No. 30-4, September 2024
Index
- Aggregate volatility risk and momentum returns
- Arbitrage asymmetry, mispricing and the illiquidity premium
- Buy the dip?
- Firm ESG reputation risk and debt choice
- Firm‐level exposure to trade policy shocks: A multidimensional measurement approach
- Funding constraints, financial crisis, and price discovery between the futures and spot markets
- Geographic income diversification of large European banks: Better or worse?
- Is it a boy or a girl? Newborn gender and household portfolio decisions
- Issue Information: European Financial Management 4/2024
- I will trade, just not today: Individual investor trading activity around birthdays
- Local government official competition and financial analyst forecasts
- Managing liquidity along the supply chain: Supplier‐base concentration and corporate cash policy
- Non‐CEO executives' intraorganizational competition incentives and corporate labour investment efficiency
- Option compensation, dynamic investment and capital structure
- Picking a thorny rose: Optimal trading with spread‐based return predictability
- Research unbundling and market liquidity: Evidence from MiFID II
- Retail ETF investing
- The joint determination of the payment method and the bid premium in M&As: What is the role of firm opacity?
- When does CSR payoff?