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European Journal of Finance is a peer-reviewed journal published by Taylor & Francis, covering Financial Markets and Investment Strategies, Corporate Finance and Governance, Market Dynamics and Volatility.
| Publisher | Taylor & Francis |
|---|---|
| Reference style | Author–year (Chicago, T&F) Author–year — (Smith, 2023) in the text Smith, Ada, Ben Jones, and Cara Lee. 2023. "A Representative Article Title." European Journal of Finance 12 (3): 45–58.
Formats any DOI in European Journal of Finance style. No sign-up. |
| Publishes research in | Financial Markets and Investment Strategies Corporate Finance and Governance Market Dynamics and Volatility Financial Risk and Volatility Modeling Banking stability, regulation, efficiency |
| ISSN | 1351-847X |
| Citation impact (2-yr) | 4.08 |
| h-index | 85 |
| i10-index | 813 |
| Total citations | 35,879 |
| Top institutions publishing here | University of Essex |
| Journal website | www.tandfonline.com |
| You get | A submission-ready PDF and the editable LaTeX source — ready to submit. |
Citations each year’s papers have accumulated so far — the most recent years are still building up.
We examine the impact of board size on firm performance for a large sample of 2746 UK listed firms over 1981–2002. The UK provides an interesting institutional setting, because UK boards play a weak monitoring role and therefore any negative effect of large board size is likely to reflect the malfunction of the board's advisory…
Although theory suggests that financial market imperfections–mainly information asymmetries, market segmentation and transaction costs–prevent poor people from escaping poverty by limiting their access to formal financial services, new financial technologies (FinTech) are seen as key enablers of financial inclusion. Indeed, the UN 2030 Agenda for Sustainable Development (UN-2030-ASD) and the G20 High-Level Principles for Digital…
This study examines the cost and profit efficiency of banking sectors in twelve transition economies of Central and Eastern Europe (CEE) over the period 1993–2000, using the stochastic frontier approach (SFA) and the distribution-free approach (DFA). The managerial inefficiencies in CEE banking markets were found to be significant, with average cost efficiency level for 12…
This paper investigates the joint and separate effects of Environmental (E), Social (S), and Governance (G) scores on bank stability. Using a sample of European banks operating in 21 countries over 2005-2017, we find that the total ESG score, as well as its sub-pillars, reduces bank fragility during periods of financial distress. This stabilizing effect…
This paper empirically tests the effect of FinTech development on bank risk taking using unbalanced bank-level panel data from China for the period from 2011 to 2018. We use the media's attention paid to FinTech-related information to gauge FinTech development. We find robust evidence that the development of FinTech exacerbates banks’ risk taking in general.…
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