European Financial Management Association
2003 Annual Meetings
June 25-28, 2003
Helsinki, Finland


Note#1: Session Chairs and Discussants can download papers for the meetings from this page. Authors can update the version of their paper(s) and/or abstract(s) on this webpage later. Please email your paper/abstract directly to: Shravan Chouti

Note#2: If you wish your paper to be considered for publication in the EFM journal, convey your interest to your Session Chair.

Presentations: For your presentations at the EFMA Meetings please note that all rooms are equipped with computers. Power Point (USB or CD) and Overhead Projector (transparencies) presentation options are available.

Conference Presentations:
Laptops will be Available in all Rooms for Conference Presentations.


Discussants' Responsibility: To better serve the needs of authors presenting papers at the EFMA meetings, discussants are kindly required to hand out to the authors and the session chair 1-2 pages handwritten comments with their constructive comments.


Accepted Papers & Participants List

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Participants

Paper


Callado Muñoz Francisco José
Email: fcallado@eco.uc3m.es
Collateral use in payment systems


Calvo Eva Gonzales, Lasfer Meziane
Email: M.A.Lasfer@city.ac.uk
Why do Corporate Insiders Trade? The UK Evidence


Cánovas Ginés Hernández, Solano Pedro Martínez
Email: Gines.hernandez@upct.es
Bank Relationships: Effects on the Debt Terms of the Small Spanish Firms


Capelle-Blancard Gunther, Raymond Hélène
Email: Gunther.Capelle-Blancard@univ-paris1.fr
What is behind international stock market linkages ? Testing for linear and non-linear causality between fundamental and non-fundamental components


Cappiello Lorenzo, Castrén Olli, Jääskelä Jarkko
Email: lorenzo.cappiello@ecb.int
Measuring the Euro Exchange Rate Risk Premium: The Conditional International CAPM Approach


Carpenter Andrew, Wang Jianxin
Email: Jx.Wang@unsw.edu.au
Sources of Information in FX Trading


Carrieri Francesca, Errunza Vihang, Majerbi Basma
Email: francesca.carrieri@mcgill.ca
Global Price of Foreign Exchange Risk


Cauchie Severine, Hoesli Martin, Isakov Dusan
Email: dusan.isakov@hec.unige.ch
The Determinants of Stock Returns in a Small Open Economy


Cervellati Enrico Maria
Email: cervellati@economia.unibo.it
Financial regulation and supervision in EU countries


Chahine Salim
Email: schahine@audencia.com
Ex-ante Uncertainty and Gross Spreads for Small and Medium Sized IPOs


Chan Louis K. C., Karceski Jason, Lakonishok Josef
Email: l-chan2@uiuc.edu
Analysts’ Conflict of Interest and Biases in Earnings Forecasts


Chang Chuang-Chang, Tsao Chueh-Yung
Email: ccchang@cc.ncu.edu.tw
An Accurate and Efficient Method for Pricing Asian Options


Chang Kuo-Ping, Tang Yu-Min
Email: kpchang@mx.nthu.edu.tw
Pricing Taiwan’s Initial Public Offerings


Charitou Andreas and Louca Christodoulos
Email: charitou@ucy.ac.cy
Earnings Management by Foreign Firms Preceding Their Listing in US Stock Exchanges


Charitou Andreas and Lambertides Neophitos
Email: charitou@ucy.ac.cy
Earnings management prior to bankruptcy


Chen An-Sing
Email: finasc@ccunix.ccu.edu.tw
Cointegration and Detectable Linear and Nonlinear Causality: Analysis using the London Metal Exchange Lead Contract


Chou Robin K., Lee Wan-Chen
Email: rchou@cc.ncu.edu.tw
Decimalization and Market Quality


Choudhry Taufiq
Email: T.Choudhry@bradford.ac.uk
September 11 and Time-Varying Beta of United States Companies


Chung Huimin, Liu Mei-Ying, Wu Soushan and Yang Fu-Ju
Email: fuju2241@ms74.hinet.net
Transaction Costs and Trading Activity in the Index Futures Market: the Case of the Transaction Tax Reduction in Taiwan


Clark Ephraim, Lakshmi Greeta
Email: e.clark@mdx.ac.uk
Sovereign Debt and the Cost of Migration: India 1990-1992


Cooper Ian A., Davydenko Sergei A.
Email: icooper@london.edu
Using Yield Spreads to Estimate Expected Returns on Debt and Equity


Cuthbertson Keith, Hyde Stuart
Email: Stuart.J.Hyde@man.ac.uk
Resurrecting the C-CAPM: Empirical Evidence from France and Germany