European Financial Management - AZ - page 3
- Diversification, Size and Risk: the Case of Bank Acquisitions of Nonbank Financial Firms
- Persistency of the momentum effect
- Do Investors Trade around Social Rating Announcements?
- Infrastructure: Real Assets and Real Returns
- European Financial Management Association (EFMA) Annual Meetings: a Retrospective Evaluation
- Menu simplification for portfolio selection under short‐sales constraints
- The evolution of financial constraints
- The Banking Union and evidence on bail‐ins and bailouts
- Modelling failure rates with machine‐learning models: Evidence from a panel of UK firms
- Competitive pressure and firm investment efficiency: Evidence from corporate employment decisions
- Born after the Volcker Rule: Regulatory change, managerial remuneration and hedge fund performance
- Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry
- Managers’ Private Information, Investor Underreaction and Long‐Run SEO Performance
- Local official turnover, ownership, and firm cash holdings: Insights from an emerging market
- Estimating portfolio risk for tail risk protection strategies
- Are the Fama French factors treated as risk? Evidence from CEO compensation
- Banks' home bias in government bond holdings: Will banks in low‐rated countries invest in European safe bonds (ESBies)?
- How to Pay Envious Managers – a Theoretical Analysis
- Forecasting high‐frequency excess stock returns via data analytics and machine learning
- Is faster or slower trading better? An examination of order type execution speed and costs
- A game of thrones—Dynamics of internal CEO succession and outcome
- Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve
- Idiosyncratic risk and debt maturity dispersion
- Whose speeches impact European markets: ECB's or the national central banks'?
- How valuable is FinTech adoption for traditional banks?
- Benefit corporation certification and financial performance: Capital structure matters
- Change Analysis for the Dependence Structure and Dynamic Pricing of Basket Default Swaps
- Do Managerial Practices Matter in Innovation and Firm Performance Relations? New Evidence from the UK
- Keeping it real or keeping it simple? Ownership concentration measures compared
- Does State Ownership Drive M&A Performance? Evidence from China
- Financial Flexibility and Investment Ability Across the Euro Area and the UK
- Liquidity Dynamics in an Electronic Open Limit Order Book: an Event Study Approach
- Determinants of Management Earnings Forecasts: The Case of Global Shipping IPOs
- Unravelling the JPMorgan spoofing case using particle physics visualization methods
- Sentiment‐scaled CAPM and market mispricing
- Optimal reinsurance and portfolio selection: Comparison between partial and complete information models
- Company name fluency and acquisition target analysis
- Do fund managers time momentum? Evidence from mutual fund and hedge fund returns
- Is bitcoin ESG‐compliant? A sober look
- Multiple large shareholders, blockholder trading and stock price crash risk
- Do customers matter in currency hedging policies? Evidence from product warranties
- Agency‐Based Asset Pricing and the Beta Anomaly
- Idiosyncratic Volatility, Institutional Ownership, and Investment Horizon
- Due Diligence and Investee Performance
- Bank credit constraints for women‐led SMEs: Self‐restraint or lender bias?
- NAV inflation and impact on performance in China
- Relationship Lending and Firms’ Leverage: Empirical Evidence in Europe
- Growth options and firm valuation
- The Efficiency of Performance‐Based Fee Funds
- The contagion versus interdependence controversy between hedge funds and equity markets
- Institutional investor distraction and innovation
- Neglected Risk in Financial Innovation: Evidence from Structured Product Counterparty Exposure
- Has European corporatism delivered? A survey with preliminary evidence
- Automated investment management: Comparing the design and performance of international robo‐managers
- Public governance and executive perks under a weak corporate governance environment
- Institutional shareholder services' proxy voting guidelines and ROE management
- Cost‐effectiveness, fairness and adverse selection in mutual aid
- The influence of initial sponsor backing on post‐IPO acquisition activity
- Understanding Short‐ versus Long‐Run Risk Premia
- Bank Risk Dynamics Where Assets are Risky Debt Claims
- Innovations in financing: The impact of anchor investors in Indian IPOs
- There are two very different accruals anomalies
- Tweets and Trades: the Information Content of Stock Microblogs
- Target information asymmetry and takeover strategy: Insights from a new perspective
- Are All Credit Default Swap Databases Equal?
- Orderbook demand for corporate bonds
- The bias of growth opportunity
- Are covered bonds different from securitization bonds? A comparative analysis of credit spreads
- Equity market and the transmission channels of monetary policy: Before and after the zero lower bound
- Green SPACs
- Arbitrage asymmetry, mispricing and the illiquidity premium
- Spillovers of PE investments
- The Lure of the Brand: Evidence from the European Mutual Fund Industry
- Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk
- How do speculators in agricultural commodity markets impact production decisions and commodity prices? A theoretical analysis
- A framework for identifying accounting characteristics for asset pricing models, with an evaluation of book‐to‐price
- Low Risk and High Return – Affective Attitudes and Stock Market Expectations
- Psychopathic traits of corporate leadership as predictors of future stock returns
- Conservative Accounting, IFRS Convergence and Cash Dividend Payments: Evidence from China
- The effect of stricter capital regulation on banks’ risk‐taking: Theory and evidence
- Does size matter in predicting hedge funds' liquidation?
- Investing in Systematic Factor Premiums
- Trade credit in Europe: Financial constraint and substitution effect in crisis times
- Data breaches and corporate liquidity management
- Structural transmissions among investor attention, stock market volatility and trading volumes
- Discounting and the market valuation of defined benefit pensions
- The wealth effects of takeover bids regulation in the European Union
- Social networks and managerial rent‐seeking: Evidence from executive trading profitability
- Institutional investors and corporate environmental costs: The roles of investment horizon and investor origin
- Euro area banks' asset‐liability dependency and unconventional monetary policy over the years 2013–2021: Does size matter?
- Heterogeneity in the Speed of Capital Structure Adjustment across Countries and over the Business Cycle
- Risk Control: Who Cares?
- Common Factors in the Performance of European Corporate Bonds – Evidence before and after the Financial Crisis
- Managerial incentives for attracting attention
- Securities Transaction Tax and Market Quality – the Case of France
- Is bank capital sensitive to a tax allowance on marginal equity?
- Liquidity Risk and Volatility Risk in Credit Spread Models: A Unified Approach
- Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects
- Time series reversal in trend‐following strategies
- Short‐termism, shareholder payouts and investment in the EU