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


Faff Robert, Hallahan Terry
Email: Robert.faff@buseco.monash.edu.au
Tournament Behavior in Australian Superannuation Funds: A Non-parametric Analysis


Fernández Pablo
Email: fernandezpa@iese.edu
The value of tax shields and the risk of the net increase of debt


Fitch Eliezer M., Shivdasani Anil
Email: efich@drexel.edu
Are Busy Boards Effective Monitors?


Fiordelisi Franco, Carretta Alessandro, Molyneux Phil
Email: fiordeli@uniroma3.it
Shareholder Value And Efficiency In Banking


Frantz Pascal, Instefjold Norwald
Email: P.Frantz@lse.ac.uk
Corporate Governance, Shareholder Conflicts, and Audit Quality


Freimann Eckhard
Email: eckhard.freimann@hedge-fund-research.ch
The Diversification Properties of Hedge Fund Investments


Fugazza Carolina, Nicodano Giovanna, Guidolin Massimo
Email: fugazza@cerp.unito.it
Investing for the Long-Run in European Real Estate. Does Predictability matter?