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Content
June 2018, Volume 24, Issue 9
- 761-808 Ownership concentration and bank risk: international study on acquisitions
by Chih-Liang Liu & Yin-Hua Yeh
May 2018, Volume 24, Issue 7-8
- 517-520 Behavioural perspectives on bank misdeeds
by C. A. E. Goodhart - 521-543 On perceptions of financial volatility in price sequences
by Darren Duxbury & Barbara Summers - 544-564 Rumours built on quicksand: evidence on the nature and impact of message board postings in modern equity markets
by James Bowden & Bruce Burton & David Power - 565-583 Financial crime ‘hot spots’ – empirical evidence from the foreign exchange market
by Florian El Mouaaouy - 584-605 Do international institutions affect financial markets?: evidence from the Greek Sovereign Debt Crisis
by Marianne Gogstad & Ali M. Kutan & Yaz Gulnur Muradoglu - 606-629 A behavioural game-theoretic analysis of hedge fund regulation
by Richard Fairchild - 630-653 Emotional finance: investment and the unconscious
by Richard Taffler - 654-681 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
by Bibek Bhatta & Andrew Marshall & Chandra Thapa
April 2018, Volume 24, Issue 6
- 439-457 Corporate efficiency, credit status and investment
by Manzur Quader & Karl Taylor - 458-477 Stock returns forecasting with metals: sentiment vs. fundamentals
by Steven J. Jordan & Andrew Vivian & Mark E. Wohar - 478-498 Bond market access and acquisitions: empirical evidence from the European market
by Magnus Blomkvist & Teemu Friman & Timo Korkeamäki - 499-516 Fluctuations in the UK equity market: what drives stock returns?
by Dooruj Rambaccussing & David Power
March 2018, Volume 24, Issue 5
- 363-390 The waiting period of initial public offerings
by Hugh M.J. Colaco & Amedeo De Cesari & Shantaram P. Hegde - 391-412 Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance
by Roman Horváth & Štefan Lyócsa & Eduard Baumöhl - 413-425 Estimating the joint tail risk under the filtered historical simulation: An application to the CCP’s default and waterfall fund
by Giovanni Barone-Adesi & Kostas Giannopoulos & Les Vosper - 426-438 The Feller diffusion, filter rules and abnormal stock returns
by Paul Docherty & Yizhe Dong & Xiaojing Song & Mark Tippett
March 2018, Volume 24, Issue 4
- 283-299 Herding by mutual funds: impact on performance and investors’ response
by Debarati Bhattacharya & Gokhan Sonaer - 300-332 Safehavenness of currencies
by Alfred Y.-T. Wong & Tom Pak Wing Fong - 333-346 Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries
by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark E. Wohar - 347-362 A theory of mandatory convertibles: distinct features for large repeated financing
by Susheng Wang
February 2018, Volume 24, Issue 3
- 183-207 Contemporaneous ADR pricing: intraday dynamics during overlapping trading hours
by Antonio Figueiredo & A.M. Parhizgari - 208-230 Branching, lending and competition in Italian banking
by Marta Degl’Innocenti & Tapas Mishra & Simon Wolfe - 231-249 Trading volume, return variability and short-term momentum
by Umut Gökçen & Thierry Post - 250-281 Creditor protection, judicial enforcement and credit access
by Andrea Moro & Daniela Maresch & Annalisa Ferrando
January 2018, Volume 24, Issue 2
- 77-113 Bank stock performance and bank regulation around the globe
by Matthias Pelster & Felix Irresberger & Gregor N.F. Weiß - 114-134 Macro news and bond yield spreads in the euro area
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - 135-156 Bank efficiency, productivity, and convergence in EU countries: a weighted Russell directional distance model
by Hidemichi Fujii & Shunsuke Managi & Roman Matousek & Aarti Rughoo - 157-181 Time-varying managerial overconfidence and corporate debt maturity structure
by Ali Ataullah & Andrew Vivian & Bin Xu
January 2018, Volume 24, Issue 1
- 1-18 Forecasting implied volatility in foreign exchange markets: a functional time series approach
by Fearghal Kearney & Mark Cummins & Finbarr Murphy - 19-35 How gradualist are Chinese reforms? Evidence from rural income determinants
by Yasheng Huang & Meijun Qian - 36-58 Pension fund manager skills over the economic cycle: the (non-)specialization cost
by Mercedes Alda - 59-75 A theory of operational cash holding, endogenous financial constraints, and credit rationing
by Gerhard Kling
December 2017, Volume 23, Issue 15
- 1447-1467 Negative real interest rates
by Jing Chen & Diandian Ma & Xiaojong Song & Mark Tippett - 1468-1511 Gaussian models for Euro high grade government yields
by Marco Realdon - 1512-1543 The determinants of firm–bank relationships in Italy: bank ownership type, diversification and multiple banking relationships
by David Aristei & Manuela Gallo - 1544-1571 Post-crisis regulatory reforms and bank performance: lessons from Asia
by Barbara Casu & Bimei Deng & Alessandra Ferrari - 1572-1588 Modeling severity risk under PD–LGD correlation
by Chulwoo Han - 1589-1610 Analysis of the seeds of the debt crisis in Europe
by Haluk Yener & Thanasis Stengos & M. Ege Yazgan
November 2017, Volume 23, Issue 14
- 1-1 Corrigendum
by The Editors - 1267-1279 Insider trading in sequential auction markets with risk-aversion and time-discounting
by Paolo Vitale - 1280-1310 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
by Fabio Pizzutilo & Valeria Roncone - 1311-1334 Are IPO investors rational? Evidence from closed-end funds
by Gordon Gemmill & Dylan C. Thomas - 1335-1361 My global fund portfolio is not yours: the effect of home bias on European- and US-managed convertible bond fund exposures
by Geert Van Campenhout & Rosanne Vanpée - 1362-1389 Uncertainty triggers overreaction: evidence from corporate takeovers
by Emma L. Black & Jie (Michael) Guo & Nan Hu & Evangelos Vagenas-Nanos - 1390-1413 How predictable are precious metal returns?
by Andrew Urquhart - 1414-1445 The information content of credit ratings: evidence from European convertible bond markets
by Steffen Hundt & Björn Sprungk & Andreas Horsch
October 2017, Volume 23, Issue 13
- 1197-1218 Narcissism and the art market performance
by Yi Zhou - 1219-1237 The impact of mispricing and growth on UK M&As
by Jerry Coakley & Heba Gazzaz & Hardy Thomas - 1238-1266 The value of target’s acquisition experience in M&A
by Indrajeet Mohite
September 2017, Volume 23, Issue 12
- 1083-1106 The effects of an uncertain abandonment value on the investment decision
by Roger Adkins & Dean Paxson - 1107-1128 The cyclical behaviour of commodities
by Marcelo Pereira & Sofia B. Ramos & José G. Dias - 1129-1149 Efficiency in initial public offerings and intellectual capital disclosure
by Leire Alcaniz & Fernando Gomez-Bezares & Jose Vicente Ugarte - 1150-1175 Sequential investments with stage-specific risks and drifts
by Roger Adkins & Dean Paxson - 1176-1196 The contributions to systemic stress of financial interactions between the US and Europe
by Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong
September 2017, Volume 23, Issue 11
- 947-973 w-MPS risk aversion and the shadow CAPM: theory and empirical evidence
by Lin Huang & Chenghu Ma & Hiroyuki Nakata - 974-998 Life-cycle funds: Much Ado about Nothing?
by Stefan Graf - 999-1024 The effects of quantitative easing on the integration of UK capital markets
by James M. Steeley - 1025-1058 Assessing time-varying stock market integration in Economic and Monetary Union for normal and crisis periods
by Sanjay Sehgal & Priyanshi Gupta & Florent Deisting - 1059-1082 Media, sentiment and market performance in the long run
by Roman Kräussl & Elizaveta Mirgorodskaya
August 2017, Volume 23, Issue 10
- 841-858 Single versus multiple banking: lessons from initial public offerings
by Moez Bennouri & Sonia Falconieri & Maher Kooli - 859-884 Differences of opinion in sovereign credit signals during the European crisis
by Rasha Alsakka & Owain ap Gwilym & Huong Vu - 885-915 Industry cost of equity capital: European evidence for multifactor models
by Fabian T. Lutzenberger - 916-945 Capital account reform and short- and long-run stock price leadership
by Charlie X. Cai & Paul B. McGuinness & Qi Zhang
July 2017, Volume 23, Issue 7-9
- 573-580 Chinese capital markets: institutional reforms and growing global links
by Douglas Cumming & Alessandra Guariglia & Wenxuan Hou & Edward Lee
May 2017, Volume 23, Issue 6
- 457-473 The role of fund size in the performance of mutual funds assessed with DEA models
by Antonella Basso & Stefania Funari - 474-486 Risk attitude in case of losses or gains – an experimental study
by Tomasz Rólczyński & Maria Forlicz & Łukasz Kuźmiński - 487-506 Risk management with expectiles
by Fabio Bellini & Elena Di Bernardino - 507-534 How robust is the value-at-risk of credit risk portfolios?
by Carole Bernard & Ludger Rüschendorf & Steven Vanduffel & Jing Yao - 535-572 Are news important to predict the Value-at-Risk?
by Mauro Bernardi & Leopoldo Catania & Lea Petrella
April 2017, Volume 23, Issue 5
- 375-406 Glamour, value and anchoring on the changing /
by Keith Anderson & Tomasz Zastawniak - 407-426 Individual behaviour and long-range planning attitude
by Barbara Alemanni & Caterina Lucarelli - 427-455 Directors’ share dealings and corporate insolvencies: evidence from the UK
by Aydin Ozkan & Jannine Poletti-Hughes & Agnieszka Trzeciakiewicz
March 2017, Volume 23, Issue 4
- 297-323 Hedging of Asian options under exponential Lévy models: computation and performance
by Laura Ballotta & Russell Gerrard & Ioannis Kyriakou - 324-352 Asset–liability modelling and pension schemes: the application of robust optimization to USS
by Emmanouil Platanakis & Charles Sutcliffe - 353-374 Pricing volatility options under stochastic skew with application to the VIX index
by Jacinto Marabel Romo
February 2017, Volume 23, Issue 3
- 192-210 Exploring the benefits of using stock characteristics in optimal portfolio strategies
by Jonathan Fletcher - 211-242 Venture capital trusts and the expiration of IPO lock-up provisions
by Tianna Yang & Wenxuan Hou - 243-265 Are firms accessing venture funding more financially constrained? New evidence from capital structure adjustments
by Marina Balboa & José Martí & Álvaro Tresierra-Tanaka - 266-295 Family control and adjustment to the optimal level of cash holding
by M. Belén Lozano & Rodrigo F. Durán
January 2017, Volume 23, Issue 2
- 111-129 Exchange rate risk exposure and the value of European firms
by Fabio Parlapiano & Vitali Alexeev & Mardi Dungey - 130-152 Stock market investors' use of stop losses and the disposition effect
by Daniel W. Richards & Janette Rutterford & Devendra Kodwani & Mark Fenton-O'Creevy - 153-169 How Spanish options market smiles in summer: an empirical analysis for options on IBEX-35
by Juan J. García-Machado & Jarosław Rybczyński - 170-191 Efficiency in Turkish banking: post-restructuring evidence
by Nurhan Davutyan & Canan Yildirim
January 2017, Volume 23, Issue 1
- 1-30 Multi-asset portfolio optimization and out-of-sample performance: an evaluation of Black–Litterman, mean-variance, and naïve diversification approaches
by Wolfgang Bessler & Heiko Opfer & Dominik Wolff - 31-59 A bootstrap-based comparison of portfolio insurance strategies
by Hubert Dichtl & Wolfgang Drobetz & Martin Wambach - 60-79 Discount rates for long-term projects: the cost of capital and social discount rate compared
by Seth Armitage - 80-110 Financial constraints and asset pricing: comprehensive evidence from London Stock Exchange
by Nikolaos Balafas & Alexandros Kostakis
December 2016, Volume 22, Issue 15
- 1-1 Editorial Board
by The Editors - 1484-1506 The relative pricing of European dividend futures and their predictive abilities for index returns
by Olaf Stotz - 1507-1533 Evolution of control of cross-listed companies
by Wissam Abdallah & Marc Goergen - 1534-1560 Commodity futures hedging, risk aversion and the hedging horizon
by Thomas Conlon & John Cotter & Ramazan Gençay - 1561-1579 How to design down-and-out barrier option contracts so that firms invest when it is socially efficient
by Jyh-Bang Jou & Tan (Charlene) Lee - 1580-1595 The effect of private investments on banks' capital requirements
by Mahmoud Arayssi
November 2016, Volume 22, Issue 14
- 1363-1387 Pairs trading in the UK equity market: risk and return
by David A. Bowen & Mark C. Hutchinson - 1388-1413 Model-free jump measures and interest rates: common patterns in US and UK monetary policy around major economic events
by Januj Juneja & Kuntara Pukthuanthong - 1414-1434 The Friedman rule and inflation targeting
by Qian Guo & Huw Rhys & Xiaojing Song & Mark Tippett - 1435-1456 Managerial actions and nominal stock price levels
by Adri De Ridder & David A. Burnie - 1457-1483 Commodity futures returns: more memory than you might think!
by Jerry Coakley & Neil Kellard & Jian Wang
October 2016, Volume 22, Issue 13
- 1237-1271 Which parametric model for conditional skewness?
by Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tédongap - 1272-1291 Realised higher moments: theory and practice
by Mike Buckle & Jing Chen & Julian M. Williams - 1292-1319 Pension plan solvency and extreme market movements: a regime switching approach
by Niloufar Abourashchi & Iain Clacher & Mark C. Freeman & David Hillier & Malcolm Kemp & Qi Zhang - 1320-1350 Multivariate asset models using Lévy processes and applications
by Laura Ballotta & Efrem Bonfiglioli - 1351-1362 Estimating loss-given default through advanced credibility theory
by Stefano Bonini & Giuliana Caivano
September 2016, Volume 22, Issue 12
- 1109-1129 Yield curve modeling and forecasting using semiparametric factor dynamics
by Wolfgang K. Härdle & Piotr Majer - 1130-1144 Covered interest parity with default risk
by Csaba Csávás - 1145-1163 Stock market prediction using evolutionary support vector machines: an application to the ASE20 index
by Andreas Karathanasopoulos & Konstantinos Athanasios Theofilatos & Georgios Sermpinis & Christian Dunis & Sovan Mitra & Charalampos Stasinakis - 1164-1188 The intraday determination of liquidity in the NYSE LIFFE equity option markets
by Thanos Verousis & Owain ap Gwilym & XiaoHua Chen - 1189-1203 Disappointment aversion and the equity premium puzzle: new international evidence
by Yuxin Xie & Athanasios A. Pantelous & Chris Florackis - 1204-1223 Commonality in equity options liquidity: evidence from European Markets
by Thanos Verousis & Owain ap Gwilym & Nikolaos Voukelatos - 1224-1236 Optimal derivatives: portfolios, payoffs and preferences
by Patrick OSullivan & David Edelman
September 2016, Volume 22, Issue 11
- 965-984 Cross-country linkages as determinants of procyclicality of loan loss provisions
by Małgorzata Olszak & Mateusz Pipień - 985-1003 A new multi-factor risk model to evaluate funding liquidity risk of banks
by Malick Fall & Jean-Laurent Viviani - 1004-1039 A behavioural theory of the fund management firm
by John Holland - 1040-1062 A structural model for credit risk with switching processes and synchronous jumps
by Donatien Hainaut & David B. Colwell - 1063-1085 Retail investor information demand – speculating and investing in structured products
by Sebastian Schroff & Stephan Meyer & Hans-Peter Burghof - 1086-1108 The relative influence of price and non-price factors on short-term retail deposit quantities?
by John K. Ashton & Andros Gregoriou & Jerome V. Healy
August 2016, Volume 22, Issue 10
- 803-824 Have changes in the financial structure affected bank profitability? Evidence for Austria
by Fabio Rumler & Walter Waschiczek - 825-853 Implied liquidity risk premium in the term structure of sovereign credit default swap and bond spreads
by Saad Badaoui & Lara Cathcart & Lina El-Jahel - 854-886 Effectiveness of independent boards of UCITS funds
by Jan Jaap Hazenberg & Edwin Terink - 887-908 Pricing derivatives with modeling CO emission allowance using a regime-switching jump diffusion model: with regime-switching risk premium
by Chang-Yi Li & Son-Nan Chen & Shih-Kuei Lin - 909-940 How do risk attitudes of clearing firms matter for managing default exposure in futures markets?
by Jie Cheng & Yi Hong & Juan Tao - 941-964 Access to consumer credit in the UK
by Solomon Y. Deku & Alper Kara & Philip Molyneux
July 2016, Volume 22, Issue 8-9
- 627-636 Behavioral finance and me, or how I came to see the light
by Warren Bailey - 637-661 University endowment committees: how a learning orientation and knowledge factors contribute to portfolio diversification and performance
by Mimi Lord - 662-687 A behavioural finance approach to working capital management
by Vikash Ramiah & Yilang Zhao & Imad Moosa & Michael Graham - 688-711 Situated cognition and narrative heuristic: evidence from retail investors and their brokers
by Emre Tarim - 712-731 CEO pay in UK FTSE 100: pay inequality, board size and performance
by William Patrick Forbes & Michael Pogue & Lynn Hodgkinson - 732-755 Assessing market attractiveness for mergers and acquisitions: the M&A Attractiveness Index Score
by Naaguesh Appadu & Anna Faelten & Scott Moeller & Valeriya Vitkova - 756-781 Comparative corporate governance and international portfolios
by Maela Giofré - 782-802 Home bias persistence in foreign direct investments
by Mario Levis & Yaz Gülnur Muradoǧlu & Kristina Vasileva
May 2016, Volume 22, Issue 7
- 529-550 Financial consequences of mutual fund mergers
by Laura Andreu & José Luis Sarto - 551-571 Pricing of foreign exchange options under the MPT stochastic volatility model and the CIR interest rates
by Rehez Ahlip & Marek Rutkowski - 572-600 European asset swap spreads and the credit crisis
by Wolfgang Aussenegg & Lukas Götz & Ranko Jelic - 601-626 Is stochastic volatility relevant for dynamic portfolio choice under ambiguity?
by Gonçalo Faria & João Correia-da-Silva
April 2016, Volume 22, Issue 4-6
- 255-258 Chinese style capitalism: current development and future implications
by Douglas Cumming & Alessandra Guariglia & Wenxuan Hou & Edward Lee - 259-287 The growth, determinants, and profitability of nontraditional activities of Chinese commercial banks
by Michael Firth & Wei Li & Steven Shuye Wang - 288-318 Institutional development and financing decisions: evidence from a cross-regional study on Chinese listed firms
by Nancy Huyghebaert & Lihong Wang - 319-344 External finance and trade credit extension in China: does political affiliation make a difference?
by Alessandra Guariglia & Simona Mateut - 345-370 Are Chinese stock and property markets integrated or segmented?
by Chris Adcock & Xiuping Hua & Yiping Huang - 371-392 A separate monitoring organ and disclosure of firm-specific information
by Zhenyu Wu & Yuanshun Li & Shujun Ding & Chunxin Jia - 393-412 Media coverage and foreign share discount puzzle in China
by Douglas Cumming & Robert Dixon & Wenxuan Hou & Edward Lee - 413-431 Political connections and tax-induced earnings management: evidence from China
by Chen Li & Yaping Wang & Liansheng Wu & Jason Zezhong Xiao - 432-462 Board attributes and herding in corporate investment: evidence from Chinese-listed firms
by Hong Bo & Tao Li & Yanmei Sun - 463-483 Does ownership structure matter? Evidence from firms’ excess cash in China
by Zhenzhen Sun & Yaping Wang - 484-505 Chinese executive compensation: the role of asymmetric performance benchmarks
by James Cordeiro & Lerong He & Martin Conyon & Tara Shaw - 506-528 Executive compensation and the split share structure reform in China
by Wenxuan Hou & Edward Lee & Konstantinos Stathopoulos & Zhenxu Tong
February 2016, Volume 22, Issue 3
- 167-194 Evaluating analysts' value: evidence from recommendation revisions around stock price jumps
by George J. Jiang & Woojin Kim - 195-220 Consumer confidence indices and stock markets' meltdowns
by Elena Ferrer & Julie Salaber & Anna Zalewska - 221-236 Infrastructure public-private partnership project ecosystem - financial and economic positioning of stakeholders
by Pekka Levi�kangas & Tuomo Kinnunen & Aki Aapaoja - 237-253 A macroprudential approach to address liquidity risk with the loan-to-deposit ratio
by Jan Willem Van den End
January 2016, Volume 22, Issue 2
- 80-104 The information content of retail investors' order flow
by Ingmar Nolte & Sandra Nolte - 105-119 The distribution of information in speculative markets: a natural experiment
by Alasdair Brown - 120-142 Price impact of block trades: the curious case of downstairs trading in the EU emissions futures market
by Gbenga Ibikunle & Andros Gregoriou & Naresh R. Pandit - 143-166 Should banks be geographically diversified? Empirical evidence from cross-country diversification of European banks
by Andreja Bandelj
January 2016, Volume 22, Issue 1
- 1-27 Capacity effects and winner fund performance: the relevance and interactions of fund size and family characteristics
by Wolfgang Bessler & Lawrence Kryzanowski & Philipp Kurmann & Peter Lückoff - 28-58 Demand-supply imbalances in the credit default swap market: empirical evidence
by Lidija Lovreta - 59-79 Capital structure decisions: old issues, new insights from high-tech small- and medium-sized enterprises
by Zélia Serrasqueiro & Paulo Ma çãs Nunes & Manuel da Rocha Armada
December 2015, Volume 21, Issue 15
- 1282-1296 The calm after the storm: implied volatility and future stock index returns
by Thorben Manfred Lubnau & Neda Todorova - 1297-1316 Non-executive compensation in German and Swiss banks before and after the financial crisis
by Patrick Kampkötter - 1317-1333 A sequential purchasing power parity test for panels of large cross-sections and implications for investors
by Joakim Westerlund & Paresh Narayan - 1334-1356 Why is timing perverse?
by Juan Carlos Matallín-Sáez & David Moreno & Rosa Rodríguez - 1357-1373 Risk aversion, prudence, and compensation
by Pierre Chaigneau
November 2015, Volume 21, Issue 13-14
- 1091-1112 Robust portfolio estimation under skew-normal return processes
by Masanobu Taniguchi & Alexandre Petkovic & Takehiro Kase & Thomas DiCiccio & Anna Clara Monti - 1113-1131 Modelling multivariate skewness in financial returns: a SGARCH approach
by Giovanni De Luca & Nicola Loperfido - 1132-1143 Effects of skewness and kurtosis on production and hedging decisions: a skewed t distribution approach
by Donald Lien & Yaqin Wang - 1144-1160 The role of multivariate skew-Student density in the estimation of stock market crashes
by Lei Wu & Qingbin Meng & Julio C. Velazquez - 1161-1175 Skewed exchange-rate forecasts
by Christian Pierdzioch & Georg Stadtmann - 1176-1194 Robustness of the inference procedures for the global minimum variance portfolio weights in a skew-normal model
by Taras Bodnar & Arjun K. Gupta - 1195-1213 Financial density selection
by J. Miguel Marin & Genaro Sucarrat - 1214-1252 Multivariate asset return prediction with mixture models
by Marc S. Paolella - 1253-1281 Skewed distributions in finance and actuarial science: a review
by Christopher Adcock & Martin Eling & Nicola Loperfido
September 2015, Volume 21, Issue 12
- 971-991 Non-homogeneous volatility correlations in the bivariate multifractal model
by Ruipeng Liu & Thomas Lux - 992-1004 A note on a semiparametric approach to estimating financing constraints in firms
by Sumon Kumar Bhaumik & Subal C. Kumbhakar & Kai Sun - 1005-1022 Towards a common Eurozone risk free rate
by Sergio Mayordomo & Juan Ignacio Peña & Eduardo S. Schwartz - 1023-1069 Regime-switching models for exchange rates
by Ekaterini Panopoulou & Theologos Pantelidis - 1070-1089 FT coverage and UK target price run-ups
by Antonios Siganos & Marco Papa
August 2015, Volume 21, Issue 10-11
- 773-790 Financing obstacles and growth: an analysis for euro area non-financial firms
by Chiara Coluzzi & Annalisa Ferrando & Carmen Martinez-Carrascal - 791-805 High-speed rail transport valuation and conjecture shocks
by Gualter Couto & Cláudia Nunes & Pedro Pimentel - 806-825 Linking wealth and labour income with stock returns and government bond yields
by Ricardo M. Sousa - 826-847 Family control, multiple institutional block-holders, and informed trading
by Xiaoxiang Zhang & Jenifer Piesse & Igor Filatotchev - 848-866 Do Portuguese private firms follow pecking order financing?
by Jan Bartholdy & Cesario Mateus & Dennis Olson - 867-892 Sequential real rainbow options
by Jörg Dockendorf & Dean A. Paxson - 893-911 Real effects of financial market integration: does lower home bias lead to welfare benefits?
by Crina Pungulescu - 912-945 Is value creation consistent with currency hedging?
by Milagros Vivel Búa & Luis Otero González & Sara Fernández López & Pablo Durán Santomil - 946-970 Investment style positioning of UK unit trusts
by David Brookfield & Chen Su & Kenbata Bangassa
July 2015, Volume 21, Issue 9
- 691-713 Emergence of macro-variables by evaluation and clustering of micro- activities
by Otto Loistl - 714-733 A generalized approach to optimal hedging with option contracts
by Emanuele Bajo & Massimiliano Barbi & Silvia Romagnoli - 734-754 Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors
by Markus Baltzer & Oscar Stolper & Andreas Walter - 755-771 Disentangling the link between stock and accounting performance in acquisitions
by André Betzer & Markus Doumet & Marc Goergen
June 2015, Volume 21, Issue 8
- 629-645 Financial intermediation and the role of price discrimination in the foreign exchange market
by Stefan Reitz & Markus A. Schmidt & Mark P. Taylor - 646-671 Timing, earnings management and over-reaction around pure placings
by Dionysia Dionysiou - 672-690 The short-term impact of director trading in UK closed-end funds
by Dimitris Andriosopoulos & Michael Steliaros & Dylan C. Thomas
May 2015, Volume 21, Issue 7
- 527-547 Wealth effects of the Securities and Exchange Commission's 'terror tool'
by Wolfgang Breuer & Moritz Felde - 548-574 Risk management in the energy markets and Value-at-Risk modelling: a hybrid approach
by Kostas Andriosopoulos & Nikos Nomikos - 575-583 One index fits none: the conundrum of euro area inflation-linked bonds
by Ivo J.M. Arnold - 584-607 The disappearance of momentum
by Soosung Hwang & Alexandre Rubesam - 608-628 VC investments and global exits
by Susanne Espenlaub & Arif Khurshed & Abdulkadir Mohamed