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


Hacibedel Burcu
Email: burcu.hacibedel@sbs.ox.ac.uk
Integration a la MSCI: Price impacts of index inclusion in emerging markets


Hafner Reinhold, Wallmeier Martin
Email: reinhold.hafner@risklab.de
Volatility as an asset class: European evidence


Hagemeister Meike, Kempf Alexander
Email: hagemeister@wiso.uni-koeln.de
Employing the residual income model in portfolio optimization


Hallahan Terrence, Faff Robert, Mackenzie Michael
Email: terry.hallahan@rmit.edu.au
Women and risk tolerance in an aging world


Halling Michael, Hayden Evelyn
Email: michael.halling@univie.ac.at
Bank failure prediction: a 2-step approach


Harun Syed M., Hassan M. Kabir, Puri Trib
Email: syed.harun@tamuk.edu
Monetary policy and the investment companies


Hayden Evelyn, Porath Daniel, Westernhagen Natalja
Email: evelyn.hayden@univie.ac.at
Does diversification improve the performance of German banks? Evidence from individual bank loan portfolios


Hayette Gatfaoui
Email: hayette.gatfaoui@groupe-esc-rouen.fr
Is there a latent factor in stock returns?


Helbok Günther, Wagner Christian
Email: guenther.helbok@ba-ca.com
Determinants of operational risk reporting in the banking industry


Hellwig Klaus
Email: hellwig@mathematik.uni-ulm.de
A non-utility maximizing approach to multiperiod portfolio selection


Hens Thorsten, Vlcek Martin
Email: THens@iew.unizh.ch
Does prospect theory explain the disposition effect?


Herkommer Dirk
Email: herkommer@finance.uni-frankfurt.de
Do the recovery rate and the accounting regime matter for pricing corporate bonds and loans? Evidence from models with incomplete accounting information


Hernández Cánova Ginés, Koëter-Kant Johanna
Email: gines.hernandez@upct.es
Debt maturity and relationship lending: an analysis of European SMEs


Heumann Christoph
Email: heumann@uni-mannheim.de
On the noncompensation for illiquidity in equilibrium asset returns


Hillier David, Mccolgan Patrick
Email: d.j.hillier@leeds.ac.uk
Firm performance, entrenchment and CEO succession in family-managed firms


Hillier David, Marshall Andrew, Mccolgan Patrick
Email: d.j.hillier@leeds.ac.uk
Company performance surrounding CEO turnover: Evidence from the UK


Hirst Ian, Danbolt Jo, Jones Edward
Email: I.Hirst@hw.ac.uk
Required rates of return for corporate investment appraisal in the presence of growth opportunities


Hoa Tran Le, Kalev Petko S, Westerholm Joakim
Email: lhtra3@student.monash.edu
An analysis of flipping activity in early aftermarket trading


Hochradl Markus, Wagner Christian
Email: markus.hochradl@stern.nyu.edu
Trading the forward bias: Are there limits to speculation?


Holmen Martin, Pramborg
Email: Martin.Holmen@nek.uu.se
Capital budgeting and political risk: empirical evidence


Hong Dong, Warachka Mitch
Email: donghong@smu.edu.sg
Information portfolios and return uncertainty: a common origin for biases in expected returns


Horneff Wolfram, Maurer Raimond, Stamos Michael
Email: whorneff@wiwi.uni-frankfurt.de
Life-cycle asset allocation with annuity markets: Is longevity insurance a good deal?


Hornik Kurt, Jankowitsch Rainer, Lingo Manuel
Email: kurt.hornik@wu-wien.ac.at
Validation of credit rating systems using multi-rater information


Hsin Chin-Wen
Email: fncwhsin@saturn.yzu.edu.tw
Multilateral exchange rate changes and international industry effects


Hu Yu-Chiang, Ansell Jake
Email: Y.A.HU@sms.ed.ac.uk
Developing financial distress prediction models: A study of US, Europe and Japan retail performance


Hutchinson Mark, Gallagher Liam
Email: m.hutchinson@ucc.ie
Skewness, kurtosis and convertible arbitrage hedge fund performance