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


Kacperczyk Marcin, Sialm Clemens and Zheng Lu
Email: luzheng@bus.umich.edu
On Industry Concentration of Actively Managed Equity Mutual Funds


Kalev Petko S., Liu Wai-Man, Pham Peter K. and Jarnecic Elvis
Email: Petko.Kalev@BusEco.monash.edu.au
Public Information Arrival and Volatility of Intraday Stock Returns


Kallberg Jarl and Pasquariello Paolo
Email: ppasquar@stern.nyu.edu
Time-Series and Cross-Sectional Excess Comovement in Stock Indexes


Kang Tony
Email: tonykang@smu.edu.sg
Level of Economic Development of a Firm’s Country of Domicile and the Patterns in Stock Market Reaction Surrounding U.S. Earnings Announcements: A Test of the Global Market Segmentation Hypothesis


Karathanassis George, Diamandis Panayiotis, Volis Argyrios
Email: avolis@aueb.gr
Time Varying Beta Risk for the Stocks of the Athens Stock Exchange: A Multivariate Approach


Karjalainen Pasi
Email: pasi.karjalainen@oulu.fi
Firm-Specific Characteristics of R&D Capital: International Evidence


Kasch-Haroutounian Maria and Theissen Erik
Email: mkasch@uni-bonn.de
Competition Between Exchanges: Euronext versus Xetra


Kaserer Christoph, Roos Stephanie and Wenger Ekkehard
Email: christoph.kaserer@wi.tum.de
Tax-Driven One-Time Dividends and the Mangerial Discretion Hypothesis - New Evidence from Germany


Keiber Karl L.
Email: Karl.Keiber@whu.edu
Price Discovery in the Presence of Boundedly Rational Traders


Kelly Patrick J.
Email: Patrick.Kelly@asu.edu
Real and Inflationary Macroeconomic Risk in the Momentum and Fama and French Size and Book-to-Market Portfolios


Kempf Alexander and Kreuzberg Klaus
Email: kreuzberg@wiso.uni-koeln.de
Market Timing and Security Market Line Analysis


Kempf Alexander and Memmel Christoph
Email: memmel@wiso.uni-koeln.de
On the Estimation of the Global Minimum Variance Portfolio


Kempf Alexander and Rünzi Stefan
Email: ruenzi@wiso.uni-koeln.de
Tournaments in Mutual Fund Families


Kim Chan-Wung and Kim In-Moo
Email: CKim@winona.edu
Information versus Contagion: International Transmissions of the NASDAQ, JASDAQ and KOSDAQ Market returns


Kim Yong H., Yagüe-Guirao José and Yang J. Jimmy
Email: yangjm@email.uc.edu
The relative performance between trading halts and price limits: Spanish evidence


Kinnunen Heli
Email: hekinnun@sun3.oulu.fi
Forecasting the economic state with financial market information and term structure of interest rates


Knif Johan, Kolari James and Pynnonen Seppo
Email: sjp@uwasa.fi
Inflation News and the Stock Market: Macroefficiency or Overreaction


Korn Olaf
Email: o.korn@uni-mannheim.de
Liquidity Risk and Hedging Decisions


Koutmos Gregory and Knif Johan
Email: GKoutmos@mail.fairfield.edu
Exchange Rate Exposure: Evidence from Finnish Stock Returns


Kraus Tilo and Burghof Hans-Peter
Email: burghof@bwl.uni-muenchen.de
Post-IPO Performance and the Exit of Venture Capitalists


Krishnamurti Chandrasekhar, Sevic Alexandar and Sevic Zeljko
Email: ACKrishna@ntu.edu.sg
Legal Environment, Firm-level Corporate Governance and Expropriation of Minority Shareholders in Asia


Krishnan C.N.V., Singh Ajai K. and Zebedee Allan
Email: cnk2@po.cwru.edu
Crystal Balls or Collusion? An Examination of Large Sell Orders in Cold IPO Aftermarkets


Kyröläinen Petri and Perttunen Jukka
Email: petri.kyrolainen@oulu.fi
Investor's Activity and Trading Behavior