European Financial Management - AZ - page 2
- For whom (and for when) is the firm governed? The effect of changes in corporate fiduciary duties on tax strategies and earnings management
- Leading indicators for US house prices: New evidence and implications for EU financial risk managers
- SPAC merger announcement returns and subsequent performance
- Labor unemployment risk and firm risk
- Can ESG activities stabilise IPO prices? Evidence from the Hong Kong stock market
- Research unbundling and market liquidity: Evidence from MiFID II
- An Examination of European Firms’ Derivatives Usage: The Importance of Model Selection
- A unified theory of forward‐ and backward‐looking M&As and divestitures
- Leasing Decisions and Credit Constraints: Empirical Analysis on a Sample of Italian Firms
- Do bankers on the board reduce crash risk?
- Corporate Governance and the Value of Excess Cash Holdings of Large European Firms
- High‐Frequency Exchange Rate Forecasting
- Limits‐to‐arbitrage, investment frictions, and the investment effect: New evidence
- The Impact of the 2011 Short‐Sale Ban on Financial Stability: Evidence from the Spanish Stock Market
- Excess corporate payouts and financial distress risk
- Machine learning in finance: A topic modeling approach
- Persistency of window dressing practices in the U.S. repo markets after the GFC: The unexplored role of the deposit insurance premium
- The market impact of systemic risk capital surcharges
- Do foreign stocks substitute for international diversification?
- On the (almost) stochastic dominance of cryptocurrency factor portfolios and implications for cryptocurrency asset pricing
- Geographic income diversification of large European banks: Better or worse?
- The Manipulation Potential of Libor and Euribor
- Is finance a veil? Lead‐and‐lag relationship between financial and business cycles: The case of China
- The Safety and Soundness Effects of Bank M&A in the EU: Does Prudential Regulation Have any Impact?
- Do security breaches matter? The shareholder puzzle
- Political Connections, Financing Friction, and Corporate Investment: Evidence from Chinese Listed Family Firms
- Informed Trading and Market Structure
- When do investment banks use IPO price support?
- Regulation Fair Disclosure's Effect on the Information Content of Bond Rating Changes
- Banks' noninterest income and securities holdings in a low interest rate environment: The case of Italy
- Me, myself and I: CEO narcissism and selective hedging
- Influence of endogenous reference points on the selling decisions of retail investors
- CEOs' general managerial skills and corporate risk taking subject to the moderator of CEO tenure
- Gender, workplace preferences and firm performance: Looking through the glass door
- Survival and value: The conglomerate case
- I will trade, just not today: Individual investor trading activity around birthdays
- Confucianism, openness to the West, and corporate investment efficiency
- Overreaction to growth opportunities: An explanation of the asset growth anomaly
- The Market Liquidity Timing Skills of Debt‐oriented Hedge Funds
- Cash Flow Multipliers and Optimal Investment Decisions
- Ranking Underwriters of European IPOs
- Disentangling types of liquidity and testing limits‐to‐arbitrage theories in the CDS–bond basis
- Earnings management around founder CEO reappointments and successions in family firms
- Flotation costs of seasoned equity offerings: Does corporate social responsibility matter?
- De‐branching, too‐much‐branching, and cost of debt of SMEs in Slovakia
- Can quantitative investment improve market efficiency?—Evidence from China
- Hedge Fund Activism and Information Disclosure: the Case of Germany
- In Search of Concepts: The Effects of Speculative Demand on Stock Returns
- Maximum diversification strategies along commodity risk factors
- Corporate Governance and Firm‐specific Stock Price Crashes
- The catalytic effect of internationalization on innovation
- European Bond ETFs: Tracking Errors and the Sovereign Debt Crisis
- Investment and asset securitization with an option‐for‐guarantee swap
- More than Just Contrarians: Insider Trading in Glamour and Value Firms
- Investment transparency and the disposition effect
- Interbank contagion risk in China under an ABM approach for network formation
- Mergers and acquisitions research in finance and accounting: Past, present, and future
- Build, buy or partner? The relative performance of an acquisitive strategy
- Downside beta and the cross section of equity returns: A decade later
- Trade Timing, Price Volatility and Serial Correlation
- Director networks, turnover, and appointments
- Is there a Positive Risk‐Return Tradeoff? A Forward‐Looking Approach to Measuring the Equity Premium
- The Bright Side of Discretionary Accruals: Evidence from Finance and Innovation
- The Evolution of Informed Liquidity Provision: Evidence from an Order‐driven Market
- Which Beta Is Best? On the Information Content of Option‐implied Betas
- Envy‐Motivated Merger Waves
- Dividend commitment in firm bylaws and capital structure change
- Does idiosyncratic volatility proxy for a missing risk factor? Evidence using portfolios as test assets
- Unnatural selection of outside directors: Consequences of Japanese corporate governance reforms
- CFO pay convexity, risk taking and corporate hedging
- A success dressed as a failure? Evidence from post‐IPO withdrawal outcomes in Europe
- Equally Weighted vs. Long‐Run Optimal Portfolios
- Does MAX matter for mutual funds?
- Retail Investor Attention and IPO Valuation
- Retracted: Portfolio Allocation and Asset Returns in an OLG Economy with Increasing Risk Aversion
- Exchange traded funds and asset return correlations
- The mixed vs the integrated approach to style investing: Much ado about nothing?
- Financial Hedging and Firm Performance: Evidence from Cross‐border Mergers and Acquisitions
- The Revealed Preference of Sophisticated Investors
- Firm vertical boundaries, internal capital markets, and firm performance
- Does sustainable investing reduce portfolio risk? A multilevel analysis
- Does social capital foster sustainable investment?
- Are financial derivatives related to intra‐entities' tax aggressiveness? UK evidence
- How to build a factor portfolio: Does the allocation strategy matter?
- News sentiment and investment efficiency: Evidence from China
- Board diversity reforms: Do they matter for EU bank performance?
- Collateral Regulation and IPO‐Specific Liberalisation: the Case of Price Limits in the Athens Stock Exchange
- Gains to Chinese Bidder Firms: Domestic vs. Foreign Acquisitions
- Tax Havens, Tax Evasion and Tax Information Exchange Agreements in the OECD
- The Impact of Quantitative Methods on Hedge Fund Performance
- Manager skill and portfolio size with respect to a benchmark
- Bail‐in rules and the pricing of Italian bank bonds
- Financial constraints and the growth and survival of innovative start‐ups: An analysis of Italian firms
- Institutional investor sentiment and aggregate stock returns
- Enhanced indexing and selectivity theory
- The term structure of mutual fund herding
- Insider trading in multinational firms
- Value premium and macroeconomic variables
- Financial uncertainty and stock market volatility
- So different and yet so alike: A comparative analysis of firms' connectedness in the stock and corporate bond markets