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PARTICIPANTS
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PAPERS
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[TOP]
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Abad David, Nieto Belen Adoracion
Email: goliat@ua.es
The Unavoidable Task of Understanding Warrants Pricing
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Abad Pilar, Benito Sonia
Email: soniabm@cee.uned.es pabad@ub.edu
A Parametric Model to Estimate Risk in a Fixed Income Portfolio
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Abhyankar Abhay, Ho Keng-Yu, Zhao Huainan
Email: h.zhao@city.ac.uk
Value versus Growth: Stochastic Dominance Criteria
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Abínzano Isabel, Navas Javier F.
Email: isabel.abinzano@unavarra.es
Warrant pricing with credit risk
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Adcock Chris, Cortez Maria Ceu, Armada Manuel, Silva Florinda
Email: fsilva@eeg.uminho.pt
A Model for Time Varying Betas
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Adcock Chris, Meade Nigel
Email: c.j.adcock@shef.ac.uk
Characterising Non-Normality In Asset Returns Using The Generalised Skew Student Distribution
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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
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Agarwal Vineet, Taffler Richard
Email: vineet.agarwal@cranfield.ac.uk
Comparing the performance of market-based and accounting-based bankruptcy prediction models
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Agarwal Vineet, Taffler Richard, Brown Mike
Email: Richard.Taffler@ed.ac.uk
Is Management Quality Value Relevant?
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Ahoniemi Katja
Email:
Multiplicative Models for Implied Volatility
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Akbulut Mehmet
Email: makbulut@fullerton.edu
Managerial Insider Trading and Opportunism
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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
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Almeida Heitor, Campello Murillo
Email: halmeida@stern.nyu.edu
The Interplay between Financing and Investment Decisions: Evidence from Debt and Equity Issues
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Ammann Manuel, Kind Axel, Seiz Ralf
Email: ralf.seiz@unisg.ch
What drives the performance of US convertible bond funds?
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Anagnou Iliana, Hodges Stewart
Email: I.Anagnou@warwick.ac.uk
Derivatives Hedging Errors And Volatility
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Anderson Anne-Marie, Nayar Nandkumar (Nandu)
Email: nnayar@lehigh.edu
Debt Issuance in the Face of Tax Loss Carryforwards
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Andreou Panayiotis, Charalambous Chris, Martzoukos Spiros
Email: benz@avacom.net
Generalized Parameter Functions for Option Pricing
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Annabi Amira, Breton Michèle, François Pascal
Email: amira.annabi@hec.ca
Resolution of Financial Distress under Chapter 11: A Dynamic Game Approach
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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
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Antoniou Antonios, Lam Herbert, Paudyal Krishna
Email: K.N.Paudyal@durham.ac.uk
Limits to Arbitrage, Overconfidence and Momentum Trading
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Antoniou Antonios, Paudyal Krishna, Pescetto Gioia, Petmezas Dimitris
Email: dimitris.petmezas@durham.ac.uk
What Drives Acquisitions? Market Valuations and Bidder Performance
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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
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Atanasov Vladimir, Ivanov Vladimir, Litvak Katherine
Email: vivanov@ku.edu
VCs and the Expropriation of Entrepreneurs
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Attig Najah
Email: najah.attig@smu.ca
How to Make All Shareholders Equal: Evidence from Tickers’ Informativeness
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Au Andrea S., Doukas John A.
Email:
Short Selling, Idiosyncratic Risk, and Stock Returns in the UK
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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
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Audzeyeva Alena, Schenk-Hoppé Klaus Reiner
Email: bus0ala@leeds.ac.uk
Sovereign Rating transitions and the price of default risk in emerging
markets
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Azevedo-Pereia José, Couto Gualter, Nunes Cláudia
Email: cnunes@math.ist.utl.pt
Optimal timing of relocation
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Baiman Stanley, Bar-Yosef Sasson, Sarath Bharat
Email: mssasson@huji.ac.il
Bilateral Incentive Problems and the Financing of Start-Ups
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Bajlum Claus, Larsen Peter
Email: plarsen@econ.au.dk
Capital Structure Arbitrage: Model Choice and Volatility Calibration
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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
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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
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Bancel Franck, Mittoo Usha
Email:
Why European firms go public?
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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
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Barak Ronen, Lauterbach Beni
Email: beni@tx.technion.ac.il
Estimating the Private Benefits of Control from Block Trades: Methodology and Evidence
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Barbopoulos Leonidas, Paudyal Krishna, Pescetto Gioia
Email: leonidas.barbopoulos@durham.ac.uk
Corporate Governance and Corporate Valuations: Evidence from Mergers and Acquisitions
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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.
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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.
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Bassen Alexander, Prigge Stefan, Zöllner Christine
Email: prigge@web.de
Incentives Matter: A Single-Provision Analysis of the German Corporate Governance Code
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Basu Nilanjan, Dimitrova Lora, Paeglis Imants
Email: l_dimitr@jmsb.concordia.ca
Family control and dilution in mergers
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Batten Jonathan, Szilagyi Peter
Email: jabatten@gmail.com
Is Covered Interest Parity Arbitrage Extinct? Evidence from the Spot USD/Yen
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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?
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Bauer Rob, Cosemans Mathijs, Schotman Peter
Email: M.Cosemans@finance.unimaas.nl
Conditional Asset Pricing and Stock Market Anomalies in Europe
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Bechmann Ken, Lunde Asger, Zebedee Allan
Email: azebedee@mail.sdsu.edu
Interpreting Announcement Effects using Market Microstructure: An Examination of Convertible Bond Calls
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Beck Thorsten, Demirguc-Kunt Asli, Laeven Luc, Levine Ross
Email: TBeck@worldbank.org
Finance, Firm Size, and Growth
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Beck Thorsten, Demirguc-Kunt Asli, Martinez Peria Maria Soledad
Email:
Banking Services for Everyone? Barriers to Bank Access and Use Around the World
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Belleri Matteo, Navone Marco
Email: marco.navone@unibocconi.it
HEDGE FUNDS: ABILITY PERSISTENCE AND STYLE BIAS
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Beltratti Andrea, Caccavaio Marianna
Email: marianna.caccavaio@unibocconi.it
Asset float and stock prices: Evidence from the Chinese stock market
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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
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Benhami Kheira
Email: kheira.benhami@univ-tlse1.fr
Liquidity providers' valuation of anonymity: The Nasdaq Market Makers evidence
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Bernard Carole, Le Courtois Olivier, Quittard-Pinon François
Email: lecourtois@em-lyon.com
Pricing Derivatives with Barriers in a Stochastic Interest Rate Environment
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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
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Bessler Wolfgang, Drobetz Wolfgang
Email: wolfgang.drobetz@wiso.uni-hamburg.de
Conditional Performance Evaluation for German Mutual Equity Funds
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Bi-Huei Tsai
Email: Joy@mail.nctu.edu.tw
A Re-examination of Ex-Dividend Day Price Movements: Evidence from ADR Market
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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
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Bird Ron, Casavecahia Lorenzo, Reggiani Francesco
Email: ron.bird@uts.edu.au
Corporate Social Responsibility and Corporate Performance: Where to Begin?
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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
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Black Bernard, Khanna Vikramaditya
Email: vskhanna@umich.edu
Can Corporate Governance Reforms Increase Firms’ Market Values: Evidence from India
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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
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Bloos Uwe-Wilhelm
Email: bloos@finance.uni-frankfurt.de
On the Organization of Risk Management
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Blum Jürg
Email: juerg.blum@snb.ch
Why 'Basel II' May Need a Leverage Ratio Restriction
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Jan Bartholdy, Blunck Benjamin W.
Email: jby@asb.dk
Merger Wave Theory and the European Merger Wave of the 90s
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Bonini Stefano, Alkan Senem
Email: stefano.bonini@unibocconi.it
The Macro and Political Determinants of Venture Capital Investments around the World
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Bonini Stefano, Voloshyna Olena
Email: stefano.bonini@unibocconi.it
Underpricing, Bookbuilding and Competitive IPO: an Experimental Analysis
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Booth G. Geoffrey, Gurun Umit G., Zhang Harold
Email: umit.gurun@utdallas.edu
Who Are the “Informed” in Bond Markets: Foreign or Domestic Traders?
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Booth Laurence, Georgeopolous George, Hejazi Walid
Email: booth@rotman.utoronto.ca
What drives Provincial – Canada Yield Spreads?
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Bortolotti Bernardo, Megginson William, Smart Scott
Email: wmegginson@ou.edu
The Rise of Accelerated Seasoned Equity Underwritings
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Bosch Oliver
Email: bosch@finance.uni-frankfurt.de
Information Asymmetry and the Pricing of Private Debt - Evidence from European Syndicated Loans
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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
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Bourghelle David, Cellier Alexis
Email: David.bourghelle@iae.univ-lille1.fr
LIMIT ORDER CLUSTERING AND PRICE BARRIERS ON FINANCIAL MARKETS: EMPIRICAL EVIDENCE FROM EURONEXT
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BRIGHI PAOLA, TORLUCCIO GIUSEPPE
Email: paola.brighi@unibo.it
Evidence on Funding Decisions by Italian SMEs: A Self-Selection Model?
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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
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Brooks Robert, Faff Robert, Mulino Daniel, Scheelings Richard
Email: robert.faff@buseco.monash.edu.au
Deal or no Deal? That is the Question
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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?
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Bruche Max
Email:
Coordinated and Uncoordinated Liquidation Decisions of Creditors
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Bugeja Martin
Email: m.bugeja@econ.usyd.edu.au
Does an independent board and external monitoring prevent the pursuit of value reducing takeovers?
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Buraschi Andrea, Cieslak Anna, Trojani Fabio
Email: fabio.trojani@unisg.ch
Correlation Risk and the Term Structure of Interest Rates
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Buraschi Andrea, Porchia Paolo, Trojani Fabio
Email: paolo.porchia@unisg.ch
Correlation Risk and Optimal Portfolio Choice
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Byers Steven, Fields L. Paige, Fraser Donald
Email:
Corporate Governance, Information Opaqueness, and the Perceived Value of Bank Loans
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Byrne Alistair, Blake David, Mannion Graham
Email: alistair.byrne@strath.ac.uk
Contribution and Investment Decisions in a Large Defined Contribution Pension Plan
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Byrne Alistair, Clacher Iain, Hillier David
Email: alistair.byrne@strath.ac.uk
Pension Accounting and Managerial Incentives in the UK
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Cabeza-García Laura, Gómez-Ansón Silvia
Email: laura.cabeza@unileon.es
Determinants of post-privatisation performance of Spanish divested firms
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Canil Jean, Rosser Bruce
Email: jean.canil@adelaide.edu.au
EVIDENCE THAT LARGE CEO STOCK OPTION GRANTS ARE DETRIMENTAL TO SHAREHOLDERS
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Caprio Lorenzo, Croci Ettore
Email: ettore.croci@unicatt.it
THE DETERMINANTS OF THE VOTING PREMIUM IN ITALY: THE EVIDENCE FROM 1974 TO 2003
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Carapeto Maria, Gietzmann Miles
Email: mcarapeto@city.ac.uk
Bias in Affiliated Sell Side Analyst Recommendations: A Repeated Hazard Duration Model
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Carrieri Francesca, Chaieb Ines, Errunza Vihang
Email: i.chaieb@uva.nl
Are the investable indices priced globally or locally?
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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
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Cervellati Enrico Maria, Della Bina Antonio, Pattitoni Pierpaolo
Email: enrico.cervellati@unibo.it
Earnings Forecasting Bias Accuracy
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Cervellati Enrico Maria, Fioriti Eleonora
Email: enrico.cervellati@unibo.it
Financial Supervision Eu Countries
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Chandrashekar Satyajit, Rao Ramesh
Email: satyajit_chandrashekar@ssga.com
The Productivity of Cash and the Cross-Section of Expected Stock Returns
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Chang Bin
Email:
Does the Market React Less Negatively to Dividend Payers' Seasoned Equity Offerings?
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Chang Chuang-Chang, Ho Ra-Jian
Email: ccchang@cc.ncu.edu.tw
Pricing Credit Card Loans with Default Risks
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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
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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
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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
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Charalambous Chris, Christofides Nicos, Constantinide Eleni, Martzoukos Spiros
Email: elenicon@ucy.ac.cy
Implied binomial trees and calibration for the volatility smile.
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Charitou Andreas, Lambertides Neophytos, Trigeorgis Lenos
Email: lambertn@aston.ac.uk
Earnings Quality and Financial Performance
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Chatelain Jean-Bernard, Ralf Kirsten
Email: jean-bernard.chatelain@u-paris10.fr
How Public Governance may Foster Private Corporate Governance?
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CHEN QIWEI, WOOD ANDREW
Email: qwchen@essex.ac.uk
Momentum, Disposition, and tax-loss selling: the UK evidence
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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
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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
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Cheng Airu
Email: archeng@ucsc.edu
Predicting future bond returns with macro variables: a semi-parametric approach.
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Cheng Peng
Email: p.cheng@surrey.ac.uk
Institutional Net Buying and Small-cap Outperformance –Evidence from Chinese IPO Market
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Cheng Peng, Chen Jean
Email: p.cheng@surrey.ac.uk
Related Party Transactions: A Second Source for Earnings Management – Evidence from Chinese IPOs
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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
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Cheung William, Tam Lewis, Lam Keith
Email: lewistam@umac.mo
Ownership Concentration, Adverse Selection and Equity Offering Choice
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Chiang Min-Hsien, Wang Jo-Yu
Email: frankyw@mail.hit.edu.tw
Information Asymmetry and Investors behavior around earnings announcements
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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
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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
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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
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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
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Choudhry Taufiq, Wu Hao
Email: hw5@soton.ac.uk
FORECASTING THE TIME-VARYING BETA OF UK COMPANIES GARCH MODELS VS KALMAN FILTER METHOD
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Chourou Lamia, Abaoub Ezzeddine
Email: lamiachourou@yahoo.fr
The Effect of Board of Directors’ Independence on CEO Compensation
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Christophe Stephen, Ferri Michael, Angel James
Email:
Short-selling and the Weekend Effect in Stock Returns
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Chun Albert Lee
Email: albert-lee.chun@hec.ca
Forecasting Interest Rates and the Macroeconomy: Blue Chip Clairvoyants, Econometrics or Qrinkage?
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Chun Albert Lee
Email: albert-lee.chun@hec.ca
An Intensity-based Model for Pricing Variable Coupon Bonds
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Clark Ephraim, Judge Amrit, Mefteh Salma
Email: Salma.Mefteh@essca.fr
CORPORATE HEDGING WITH FOREIGN CURRENCY DERIVATIVES AND FIRM VALUE
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Coakley Jerry, Instefjord Norvald, Shen Zhe
Email: zshen@essex.ac.uk
The Winner’s Curse and Lottery-Allocated IPOs in China
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Coakley Jerry, kuo Jing-Ming, Wood Andrew
Email: jkuo@essex.ac.uk
The School's Out Effect in East-Asian Stock Markets
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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
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COËN ALAIN, HÜBNER GEORGES
Email: coen.alain@uqam.ca
Risk and Performance Estimation in Hedge Funds: Evidence from Errors in Variables
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Comerton-Forde Carole, Putnins Talis
Email: T.Putnins@econ.usyd.edu.au
Measuring closing price manipulation
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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
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Couderc Nicolas, Capelle-Blancard Gunther
Email: nicolas.couderc@reims-ms.fr
HOW DO SHAREHOLDERS RESPOND TO DOWNSIZING? A META-ANALYSIS
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Croci Ettore
Email: ettore.croci@unicatt.it
INTRAGROUP M&A, MINORITY SHAREHOLDERS’ PROTECTION, AND LEGAL ORIGIN
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Cui Rong, Wu Youchang
Email: youchang.wu@univie.ac.at
Disentangling Liquidity and Size Effects in Stock Returns: Evidence from China
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Cumming Douglas, Johan Sofia
Email:
Global Market Surveillance
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Dai Qinglei
Email: qinglei.dai@fe.unl.pt
Influence of A Tax Reform on Dividend Clienteles
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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
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De Cesari Amedeo, Espenlaub Susanne, Khurshed Arif
Email: amedeo.de-cesari@postgrad.manchester.ac.uk
Stock Repurchases: Do They Stabilize Price and Enhance Liquidity?
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De Goeij Peter, Pungulescu Crina, De Roon Frans
Email: c.pungulescu@uvt.nl
Market Size Effects and Integration in Developed and Emerging Markets
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De Maeseneire Wouter, Claeys Tine
Email: tine.claeys@vlerick.be
SMEs, FDI and financial constraints
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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
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Deloof Marc, Van Overfelt Wouter
Email: marc.deloof@ua.ac.be
Were Modern Capital Structure Theories Valid Before World War I?
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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
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Diacogiannis George, Feldman David
Email: d.feldman@unsw.edu.au
The CAPM Relation for Inefficient Portfolios
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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
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Dietrich Diemo, Vollmer Uwe
Email: diemo.dietrich@iwh-halle.de
Banks' Internationalization Strategies: The Role of Bank Capital Regulation
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Dong Min
Email: md150@york.ac.uk
Institutional Investors, Board of Directors, and Firm Performance-- Evidence from UK firms
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Doukas John, Gonenc Halit, Plantinga Auke
Email: A.Plantinga@rug.nl
The positive returns of firms acquiring private targets
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Drobetz Wolfgang, Pensa Pascal
Email:
Capital structure and stock returns: The European evidence
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D'Souza Chris
Email: dsou@bankofcanada.ca
Where does price discovery occur in USD/CAD, AUD/USD and NZD/USD foreign exchange markets?
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D'Souza Chris, Lo Ingrid, Sapp Stephan
Email: dsou@bankofcanada.ca
Price Formation and Liquidity Provision in Short-Term Fixed Income Markets
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Duarte-Silva Tiago
Email:
How banking relationships affect certification: The role of private information in underwriting
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Dumitrescu Ariadna
Email: ariadna.dumitrescu@esade.edu
Strategic Specialist and Market Liquidity
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Dungey Mardi, McKenzie Michael, Smith Vanessa
Email: michael.mckenzie@rmit.edu.au
News, No-News and Jumps in the US Treasury Market
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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
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Ekkayokkaya Manapol, Holmes Phil, Paudyal Krishna
Email: P.R.Holmes@Durham.ac.uk
Differential Information and Acquirers’ Performance in the UK
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El Ghoul Sadok, Guedhami Omrane, Pittman Jeffrey
Email: elghoul@ualberta.ca
Ownership Structure, Agency Problems, and Auditor Choice: Evidence from Western European Firms
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El Hajj Chehade Hiba, Vigneron Ludovic
Email: hiba.hajjchehade@gmail.com
SME’s main bank choice and organizational structure: Evidence from France
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Eling Martin
Email: martin.eling@unisg.ch
Does Hedge Fund Performance Persist? Overview and new Empirical Evidence
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Engsted Tom, Møller Stig, Tuong Van
Email: tom@asb.dk
Habit persistence and asset pricing: Evidence from Denmark
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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
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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
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Entrop Oliver, Wilkens Marco
Email: oliver.entrop@ku-eichstaett.de
The Valuation of Deposit Insurance in an Arbitrage-free Basel II Consistent Framework
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Ertugrul Mine, Hegde Shantaram
Email:
Board Compensation Practices and Agency Costs of Debt
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Estrada Javier
Email: jestrada@iese.edu
Fundamental Indexation and International Diversification
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[TOP]
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Faff Robert, Parwada Jerry, Yang Joey
Email:
Fund Managers’ Institutional Background and the Birth of Investment Management Companies
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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
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Fan Elliott, Zhao Ruoyun
Email: Ruoyun.Zhao@uts.edu.au
Health Status, Wealth, and Portfolio Choice: Causality or Heterogeneity?
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Fang Jing, Sun Qian, Wang Changyun
Email: qsun@xmu.edu.cn
Illiquidity and Stock Returns: Evidence from Japan
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Farinha Jorge, Viana Luis
Email: jfarinha@fep.up.pt
BOARD STRUCTURE AND MODIFIED AUDIT OPINIONS: THE CASE OF THE PORTUGUESE STOCK EXCHANGE
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Feldhütter Peter
Email:
Can Affine Models Capture the Dynamics of Risk Premia and Volatility in Bond Yields?
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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
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Ferreira Miguel, Miguel António, Ramos Sofia
Email:
The Determinants of Mutual Fund Performance: A Cross-Country Study
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Fidrmuc Jana, Roosenboom Peter, van Dijk Dick
Email: Jana.Fidrmuc@wbs.ac.uk
Do private equity investors take firms private for different reasons?
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Flannery Mark, Nikolova Stanislava (Stas), Öztekin Özde
Email: snikolov@gmu.edu
What Can We Learn About Capital Structure from Bond Credit Spreads?
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Fong Kingsley, Liu Wai Man
Email: wmr.liu@unsw.edu.au
MR. TRADER, WOULD YOU LIKE TO CHANGE YOUR ORDER?
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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
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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
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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
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Franke Günter, Herrmann Markus, Weber Thomas
Email: thomas.a.weber@uni-konstanz.de
On the Design of Collateralized Debt Obligation-Transactions
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Franzoni Francesco
Email:
The Changing Nature of Systematic Risk
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Frijns Bart, Gilbert Aaron, Tourani-Rad Alireza
Email:
Price Discovery, Cross-Listings and Exchange Rates: Evidence from Australia and New Zealand
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Frino Alex, Johnstone David, Zheng Hui
Email: h.zheng@econ.usyd.edu.au
Information Endowment and Limit Order Placement
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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
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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
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Fritsch Markus, Gleisner Fabian, Holzhäuser Markus
Email: mfritsch@wiwi.uni-frankfurt.de
Bank M&A in Central and Eastern Europe
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Fuertes Ana-Maria, Heffernan Shelagh
Email: a.fuertes@city.ac.uk
Heterogeneities in the Interest Rate Transmission Mechanism
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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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[TOP]
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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
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Gatfaoui Hayette
Email: hayette.gatfaoui@groupe-esc-rouen.fr
CREDIT RISK AND MARKET RISK: ANALIZING US CREDIT SPREADS
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Gemmill Gordon, Thomas Dylan C., An Jingfeng
Email: d.c.thomas@city.ac.uk
Why Do Repurchases Affect Share Prices?
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Gerace Dionigi, Frino Alex, Lepone Andrew
Email: dionigi@uow.edu.au
Bid-Ask Spreads Surrounding Earnings Announcements:Evidence from the Italian Bourse
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Geyer Alois, Hanke Michael, Weissensteiner Alex
Email: alois.geyer@wu-wien.ac.at
Life-cycle Asset Allocation and Optimal Consumption Using Stochastic Linear Programming
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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
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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
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Giannikos Christos, Suen Tin-shan
Email: tin-shan_suen@baruch.cuny.edu
Pricing Determinants of Blind Principal Bidding and Liquidity Provider Behavior
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Giannikos Christos, Suen Tin-shan
Email: tin-shan_suen@baruch.cuny.edu
Estimating two structural spread models for trading blind principal bids
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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
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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
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Ginglinger Edith, Saddour Khaoula
Email: edith.ginglinger@dauphine.fr
Cash holdings, corporate governance and financial constraints
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Giouvris Evangelos
Email: evangelos.giouvris@rhul.ac.uk
DETERMINANTS OF THE COMPONENTS OF THE BID-ASK SPREAD ON THE LONDON STOCK EXCHANGE
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Gonenc Halit
Email: H.Gonenc@rug.nl
Tunneling and Propping: Evidence from Rights and Bonus Issues by Turkish Business Group Firms
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Gounopoulos Dimitrios, Nounis Christos, Stylianides Paris
Email: DimiGoun@yahoo.com
The Short and Long Term Performance of IPOs in Cyprus Stock Exchange
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Graham Michael, Bhattacharya Prasad
Email:
Institutional Ownership and Firm Performance: Evidence from Finland?
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Grishchenko Olesya
Email: olesya@psu.edu
Internal vs External Habit Formation: The Relative Importance for Asset Pricing
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Groslambert Bertrand, Bouchet Michel
Email: bertrand.groslambert@ceram.fr
Do Corrupt Countries Receive Less Foreign Capital After All?
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