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Linares Zegarra, Jose and Wilson, John OS (2024) Access to Finance for UK Social Enterprises. The European Journal of Finance, 30 (15). pp. 1757-1784. DOI https://doi.org/10.1080/1351847X.2024.2332712
Bermpei, Theodora and Linares Zegarra, Jose (2024) Local Public Corruption and Corporate Debt Concentration: Evidence from US firms. The European Journal of Finance, 30 (15). pp. 1703-1727. DOI https://doi.org/10.1080/1351847X.2024.2333849
Godfrey, Christopher and Hoepner, Andreas and Lin, Ming-Tsung and Poon, Ser-Huang (2024) Women on boards and corporate social irresponsibility: Evidence from a Granger style reverse causality minimisation procedure. The European Journal of Finance, 30 (1). pp. 1-27. DOI https://doi.org/10.1080/1351847X.2020.1841664 (In Press)
Coakley, Jerry and Huang, Winifred (2023) P2P lending and outside entrepreneurial finance. The European Journal of Finance, Online (13). pp. 1-18. DOI https://doi.org/10.1080/1351847x.2020.1842223
Drousia, Angeliki and Episcopos, Athanasios and Leledakis, George N and Pyrgiotakis, Emmanouil G (2023) EU Regulation and open market share repurchases: new evidence. The European Journal of Finance, 29 (9). pp. 1022-1042. DOI https://doi.org/10.1080/1351847x.2021.1910529
Baltas, Konstantinos and Mann, Robert (2023) What drives the performance and causality of Green Bond Indexes? The European Journal of Finance, 30 (3). pp. 269-287. DOI https://doi.org/10.1080/1351847X.2023.2208168
Filomeni, Stefano and Baltas, Konstantinos (2023) Senior-subordinated structure: Buffer or signal in securitisation? The European Journal of Finance, 29 (3). pp. 329-362. DOI https://doi.org/10.1080/1351847X.2022.2052140 (In Press)
Argyropoulos, Christos and Panopoulou, Ekaterini and Nikolaos, Voukelatos and Zheng, Teng (2022) Hedge Fund Return Predictability in the Presence of Model Risk. The European Journal of Finance, 28 (18). pp. 1892-1916. DOI https://doi.org/10.1080/1351847X.2021.2020146
Chen, Shenglan and Li, Jing and Liu, Xiaoling and Yan, Cheng (2022) Mutual fund centrality and the remote acquisitions of listed firms in China*. The European Journal of Finance, 29 (14). pp. 1-29. DOI https://doi.org/10.1080/1351847x.2022.2141130
Mengel, Friederike and Peeters, Ronald (2022) Do Markets Encourage Risk Seeking Behavior? The European Journal of Finance, 28 (13-15). pp. 1474-1480. DOI https://doi.org/10.1080/1351847X.2020.1828963
Cuomo, Francesca and Gaia, Silvia and Girardone, Claudia and PiserĂ , Stefano (2022) The effects of the EU Non-Financial Reporting Directive on corporate social responsibility. The European Journal of Finance, 30 (7). pp. 726-752. DOI https://doi.org/10.1080/1351847X.2022.2113812
Chiaramonte, Laura and Dreassi, Alberto and Girardone, Claudia and PiserĂ , Stefano (2022) Do ESG strategies enhance bank stability during financial turmoil? Evidence from Europe. The European Journal of Finance, 28 (12). pp. 1173-1211. DOI https://doi.org/10.1080/1351847X.2021.1964556
Zarrabi, Nima and Snaith, Stuart and Coakley, Jerry (2022) Exchange rate forecasting using economic models and technical trading rules. The European Journal of Finance, 28 (10). pp. 997-1018. DOI https://doi.org/10.1080/1351847x.2021.1949368
Markose, Sheri and Arun, Thankom and Ozili, Peterson (2022) Financial inclusion, at what cost? : Quantification of economic viability of a supply side roll out. The European Journal of Finance, Online (1). pp. 1-26. DOI https://doi.org/10.1080/1351847x.2020.1821740
Coccorese, Paolo and Girardone, Claudia (2021) Bank Capital and Profitability: Evidence from a Global Sample. The European Journal of Finance, 27 (9). pp. 827-856. DOI https://doi.org/10.1080/1351847X.2020.1832902
Filomeni, Stefano and Udell, Greg and Zazzaro, Alberto (2021) Hardening Soft Information: Does Organizational Distance Matter? The European Journal of Finance, 27 (9). pp. 897-927. DOI https://doi.org/10.1080/1351847X.2020.1857812
Sun, Mingchen and Girardone, Claudia and Calabrese, Raffaella (2021) What affects bank debt rejections? Bank lending conditions for UK SMEs. The European Journal of Finance, 27 (6). pp. 537-563. DOI https://doi.org/10.1080/1351847x.2020.1799834
Fiordelisi, Franco and Radic, Nemanja and Weyman-Jones, Tom (2021) Detecting zombie banks. The European Journal of Finance, 27 (15). pp. 1459-1488. DOI https://doi.org/10.1080/1351847X.2021.1893200
Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis D and Vrontos, Spyridon D (2021) Out-of-sample equity premium prediction: a complete subset quantile regression approach. The European Journal of Finance, 27 (1-2). pp. 110-135. DOI https://doi.org/10.1080/1351847x.2019.1647866
Lin, Ming-Tsung and Kolokolova, Olga and Poon, Ser-Huang (2021) Slow- and fast-moving information content of CDS spreads: new endogenous systematic factors. The European Journal of Finance, 27 (1-2). pp. 136-157. DOI https://doi.org/10.1080/1351847x.2019.1667846
Cerulli, Giovanni and D’Apice, Vincenzo and Fiordelisi, Franco and Masala, Francesco (2020) Benchmarking non-performing loans. The European Journal of Finance, 26 (16). pp. 1591-1605. DOI https://doi.org/10.1080/1351847x.2020.1794923
Leledakis, George and Mamatzakis, Emmanuel and Pyrgiotakis, Emmanouil and Travlos, Nickolaos (2020) Does it pay to acquire private firms? Evidence from the U.S. banking industry. The European Journal of Finance, 27 (10). pp. 1029-1051. DOI https://doi.org/10.1080/1351847X.2020.1799835
Arnaboldi, Francesca and Casu, Barbara and Kalotychou, Elena and Sarkisyan, Anna (2020) The Performance Effects of Board Heterogeneity: What Works for EU Banks? The European Journal of Finance, 26 (10). pp. 897-924. DOI https://doi.org/10.1080/1351847X.2018.1479719
Jia, Zhehao and Shi, Yukun and Yan, Cheng and Duygun, Meryem (2020) Bankruptcy prediction with financial systemic risk. The European Journal of Finance, 26 (7-8). pp. 666-690. DOI https://doi.org/10.1080/1351847x.2019.1656095
Sha'ban, Mais and Girardone, Claudia and Sarkisyan, Anna (2020) Cross-Country Variation in Financial Inclusion: A Global Perspective. The European Journal of Finance, 26 (4-5). pp. 319-340. DOI https://doi.org/10.1080/1351847X.2019.1686709
Malikov, Kamran and Coakley, Jerry and Manson, Stuart (2019) The effect of the interest coverage covenants on classification shifting of revenues. The European Journal of Finance, 25 (16). pp. 1572-1590. DOI https://doi.org/10.1080/1351847X.2019.1618888
Coakley, Jerry and Jitmaneeroj, Boonlert and Wood, Andrew (2019) Credit default swaps and the UK 2008–09 short sales ban. The European Journal of Finance, 25 (14). pp. 1328-1349. DOI https://doi.org/10.1080/1351847x.2019.1591477
Kolokolova, Olga and Lin, Ming-Tsung and Poon, Ser-Huang (2019) Rating-based CDS curves. The European Journal of Finance, 25 (7). pp. 689-723. DOI https://doi.org/10.1080/1351847x.2018.1511441
HaĂź, Lars Helge and Vergauwe, SkrĂĄlan and Zhang, Zhifang (2019) State-ownership and bank loan contracting: evidence from corporate fraud. The European Journal of Finance, 25 (6). pp. 1-22. DOI https://doi.org/10.1080/1351847X.2017.1328454
Fiordelisi, Franco and Galloppo, Giuseppe (2018) Stock market reaction to policy interventions. The European Journal of Finance, 24 (18). pp. 1817-1834. DOI https://doi.org/10.1080/1351847x.2018.1450278
Coakley, J and Kellard, NM and Wang, J (2016) Commodity futures returns: more memory than you might think! The European Journal of Finance, 22 (14). pp. 1457-1483. DOI https://doi.org/10.1080/1351847x.2015.1025989
Verousis, Thanos and ap Gwilym, Owain and Voukelatos, Nikolaos (2016) Commonality in equity options liquidity: evidence from European Markets. The European Journal of Finance, 22 (12). pp. 1204-1223. DOI https://doi.org/10.1080/1351847X.2016.1188836
Verousis, Thanos and ap Gwilym, Owain and Chen, XiaoHua (2016) The intraday determination of liquidity in the NYSE LIFFE equity option markets. The European Journal of Finance, 22 (12). pp. 1164-1188. DOI https://doi.org/10.1080/1351847x.2015.1019642
Liu, X and Kuo, J and Coakley, J (2015) A pricing kernel approach to valuing options on interest rate futures. The European Journal of Finance, 21 (2). pp. 93-110. DOI https://doi.org/10.1080/1351847X.2013.779289
Cipollini, A and Coakley, J and Lee, H (2015) The European sovereign debt market: from integration to segmentation. The European Journal of Finance, 21 (2). pp. 111-128. DOI https://doi.org/10.1080/1351847x.2013.788535
Liñares-Zegarra, José and Wilson, John OS (2014) Credit card interest rates and risk: new evidence from US survey data. The European Journal of Finance, 20 (10). pp. 892-914. DOI https://doi.org/10.1080/1351847x.2013.839461
Coakley, J and Dotsis, G and Liu, X and Zhai, J (2014) Investor sentiment and value and growth stock index options. The European Journal of Finance, 20 (12). pp. 1211-1229. DOI https://doi.org/10.1080/1351847x.2013.779290
Girardone, Claudia and Hamill, Philip A and Wilson, John (2013) Contemporary issues in financial markets and institutions. The European Journal of Finance, 19 (9). pp. 811-814. DOI https://doi.org/10.1080/1351847x.2012.696550
Casu, Barbara and Clare, Andrew and Sarkisyan, Anna and Thomas, Stephen (2011) Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies. The European Journal of Finance, 17 (9-10). pp. 769-788. DOI https://doi.org/10.1080/1351847x.2010.538526
Chortareas, Georgios E and Garza-GarcĂa, JesĂşs G and Girardone, Claudia (2011) Financial deepening and bank productivity in Latin America. The European Journal of Finance, 17 (9-10). pp. 811-827. DOI https://doi.org/10.1080/1351847x.2010.538512
Verousis, Thanos and ap Gwilym, Owain (2011) Return reversals and the compass rose: insights from high frequency options data. The European Journal of Finance, 17 (9-10). pp. 883-896. DOI https://doi.org/10.1080/1351847x.2010.538524
Chronopoulos, Dimitris K and Girardone, Claudia and Nankervis, John C (2011) Are there any cost and profit efficiency gains in financial conglomeration? Evidence from the accession countries. The European Journal of Finance, 17 (8). pp. 603-621. DOI https://doi.org/10.1080/1351847x.2010.538300
Coakley, J and Hadass, L and Wood, A (2009) UK IPO underpricing and venture capitalists. The European Journal of Finance, 15 (4). pp. 421-435. DOI https://doi.org/10.1080/13518470802560915
Sampid, M and Hasim, H Estimating Value-at-Risk using a Multivariate Copula-Based Volatility Model. The European Journal of Finance. (Submitted)