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European Financial Management Association
2007 Annual Meetings
June 27- 30, 2007
Vienna, Austria


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: sjagwani@odu.edu

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 EFMA2007 Meetings please note that all rooms are equipped with computers. Power Point (USB or CD) and Overhead Projector (transparencies) presentation options are available.

Discussants' Responsibility: To better serve the needs of authors presenting papers at the EFMA2007 meetings, discussants are kindly required to hand out to the authors and the session chair 1-2 pages handwritten comments with their constructive comments.

Deadline for Posting Revised Papers has passed.


2007 Accepted Conference 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
PAPERS


A



[TOP]


Abad David, Nieto Belen Adoracion
Email: goliat@ua.es
The Unavoidable Task of Understanding Warrants Pricing


Abad Pilar, Benito Sonia
Email: soniabm@cee.uned.es pabad@ub.edu
A Parametric Model to Estimate Risk in a Fixed Income Portfolio


Abhyankar Abhay, Ho Keng-Yu, Zhao Huainan
Email: h.zhao@city.ac.uk
Value versus Growth: Stochastic Dominance Criteria


Abínzano Isabel, Navas Javier F.
Email: isabel.abinzano@unavarra.es
Warrant pricing with credit risk


Adcock Chris, Cortez Maria Ceu, Armada Manuel, Silva Florinda
Email: fsilva@eeg.uminho.pt
A Model for Time Varying Betas


Adcock Chris, Meade Nigel
Email: c.j.adcock@shef.ac.uk
Characterising Non-Normality In Asset Returns Using The Generalised Skew Student Distribution


Agarwal Vikas, Gómez Juan-Pedro, Priestley Richard
Email: juanp.gomez@ie.edu
The Impact of Benchamrking and Portfolio Constraints on a Fund's Manager's Market Timing Ability


Agarwal Vineet, Taffler Richard
Email: vineet.agarwal@cranfield.ac.uk
Comparing the performance of market-based and accounting-based bankruptcy prediction models


Agarwal Vineet, Taffler Richard, Brown Mike
Email: Richard.Taffler@ed.ac.uk
Is Management Quality Value Relevant?


Ahoniemi Katja
Email:
Multiplicative Models for Implied Volatility


Akbulut Mehmet
Email: makbulut@fullerton.edu
Managerial Insider Trading and Opportunism


Al Yahyaee Khamis, Pham Toan, Walter Terry
Email: t.walter@unswasia.edu.sg
Ex-Dividend Day Behaviour in the Absence of Taxes and Price Discreteness


Almeida Heitor, Campello Murillo
Email: halmeida@stern.nyu.edu
The Interplay between Financing and Investment Decisions: Evidence from Debt and Equity Issues


Ammann Manuel, Kind Axel, Seiz Ralf
Email: ralf.seiz@unisg.ch
What drives the performance of US convertible bond funds?


Anagnou Iliana, Hodges Stewart
Email: I.Anagnou@warwick.ac.uk
Derivatives Hedging Errors And Volatility


Anderson Anne-Marie, Nayar Nandkumar (Nandu)
Email: nnayar@lehigh.edu
Debt Issuance in the Face of Tax Loss Carryforwards


Andreou Panayiotis, Charalambous Chris, Martzoukos Spiros
Email: benz@avacom.net
Generalized Parameter Functions for Option Pricing


Annabi Amira, Breton Michèle, François Pascal
Email: amira.annabi@hec.ca
Resolution of Financial Distress under Chapter 11: A Dynamic Game Approach


Anolli Mario, Petrella Giovanni
Email:
The Impact of MiFID on the European Securities Industry: A Simulation of the Internalizer Behavior on the Italian Stock Market


Antoniou Antonios, Lam Herbert, Paudyal Krishna
Email: K.N.Paudyal@durham.ac.uk
Limits to Arbitrage, Overconfidence and Momentum Trading


Antoniou Antonios, Paudyal Krishna, Pescetto Gioia, Petmezas Dimitris
Email: dimitris.petmezas@durham.ac.uk
What Drives Acquisitions? Market Valuations and Bidder Performance


Aspris Angelo, Frino Alex, Lepone Andrew
Email: a.aspris@econ.usyd.edu.au
The impact of Trade Pre-negotiation: Evidence from the Sydney Futures Exchange


Atanasov Vladimir, Ivanov Vladimir, Litvak Katherine
Email: vivanov@ku.edu
VCs and the Expropriation of Entrepreneurs


Attig Najah
Email: najah.attig@smu.ca
How to Make All Shareholders Equal: Evidence from Tickers’ Informativeness


Au Andrea S., Doukas John A.
Email:
Short Selling, Idiosyncratic Risk, and Stock Returns in the UK


Au Yong Hue Hwa, Faff Robert, Chalmers Keryn
Email: HueHwa.AuYong@buseco.monash.edu.au
Determinants of the Extent of Asia-Pacific Banks' Derivative Activities


Audzeyeva Alena, Schenk-Hoppé Klaus Reiner
Email: bus0ala@leeds.ac.uk
Sovereign Rating transitions and the price of default risk in emerging markets


Azevedo-Pereia José, Couto Gualter, Nunes Cláudia
Email: cnunes@math.ist.utl.pt
Optimal timing of relocation


B



[TOP]


Baiman Stanley, Bar-Yosef Sasson, Sarath Bharat
Email: mssasson@huji.ac.il
Bilateral Incentive Problems and the Financing of Start-Ups


Bajlum Claus, Larsen Peter
Email: plarsen@econ.au.dk
Capital Structure Arbitrage: Model Choice and Volatility Calibration


Balboa Marina, Gómez-Sala Juan Carlos, López-Espinosa Germán
Email: Marina.Balboa@ua.es
Does the value of recommendations depend on the level of optimism? A country-based analysis


Balboa Marina, Martí José
Email: jmartipe@ccee.ucm.es
Sensitivity of the supply of private equity to changes in fiscal and legal regulations: Evidence from Spain


Bancel Franck, Mittoo Usha
Email:
Why European firms go public?


Bank Matthias, Lawrenz Jochen
Email: jochen.lawrenz@uibk.ac.at
Demand deposits as commitment device and the optimal debt mix of banks in a continuous-time framework


Barak Ronen, Lauterbach Beni
Email: beni@tx.technion.ac.il
Estimating the Private Benefits of Control from Block Trades: Methodology and Evidence


Barbopoulos Leonidas, Paudyal Krishna, Pescetto Gioia
Email: leonidas.barbopoulos@durham.ac.uk
Corporate Governance and Corporate Valuations: Evidence from Mergers and Acquisitions


Barnes Edel, Scott Michelle
Email: e.barnes@ucc.ie
An Empirical Investigationinto the Relative Importance of Stock Picking vis-a-vis Indexing in the UK Equity Markets over the period 1991-2005.


Barros Lucas Ayres, da Silveira Alexandre Di Miceli
Email: lucasayres2002@yahoo.com.br
Importance of Managers for Corporate Policies: Evidences of Fixed Management Effects in Brazil.


Bassen Alexander, Prigge Stefan, Zöllner Christine
Email: prigge@web.de
Incentives Matter: A Single-Provision Analysis of the German Corporate Governance Code


Basu Nilanjan, Dimitrova Lora, Paeglis Imants
Email: l_dimitr@jmsb.concordia.ca
Family control and dilution in mergers


Batten Jonathan, Szilagyi Peter
Email: jabatten@gmail.com
Is Covered Interest Parity Arbitrage Extinct? Evidence from the Spot USD/Yen


Bauer Rob, Cosemans Mathijs, Eichholtz Piet, Goldfinger Michael
Email: M.Cosemans@finance.unimaas.nl
The performance and persistence of individual investors: rational agents or tulip maniacs?


Bauer Rob, Cosemans Mathijs, Schotman Peter
Email: M.Cosemans@finance.unimaas.nl
Conditional Asset Pricing and Stock Market Anomalies in Europe


Bechmann Ken, Lunde Asger, Zebedee Allan
Email: azebedee@mail.sdsu.edu
Interpreting Announcement Effects using Market Microstructure: An Examination of Convertible Bond Calls


Beck Thorsten, Demirguc-Kunt Asli, Laeven Luc, Levine Ross
Email: TBeck@worldbank.org
Finance, Firm Size, and Growth


Beck Thorsten, Demirguc-Kunt Asli, Martinez Peria Maria Soledad
Email:
Banking Services for Everyone? Barriers to Bank Access and Use Around the World


Belleri Matteo, Navone Marco
Email: marco.navone@unibocconi.it
HEDGE FUNDS: ABILITY PERSISTENCE AND STYLE BIAS


Beltratti Andrea, Caccavaio Marianna
Email: marianna.caccavaio@unibocconi.it
Asset float and stock prices: Evidence from the Chinese stock market


Ben-Abdallah Ramzi, Breton Michèle
Email: ramzi.ben-abdallah@hec.ca
An analysis of the True Notional Bond System Applied to the CBOT T-Bond Futures


Benhami Kheira
Email: kheira.benhami@univ-tlse1.fr
Liquidity providers' valuation of anonymity: The Nasdaq Market Makers evidence


Bernard Carole, Le Courtois Olivier, Quittard-Pinon François
Email: lecourtois@em-lyon.com
Pricing Derivatives with Barriers in a Stochastic Interest Rate Environment


Bessiere Veronique, Sentis Patrick
Email: veronique.bessiere@wanadoo.fr
Corporate disclosure, information uncertainty and investors’ behavior: A test of the overconfidence effect on market reaction to goodwill write-offs


Bessler Wolfgang, Drobetz Wolfgang
Email: wolfgang.drobetz@wiso.uni-hamburg.de
Conditional Performance Evaluation for German Mutual Equity Funds


Bi-Huei Tsai
Email: Joy@mail.nctu.edu.tw
A Re-examination of Ex-Dividend Day Price Movements: Evidence from ADR Market


Bird Ron
Email: ron.bird@uts.edu.au
The Profitability of Style Rotation for Value and Growth Stocks Along Their Earnings and Momentum Life Cycle


Bird Ron, Casavecahia Lorenzo, Reggiani Francesco
Email: ron.bird@uts.edu.au
Corporate Social Responsibility and Corporate Performance: Where to Begin?


Bjursell Johan, Frino Alex, Tse Yiuman, Wang George H. K.
Email: cbjursel@gmu.edu
Volatility and Trading Activity Following Changes in the Size of Futures Contracts


Black Bernard, Khanna Vikramaditya
Email: vskhanna@umich.edu
Can Corporate Governance Reforms Increase Firms’ Market Values: Evidence from India


Black Bernard, Kim Woochan
Email: bblack@law.utexas.edu
The Effect of Board Structure on Firm Value in an Emerging Market: IV, DiD, and Firm Fixed Effects Evidence from Korea


Bloos Uwe-Wilhelm
Email: bloos@finance.uni-frankfurt.de
On the Organization of Risk Management


Blum Jürg
Email: juerg.blum@snb.ch
Why 'Basel II' May Need a Leverage Ratio Restriction


Jan Bartholdy, Blunck Benjamin W.
Email: jby@asb.dk
Merger Wave Theory and the European Merger Wave of the 90s


Bonini Stefano, Alkan Senem
Email: stefano.bonini@unibocconi.it
The Macro and Political Determinants of Venture Capital Investments around the World


Bonini Stefano, Voloshyna Olena
Email: stefano.bonini@unibocconi.it
Underpricing, Bookbuilding and Competitive IPO: an Experimental Analysis


Booth G. Geoffrey, Gurun Umit G., Zhang Harold
Email: umit.gurun@utdallas.edu
Who Are the “Informed” in Bond Markets: Foreign or Domestic Traders?


Booth Laurence, Georgeopolous George, Hejazi Walid
Email: booth@rotman.utoronto.ca
What drives Provincial – Canada Yield Spreads?


Bortolotti Bernardo, Megginson William, Smart Scott
Email: wmegginson@ou.edu
The Rise of Accelerated Seasoned Equity Underwritings


Bosch Oliver
Email: bosch@finance.uni-frankfurt.de
Information Asymmetry and the Pricing of Private Debt - Evidence from European Syndicated Loans


Bosch Oliver, Steffen Sascha
Email: steffen@finance.uni-frankfurt.de
Informed Lending and the Structure of Loan Syndicates - Evidence from the European Syndicated Loan Market


Bourghelle David, Cellier Alexis
Email: David.bourghelle@iae.univ-lille1.fr
LIMIT ORDER CLUSTERING AND PRICE BARRIERS ON FINANCIAL MARKETS: EMPIRICAL EVIDENCE FROM EURONEXT


BRIGHI PAOLA, TORLUCCIO GIUSEPPE
Email: paola.brighi@unibo.it
Evidence on Funding Decisions by Italian SMEs: A Self-Selection Model?


Brooks Robert, Di Iorio Amalia, Faff Robert, Wang Yuenan
Email: amalia.diiorio@rmit.edu.au
TESTING THE INTEGRATION OF THE US AND CHINESE STOCK MARKETS IN A FAMA-FRENCH FRAMEWORK


Brooks Robert, Faff Robert, Mulino Daniel, Scheelings Richard
Email: robert.faff@buseco.monash.edu.au
Deal or no Deal? That is the Question


Brown Rob, Chan Howard, Ho Yew Kee
Email: chanhw@unimelb.edu.au
ANALYSTS’ RECOMMENDATION CHANGES OR DISAGREEMENTS WITH MARKET CONSENSUS: FROM WHICH SIGNAL DOES THE MARKET TAKE ITS LEAD?


Bruche Max
Email:
Coordinated and Uncoordinated Liquidation Decisions of Creditors


Bugeja Martin
Email: m.bugeja@econ.usyd.edu.au
Does an independent board and external monitoring prevent the pursuit of value reducing takeovers?


Buraschi Andrea, Cieslak Anna, Trojani Fabio
Email: fabio.trojani@unisg.ch
Correlation Risk and the Term Structure of Interest Rates


Buraschi Andrea, Porchia Paolo, Trojani Fabio
Email: paolo.porchia@unisg.ch
Correlation Risk and Optimal Portfolio Choice


Byers Steven, Fields L. Paige, Fraser Donald
Email:
Corporate Governance, Information Opaqueness, and the Perceived Value of Bank Loans


Byrne Alistair, Blake David, Mannion Graham
Email: alistair.byrne@strath.ac.uk
Contribution and Investment Decisions in a Large Defined Contribution Pension Plan


Byrne Alistair, Clacher Iain, Hillier David
Email: alistair.byrne@strath.ac.uk
Pension Accounting and Managerial Incentives in the UK


C



[TOP]


Cabeza-García Laura, Gómez-Ansón Silvia
Email: laura.cabeza@unileon.es
Determinants of post-privatisation performance of Spanish divested firms


Canil Jean, Rosser Bruce
Email: jean.canil@adelaide.edu.au
EVIDENCE THAT LARGE CEO STOCK OPTION GRANTS ARE DETRIMENTAL TO SHAREHOLDERS


Caprio Lorenzo, Croci Ettore
Email: ettore.croci@unicatt.it
THE DETERMINANTS OF THE VOTING PREMIUM IN ITALY: THE EVIDENCE FROM 1974 TO 2003


Carapeto Maria, Gietzmann Miles
Email: mcarapeto@city.ac.uk
Bias in Affiliated Sell Side Analyst Recommendations: A Repeated Hazard Duration Model


Carrieri Francesca, Chaieb Ines, Errunza Vihang
Email: i.chaieb@uva.nl
Are the investable indices priced globally or locally?


Caselli Stefano, Corielli Francesco, Gatti Stefano
Email: caselli@unibocconi.it
CORPORATE GOVERNANCE AND INDEPENDENT DIRECTORS: MUCH ADO ABOUT NOTHING? THE EVIDENCE BEHIND PRIVATE EQUITY INVESTMENT PERFORMANCE


Cervellati Enrico Maria, Della Bina Antonio, Pattitoni Pierpaolo
Email: enrico.cervellati@unibo.it
Earnings Forecasting Bias Accuracy


Cervellati Enrico Maria, Fioriti Eleonora
Email: enrico.cervellati@unibo.it
Financial Supervision Eu Countries


Chandrashekar Satyajit, Rao Ramesh
Email: satyajit_chandrashekar@ssga.com
The Productivity of Cash and the Cross-Section of Expected Stock Returns


Chang Bin
Email:
Does the Market React Less Negatively to Dividend Payers' Seasoned Equity Offerings?


Chang Chuang-Chang, Ho Ra-Jian
Email: ccchang@cc.ncu.edu.tw
Pricing Credit Card Loans with Default Risks


Chang Shao-Chi, Chen Sheng-Syan, Lin Wen-Chun
Email: r6893106@mail.ncku.edu.tw
The Information Asymmetry for the Influence of Earnings Management on the Long-run Performance: Evidence from the Issuance of Convertible Debt


Chang Xin, Lin Shi Hua, Tam Lewis H.K., Wong George
Email: lewistam@umac.mo
Investor Sentiment, Governance Mechanisms and Post-IPO Performance in China


Chang Xin, Shekhar Chander, Tam Lewis H.K., Zhu Amy
Email: lewistam@umac.mo
Prior Relationship, Information Leakage, and the Choice of M&A Advisor


Charalambous Chris, Christofides Nicos, Constantinide Eleni, Martzoukos Spiros
Email: elenicon@ucy.ac.cy
Implied binomial trees and calibration for the volatility smile.


Charitou Andreas, Lambertides Neophytos, Trigeorgis Lenos
Email: lambertn@aston.ac.uk
Earnings Quality and Financial Performance


Chatelain Jean-Bernard, Ralf Kirsten
Email: jean-bernard.chatelain@u-paris10.fr
How Public Governance may Foster Private Corporate Governance?


CHEN QIWEI, WOOD ANDREW
Email: qwchen@essex.ac.uk
Momentum, Disposition, and tax-loss selling: the UK evidence


Chen Sheng-Syan, Chou Robin, Chou Shu-Fen
Email:
The Impact of Investment Opportunities and Free Cash Flow on Stock Market Liberalizations: A Cross-Firm Analysis of Five East Asian Countries


Chen Wei-Peng, Chung Huimin, Sheu Her-Jiun, Shiu Shufang
Email: chunghui@mail.nctu.edu.tw
Market Competition and Price Clustering: Evidence from the ETF Markets


Cheng Airu
Email: archeng@ucsc.edu
Predicting future bond returns with macro variables: a semi-parametric approach.


Cheng Peng
Email: p.cheng@surrey.ac.uk
Institutional Net Buying and Small-cap Outperformance –Evidence from Chinese IPO Market


Cheng Peng, Chen Jean
Email: p.cheng@surrey.ac.uk
Related Party Transactions: A Second Source for Earnings Management – Evidence from Chinese IPOs


A Cheng Yunfei, Wickramanayake J, Sagaram J. P. A.
Email: j.wickramanayake@buseco.monash.edu.au
Acquiring Firms’ Shareholder Wealth Effects of Selected Asian Domestic and Cross-Border Takeover Bids: China and India 1999-2003


Cheung William, Tam Lewis, Lam Keith
Email: lewistam@umac.mo
Ownership Concentration, Adverse Selection and Equity Offering Choice


Chiang Min-Hsien, Wang Jo-Yu
Email: frankyw@mail.hit.edu.tw
Information Asymmetry and Investors behavior around earnings announcements


Chou Heng-Chih, Wang David
Email: Heng-chih Chou [hcchou@mcu.edu.tw]
The performance of a default risk model with the barrier option framework and the maximum likelihood method


Chou Pin-Huang, Ho Keng-Yu, Ho Po-Hsin
Email: choup@cc.ncu.edu.tw
On the Role of Industry in the Cross-Section of Stock Returns


Chou Ray Yeutien, Wu Chun-Chou, Huang Sam, Wang Jin-Ying
Email: wucc123@seed.net.tw
Estimating Value at Risk with a Dynamical Conditional Range Model


Chou Ray Yeutien, Wu Chun-Chou, Liu Nathan
Email: nathanliu.taiwan@gmail.com
Forecasting Time-varying Covariance with a Range-Based Dynamic Conditional Correlation Model


Choudhry Taufiq, Wu Hao
Email: hw5@soton.ac.uk
FORECASTING THE TIME-VARYING BETA OF UK COMPANIES GARCH MODELS VS KALMAN FILTER METHOD


Chourou Lamia, Abaoub Ezzeddine
Email: lamiachourou@yahoo.fr
The Effect of Board of Directors’ Independence on CEO Compensation


Christophe Stephen, Ferri Michael, Angel James
Email:
Short-selling and the Weekend Effect in Stock Returns


Chun Albert Lee
Email: albert-lee.chun@hec.ca
Forecasting Interest Rates and the Macroeconomy: Blue Chip Clairvoyants, Econometrics or Qrinkage?


Chun Albert Lee
Email: albert-lee.chun@hec.ca
An Intensity-based Model for Pricing Variable Coupon Bonds


Clark Ephraim, Judge Amrit, Mefteh Salma
Email: Salma.Mefteh@essca.fr
CORPORATE HEDGING WITH FOREIGN CURRENCY DERIVATIVES AND FIRM VALUE


Coakley Jerry, Instefjord Norvald, Shen Zhe
Email: zshen@essex.ac.uk
The Winner’s Curse and Lottery-Allocated IPOs in China


Coakley Jerry, kuo Jing-Ming, Wood Andrew
Email: jkuo@essex.ac.uk
The School's Out Effect in East-Asian Stock Markets


COËN ALAIN, DESFLEURS AURÉLIE, L'HER JEAN-FRANÇOIS
Email: coen.alain@uqam.ca
The Relative Importance of Determinants of the Quality of Financial Analysts’ Forecasts: International Evidence


COËN ALAIN, HÜBNER GEORGES
Email: coen.alain@uqam.ca
Risk and Performance Estimation in Hedge Funds: Evidence from Errors in Variables


Comerton-Forde Carole, Putnins Talis
Email: T.Putnins@econ.usyd.edu.au
Measuring closing price manipulation


Constantinides George M., Perrakis Stylianos, Czerwonko Michal
Email: m_czerwo@jmsb.concordia.ca
Transaction Costs and Stochastic Dominance Efficiency in the Index Futures Options Market


Couderc Nicolas, Capelle-Blancard Gunther
Email: nicolas.couderc@reims-ms.fr
HOW DO SHAREHOLDERS RESPOND TO DOWNSIZING? A META-ANALYSIS


Croci Ettore
Email: ettore.croci@unicatt.it
INTRAGROUP M&A, MINORITY SHAREHOLDERS’ PROTECTION, AND LEGAL ORIGIN


Cui Rong, Wu Youchang
Email: youchang.wu@univie.ac.at
Disentangling Liquidity and Size Effects in Stock Returns: Evidence from China


Cumming Douglas, Johan Sofia
Email:
Global Market Surveillance


D



[TOP]


Dai Qinglei
Email: qinglei.dai@fe.unl.pt
Influence of A Tax Reform on Dividend Clienteles


Dawson Paul, Staikouras Sotiris
Email: sks@city.ac.uk
MARKET INFORMATION AND THE FEEDBACK EFFECT OF THE CBOE S&P500 VARIANCE FUTURES ON THE UNDERLYING ASSET


De Cesari Amedeo, Espenlaub Susanne, Khurshed Arif
Email: amedeo.de-cesari@postgrad.manchester.ac.uk
Stock Repurchases: Do They Stabilize Price and Enhance Liquidity?


De Goeij Peter, Pungulescu Crina, De Roon Frans
Email: c.pungulescu@uvt.nl
Market Size Effects and Integration in Developed and Emerging Markets


De Maeseneire Wouter, Claeys Tine
Email: tine.claeys@vlerick.be
SMEs, FDI and financial constraints


Deloof Marc, Roggeman Annelies, Van Overfelt Wouter
Email: marc.deloof@ua.ac.be
Who’s Afraid of Universal Banks? Bank Affiliations and Corporate Dividend Policy in Pre-World War I Belgium


Deloof Marc, Van Overfelt Wouter
Email: marc.deloof@ua.ac.be
Were Modern Capital Structure Theories Valid Before World War I?


Di Giuli Alberta
Email: alberta.digiuli@unibocconi.it
Cash or Stock? The Post Merger Investments as the Key to Explain the Method of Payment in Mergers


Diacogiannis George, Feldman David
Email: d.feldman@unsw.edu.au
The CAPM Relation for Inefficient Portfolios


Diamandis Panayiotis
Email: pfd@aueb.gr
Financial liberalization, exchange rates and stock prices: Long-run relationships and short-run dynamics in four Latin America countries


Dietrich Diemo, Vollmer Uwe
Email: diemo.dietrich@iwh-halle.de
Banks' Internationalization Strategies: The Role of Bank Capital Regulation


Dong Min
Email: md150@york.ac.uk
Institutional Investors, Board of Directors, and Firm Performance-- Evidence from UK firms


Doukas John, Gonenc Halit, Plantinga Auke
Email: A.Plantinga@rug.nl
The positive returns of firms acquiring private targets


Drobetz Wolfgang, Pensa Pascal
Email:
Capital structure and stock returns: The European evidence


D'Souza Chris
Email: dsou@bankofcanada.ca
Where does price discovery occur in USD/CAD, AUD/USD and NZD/USD foreign exchange markets?


D'Souza Chris, Lo Ingrid, Sapp Stephan
Email: dsou@bankofcanada.ca
Price Formation and Liquidity Provision in Short-Term Fixed Income Markets


Duarte-Silva Tiago
Email:
How banking relationships affect certification: The role of private information in underwriting


Dumitrescu Ariadna
Email: ariadna.dumitrescu@esade.edu
Strategic Specialist and Market Liquidity


Dungey Mardi, McKenzie Michael, Smith Vanessa
Email: michael.mckenzie@rmit.edu.au
News, No-News and Jumps in the US Treasury Market


E



[TOP]


Egorov Alexei, Li Haitao, Ng David
Email: avegorov@mail.wvu.edu
A Tale of Two Yield Curves: Modeling the Joint Term Structure of Dollar and Euro Interest Rates


Ekkayokkaya Manapol, Holmes Phil, Paudyal Krishna
Email: P.R.Holmes@Durham.ac.uk
Differential Information and Acquirers’ Performance in the UK


El Ghoul Sadok, Guedhami Omrane, Pittman Jeffrey
Email: elghoul@ualberta.ca
Ownership Structure, Agency Problems, and Auditor Choice: Evidence from Western European Firms


El Hajj Chehade Hiba, Vigneron Ludovic
Email: hiba.hajjchehade@gmail.com
SME’s main bank choice and organizational structure: Evidence from France


Eling Martin
Email: martin.eling@unisg.ch
Does Hedge Fund Performance Persist? Overview and new Empirical Evidence


Engsted Tom, Møller Stig, Tuong Van
Email: tom@asb.dk
Habit persistence and asset pricing: Evidence from Denmark


Entrop Oliver, Memmel Christoph, Wilkens Marco, Zeisler Alexander
Email: Alexander.Zeisler@ku-eichstaett.de
Quantifying the Interest Rate Risk of Banks Using Time Series of Accounting-Based Data: Evidence From Germany


Entrop Oliver, Scholz Hendrik, Wilkens Marco
Email: hendrik.scholz@ku-eichstaett.de
The Price-setting Behavior of Banks: An Analysis of Open-end Leverage Certificates on the German Market


Entrop Oliver, Wilkens Marco
Email: oliver.entrop@ku-eichstaett.de
The Valuation of Deposit Insurance in an Arbitrage-free Basel II Consistent Framework


Ertugrul Mine, Hegde Shantaram
Email:
Board Compensation Practices and Agency Costs of Debt


Estrada Javier
Email: jestrada@iese.edu
Fundamental Indexation and International Diversification


F



[TOP]


Faff Robert, Parwada Jerry, Yang Joey
Email:
Fund Managers’ Institutional Background and the Birth of Investment Management Companies


Faff Robert, Smith Tom, Treepongkaruna Sirimon
Email: sirimon.treepongkaruna@anu.edu.au
A Re-examination of the Empirical Performance of the Longstaff and Schwartz Two-factor Term Structure Model Using Real Yield Data


Fan Elliott, Zhao Ruoyun
Email: Ruoyun.Zhao@uts.edu.au
Health Status, Wealth, and Portfolio Choice: Causality or Heterogeneity?


Fang Jing, Sun Qian, Wang Changyun
Email: qsun@xmu.edu.cn
Illiquidity and Stock Returns: Evidence from Japan


Farinha Jorge, Viana Luis
Email: jfarinha@fep.up.pt
BOARD STRUCTURE AND MODIFIED AUDIT OPINIONS: THE CASE OF THE PORTUGUESE STOCK EXCHANGE


Feldhütter Peter
Email:
Can Affine Models Capture the Dynamics of Risk Premia and Volatility in Bond Yields?


Fernandes Nuno, Guedes Jose
Email: jcg@fcee.ucp.pt
Keeping with the Joneses: A model and a test of how collective accounting fraud varies with aggegate economic performance


Ferreira Miguel, Miguel António, Ramos Sofia
Email:
The Determinants of Mutual Fund Performance: A Cross-Country Study


Fidrmuc Jana, Roosenboom Peter, van Dijk Dick
Email: Jana.Fidrmuc@wbs.ac.uk
Do private equity investors take firms private for different reasons?


Flannery Mark, Nikolova Stanislava (Stas), Öztekin Özde
Email: snikolov@gmu.edu
What Can We Learn About Capital Structure from Bond Credit Spreads?


Fong Kingsley, Liu Wai Man
Email: wmr.liu@unsw.edu.au
MR. TRADER, WOULD YOU LIKE TO CHANGE YOUR ORDER?


FONT-BELAIRE Mª BEGOÑA, GRAU-GRAU ALFREDO JUAN
Email: maria.b.font@uv.es
THE EFFECTS OF EXCHANGE RATE AND INFLATION ON EUROPEAN STOCK MARKET INTEGRATION IN THE EMU


Fotaki Maria, Markellos Raphael, Mania Maria
Email: mfotaki@aueb.gr
The Effect of Human Resource Turnover on Shareholder Wealth: Evidence from the UK Football Industry


Francis Bill, Hunter Delroy, Watkins Boyce
Email: Dhunter@coba.usf.edu
Do Fund Managers Use Private Information in their Asset Allocation Decisions? Evidence from Macroeconomic Announcements


Franke Günter, Herrmann Markus, Weber Thomas
Email: thomas.a.weber@uni-konstanz.de
On the Design of Collateralized Debt Obligation-Transactions


Franzoni Francesco
Email:
The Changing Nature of Systematic Risk


Frijns Bart, Gilbert Aaron, Tourani-Rad Alireza
Email:
Price Discovery, Cross-Listings and Exchange Rates: Evidence from Australia and New Zealand


Frino Alex, Johnstone David, Zheng Hui
Email: h.zheng@econ.usyd.edu.au
Information Endowment and Limit Order Placement


Frino Alex, Lepone Andrew, Gerace Dionigi
Email: a.lepone@econ.usyd.edu.au
BLOCK TRADES AND ASSOCIATED PRICE IMPACT: INTERNATIONAL EVIDENCE ON THE TWO ASYMMETRIES


Frino Alex, Lepone Andrew, Wearin Grant
Email: a.lepone@econ.usyd.edu.au
THE INTRADAY BEHAVIOR OF MARKET DEPTH IN A COMPETITIVE DEALER MARKET: A NOTE


Fritsch Markus, Gleisner Fabian, Holzhäuser Markus
Email: mfritsch@wiwi.uni-frankfurt.de
Bank M&A in Central and Eastern Europe


Fuertes Ana-Maria, Heffernan Shelagh
Email: a.fuertes@city.ac.uk
Heterogeneities in the Interest Rate Transmission Mechanism


FUERTES ANA-MARIA, HEFFERNAN SHELAGH, KALOTYCHOU ELENA
Email: e.kalotychou@city.ac.uk
Bank Retail Rate Response to the Policy Rate: Time-variation, Regime-switching and Curvature


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Gadanecz Blaise, Tsatsaronis Kostas, Altunbas Yener
Email: blaise.gadanecz@bis.org
Spoilt and lazy: the impact of state support on bank behaviour in the international loan market


Gatfaoui Hayette
Email: hayette.gatfaoui@groupe-esc-rouen.fr
CREDIT RISK AND MARKET RISK: ANALIZING US CREDIT SPREADS


Gemmill Gordon, Thomas Dylan C., An Jingfeng
Email: d.c.thomas@city.ac.uk
Why Do Repurchases Affect Share Prices?


Gerace Dionigi, Frino Alex, Lepone Andrew
Email: dionigi@uow.edu.au
Bid-Ask Spreads Surrounding Earnings Announcements:Evidence from the Italian Bourse


Geyer Alois, Hanke Michael, Weissensteiner Alex
Email: alois.geyer@wu-wien.ac.at
Life-cycle Asset Allocation and Optimal Consumption Using Stochastic Linear Programming


Gharghori Philip, Nguyen Annette, Faff Robert
Email: philip.gharghori@buseco.monash.edu.au
Are the Fama-French Factors Proxying News Related to GDP Growth? The Australian Evidence


Ghosh Chinmoy, Padmanabhan Dinesh
Email: DPadmanabhan@business.uconn.edu
The Impact of CEO Quality on the Number of Outside Directorships, CEO Cash Compensation and Firm Performance


Giannikos Christos, Suen Tin-shan
Email: tin-shan_suen@baruch.cuny.edu
Pricing Determinants of Blind Principal Bidding and Liquidity Provider Behavior


Giannikos Christos, Suen Tin-shan
Email: tin-shan_suen@baruch.cuny.edu
Estimating two structural spread models for trading blind principal bids


Gil-Bazo Javier, Ruiz-Verdú Pablo
Email: javier.gil.bazo@uc3m.es
YET ANOTHER PUZZLE? THE RELATION BETWEEN PRICE AND PERFORMANCE IN THE MUTUAL FUND INDUSTRY


Gillet Roland, de La Bruslerie Hubert
Email: Hubert.De-La-Bruslerie@univ-paris1.fr
The Consequences of Issuing Convertible Bonds: Dilution and/or Financial Restructuring


Ginglinger Edith, Saddour Khaoula
Email: edith.ginglinger@dauphine.fr
Cash holdings, corporate governance and financial constraints


Giouvris Evangelos
Email: evangelos.giouvris@rhul.ac.uk
DETERMINANTS OF THE COMPONENTS OF THE BID-ASK SPREAD ON THE LONDON STOCK EXCHANGE


Gonenc Halit
Email: H.Gonenc@rug.nl
Tunneling and Propping: Evidence from Rights and Bonus Issues by Turkish Business Group Firms


Gounopoulos Dimitrios, Nounis Christos, Stylianides Paris
Email: DimiGoun@yahoo.com
The Short and Long Term Performance of IPOs in Cyprus Stock Exchange


Graham Michael, Bhattacharya Prasad
Email:
Institutional Ownership and Firm Performance: Evidence from Finland?


Grishchenko Olesya
Email: olesya@psu.edu
Internal vs External Habit Formation: The Relative Importance for Asset Pricing


Groslambert Bertrand, Bouchet Michel
Email: bertrand.groslambert@ceram.fr
Do Corrupt Countries Receive Less Foreign Capital After All?