发布求助
文献互助 智能选刊 最新文献

The European Journal of Finance最新文献

筛选
英文 中文
Optimal intertemporal liquidation of institutional investors with cash requirements and viable loans 具有现金需求和可行贷款的机构投资者的最优跨期清算
The European Journal of Finance Pub Date : 2023-07-05 DOI: 10.1080/1351847x.2023.2229866
Dongyeol Lee, W. Kim
{"title":"Optimal intertemporal liquidation of institutional investors with cash requirements and viable loans","authors":"Dongyeol Lee, W. Kim","doi":"10.1080/1351847x.2023.2229866","DOIUrl":"https://doi.org/10.1080/1351847x.2023.2229866","url":null,"abstract":"","PeriodicalId":22468,"journal":{"name":"The European Journal of Finance","volume":"86 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-07-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89373583","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}
引用次数: 0
Culture and integration of Eurozone life insurance markets 欧元区寿险市场的文化与整合
The European Journal of Finance Pub Date : 2023-07-04 DOI: 10.1080/1351847x.2023.2227228
María Rubio-Misas
{"title":"Culture and integration of Eurozone life insurance markets","authors":"María Rubio-Misas","doi":"10.1080/1351847x.2023.2227228","DOIUrl":"https://doi.org/10.1080/1351847x.2023.2227228","url":null,"abstract":"","PeriodicalId":22468,"journal":{"name":"The European Journal of Finance","volume":"39 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-07-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77946962","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}
引用次数: 0
People and investor attention to climate change 人们和投资者关注气候变化
The European Journal of Finance Pub Date : 2023-06-25 DOI: 10.1080/1351847x.2023.2216754
M. Aliano, G. Galloppo, Viktoriia Paimanova
{"title":"People and investor attention to climate change","authors":"M. Aliano, G. Galloppo, Viktoriia Paimanova","doi":"10.1080/1351847x.2023.2216754","DOIUrl":"https://doi.org/10.1080/1351847x.2023.2216754","url":null,"abstract":"","PeriodicalId":22468,"journal":{"name":"The European Journal of Finance","volume":"39 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-06-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83429372","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}
引用次数: 0
The cost of fragmentation: lessons from initial public offerings* 碎片化的成本:来自首次公开发行(ipo)的教训*
The European Journal of Finance Pub Date : 2023-06-13 DOI: 10.1080/1351847x.2023.2206972
Moez Bennouri, S. Falconieri, D. Weaver
{"title":"The cost of fragmentation: lessons from initial public offerings*","authors":"Moez Bennouri, S. Falconieri, D. Weaver","doi":"10.1080/1351847x.2023.2206972","DOIUrl":"https://doi.org/10.1080/1351847x.2023.2206972","url":null,"abstract":"","PeriodicalId":22468,"journal":{"name":"The European Journal of Finance","volume":"62 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-06-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80669823","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}
引用次数: 0
A reality check on the GARCH-MIDAS volatility models GARCH-MIDAS波动率模型的现实检验
The European Journal of Finance Pub Date : 2023-06-08 DOI: 10.1080/1351847x.2023.2217220
N. Virk, F. Javed, B. Awartani, S. Hyde
{"title":"A reality check on the GARCH-MIDAS volatility models","authors":"N. Virk, F. Javed, B. Awartani, S. Hyde","doi":"10.1080/1351847x.2023.2217220","DOIUrl":"https://doi.org/10.1080/1351847x.2023.2217220","url":null,"abstract":"We employ a battery of model evaluation tests for a broad-set of GARCH-MIDAS models and account for data snooping bias. We document that inferences based on standard tests for GM variance components can be misleading. Our data mining free results show that the gains of macro-variables in forecasting total (long run) variance by GM models are overstated (understated). Estimation of different components of volatility is crucial for designing differentiated investing strategies, risk management plans and pricing of derivative securities. Therefore, researchers and practitioners should be wary of data mining bias, which may contaminate a forecast that may appear statistically validated using robust evaluation tests.","PeriodicalId":22468,"journal":{"name":"The European Journal of Finance","volume":"7 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-06-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82205816","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}
引用次数: 0
Memory-enhanced momentum in commodity futures markets 商品期货市场的记忆增强势头
The European Journal of Finance Pub Date : 2023-06-06 DOI: 10.1080/1351847x.2023.2220118
Julia S. Mehlitz, B. Auer
{"title":"Memory-enhanced momentum in commodity futures markets","authors":"Julia S. Mehlitz, B. Auer","doi":"10.1080/1351847x.2023.2220118","DOIUrl":"https://doi.org/10.1080/1351847x.2023.2220118","url":null,"abstract":"","PeriodicalId":22468,"journal":{"name":"The European Journal of Finance","volume":"62 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-06-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90437355","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}
引用次数: 0
Informational inefficiency on bitcoin futures 比特币期货的信息效率低下
The European Journal of Finance Pub Date : 2023-05-28 DOI: 10.1080/1351847x.2023.2217225
Shimeng Shi, Jianwu Zhai, Yingying Wu
{"title":"Informational inefficiency on bitcoin futures","authors":"Shimeng Shi, Jianwu Zhai, Yingying Wu","doi":"10.1080/1351847x.2023.2217225","DOIUrl":"https://doi.org/10.1080/1351847x.2023.2217225","url":null,"abstract":"This paper investigates the dynamics and drivers of informational inefficiency in the Bitcoin futures market. To quantify the adaptive pattern of informational inefficiency, we leverage two groups of statistics which measure long memory and fractal dimension to construct a global-local market inefficiency index. Our findings validate the adaptive market hypothesis, and the global and local inefficiency exhibits different patterns and contributions. Regarding the driving factors of the time-varying inefficiency, our results suggest that trading activity of retailers (hedgers) increases (decreases) informational inefficiency. Compared to hedgers and retailers, the role played by speculators is more likely to be affected by the COVID-19 crisis. Extremely bullish and bearish investor sentiment has more significant impact on the local inefficiency. Arbitrage potential, funding liquidity, and the pandemic exert impacts on the global and local inefficiency differently. No significant evidence is found for market liquidity and policy uncertainty related to cryptocurrency.","PeriodicalId":22468,"journal":{"name":"The European Journal of Finance","volume":"150 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-05-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78596083","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}
引用次数: 0
UK or the Eurozone: which common currency area can work for Northern Ireland after Brexit? 英国还是欧元区:英国脱欧后，哪个共同货币区可以为北爱尔兰服务?
The European Journal of Finance Pub Date : 2023-05-26 DOI: 10.1080/1351847X.2023.2216240
J. Binner, Sajid M. Chaudry, James L. Swofford, Meng Tong
{"title":"UK or the Eurozone: which common currency area can work for Northern Ireland after Brexit?","authors":"J. Binner, Sajid M. Chaudry, James L. Swofford, Meng Tong","doi":"10.1080/1351847X.2023.2216240","DOIUrl":"https://doi.org/10.1080/1351847X.2023.2216240","url":null,"abstract":"ABSTRACT Brexit and the controversy concerning an Irish border makes the issue of whether Northern Ireland is a common currency area with the rest of UK or the Eurozone topical. We test the microeconomic foundations of a common currency area for Northern Ireland, UK, Great Britain and Northern Ireland in the Eurozone. We provide evidence that all areas meet the microeconomic criteria for a common currency area. Banking data suggest that lending in Northern Ireland is different from lending in the rest of the UK, raising doubt on whether or not the UK forms a common currency area including Northern Ireland.","PeriodicalId":22468,"journal":{"name":"The European Journal of Finance","volume":"37 1","pages":"1835 - 1848"},"PeriodicalIF":0.0,"publicationDate":"2023-05-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85458344","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}
引用次数: 1
Keeping it in the family: financial constraints and the succession intention of micro and small enterprises in China 家族传承:中国中小微企业的财务约束与传承意愿
The European Journal of Finance Pub Date : 2023-05-25 DOI: 10.1080/1351847x.2023.2215827
Kong-lin Ke, Xiaohui Hou, Chun Liu
{"title":"Keeping it in the family: financial constraints and the succession intention of micro and small enterprises in China","authors":"Kong-lin Ke, Xiaohui Hou, Chun Liu","doi":"10.1080/1351847x.2023.2215827","DOIUrl":"https://doi.org/10.1080/1351847x.2023.2215827","url":null,"abstract":"","PeriodicalId":22468,"journal":{"name":"The European Journal of Finance","volume":"314 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-05-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77504806","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}
引用次数: 0
International music preferences as a measure of culture: evidence from cross-border mergers 作为文化衡量标准的国际音乐偏好:来自跨国并购的证据
The European Journal of Finance Pub Date : 2023-05-25 DOI: 10.1080/1351847x.2023.2215836
Antonios Siganos
{"title":"International music preferences as a measure of culture: evidence from cross-border mergers","authors":"Antonios Siganos","doi":"10.1080/1351847x.2023.2215836","DOIUrl":"https://doi.org/10.1080/1351847x.2023.2215836","url":null,"abstract":"","PeriodicalId":22468,"journal":{"name":"The European Journal of Finance","volume":"18 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-05-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73987837","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}
引用次数: 1
首页 上一页 下一页 尾页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信