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 Effects341
KOSE JOHN, RAVI S. MATETI, DUONG NGUYEN and
GOPALA VASUDEVAN
Portfolio Overlapping Bias in Tests of the Fama–French Three-Factor Model367
KATHRIN TAUSCHER and MARTIN WALLMEIER
Media Endorsements of New Product Announcements:
A New Marketing Strategy394
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 Returns427
OWAIN AP GWILYM, IFTEKHAR HASAN, QINGWEI WANG
and RU XIE
Which Beta Is Best? On the Information Content of Option-implied Betas450
RAINER BAULE, OLAF KORN and SVEN SAßNING
Do Investors Trade around Social Rating Announcements?484
ALEXIS CELLIER, PIERRE CHOLLET and
JEAN-FRANÇOIS GAJEWSKI
339
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