Economies or diseconomies of scope in the EU banking industry?
by Elena Beccalli & Ludovico Rossi - 1294-1323 Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks
by Dehua Shen & Andrew Urquhart & Pengfei Wang - 1324-1349 CEO influence on the board of directors: Evidence from corporate spinoffs
by Duong T. Pham - 1350-1384 Market discipline on bank bond issues through the lens of a new forward‐looking measure of loan quality
by Giorgia Simion & Elisa Cavezzali & Siva Nathan & Ugo Rigoni - 1385-1413 Betas versus characteristics: A practical perspective
by Gregory Nazaire & Maria Pacurar & Oumar Sy - 1414-1448 Portfolio optimization in the catastrophe space
by Carolyn W. Chang & Jack S. K. Chang & Min‐Teh Yu & Yang Zhao - 1449-1488 Regulatory stress testing and bank performance
by Lukas Ahnert & Pascal Vogt & Volker Vonhoff & Florian Weigert
September 2020, Volume 26, Issue 4
- 841-858 Banks' home bias in government bond holdings: Will banks in low‐rated countries invest in European safe bonds (ESBies)?
by Jean Dermine - 859-895 Trust, regulation, and contracting institutions
by Brandon N. Cline & Claudia R. Williamson - 896-937 Managerial incentives for attracting attention
by María Gutiérrez & Nino Papiashvili & Josep A. Tribó & Antonio B. Vazquez - 938-957 Why do stock repurchases change over time?
by Yuan‐Teng Hsu & Chia‐Wei Huang - 958-1005 Keeping it real or keeping it simple? Ownership concentration measures compared
by Taylan Mavruk & Conny Overland & Stefan Sjögren - 1006-1030 Investment and asset securitization with an option‐for‐guarantee swap
by Zhaojun Yang - 1031-1058 Differences in CEO compensation under large and small institutional ownership
by Onur Kemal Tosun - 1059-1106 Innovations in financing: The impact of anchor investors in Indian IPOs
by Arnab Bhattacharya & Binay Bhushan Chakrabarti & Chinmoy Ghosh & Milena Petrova - 1107-1146 Estimating portfolio risk for tail risk protection strategies
by David Happersberger & Harald Lohre & Ingmar Nolte - 1147-1188 Bank credit constraints for women‐led SMEs: Self‐restraint or lender bias?
by Emma Galli & Danilo V. Mascia & Stefania P. S. Rossi
June 2020, Volume 26, Issue 3
- 537-559 Forecasting recoveries in debt collection: Debt collectors and information production
by Johannes Kriebel & Kevin Yam - 560-578 Ownership ties, conflict of interest, and the tone of news
by Emanuele Bajo & Marco Bigelli & Carlo Raimondo - 579-627 Idiosyncratic momentum and the cross‐section of stock returns: Further evidence
by Qi Lin - 628-683 Credit risk, owner liability, and bank loan maturities during the global financial crisis
by Fábio Dias Duarte & Ana Paula Matias Gama & Mohamed Azzim Gulamhussen - 684-723 Do bankers on the board reduce crash risk?
by Min Jung Kang & Y. Han (Andy) Kim & Qunfeng Liao - 724-752 Does market power discipline CEO power? An agency perspective
by Anutchanat Jaroenjitrkam & Chia‐Feng (Jeffrey) Yu & Ralf Zurbruegg - 753-777 Social media bots and stock markets
by Rui Fan & Oleksandr Talavera & Vu Tran - 778-807 Consumption, asset wealth, equity premium, term spread, and flight to quality
by Mauro Costantini & Ricardo M. Sousa - 808-838 Does individualistic culture impact operational risk?
by Zhe An & Zhe Cao & Zhian Chen & Donghui Li
March 2020, Volume 26, Issue 2
- 261-287 News sentiment and sovereign credit risk
by Lara Cathcart & Nina M. Gotthelf & Matthias Uhl & Yining Shi - 288-315 Do security breaches matter? The shareholder puzzle
by Allen Michel & Jacob Oded & Israel Shaked - 316-347 Downside beta and the cross section of equity returns: A decade later
by Yigit Atilgan & K. Ozgur Demirtas & A. Doruk Gunaydin - 348-385 Motivated monitoring by institutional investors and firm investment efficiency
by Charles Ward & Chao Yin & Yeqin Zeng - 386-415 Cash holdings in family firms: CEO identity and implications for firm value
by Lorenzo Caprio & Alfonso Del Giudice & Andrea Signori - 416-454 Board diversity reforms: Do they matter for EU bank performance?
by Francesca Arnaboldi & Barbara Casu & Elena Kalotychou & Anna Sarkisyan - 455-502 When fund management skill is more valuable?
by Feng Dong & John A. Doukas - 503-534 Intra‐industry bankruptcy contagion: Evidence from the pricing of industry recovery rates
by Yuanchen Chang & Yi‐Ting Hsieh & Wenchien Liu & Peter Miu
January 2020, Volume 26, Issue 1
- 3-43 Limits‐to‐arbitrage, investment frictions, and the investment effect: New evidence
by F. Y. Eric C. Lam & Ya Li & Wikrom Prombutr & K. C. John Wei - 44-76 Director networks, turnover, and appointments
by Luc Renneboog & Yang Zhao - 77-117 Corporate social responsibility: An umbrella or a puddle on a rainy day? Evidence surrounding corporate financial misconduct
by John Bae & Wonik Choi & Jongha Lim - 118-142 NAV inflation and impact on performance in China
by Mark Shackleton & Jiali Yan & Yaqiong Yao - 143-175 Bank liquidity, macroeconomic risk, and bank risk: Evidence from the Financial Services Modernization Act
by I‐Ju Chen & Yu‐Yi Lee & Yong‐Chin Liu - 176-197 Manager skill and portfolio size with respect to a benchmark
by Andrei Bolshakov & Ludwig B. Chincarini - 198-215 Does trade credit really help relieving financial constraints?
by Stefania Cosci & Roberto Guida & Valentina Meliciani - 216-237 Second and higher moments of fundamentals: A literature review
by Yuecheng Jia & Ivilina Popova & Betty Simkins & Qin Emma Wang - 238-257 Uncovering predictability in the evolution of the WTI oil futures curve
by Fearghal Kearney & Han Lin Shang
November 2019, Volume 25, Issue 5
- 1121-1149 Getting it right or getting it cursed: Auction prices in a residential real estate bubble
by Clare Branigan & Cal Muckley & Paul Ryan - 1150-1167 Managerial optimism: New observations on the unifying theory
by J. B. Heaton - 1168-1195 Do culture, sentiment, and cognitive dissonance explain the ‘above suspicion’ anomalies?
by Ali Altanlar & Jiaqi Guo & Phil Holmes - 1196-1228 Psychopathic traits of corporate leadership as predictors of future stock returns
by Ayman M. A. Omar & Tomasz Piotr Wisniewski & Liafisu Sina Yekini - 1229-1248 The effect of stricter capital regulation on banks’ risk‐taking: Theory and evidence
by Frederik Lundtofte & Caren Yinxia Nielsen - 1249-1285 Does institutional ownership predict mutual fund performance? An examination of undiscovered holdings within 13(f) reports
by Xuhui (Nick) Pan & Kainan Wang & Blerina Bela Zykaj - 1286-1320 Impact of board gender composition on corporate debt maturity structures
by Yiwei Li & Xiu‐Ye Zhang - 1321-1347 Bail‐in rules and the pricing of Italian bank bonds
by Fabrizio Crespi & Emanuela Giacomini & Danilo V. Mascia - 1348-1377 Individual risk tolerance and herding behaviors in financial forecasts
by Jeppe Christoffersen & Simone Stæhr
September 2019, Volume 25, Issue 4
- 747-776 Overreaction to growth opportunities: An explanation of the asset growth anomaly
by Charlie X. Cai & Peng Li & Qi Zhang - 777-806 Does MAX matter for mutual funds?
by Bradley A. Goldie & Tyler R. Henry & Haimanot Kassa - 807-860 How friends with money affect corporate cash policies? The international evidence
by David Javakhadze & Tijana Rajkovic - 861-907 Board structure and role of outside directors in private firms
by Huasheng Gao & Zhongda He - 908-941 Hedge fund leverage: 2002–2017
by Bing Liang & Liping Qiu - 942-977 The catalytic effect of internationalization on innovation
by Ching‐Hsing Chang & Ching‐Hung Chang & Pi‐Kun Hsu & Sheng‐Yung Yang - 978-1012 Is finance a veil? Lead‐and‐lag relationship between financial and business cycles: The case of China
by Chung‐Hua Shen & Jun‐Guo Shi & Meng‐Wen Wu - 1013-1046 Local official turnover, ownership, and firm cash holdings: Insights from an emerging market
by Xiaoran Ni - 1047-1079 Employee treatment and its implications for bondholders
by Tsung‐Kang Chen & Yan‐Shing Chen & Hsiao‐Lin Yang - 1080-1118 Median momentum
by Tsung‐Yu Chen & Pin‐Huang Chou
June 2019, Volume 25, Issue 3
- 437-461 When do investment banks use IPO price support?
by Sturla Lyngnes Fjesme - 462-488 Exploring short‐ and long‐run links from bank competition to risk
by E. Philip Davis & Dilruba Karim - 489-519 Equity issues when in distress
by Mark D. Walker & Qingqing Wu - 520-553 The impact of the Morningstar Sustainability Rating on mutual fund flows
by Manuel Ammann & Christopher Bauer & Sebastian Fischer & Philipp Müller - 554-590 Confucianism, openness to the West, and corporate investment efficiency
by Lei Chen & Zhi Jin & Yongqiang Ma & Hui Xu - 591-621 Positive externalities of CEO delta
by Hongrui Feng & Yuecheng Jia - 622-654 Individualistic cultures and crash risk
by Tung Lam Dang & Robert Faff & Hoang Luong & Lily Nguyen - 655-683 Lottery preferences and the idiosyncratic volatility puzzle
by Doina C. Chichernea & Haimanot Kassa & Steve L. Slezak - 684-717 Creative culture, risk‐taking, and corporate financial decisions
by Erdem Ucar - 718-743 How do speculators in agricultural commodity markets impact production decisions and commodity prices? A theoretical analysis
by Christian Koziol & Tilo Treuter
March 2019, Volume 25, Issue 2
- 239-270 The face of risk: CEO facial masculinity and firm risk
by Shinichi Kamiya & Y. Han (Andy) Kim & Soohyun Park - 271-309 Does size matter in predicting hedge funds' liquidation?
by Adrien Becam & Andros Gregoriou & Jairaj Gupta - 310-324 Discounting methods and personal taxes
by Michael Dempsey - 325-357 Is bank capital sensitive to a tax allowance on marginal equity?
by Jose Martin‐Flores & Christophe Moussu - 358-379 Contingent capital with repeated interconversion between debt‐ and equity‐like instruments
by Yanping Cai & Zhaojun Yang & Zhiming Zhao - 380-406 The information content of the implied volatility term structure on future returns
by Yaw‐Huei Wang & Kuang‐Chieh Yen - 407-434 Securitization and credit quality in the European market
by Alper Kara & David Marques‐Ibanez & Steven Ongena
January 2019, Volume 25, Issue 1
- 3-37 An international analysis of CEO social capital and corporate risk‐taking
by Stephen P. Ferris & David Javakhadze & Tijana Rajkovic - 38-79 Target information asymmetry and takeover strategy: Insights from a new perspective
by Paul Borochin & Chinmoy Ghosh & Di Huang - 80-115 Do investment banks create value for their clients? Empirical evidence from European acquisitions
by Johannes Kolb - 116-159 Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity
by Patricia Chelley‐Steeley & Neophytos Lambertides & Christos S. Savva - 160-180 The payback of mutual fund selectivity in European markets
by Feng Dong & John A. Doukas - 181-206 Stock market integration, cost of equity capital, and corporate investment: Evidence from Brazil
by David Hillier & Tiago Loncan - 207-236 Intangible assets and the book‐to‐market effect
by Hyuna Park
November 2018, Volume 24, Issue 5
- 721-727 Worthless companies
by J. B. Heaton - 728-774 Are the Fama French factors treated as risk? Evidence from CEO compensation
by Jeremy Bertomeu & Edwige Cheynel & Michelle Liu‐Watts - 775-791 Credit risk in banks’ exposures to non‐financial firms
by Matteo Accornero & Giuseppe Cascarino & Roberto Felici & Fabio Parlapiano & Alberto Maria Sorrentino - 792-828 Earnout deals: Method of initial payment and acquirers’ gains
by Leonidas G. Barbopoulos & Krishna Paudyal & Sudi Sudarsanam - 829-855 The mixed vs the integrated approach to style investing: Much ado about nothing?
by Markus Leippold & Roger Rueegg - 856-892 Persistency of the momentum effect
by Hong‐Yi Chen & Pin‐Huang Chou & Chia‐Hsun Hsieh - 893-918 The effectiveness of asset, liability and equity hedging against catastrophe risk: the cases of winter storms in North America and Europe
by Yang‐Che Wu & Ming Jing Yang
September 2018, Volume 24, Issue 4
- 487-487 EFM Special Issue “Corporate Policies and Asset Prices”
by Lu Zhang - 488-520 A framework for identifying accounting characteristics for asset pricing models, with an evaluation of book‐to‐price
by Stephen H. Penman & Francesco Reggiani & Scott A. Richardson & İrem Tuna - 521-544 Focal points and firm risk
by Ye Cai & Hersh Shefrin - 545-580 The profitability effect: Insights from international equity markets
by Te‐Feng Chen & Lei Sun & K. C. John Wei & Feixue Xie - 581-609 There are two very different accruals anomalies
by Andrew Detzel & Philipp Schaberl & Jack Strauss - 610-649 The relation between bank credit growth and the expected returns of bank stocks
by Priyank Gandhi - 650-679 The cost of capital effect of M&A transactions: Disentangling coinsurance from the diversification discount
by Patrick Bielstein & Mario Fischer & Christoph Kaserer - 680-718 Investor heterogeneity and trading
by Anzhela Knyazeva & Diana Knyazeva & Leonard Kostovetsky
June 2018, Volume 24, Issue 3
- 301-308 CEO talent: A dime a dozen, or worth its weight in gold?
by Nicholas E. Donatiello & David F. Larcker & Brian Tayan - 309-330 The contagion versus interdependence controversy between hedge funds and equity markets
by Tae Yoon Kim & Hee Soo Lee - 331-361 Asset pricing puzzles in an OLG economy with generalized preference
by Amadeu DaSilva & Mira Farka - 362-386 Selling winners, buying losers: Mental decision rules of individual investors on their holdings
by Cristiana Cerqueira Leal & Gilberto Loureiro & Manuel J. Rocha Armada - 387-417 Income uncertainty and the decision to invest in bulk shipping
by Ioannis Kyriakou & Panos K. Pouliasis & Nikos C. Papapostolou & Nikos K. Nomikos - 418-450 A unified theory of forward‐ and backward‐looking M&As and divestitures
by Qing Ma & Susheng Wang - 451-484 Corporate debt maturity and stock price crash risk
by Viet Anh Dang & Edward Lee & Yangke Liu & Cheng Zeng
March 2018, Volume 24, Issue 2
- 171-191 Negative bubbles: What happens after a crash
by William N. Goetzmann & Dasol Kim - 192-208 Non†myopic portfolio choice with unpredictable returns: The jump†to†default case
by Anna Battauz & Alessandro Sbuelz - 209-238 Growth options and firm valuation
by Holger Kraft & Eduardo Schwartz & Farina Weiss - 239-260 Monetary policy uncertainty, positions of traders and changes in commodity futures prices
by Nikolay Gospodinov & Ibrahim Jamali - 261-297 Pricing Sovereign Debt: Foreign versus Local Parameters
by Michael Bradley & Elisabeth de Fontenay & Irving Arturo de Lira Salvatierra & Mitu Gulati
January 2018, Volume 24, Issue 1
- 3-33 Investment beliefs of endowments
by Andrew Ang & Andrés Ayala & William N. Goetzmann - 34-52 Consistent valuation of project finance and LBOs using the flows†to†equity method
by Ian A. Cooper & Kjell G. Nyborg - 53-78 Maximum diversification strategies along commodity risk factors
by Simone Bernardi & Markus Leippold & Harald Lohre - 79-112 Market†based estimates of implicit government guarantees in European financial institutions
by Lei Zhao - 113-135 Optimal ownership structure in private equity
by Bo Liu & Yang Liu & Jinqiang Yang - 136-168 Exchange traded funds and asset return correlations
by Zhi Da & Sophie Shive
October 2017, Volume 23, Issue 5
- 839-872 The Revealed Preference of Sophisticated Investors
by Jesse Blocher & Marat Molyboga - 873-901 Liquidity Risk and Volatility Risk in Credit Spread Models: A Unified Approach
by Stylianos Perrakis & Rui Zhong - 902-919 How Useful Is Basel III's Liquidity Coverage Ratio? Evidence From US Bank Holding Companies
by Brian Du - 920-950 CEO personal investment decisions and firm risk
by Wei Cen & John A. Doukas - 951-974 How To Manage Long†term Financial Self†sufficiency of a National Catastrophe Insurance Fund? The Feasibility of Three Bailout Programmes
by Jo†Yu Wang & Wen†Lin Wu & Yang†Che Wu & Ming Jing Yang - 975-1015 Determinants of Management Earnings Forecasts: The Case of Global Shipping IPOs
by Wolfgang Drobetz & Dimitrios Gounopoulos & Anna Merika & Andreas Merikas - 1016-1061 Do Managerial Practices Matter in Innovation and Firm Performance Relations? New Evidence from the UK
by Ilayda Nemlioglu & Sushanta K. Mallick
September 2017, Volume 23, Issue 4
- 545-603 The Investment CAPM
by Lu Zhang - 604-647 The Manipulation Potential of Libor and Euribor
by Alexander Eisl & Rainer Jankowitsch & Marti G. Subrahmanyam - 648-690 An Examination of European Firms’ Derivatives Usage: The Importance of Model Selection
by Anthony Carroll & Fergal O'Brien & James Ryan - 691-727 Retail Investor Attention and IPO Valuation
by Hugh M. J. Colaco & Amedeo De Cesari & Shantaram P. Hegde - 728-760 Extreme Returns in the European financial crisis
by Andreas Chouliaras & Theoharry Grammatikos - 761-806 Cold Case File? Inventory Risk and Information Sharing during the pre†1997 NASDAQ
by Laurence Lescourret - 807-835 Relationship Lending and Firms’ Leverage: Empirical Evidence in Europe
by Roberto Guida & Valentina Sabato - 836-836 Retracted: Portfolio Allocation and Asset Returns in an OLG Economy with Increasing Risk Aversion
by Amadeu DaSilva & Mira Farka
June 2017, Volume 23, Issue 3
- 357-375 Does Ownership Structure Matter?
by Sheridan Titman - 376-414 Conservative Accounting, IFRS Convergence and Cash Dividend Payments: Evidence from China
by William Bradford & Chao Chen & Song Zhu - 415-458 Financial Hedging and Firm Performance: Evidence from Cross†border Mergers and Acquisitions
by Zhong Chen & Bo Han & Yeqin Zeng - 459-474 Where Will the ‘Silver Money’ Go?
by Na Young Park - 475-518 Innovation†Related Diversification and Firm Value
by Zhao Rong & Sheng Xiao - 519-542 Tax Havens, Tax Evasion and Tax Information Exchange Agreements in the OECD
by David M. Kemme & Bhavik Parikh & Tanja Steigner
March 2017, Volume 23, Issue 2
- 183-210 A Theoretical Model for the Term Structure of Corporate Credit based on Competitive Advantage
by Bala Rajaratnam & Kanshukan Rajaratnam & Myuran Rajaratnam - 211-253 Due Diligence and Investee Performance
by Douglas Cumming & Simona Zambelli - 254-291 Dynamic Asset Allocation with Liabilities
by Daniel Giamouridis & Athanasios Sakkas & Nikolaos Tessaromatis - 292-324 Bankers on the Board and CEO Incentives
by Min Jung Kang & Andy (Y. Han) Kim - 325-354 The Role of the Conditional Skewness and Kurtosis in VIX Index Valuation
by Simon Lalancette & Jean†Guy Simonato
January 2017, Volume 23, Issue 1
- 3-31 Bank Risk Dynamics Where Assets are Risky Debt Claims
by Sharon Peleg†Lazar & Alon Raviv - 32-54 The Market Liquidity Timing Skills of Debt†oriented Hedge Funds
by Baibing Li & Ji Luo & Kai†Hong Tee - 55-86 Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk
by Eva Lütkebohmert & Daniel Oeltz & Yajun Xiao - 87-126 Financial Flexibility and Investment Ability Across the Euro Area and the UK
by Annalisa Ferrando & Maria†Teresa Marchica & Roberto Mura - 127-152 Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry
by Manuel Ammann & Kristian Blickle & Christian Ehmann - 153-179 Risk Control: Who Cares?
by Nick Taylor
November 2016, Volume 22, Issue 5
- 749-796 Empirical Analysis of the Intertemporal Relationship between Downside Risk and Expected Returns: Evidence from Time†varying Transition Probability Models
by Cathy Yi†Hsuan Chen & Thomas C. Chiang - 797-816 Style Migration in Europe
by John Paul Broussard & Jussi Mikkonen & Vesa Puttonen - 817-852 Cross Economic Determinants of Implied Volatility Smile Dynamics: Three Major European Currency Options
by Qian Han & Jufang Liang & Boqiang Wu - 853-881 Affine†Structure Models and the Pricing of Energy Commodity Derivatives
by Ioannis Kyriakou & Nikos K. Nomikos & Nikos C. Papapostolou & Panos K. Pouliasis - 882-915 The Evolution of Informed Liquidity Provision: Evidence from an Order†driven Market
by Marvin Wee & Joey W. Yang - 916-956 Corporate Governance and Firm†specific Stock Price Crashes
by Panayiotis C. Andreou & Constantinos Antoniou & Joanne Horton & Christodoulos Louca - 957-1000 Why Are Successive Cohorts of Listed Firms Persistently Riskier?
by Anup Srivastava & Senyo Y. Tse - 1001-1022 The Impact of the 2011 Short†Sale Ban on Financial Stability: Evidence from the Spanish Stock Market
by Óscar Arce & Sergio Mayordomo
September 2016, Volume 22, Issue 4
- 519-539 Target Risk Funds
by Edwin J. Elton & Martin J. Gruber & Andre de Souza - 540-575 The Bright Side of Discretionary Accruals: Evidence from Finance and Innovation
by (Grace) Qing Hao & Keming Li - 576-612 Non†cancellable Operating Leases and Operating Leverage
by Figen Gunes Dogan - 613-639 Persistent Doubt: An Examination of Hedge Fund Performance
by MarÃa dela O. González & Nicolas A. Papageorgiou & Frank S. Skinner - 640-666 Unbundling the Expense Ratio: Hidden Distribution Costs in European Mutual Fund Markets
by Marco Navone & Giacomo Nocera - 667-696 Market and Style Timing: German Equity and Bond Funds
by Keith Cuthbertson & Simon Hayley & Dirk Nitzsche - 697-745 Multiple Large Shareholders and Corporate Risk†taking: Evidence from French Family Firms
by Sabri Boubaker & Pascal Nguyen & Wael Rouatbi
June 2016, Volume 22, Issue 3
- 341-366 The Ex†dividend Day Behaviour of REITs: Tax or Market Microstructure Effects
by Kose John & Ravi S. Mateti & Duong Nguyen & Gopala Vasudevan - 367-393 Portfolio Overlapping Bias in Tests of the Fama–French Three†Factor Model
by Kathrin Tauscher & Martin Wallmeier - 394-426 Media Endorsements of New Product Announcements: A New Marketing Strategy
by Angelos J. Doukas & Jie (Michael) Guo & Herbert Y. T. Lam & Sarah (Hong) Xiao - 427-449 In Search of Concepts: The Effects of Speculative Demand on Stock Returns
by Owain Ap Gwilym & Iftekhar Hasan & Qingwei Wang & Ru Xie - 450-483 Which Beta Is Best? On the Information Content of Option†implied Betas
by Rainer Baule & Olaf Korn & Sven Saßning - 484-515 Do Investors Trade around Social Rating Announcements?
by Alexis Cellier & Pierre Chollet & Jean†François Gajewski
March 2016, Volume 22, Issue 2
- 171-192 Can Internet Search Queries Help to Predict Stock Market Volatility?
by Thomas Dimpfl & Stephan Jank - 193-234 Investing in Systematic Factor Premiums
by Kees G. Koedijk & Alfred M.H. Slager & Philip A. Stork - 235-275 Diversification, Size and Risk: the Case of Bank Acquisitions of Nonbank Financial Firms
by Barbara Casu & Panagiotis Dontis†Charitos & Sotiris Staikouras & Jonathan Williams - 276-312 Collateral Regulation and IPO†Specific Liberalisation: the Case of Price Limits in the Athens Stock Exchange
by Stavros Thomadakis & Dimitrios Gounopoulos & Christos Nounis & Andreas Merikas - 313-337 Securities Transaction Tax and Market Quality – the Case of France
by Peter Gomber & Martin Haferkorn & Kai Zimmermann
January 2016, Volume 22, Issue 1
- 3-30 Mandatory Gender Balance and Board Independence
by Øyvind Bøhren & Siv Staubo - 31-62 Equity Issues and Stock Repurchases of Initial Public Offerings
by Wolfgang Bessler & Wolfgang Drobetz & Martin Seim & Jan Zimmermann - 63-119 Envy†Motivated Merger Waves
by John A. Doukas & Wenjia Zhang - 120-141 High†Frequency Exchange Rate Forecasting
by Charlie X. Cai & Qi Zhang - 142-167 The Impact of Sovereign Rating News on European Banks
by Stefano Caselli & Gino Gandolfi & Maria Gaia Soana
November 2015, Volume 21, Issue 5
- 833-866 Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects
by Wan†Chien Chiu & Juan Ignacio Peña & Chih†Wei Wang