{"title":"From text to treasure: the predictive superiority of a FinTech index in stock market returns","authors":"Yangli Guo, Feng Ma, Yizhi Wang, Juandan Zhong","doi":"10.1080/1351847x.2024.2399773","DOIUrl":"https://doi.org/10.1080/1351847x.2024.2399773","url":null,"abstract":"This study employs a text analysis methodology to construct a Financial Technology (FinTech) Index, utilizing textual data from The New York Times. The primary aim is to investigate the correlation...","PeriodicalId":22468,"journal":{"name":"The European Journal of Finance","volume":"40 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142252974","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Jonas Freibauer, Silja Grawert, Marc Oliver Rieger
{"title":"The effects of trading apps on investment behavior over time","authors":"Jonas Freibauer, Silja Grawert, Marc Oliver Rieger","doi":"10.1080/1351847x.2024.2401604","DOIUrl":"https://doi.org/10.1080/1351847x.2024.2401604","url":null,"abstract":"We study the impact of trading app use on investment behavior over time. To this aim, we collect data from 503 participants, representative for German Neobroker users, Ex-Neobroker users and Neobro...","PeriodicalId":22468,"journal":{"name":"The European Journal of Finance","volume":"20 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142269028","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Portfolio choice with narrow framing and loss aversion: a simplified approach","authors":"Andrew Grant, Oh Kang Kwon, Stephen Satchell","doi":"10.1080/1351847x.2024.2388776","DOIUrl":"https://doi.org/10.1080/1351847x.2024.2388776","url":null,"abstract":"This paper considers portfolio construction issues for a ‘mental accountant’, who exhibits an S-shaped utility function with loss aversion and narrowly-frames their asset allocation decision. We ar...","PeriodicalId":22468,"journal":{"name":"The European Journal of Finance","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142213509","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"The marginal cost of capital: a portfolio theory perspective","authors":"Haim Levy, Moshe Levy","doi":"10.1080/1351847x.2024.2399061","DOIUrl":"https://doi.org/10.1080/1351847x.2024.2399061","url":null,"abstract":"Markowitz’s portfolio theory is shown to have profound implications for one of the core issues in corporate finance: the marginal cost of capital. Most researchers and practitioners would agree tha...","PeriodicalId":22468,"journal":{"name":"The European Journal of Finance","volume":"26 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142226844","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Ioannis Michopoulos, Alexandros Bougias, Athanasios Episcopos, Efstratios Livanis
{"title":"Measuring ESG risk premia with contingent claims","authors":"Ioannis Michopoulos, Alexandros Bougias, Athanasios Episcopos, Efstratios Livanis","doi":"10.1080/1351847x.2024.2394550","DOIUrl":"https://doi.org/10.1080/1351847x.2024.2394550","url":null,"abstract":"We propose a contingent claims approach for estimating ESG risk premia from market information and market participants' decisions. To this end, we infer the asset value dynamics via the structural ...","PeriodicalId":22468,"journal":{"name":"The European Journal of Finance","volume":"95 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142213508","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Trump’s fake news and stock market returns","authors":"Antonios Siganos","doi":"10.1080/1351847x.2024.2395927","DOIUrl":"https://doi.org/10.1080/1351847x.2024.2395927","url":null,"abstract":"We use a novel database that identifies allegedly Donald Trump’s fake news during his presidency. We find that the number of daily fake news is positively related to contemporaneous US stock market...","PeriodicalId":22468,"journal":{"name":"The European Journal of Finance","volume":"10 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142213510","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Managing for the future: managerial short-termism impact on corporate ESG performance in China","authors":"Guoying Deng, Hanying Liu, Jingzhou Yan, Shibo Ma","doi":"10.1080/1351847x.2024.2387622","DOIUrl":"https://doi.org/10.1080/1351847x.2024.2387622","url":null,"abstract":"","PeriodicalId":22468,"journal":{"name":"The European Journal of Finance","volume":"66 23","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141922552","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Make it up to you or not: understanding the role of substantive versus symbolic CSR activities following product-harm crises","authors":"Yaopan Yang, Songsong Li, Jin Yang","doi":"10.1080/1351847x.2024.2388771","DOIUrl":"https://doi.org/10.1080/1351847x.2024.2388771","url":null,"abstract":"Product-harm crises are a global concern and corporate social responsibility (CSR) activities are applied to withstand such crises and mitigate financial risks. Recent studies have focused on ‘when...","PeriodicalId":22468,"journal":{"name":"The European Journal of Finance","volume":"41 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141942719","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Chris Magnis, Stephanos Papadamou, Athanasios P. Fassas
{"title":"Do risk disclosures enhance the efficacy of regulatory and supervisory frameworks in restricting banks’ risk-taking?","authors":"Chris Magnis, Stephanos Papadamou, Athanasios P. Fassas","doi":"10.1080/1351847x.2024.2384550","DOIUrl":"https://doi.org/10.1080/1351847x.2024.2384550","url":null,"abstract":"This study examines the impact of stringent regulatory and supervisory frameworks, as well as enhanced risk disclosure practices, on banks’ risk-taking behavior. We analyze a sample of banks from t...","PeriodicalId":22468,"journal":{"name":"The European Journal of Finance","volume":"111 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141942720","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Quantitative easing and the functioning of the gilt repo market","authors":"Mahmoud Fatouh, Simone Giansante, Steven Ongena","doi":"10.1080/1351847x.2024.2383641","DOIUrl":"https://doi.org/10.1080/1351847x.2024.2383641","url":null,"abstract":"We assess the impact of quantitative easing (QE) on the provision of liquidity and pricing in the UK gilt repo market. We compare the behaviour of banks that received reserve injections via QE oper...","PeriodicalId":22468,"journal":{"name":"The European Journal of Finance","volume":"70 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141942718","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}