European Financial Management - AZ
- Costs and benefits of trading with stock dealers: The case of systematic internalizers
- Credit risk, owner liability, and bank loan maturities during the global financial crisis
- Corporate debt maturity and stock price crash risk
- CSR activity in response to the Paris Agreement exit
- Machine learning methods in finance: Recent applications and prospects
- The impact of credit reforms on bank loans and firm leverage around the world
- Securitization and credit quality in the European market
- Firm‐level exposure to trade policy shocks: A multidimensional measurement approach
- Mandatory ESG disclosure, information asymmetry, and litigation risk: Evidence from initial public offerings
- Bond return predictability: Macro factors and machine learning methods
- Net asset value discounts and premiums in the maritime shipping industry
- Lending quality and contracts enforcement reforms
- Does State Street Lead to Europe? The Case of Financial Exchange Innovations
- Economic uncertainty: Mispricing and ambiguity premium
- Recovering the market risk premium from higher‐order moment risks
- Earnouts: The real value of disagreement in mergers and acquisitions
- Shedding light on a dark matter: Jump diffusion and option‐implied investor preferences
- Lead independent director and earnings management
- Investor sentiment and the risk–return relation: A two‐in‐one approach
- The joint determination of the payment method and the bid premium in M&As: What is the role of firm opacity?
- Dynamic optimal restructuring policies under debt renegotiation with positive externalities
- Idiosyncratic momentum and the cross‐section of stock returns: Further evidence
- The Investment CAPM
- The relation between bank credit growth and the expected returns of bank stocks
- Inferring Default Correlation from Equity Return Correlation
- Portfolio Overlapping Bias in Tests of the Fama–French Three‐Factor Model
- Contingent capital with repeated interconversion between debt‐ and equity‐like instruments
- Corporate social responsibility: An umbrella or a puddle on a rainy day? Evidence surrounding corporate financial misconduct
- The Role of the Conditional Skewness and Kurtosis in VIX Index Valuation
- Stochastic Equipment Capital Budgeting with Technological Progress
- CEO influence on the board of directors: Evidence from corporate spinoffs
- Manacled short sellers and return premium: New evidence
- Investing for retirement: Terminal wealth constraints or a desired wealth target?
- Institutional investors and corporate environmental and financial performance
- Do boutique investment banks have the Midas touch? Evidence from M&As
- Coordinated monitoring and mergers and acquisitions
- The cost of capital effect of M&A transactions: Disentangling coinsurance from the diversification discount
- Empirical Analysis of the Intertemporal Relationship between Downside Risk and Expected Returns: Evidence from Time‐varying Transition Probability Models
- Does Centralisation of FX Derivative Usage Impact Firm Value?
- Social media bots and stock markets
- Can Internet Search Queries Help to Predict Stock Market Volatility?
- Investment beliefs of endowments
- A Theoretical Model for the Term Structure of Corporate Credit based on Competitive Advantage
- The Ex‐dividend Day Behaviour of REITs: Tax or Market Microstructure Effects
- How To Manage Long‐term Financial Self‐sufficiency of a National Catastrophe Insurance Fund? The Feasibility of Three Bailout Programmes
- An international analysis of CEO social capital and corporate risk‐taking
- Economies or diseconomies of scope in the EU banking industry?
- Time‐series and cross‐sectional momentum in anomaly returns
- Does corruption distance affect cross‐border acquisitions? Different tales from developed and emerging markets
- Systemic risk and centrality: The role of interactions
- Credit variance risk premiums
- Determinants and effects of trade credit financing: Evidence from the maritime shipping industry
- Firm ESG reputation risk and debt choice
- Unbundling the Expense Ratio: Hidden Distribution Costs in European Mutual Fund Markets
- CEO personal investment decisions and firm risk
- Does market power discipline CEO power? An agency perspective
- Equity Issues and Stock Repurchases of Initial Public Offerings
- Cash holdings in family firms: CEO identity and implications for firm value
- Investor heterogeneity and trading
- Cross Economic Determinants of Implied Volatility Smile Dynamics: Three Major European Currency Options
- Innovation‐Related Diversification and Firm Value
- The effectiveness of asset, liability and equity hedging against catastrophe risk: the cases of winter storms in North America and Europe
- Market discipline on bank bond issues through the lens of a new forward‐looking measure of loan quality
- Hiring retirement‐age CEOs
- US macroeconomic surprises and the emerging‐market sovereign CDS market
- Catering and cash savings
- Is it a boy or a girl? Newborn gender and household portfolio decisions
- Does One Size Fit All? The Consequences of Switching Markets with Different Regulatory Standards
- Getting it right or getting it cursed: Auction prices in a residential real estate bubble
- News sentiment and sovereign credit risk
- Fama–French factor timing: The long‐only integrated approach
- Misconduct risks, legal enforcement and venture capital networks
- Productivity and payout policy
- Crisis risk and risk management
- Option‐implied information and quality of patents
- Does innovation drive mergers and acquisitions in the financial sector?
- Managing liquidity along the supply chain: Supplier‐base concentration and corporate cash policy
- Uncovering predictability in the evolution of the WTI oil futures curve
- The Empirical Determinants of Credit Default Swap Spreads: a Quantile Regression Approach
- Do culture, sentiment, and cognitive dissonance explain the ‘above suspicion’ anomalies?
- Does institutional ownership predict mutual fund performance? An examination of undiscovered holdings within 13(f) reports
- Consumption, asset wealth, equity premium, term spread, and flight to quality
- Asset pricing puzzles in an OLG economy with generalized preference
- Lottery preferences and the idiosyncratic volatility puzzle
- Betas versus characteristics: A practical perspective
- Is money really left on the table? The role of regular investors in IPO pricing
- Big data, artificial intelligence and machine learning: A transformative symbiosis in favour of financial technology
- Retail ETF investing
- Cold Case File? Inventory Risk and Information Sharing during the pre‐1997 NASDAQ
- Are Cooperative Banks a Lever for Promoting Bank Stability? Evidence from the Recent Financial Crisis in OECD Countries
- Pricing Sovereign Debt: Foreign versus Local Parameters
- Market and Style Timing: German Equity and Bond Funds
- Hedge fund leverage: 2002–2017
- How friends with money affect corporate cash policies? The international evidence
- IRC and CRM: Modelling Framework for the ‘Basel 2.5’ Risk Measures
- Monetary policy uncertainty, positions of traders and changes in commodity futures prices
- Persistent Doubt: An Examination of Hedge Fund Performance
- Foreign Debt Usage in Non‐Financial Firms: a Horse Race between Operating and Accounting Exposure Hedging
- Individualistic cultures and crash risk
- Directors' Dealing and Post‐IPO Performance