European Financial Management Association
2006 Annual Meetings
June 28-July 1, 2006
Madrid, Spain


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


Cabeza Garcia Laura, Gomez Anson Silvia
Email: lauracabeza@unileon.es
TPrivatisation, liberalisation and performance of divested firms in Spain


Callen Jeffrey, Hope Ole-Kristian, Segal Dan
Email: callen@rotman.utoronto.ca
The pricing of conservative accounting and the measurement of conservatism at the firm-year level


Cao Jack, Owen Sian, Yawson Alfred
Email: jack.x.cao@gmail.com
Analysing the wealth effects of UK divestitures: an examination of domestic and international sales


Capelle-Blancard Gunther
Email: gunther.capelle-blancard@univ-paris1.fr
Volatility trading in options market: how does it affect where informed traders trade?


Carrieri Francesca, Errunza Vihang, Sarkissian Sergei
Email: francesca.carrieri@mcgill.ca
The dynamics of geographical versus sectoral diversification: is there a link to the real economy?


Caruso Annalisa, Palmucci Fabrizio
Email: caruso@economia.unibo.it
Measuring value creation in bank mergers and acquisitions


Caselli Stefano, Gatti Stefano, Di Giuli Alberta
Email: stefano.caselli@unibocconi.it
Are small family firms financially sophisticated?


Cervellati Enrico Maria, Della Bina Antonio Carlo Francesco, Pattitoni Pierpaolo
Email: enrico.cervellati@unibo.it
Market reaction to the issuance of analysts' recommendations


Chahine Salim
Email: sc09@aub.edu.lb
Premium, merger fees and the choice of investment banks: a simultaneous analysis


Chahine Salim, Wright Mike, Filatotchev Igor
Email: sc09@aub.edu.lb
Venture capitalists, business angels, and performance of entrepreneurial IPOs in the UK and France.


Chang Shao-Chi, Chen Sheng-Syan, Lin Wen-Chun
Email: schang@mail.ncku.edu.tw
Internal governance and the wealth effect of R&D expenditure increases


Chapple Larelle, Treepongkaruna Sirimon
Email: l.chapple@law.uq.edu.au
The impact of target board recommendations in australian takeovers


Chateau John Peter
Email: jean-pierre.chateau@groupe-esc-rouen.fr
Basel-2 revised standard approach and beyond: credit risk valuation of short-term loan commitments


Chau Frankie, Holmes Phil, Paudyal Krishna
Email:
The impact of single stock futures on feedback trading and the market dynamics of the cash market: the case of domestic and cross-border universal stock futures


Chen Qiwei, Wood Andrew
Email: qwchen@essex.ac.uk
Tax-loss selling and seasonal effects in the UK


Chevalier Alain, Redor Etienne
Email: chevalier@escp-eap.net
The acquisition of non public firms in Europe: Bidders’ returns, payment methods and stock market evolution


Choi Seung-Doo, Lee Inmoo, Megginson William
Email: mm@deu.ac.kr
Do privatization IPO firms outperform in the long-run?


Chou Ray, Chun-Chou Wu, Yi-Nung Yang
Email: rchou@econ.sinica.edu.tw
The Euro’s Impacts on the Smooth Transition Dynamics of Stock Market Volatilities


Choudhry Taufiq
Email: t.choudhry@soton.ac.uk
Short-run deviations and time-varying hedge ratios: Evidence from agricultural futures markets


Christof Beuselinck, Marc Deloof
Email: C.Beuselinck@uvt.nl
Business groups, taxes and accruals management


Christoffersen Peter, Jacobs Kris, Wang Yintian
Email: peter.christoffersen@mcgill.ca
Option valuation with long-run and short-run volatility components


Chung Kee H., Kim Youngsoo
Email: keechung@buffalo.edu
Volatility, market structure, and liquidity


Chung San-Lin, Wang Yaw-Huei
Email: chungs@management.ntu.edu.tw
Bounds and prices of currency cross-rate options


Ciccone Stephen, Ang James
Email: stephen.ciccone@unh.edu
Issuing debt to pay dividends


Cipollini Andrea, Missaglia Giuseppe
Email: acipol@essex.ac.uk
Business cycle effects on capital requirements: A scenario generation through dynamic factor analysis


Clacher Iain, Faff Robert, Hillier David
Email: busic@leeds.ac.uk
Currency risk management and emerging market bond diversification


Cleary Sean, Booth Laurence
Email: sean.cleary@smu.ca
Cash flow volatility, financial slack and investment decisions


Coakley Jerry, Hadass Leon, Wood Andrew
Email: jcoakley@essex.ac.uk
UK IPO underpricing and venture capitalists


Coakley Jerry, Iliopoulou Stavroula
Email: jcoakley@essex.ac.uk
Wheeling and dealing: target executive compensation in UK m&as


Cortazar Gonzalo, Schwartz Eduardo, Naranjo Lorenzo
Email: gcortaza@ing.puc.cl
Term structure estimation in markets with infrequent trading


Cremers Martijn, Vinay Nair, Kose John
Email: martijn.cremers@yale.edu
Takeovers and the cross-section of returns


Croci Ettore
Email: ettore.croci@lu.unisi.ch
Stock price performance of target firms in unsuccessful acquisitions


Croitoru Benjamin, Lu Lei
Email:
Asset pricing in a monetary economy with heterogeneous beliefs


Cumming Douglas, Johan Sofia
Email: cummid@rpi.edu
Corporate social responsibility: domestic and international institutional investment


Cumming Douglas, Fleming Grant, Schwienbacher Armin
Email: cummid@rpi.edu
Financial intermediaries, ownership structure and monitored finance: Evidence from japan


Cuthbertson Keith, Nitzsche Dirk, O’Sullivan Niall
Email: k.cuthbertson@city.ac.uk
Mutual fund performance : Skill or luck?