European Financial Management Association
2005 Annual Meetings
June 29-July 2, 2005
Milan, Italy


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


Baquero Guillermo, Verbeek Marno
Email: G.Baquero@fbk.eur.nl
The Dynamics of Hedge Fund Flows and Performance


Baquero Guillermo, Verbeek Marno
Email: G.Baquero@fbk.eur.nl
Do Sophisticated Investors Believe in the Law of Small Numbers?


Barrese James, Linsley Colin, Scordis Nicos
Email: barresej@stjohns.edu
Market and ownership features of the US insurance industry


Benavides Guillermo, Verbeek Marno
Email: gbenavid@banxico.org.mx
Predictive accuracy of Future Options Implied Volatility: the Case of the Exchange Rate Futures Mexican Peso-U.S. Dollar


Bengtsson Christoffer, Ashgarian Hossein
Email: christoffer.bengtsson@nek.lu.se
Jump Spillover in International Equity Markets


Betzer Andre
Email: andre.betzer@uni-bonn.de
Why private equity investors buy dear or cheap in European leveraged buyout transactions


Bianchi Robert J., Drew Michael, Veeraraghavan Madhu, Whelan Peter
Email: r.bianchi@qut.edu.au
An Analysis of Hedge Fund Styles using the Gap Statistic


Bigelli Mraco, Mehrotra Vikas
Email: mbigelli@economia.unibo.it
Dual Class Stock Unifications and Shareholders' Expropriation


Bildick Recep
Email: Recep.Bildik@imkb.gov.tr
The Effects of Trading Halts and the Advantage of Institutional Investors: Evidence from the Istanbul Stock Exchange


Bird Ron, Azzi Sarah, Griringhelli Paolo, Rossi Emanuelle
Email: ron.bird@uts.edu.au
Biases and Information in Analysts’ Recommendations: The European Experience


Bley Jorg, Chen Kim-Heng
Email: jbley@aus.ac.ae
Gulf Cooperation Council (GCC) Stock Markets: The Dawn of a New Era


Bonini Stefano, Zanetti Laura, Bianchini Roberto
Email: stefano.bonini@unibocconi.it
The Predictive Power of Analyst Target Prices


Brandts Silke, Christian Laux
Email: silke.brandts@t-online.de
ART versus reinsurance: The disciplining effect of information insensitivity


Branger Nicole, Schlag Christian
Email: schlag@finance.uni-frankfurt.de
An Economic Motivation for Variance Contracts


Brighi Paola, d Addona Stefano
Email: paola.brighi@unibo.it
An Empirical Investigation of the Italian Stock Market Based on the Four-Factor Pricing Mode


Brown Martin, Falk Armin, Fehr Earnst
Email: martin.brown@snb.ch
Competition and Relational Contacts


Bulmash Samuel
Email: sbulmash@coba.usf.edu
Some implications from technological developments affecting the commercial banking business: what happens when "blockers to business"


Byrne Alistair, Blake David, Cairns Andrew, Dowd Kevin
Email: alistair.byrne@strath.ac.uk
The Stakeholder Pension Lottery: An Analysis of the Default Funds in UK Stakeholder Pension Schemes


Byun Suk Joon, Kim In Joon, Kim Je Yeon, Kim Wi Saeng
Email: jiyeonkim@kgsm.kaist.ac.kr
Foreign investors and corporate governance in Korea