Contents: European Financial Management 3/2016

• Published date: 01 June 2016
• Date: 01 June 2016
• DOI: http://doi.org/10.1111/eufm.12075

EUROPEAN

FINANCIAL MANAGEMENT

The Journal of the European Financial Management Association

VOLUME 22, NUMBER 3

JUNE 2016

The Ex-dividend Day Behaviour of REITs: Tax or Market

Microstructure Effects 341

KOSE JOHN, RAVI S. MATETI, DUONG NGUYEN and

GOPALA VASUDEVAN

Portfolio Overlapping Bias in Tests of the Fama–French Three-Factor Model 367

KATHRIN TAUSCHER and MARTIN WALLMEIER

Media Endorsements of New Product Announcements:

A New Marketing Strategy 394

ANGELOS J. DOUKAS, JIE (MICHAEL) GUO, HERBERT Y. T. LAM

and SARAH (HONG) XIAO

In Search of Concepts: The Effects of Speculative Demand on Stock Returns 427

OWAIN AP GWILYM, IFTEKHAR HASAN, QINGWEI WANG

and RU XIE

Which Beta Is Best? On the Information Content of Option-implied Betas 450

RAINER BAULE, OLAF KORN and SVEN SAßNING

Do Investors Trade around Social Rating Announcements? 484

ALEXIS CELLIER, PIERRE CHOLLET and

JEAN-FRANÇOIS GAJEWSKI

339