Saadi Samir, Gandhi Dev, Ngouhouo Ibrahim, Dutta Shantanu
Email: Saadi@management.uottawa.ca
Testing for Nonlinearity & Modeling Volatility in Emerging Capital Markets: The Case of Tunisia

Saadi Samir, Dutta Shantanu, Jog Vijay M.
Email: Saadi@management.uottawa.ca
Re-Examination of the Ex-Dividend Day Behaviour of Canadian Stock Prices

Safieddine Assem, Chahine Salim
Email: assem.safieddine@aub.edu.lb
Lebanese Corporate Governance System: Prospects and Challenges

Saita Francesco, Romano Maria Egle, Campolongo Francesca
Email: francesco.saita@unibocconi.it
Pricing multiasset equity options with copulas: an empirical test

Sanabria Sonia, Abad David, Yagüe José
Email: Sonia.Sanabria@ua.es
Liquidity and information around annual earnings announcements: An intraday analysis of the Spanish stock market

Savva Christos
Email: christos.savva@stud.man.ac.uk
Volatility, Spillover Effects and correlations in US and Major European Markets

Sawicki Julia, Yian Cheah Chee, Sen Nilanjan
Email: ajsawicki@ntu.edu.sg
The Disappearance of the Small Stock Premium: Size as a Narrowly-Held Risk

Schredelseker Klaus
Email: Klaus.schredelseker@uibk.ac.at
Information Processing in Financial Markets An Austrian Approach

Sentis Patrick
Email: patrick.sentis@univ-montp1.fr
Were Insiders more Informed than the Market during IPO Bubble? Evidence from the Crossing of Legal Thresholds on the Nouveau Marché in France

Serra Ana Paula, Ribeiro João Martins, Barreto Rúben
Email: aserra@fep.up.pt
Analysts’ Recommendations: Evidence from a Portuguese Investment Bank

Shiah-Hou Shin-Rong, Hsiao Chin-Wen
Email: fnshiah@saturn.yzu.edu.tw
The Associations of Cash Flows and Earnings with Firm Performance: An International Comparison

Simon David, Sternberg Joel S.
Email: DSIMON@bentley.edu
Overreaction and Trading Strategies in European iShares

Smimou Kamal, Bectorb C.R., Jacoby G.
Email: kamal.smimou@uleth.ca
Portfolio Selection Subject to Experts' Judgments

Sørensen Carsten, Richter Martin
Email: cs.fi@cbs.dk
Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybean Options

Soufani Khaled, Poutziouris Panikkos, Michaelas Nicos
Email: Ksoufani@jmsb.concordia.ca
Financial Management of Trade Credits in Small Medium sized Enterprises

Spilioti Stela, Karathanassis G.A.
Email: spilioti@aueb.gr
An empirical application of the clean-surplus valuation model: The case of the London Stock Exchange

Spyrou Spyros, Kassimatis Konstantinos, Galariotis Emilios
Email: sis@hol.gr
Short-term Overreaction, Underreaction and Efficient Reaction: Evidence from the London Stock Exchange

Staikouras Sotiris K., Kalotychou Elena
Email: sks@city.ac.uk
Daily transactions and market depth in short sterling futures

Stapleton Richard, Franke Guenter, Huang James
Email: richard.stapleton1@btinternet.com
Two-Dimensional Risk-Neutral Valuation Relationships for the Pricing of Options

Steijvers Tensie, Voordeckers Wim
Email: tensie.steijvers@luc.ac.be
Credit rationing for SME's in the corporate bank loan market of a bank-based economy

Strassberger Mario
Email: m.strassberger@wiwi.uni-jena.de
Capital Requirement, Portfolio Risk Insurance, and Dynamic Risk Budgeting*

Subramanian Ram, Gondhalekar Vijay
Email: gondhalv@gvsu.edu
Technology and Marketing Alliances

SÜER Ömür
Email: osuer@gsu.edu.tr
The Consequences Of Overborrowing In Foreign Currency: Istanbul Approach

Swinnen Silvia, Voordeckers Wim, Vandemaele Sigrid
Email: silvia.swinnen@luc.ac.be
Capital structure in SMEs: Pecking order versus static trade-off, bounded rationality and the behavioural principle

Syriopoulos Theodore, Merikas Andreas
Email: mourat@hellasnet.gr
Corporate Social Responsibility: Risk and Return in Portfolio Management