EFMA

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

Abstracts


Aboura Sofiane
Email: aboura@essec.fr
Pricing CAC 40 Index with Stochastic Volatility


Adam-Mueller Axel
Email: axel.adam-mueller@uni-konstanz.de
An alternative view on cross hedging


Ahlgren Niklas, Sjöö Bo, Zhang Jianhua
Email:jianhua.zhang@economics.gu.se
Market Segmentation and Information Diffusion in China's Stock Markets: Panel Data Unit Root and Cointegration Tests on A and B Share Prices


Ahn Hee-Joon, Cai Jun and Hamao Yasushi
Email:hjahn@sookmyung.ac.kr
Minimum Trading Unit and Investor Base, Liquidity, Noise Trading, and Brokerage Promotion


Ajili Souad
Email: ajilisou@yahoo.fr
Explaining the Cross-Section Returns in France: Charasteristics or Covariances?


Aktas Nihat, Bodt Eric de, Cousin Jean-Gabriel
Email: edebodt@hp-sc.univ-lille2.fr
Event Study under Disturbed Estimation Period


Aktas Nihat, Bodt Eric de, Declerck Fany, Van Oppens Hervé
Email: vanoppens@fin.ucl.ac.be
PIN? Some evidences around corporate event announcements


Alexander Carol, Dimitriu Anca
Email: a.dimitriu@ismacentre.reading.ac.uk
Regimes of Index Out-Performance: A Markov Switching Model of Index Dispersion


Ang James S., Chen Yingmei
Email: ycheng@garnet.acns.fsu.edu
Direct Evidence on Market-Driven Acquisitions Theory


Antoniou Antonios, Galariotis Emilios C., Spyrou Spyros I
Email: emilios.galariotis@durham.ac.uk
Are contrarian investment strategies profitable in the London Stock Exchange? Where do these profits come from?


Antoniou Antonios, Guney Yilmaz, Paudyal Krishna
Email: K.N.Paudyal@durham.ac.uk
The Determinants of Corporate Debt Maturity Structure


Arshanapalli Bala, Switzer Lorne N., Arbesfeld Jonathan
Email: switz@jmsb.concordia.ca
Index Participation Units and the Structure of Equity Market Demand: Evidence from New Issues and Redemptions of SPDRs


Arshanapalli Bala, Switzer Lorne N., Vezina Alexandre
Email: switz@jmsb.concordia.ca
Sources of Time Varying Risk and Risk Premia in U.S. Stock and Bond Markets


Asgharian Hossein and Hansson Björn
Email: hossein.asgharian@nek.lu.se
Investment Strategies using Orthogonal Portfolios


Attig Najah, Voser Gadhoum, Lang L.
Email: najah.attig@fsa.ulaval.ca
Bid-Ask Spread, Asymmetric Information and Ultimate Ownership


Aussenegg Wolfgang, Jelic Ranko
Email: waussen@pop.tuwien.ac.at
Operating Performance of Privatized Companies in Transition Economies - The Case of Poland, Hungary and the Czech Republic


Ayayi Ayi
Email: aayayi@ryerson.ca
The One Period Problem of a Monopoly Incentive Compatible Equity and Debt-linked Contracts