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


Pantzalis Christos, Lin J. Barry, Park Jung C.
Email: cpantzal@coba.usf.edu
Corporate Hedging Policy and Equity Mispricing


Park Young S., Lee Jaehyun
Email: yspark@sogang.ac.kr
Effect on stock price and volume of inclusion in or exclusion from KOSPI 200: comparison with stock indices of U.S. and Japan


Partington Graham
Email: G.Partington@econ.usyd.edu.au
The Market Valuation of Cash Dividends: The Case of the CRA Bonus Issue


Pattenden Kerry, Heaney Richard
Email: Richard.Heaney@rmit.edu.au
Change in Unconditional Exchange Rate Volatility: GBP and USD Price of the Euro 2002-2003


Pawlina Grzegorz, Kort Peter, Murto Pauli
Email: g.pawlina@lancaster.ac.uk
The Value of Flexibility in Sequencing Irreversible Investment


Pelizzon Loriana, Schaefer Stephen
Email: loriana.pelizzon@unipd.it
Pillar 1 vs Pillar 2 under Risk Managenet


Percoco Marco, Borgonovo Emanuele
Email: marco.percoco@unibocconi.it
Sensitivity Analysis of Portfolio Volatility: an Application to Financial Risk Management


Pereira Ricardo
Email: ramgp2@cam.ac.uk
Forecasting Portuguese Stock Market Volatility


Pericoli Marcello, Sbracia Massimo
Email: marcello.pericoli@bancaditalia.it
The CAPM and the Risk Appetite Index:theoretical differences and emprical similarities


Petmezas Dimitris, Antoniou Antonios, Zhao Huainan
Email:
Bidder Gains and Losses of Firms Involved in Many Acquisitions


Petrella Giovanni, Gualtieri Paolo
Email: giovanni.petrella@unicatt.it
Does Visibility Affect Mutual Fund Flows?


Polwitoon Sirapat, Tawatnuntachai Oranee
Email: polwitoon@susqu.edu
Diversification Benefits and Persistence of U.S.-Based Global Bond Funds


Potì Valerio, Kearney Colm
Email: valerio.poti@dcu.ie
Have European Stocks Become More Volatile? An Empirical Investigation of Volatilities and Correlations inEMU Equity Markets at the Firm, Industry and Market Level


Pozzolo Alberto Franco, Nucci Francesco, Schivardi Fabiano
Email: pozzolo@unimol.it
Is Firm's productivity related to its Fiancial structure? Evidence from microeconomic data


Pozzolo Alberto Franco,Focarelli Dario
Email: pozzolo@unimol.it
Conflicts of Interest in Financial Markets: Evidence from Bond Underwriting in the Nineties