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CONFERENCE PARTICIPANTS
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PAPERS
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A
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[TOP]
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Aabo Tom, Pantzalis Christos
Email: taa@asb.dk
In or Out: The Effect of Euro Membership on the Exercise of Real Options
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Acedo A. Miguel, Ruiz Ruiz Fco, Santamaría Rafael
Email: miguel-angel.acedo@unirioja.es
Influence of Secondary Offerings on the Liquidity and Trading Activity of Stocks Outstanding
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Alves Carlos, Mendes Victor
Email: calves@fep.up.pt
Does performance explain mutual fund flows in small markets? The case of Portugal
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Adrian Lei, Frank Song
Email: adrianl@umac.mo
Connected transactions and firm valuations: evidence
from China affiliated companies
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Almeida Caio, Vicente Jose
Email: calmeida@fgv.br
The Role of No-Arbitrage on Forecasting:
Lessons from a Parametric Term Structure
Model
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Alonso Susana, Azofra Valentín, Fuente Gabriel
Email: salonso@eco.uva.es
Real Options in the Electricity Sector.
The case of Endesa’s Expansion in Latin America
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Alzahrani Mohammed, Lasfer Meziane
Email: mfaraj@kfupm.edu.sa
The Impact of Taxation on Dividends: A Cross-
Country Analysis
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Anagnostopoulou Seraina,
Email: sanagnosto@aueb.gr
Does R&D Influence Revisions in Earnings’ Forecasts as it does with Forecast Errors?: Evidence from the UK
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Anderson Anders, Martinez Jose
Email: anders.anderson@ne.su.se
Vice or Advice? Profits from Brokerage-Firm
Trading around Recommendation Revision Dates
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Andre Paul, Amar Walid
Email: andre@essec.fr
Family Ownership, Agency Problems, Corporate Governance and Acquiring Firm
Shareholder Wealth: Evidence from Acquisitions of New Economy Firms
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Andres Christian,
Email: andres@uni-bonn.de
Family Ownership, Financing Constraints and
Investment Decisions
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Andrieu Guillaume,
Email: guillaume.andrieu@univ-tlse1.fr
Choice of financing by independent or bank-
affiliated venture capital firm
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Andrikopoulos Andreas, Angelidis Timotheos
Email: apa@fme.aegean.gr
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover
approach
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Antoniou Constantinos, Galariotis Emilios, Read Daniel
Email: Daniel.read2@durham.ac.uk
Information Ambiguity and Investor Over and Under Reactions
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Areal Nelson, Rodrigues Artur, Armada Manuel
Email: nareal@eeg.uminho.pt
Improvements to the Least Squares Monte Carlo
Option Valuation Method
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Arisoy Yakup
Email: e.arisoy@ieseg.fr
Index futures, spot volatility and liquidity: Evidence from FTSE Xinhua
China A50 index futures
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Assaf Ata
Email: assaf@uwindsor.ca
The Stochastic Volatility Model, Regime Switching and VaR in
International Equity Markets
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Athanassakos George, Ackert Lucy, Naydenova Budina, Tafkov Ivo
Email: gathanassakos@ivey.uwo.ca
Understanding the Disparity in Trading Volume for U.S. Cross-Listings:
The Effects of Recognition and Investment Risk Exposure
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Attig Najah, Guedhami Omrane, Mishra Dev
Email: Najah.Attig@smu.ca
Multiple Large Shareholders, Control Contests, and Implied Cost of
Equity
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Au Yong Hue Hwa, Faff Robert
Email: HueHwa.AuYong@buseco.monash.edu.au
Asia-Pacific Banks’ Interest Rate and Exchange Rate
Exposures
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B
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[TOP]
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Badshah Ihsan
Email: ihsanullah.badshah@hanken.fi
Modelling the Dynamics of Implied Volatility Surfaces
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Baghai Ramin
Email: rbaghaiwadji.phd2006@london.edu
Managerial Entrenchment and Extraordinary Earnings
Repatriations
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Bajgrowicz Pierre, Scaillet Olivier
Email: pierre.bajgrowicz@hec.unige.ch
Technical Trading Revisited: Persistence Tests,
Transaction Costs, and False Discoveries
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Barbopoulos Leonidas, Leonidas Krishna, Pescetto Gioia
Email: leonidas.barbopoulos@durham.ac.uk
Value Ambiguity and Gains from Acquisitions of Unlisted Targets
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Barros Lucas, Silveira Alexandre
Email: lucasayres2002@gmail.com
Overconfidence, Managerial Optimism and the
Determinants of Capital Structure
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Bar-Yosef Sasson, Prencipe Annalisa
Email: mssasson@huji.ac.il
Speed of Execution of Market Order Trades and Specialists'
Inventory Risk-Management at the NYSE
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Batten Jonathan, Hamada Mahmoud
Email: jabatten@ust.hk
The Compass Rose Pattern in Electricity Prices
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Bejar Yosra,
Email: yosra.bejar@int-edu.eu
Informational value of intellectual capital and survival of
French technology firms on the long term
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Belot Francois
Email: francois.belot@dauphine.fr
Shareholder agreements and firm value:
Evidence from French listed firms
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Ben Ali Chiraz, He Zhongzhi, Trabelsi Samir
Email: benalichiraz@yahoo.fr
Unrevealing the relation between disclosure quality, ownership structure, and stock
liquidity
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Berrill Jenny, Kearney Colm
Email: berrilj@tcd.ie
International Diversification and the Home Bias Puzzle: The
Role of Multinational Companies (MNCs)
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Bessler Wolfgang, Holler Julian
Email: Wolfgang.Bessler@wirtschaft.uni-giessen.de
Capital Markets and Corporate Control:
Empirical Evidence from Hedge Fund Activism in Germany
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Betzer André, Metzger Daniel, Theissen Erik
Email: andre.betzer@uni-bonn.de
Strategic Trading by Corporate Insiders
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Bildik Recep, Aragon George, Yavuz Deniz
Email: Recep.bildik@post.harvard.edu
Do Institutional Investors Have an Information Advantage?
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Bird Ron, Casavecchia Lorenzo, Woolley Paul
Email: ron.bird@uts.edu.au
The Impact of the Interaction of Managers and
Clients on Market Prices
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Bogner Stefan, Koivulehto Hanna
Email: stefan.bogner@wu-wien.ac.at
Should we invest in Microcredit?
A financial analysis of Microcredit from a USD-investor’s perspective
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Bonfim Diana, Dai Qinglei
Email: dbonfim@bportugal.pt.
The number of bank relationships and the cost of
borrowing. An empirical study
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Bonini Stefano, Bianchini Roberto, Salvi Antonio, Zanetti Laura
Email: stefano.bonini@unibocconi.it
Portfolio Returns and Target Prices
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Booth Laurence, Xu Zhaoxia
Email: Booth@rotman.utoronto.ca
Who Smooth Dividends?
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Boubakri Narjess, Bouslimi Lobna
Email: narjess.boubakri@hec.ca
Analyst Following of Privatized Firms around the World: The Role of Institutions and Ownership Structure
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Bozos Konstantinos, Duxbury Darren
Email: buskb@leeds.ac.uk
The Price and Volume Effects of Equity Financed
Strategic Decisions:
Evidence from the Athens Exchange (ATHEX)
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Bozzi Stefano, Barontini Roberto
Email: stefano.bozzi@unicatt.it
Executive compensation and ownership structure:
Empirical evidence for Italian listed companies
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Brandouy Olivier, Briec Walter, Kerstens Kristiaan, Woestyne Ignace
Email: olivier.brandouy@univ-lille1.fr
Performance Gauging in Discrete Time
Using a Luenberger Portfolio Productivity Indicator
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Brommundt Bernd, Ammann Manuel
Email: bernd.brommundt@gmail.com
Hedging Collateralized Debt Obligations
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Brown Rayna, Octavia Monica
Email: rayna@unimelb.edu.au
Determinants of Bank Capital Structure in Developing Countries: Regulatory
Capital Requirement versus the Standard Determinants of Capital Structure
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Brown Christine, Aharoni Gil, Zeng Qi
Email: christine.brown@unimelb.edu.au
Two Paths to Financial Distress
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Bueno Rodrigo, Chague Fernando, Vargas Fundação
Email: rodrigo.bueno@fgv.br
The CAPMand Fama-French Models in
Brazil
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C
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[TOP]
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Cabeza-García Laura, Gomez Anson Silvia
Email: laura.cabeza@unileon.es
Explaining the performance of Spanish privatised firms: a panel data approach
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Caprio Lorenzo, Croci Ettore, Giudice Alfonso
Email: lorenzo.caprio@unicatt.it
THE ROLE OF FAMILIES IN ACQUISITION DECISIONS: EVIDENCE FROM
LARGE EUROPEAN COMPANIES
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Caselli Stefano, Gandolfi Gino, Gatti Stefano, Rossolini Monica
Email: stefano.caselli@unibocconi.it
CORPORATE GOVERNANCE AND INDEPENDENT DIRECTORS: BEHIND PRIVATE EQUITY INVESTMENT PERFORMANCE
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Cerqueira Leal Cristiana, Armada Manuel, Duque João
Email: ccerqueira@eeg.uminho.pt
Are All Individual Investors Equally Prone to the Disposition Effect All the
Time? New Evidences from a Small Market
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Chahine Salim, Filatotchev Igor
Email: salim.chahine@aub.edu.lb
The Effects of Board Independence and Auditors’ Audit and Non-Audit
Fees on IPO Value
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Chan Louis, Karceski Jason, Lakonishok Josef, Sougiannis Theodore
Email: l-chan2@uiuc.edu
Investment, financing activities and
the predictability of stock returns
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Chang Chang Chuang, Chen Miao, Yu Su
Email: ccchang@cc.ncu.edu.tw
The Comparisons of Information Content for Various
Volatility Measures: Evidence from
Individual Stock Options
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Charalambakis Evangelos, Espenlaub Susanne, Garrett Ian
Email: evangelos.
charalambakis@mbs.ac.uk
Leverage dynamics, the endogeneity of corporate tax
status and financial distress costs, and capital
structure
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Chiu Hsin,
Email: chiu@chapaman.edu
Investor Preferences, Mutual Fund Flows, and the Timing of IPOs
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Coën Alain, Hübner Georges,
Email: coen.alain@uqam.ca
Risk and Performance Estimation in Hedge Funds Revisited:
Evidence from Errors in Variables
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Colak Gonul, Boehme Rodney
Email: gcolak@cob.fsu.edu
Idiosyncratic Risk, Short-Sale Constraints, and Other Market Frictions
in IPO Stocks
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Cortazar Gonzalo, Bernales Alejandro, Beuermann Diether
Email: gcortaza@ing.puc.cl
Methodology and Implementation of Value-at-Risk Measures
in Emerging Fixed-Income Markets with Infrequent Trading
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Cousin Jean, Bodt Eric, Aktas Nihat
Email: jgcousin@univ-lille2.fr
Assessing the power and size of the event study method through the decades
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Cummings James, Frino Alex
Email: james.cummings@econ.usyd.edu.au
Index arbitrage and the pricing relationship between Australian stock index futures and their underlying shares
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D
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[TOP]
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Dadic Tajana, Jurkic Iva
Email: tdadic@eizg.hr
IS THERE A ROOM FOR PURE INDEX FUND ON
CROATIAN EQUITY MARKET?
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da Silveira Alexandre Di Miceli, Leal Ricardo Pereira Câmara, Carvalhal-da-Silva André Luiz, Barros Lucas Ayres B. de C.
Email: alexfea@usp.br
Evolution and determinants of firm-level corporate governance quality in Brazil
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Dang Huong, Partington Graham
Email: hdan3535@mail.usyd.edu.au
RATING MIGRATIONS: THE EFFECT OF HISTORY AND TIME
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Dang Viet, Shin Yongcheol, Kim Minjoo
Email: Vietanh.Dang@mbs.ac.uk
ASYMMETRIES IN CAPITAL STRUCTURE ADJUSTMENTS:
NEW EVIDENCE FROM A DYNAMIC PANEL THRESHOLD MODEL
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Dasilas Apostolos, Artikis Panayotis
Email: p.artikis@artikis.com
THE MARKET REACTION TO INTERIM DIVIDENDS DURING EX-DIVIDEND
DATES: GREEK EVIDENCE
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Dasilas Apostolos, Koulakiotis Athanasios, Tolikas Konstantinos
Email: tdasilas@gmail.com
Political Elections and Stock Price Volatility: The Case of Greece
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de Goeij Peter, Smedts Kristien
Email: p.c.degoeij@uvt.nl
Gender Di¤erences Among Analyst
Recommendations
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de la Torre Chabela, Galván Antonio, Tamaulipas Universidad
Email: chabela@usal.es
Diversification: Value-creating or value-destroying strategy? Evidence from eurozone countries
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Deb Saikat, Kalev Petko, Marisetty Vijay
Email: Saikat.Deb@buseco.monash.edu.au
Towards A Flexible Price Limit System
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Del Brio Esther, Gómez Gerardo, Perote Javier
Email: ebrio@usal.es
Insider Trading and the Predictability of Stock Returns:
Evidence for the Banking Sector
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Delis Manthos, Agoraki Maria-Eleni, Staikouras Christos
Email: delis@aueb.gr
Reform, competition and risk-taking in banking: Evidence from Central and Eastern European countries
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Deloof Marc, Overfelt Wouter, Vanstraelen Ann
Email: marc.deloof@ua.ac.be
DETERMINANTS OF CORPORATE FINANCIAL DISCLOSURE IN AN
UNREGULATED ENVIRONMENT: EVIDENCE FROM THE EARLY 20TH
CENTURY
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Doukas John, Zhu Xiaotian
Email: jdoukas@odu.edu
Short Selling Around Corporate Acquisitions
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Dumitrescu Ariadna
Email: ariadna.dumitrescu@esade.edu
Liquidity and Optimal Market Transparency
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Dumontier Pascal, Dubois Michel
Email: Pascal.Dumontier@hec.unige.ch
REGULATING THE FINANCIAL ANALYSIS INDUSTRY: IS THE EUROPEAN
DIRECTIVE EFFECTIVE?
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Durre Alain, Beaupain Renaud
Email: renaud.beaupain@fundp.ac.be
The interday and intraday patterns of the overnight market: evidence from an electronic platform
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[TOP]
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Eisenkopf Axel
Email: Axel_Eisenkopf@hotmail.com
The real nature of credit rating transitions
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Elder John, Chung Kee, Kim Jang
Email: john.elder@ndsu.edu
Corporate Governance and Liquidity
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Erhemjamts Otgontsetseg, Raman Kartik
Email: oerhemjamts@bentley.edu
Industry Structure and Debt Maturity
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Estrada Javier
Email: jestrada@iese.edu
Mean-Semivariance Optimization:
A Heuristic Approach
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F
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[TOP]
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Feria Dominguwz Jose,
Email: jmferdom@upo.es
Economic Capital for Operational Risk: Applying The Loss Distribution Approch
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Fernández Pablo
Email: fernandezpa@iese.edu
96 errors in company valuations
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Forte Santiago, Alonso Francisco, Marqués J. Manuel
Email: : santiago.forte@esade.edu
Implied default barrier in credit default swap premia
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Ferrer Román, González Cristóbal, Soto Gloria
Email: roman.ferrer@uv.es
ESTIMATION OF THE TERM STRUCTURE OF VOLATILITY
FOR THE SPANISH PUBLIC DEBT MARKET
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Fields Paige, Fraser Donald
Email: pfields@mays.tamu.edu
Opaqueness and the Informational Value of Bank Loans
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Figuerola-Ferretti Isabel, Gonzalo Jesus
Email: ifgarrig@emp.uc3m.es
Modelling and Measuring Price Discovery in
Commodity Markets
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Florackis Chrisostomos, Kostakis Alexandros, Ozkan Aydin
Email: :C.Florackis@liv.ac.uk
A note on the ownership-performance
relationship:Evidence from a semi-parametric
approach
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Florackis Chris, Ozkan Aydin
Email: C.Florackis@liv.ac.uk
Managerial incentives and corporate leverage: evidence from the United Kingdom
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FOOS DANIEL, NORDEN LARS, WEBER MARTIN
Email: foos@bank.BWL.uni-mannheim.de
Loan Growth and Riskiness of Banks
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Forssbæck Jens
Email: jens.forssbaeck@fek.lu.se
Divergence of bank risk indicators and the conditions for market discipline in banking
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Forssbaeck Jens
Email: jens.forssbaeck@fek.lu.se
Ownership structure, market discipline, and banks’ risk taking incentives under deposit insurance
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FRANCK TOM, HUYGHEBAERT NANCY
Email: tom.franck@lessius.eu.
The Impact of Leverage on Investment Expenditures:
New Insights from Analyzing Private Enterprises
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Frésard Laurent
Email: laurent.fresard@unine.ch
Financial Strength and Product Market Behaviors: The Real Effects of
Corporate Cash Holdings
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Frühwirth Manfred, Mikula Georg
Email: manfred.fruehwirth@wu-wien.ac.at,
The Optimal Design of Savings Plans
for Prospect Theory Investors
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Fu Lei, Thomas Hardy, Coakley Jerry
Email: lfug@essex.ac.uk
Merger Momentum in the UK M&As
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Füss Roland, Adams Zeno, Kaiser Dieter
Email: roland.fuess@vwl.uni-freiburg.de
The Predictive Power of Value-at-Risk Models
in Commodity Futures Markets
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[TOP]
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Gallagher Liam, McLaughlin Catherine
Email: liam.gallagher@dcu.ie
Implications of Higher Order Risk Factors for
Hedge Fund Performance
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Galy Nadine, Germain Laurent
Email: n.galy@esc-toulouse.fr
Market Competition and Share Prices: The Case of
the Airbus-Boeing Duopoly
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Geronikolaou George, Papachristou George
Email: ggeronik@econ.auth.gr
European venture capital vs. patents: are patents a venture capital output or input?
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Gottschalk Katrin, Pal Rozalia, Bohl Martin
Email: : katrin.gottschalk@aut.ac.nz
Institutional investors and stock market efficiency: the case of the January anomaly
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Guedhami Omrane, Pittman Jeffrey, Saffar Walid
Email: : omrane.guedhami@moore.sc.edu
Auditor choice in privatized firms: empirical evidence on the role of state and foreign owners
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Gao Ning, Liu Weimin
Email: ning.gao@mbs.ac.uk
Why Do Repurchases Affect Share Prices?
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Garcia-Teruel Pedro, Martinez-Solano Pedro
Email: pjteruel@um.es
A DYNAMIC PERSPECTIVE ON THE DETERMINANTS OF
ACCOUNTS PAYABLE
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Gatfaoui Hayette
Email: pjteruel@um.es
Is Corporate Bond Market Perfomance Connected With Stock Market Perfomance?
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Gatti Stefano, Corielli Francesco
Email: stefano.gatti@unibocconi.it
RISK SHIFTING THROUGH NONFINANCIAL CONTRACTS. EFFECTS ON
LOAN SPREADS AND CAPITAL STRUCTURE OF PROJECT FINANCE
DEALS
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GERACE DIONIGI, FRINO ALEX, LEPONE ANDREW
Email: a.lepone@econ.usyd.edu.au
Limit Order Book, Anonymity and Market Liquidity:
Evidence from the Sydney Futures Exchange
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Geranio Manuela, Zanotti Giovanna
Email: manuela.geranio@unibocconi.it
EQUITY MARKETS DON’T FIT ALL COMPANIES: AN ANALYSIS OF
PUBLIC-TO-PRIVATE DEALS IN CONTINENTAL EUROPE
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GHALLEB NABIL, BOYER MARTIN, BOUBAKRI NARJESS
Email: narjess.boubakri@hec.ca
MANAGERIAL OPPORTUNISM IN ACCOUNTING
CHOICE: EVIDENCE FROM DIRECTORS' AND
OFFICERS' LIABILITY INSURANCE PURCHASES
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Gharghori Philip, See Quin, Veeraraghavan Madhu
Email: Gharghori@buseco.monash.edu.au
Is Difference of Opinion among Investors a Source of Risk?
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Ghosh Chinmoy, McLaughlin Kevin
Email: chinmoy@sba.uconn.edu
The Dynamics of Post-Merger Boards:
Retention Decisions and Performance Effects
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Gil-Bazo Javier, Portela Andre, Ruiz-Verdu Pablo
Email: javier.gil.bazo@uc3m.es
The E®ect of Socially Responsible Investing on Mutual
Fund Performance and Fees
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Gine Mireia
Email: gine@wharton.upenn.edu
Governance Mechanisms and Effective Activism:
Evidence from Shareholder Proposals on Poison Pills
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Girardone Claudia, Casu Barbara
Email: cgirardone@essex.ac.uk
Does Competition Lead to Efficiency?
The Case of EU Commercial Banks
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Glabadanidis Paskalis
Email: pglabadanidis@ku.edu.tr
A Dynamic Asset Pricing Model with Time-Varying
Factor and Idiosyncratic Risk
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Gómez-Puig Marta
Email: marta.gomezpuig@ub.edu
“SYSTEMIC AND IDIOSYNCRATIC
RISK IN EU-15 SOVEREIGN YIELD
SPREADS AFTER SEVEN YEARS OF
MONETARY UNION”
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Gondhalekar Vijay, Blose Lawrence
Email: gondhalv@gvsu.edu
Gold Betas
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Gonenc Halit, Seifert Bruce
Email: h.gonenc@rug.nl
Pecking Order Behavior in Emerging Markets
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Gounopoulos Dimitrios, Nounis Christos, Thomadakis Stavros
Email: d.gounopoulos@surrey.ac.uk
Insights on the long term performance of Greek IPOs
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Gounopoulos Dimitrios, Nounis Christos, Merikas Andreas
Email: d.gounopoulos@surrey.ac.uk
Price cap effect in the performance of Greek IPOs
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Grass Gunnar
Email: gunnar.grass@ebs.edu
Uncertainty, stock returns and shareholder value
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Groh Alexander, Liechtenstein Heinrich, Canela Miguel
Email: a.groh@supco-montpellier.fr
International Allocation Determinants of Institutional Investments in Venture Capital and Private Equity Limited Partnerships
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Guidi Marco G D, Hillier Joe, Tarbert Heather
Email: marco.guidi@gcal.ac.uk
UK Financial Market Reaction to Interest Rate Adjustments: Does Transparency Matter?
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Gurrola Pedro, Herreras Renata
Email: pgurrola@itam.mx
Maturity effects in the Mexican interest rate futures
market
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H
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[TOP]
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Hagendorff Jens, Collins Michael, Keasey Kevin
Email: juh@lubs.leeds.ac.uk.
Regulation, Board Monitoring and Merger Performance:
Evidence from Acquiring Banks in the US and Europe
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Hallahan Terrence, Ramiah Vikash, Yacoub Amel, Backulja Milica
Email: terry.hallahan@rmit.edu.au
RISK-TAKING BEHAVIOUR IN MALAYSIAN MANAGED FUNDS:
A NON-PARAMETRIC ANALYSIS
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Hanhardt Andreas, Ansotegui Carmen
Email: andreas.hanhardt@esade.edu
Do the Fama and French Factors Proxy for State
Variables that Predict Macroeconomic Growth in the
Eurozone?
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Heid Frank, Behr Andreas
Email: andreas.behr@wiwi.uni-muenster.de
The success of bank mergers revisited. An assessment
based on a matching strategy
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Hernández Rodrigo, Y. Lee Wayne, Liu Pu
Email: rjhernand@radford.edu
An Economic Analysis of the Japanese Reverse Exchangeable Market
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Hibbeln Martin, Gürtler Marc, Vöhringer Clemens
Email: marc.guertler@tu-bs.de
Adjusting Multi-Factor Models
for Basel II-consistent Economic Capital
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Hirschvogl Simone
Email: simone.
hirschvogl@univie.ac.at
Cash and Governance
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Hoffmann, Broekhuizen
Email: a.hoffmann@finance.unimaas.nl
Susceptibility to Interpersonal Influence in an Investment
Context
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Hryckiewicz Aneta, Kowalewski Oskar
Email: hryckiewicz@finance.uni-frankfurt.de
Economic determinants and entry modes of
foreign banks into Central Europe
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Huang He, Keienburg Georg, Stock Duane
Email: huang@wiso.uni-koeln.de
The economic value of predicting correlation for asset allocation
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Huang He
Email: huang@wiso.uni-koeln.de
Price and liquidity e ects of US economic news releases
on German stock index futures
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HUANG Weihua
Email: w.huang@nance.unimaas.nl
The Impact of Medias Reputation on
Equity Financing: Manipulation and
Collusion
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Huang Hsin-Yi, Chiang Min-Hsien
Email: r6894102@ccmail.ncku.edu.tw
Stock market momentum, business conditions, and GARCH option pricing models
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Hwang Joon, Chung Jaiho, Kim Joon
Email: joonhwang@korea.ac.kr
The Dark Side of Private Benefits :
Implications from Block Trades
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Hyde Stuart, Guidolin Massimo, McMillan David and Ono Sadayuki
Email: stuart.hyde@mbs.ac.uk
Non-Linear Predictability in Stock and Bond Returns:
When and Where Is It Exploitable?
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I
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[TOP]
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Iannotta Giuliano
Email: giuliano.iannotta@unibocconi.it
Market discipline in the banking industry.
Evidence from spread dispersion
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Iatridis George
Email: giatridis@econ.uth.gr
Implementation of International Financial Reporting Standards and the Quality of Financial Statement Information
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Inghelbrecht Koen, Baele Lieven
Email: Koen.Inghelbrecht@UGent.be
Time-Varying Integration, Interdependence
and Contagion
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Inghelbrecht Koen, Baele Lieven, Bekaert Geert
Email: koen.inghelbrecht@hogent.be
The determinants of stock and bond return comovements
|
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J
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[TOP]
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Jain Ravi, Brennan Michael
Email: michael.brennan@anderson.ucla.edu
Capital gains taxes, agency costs, and closed-end fund discounts
|
|
Jareño Francisco, Díaz Antonio, Navarro Eliseo
Email: Francisco.Jareno@uclm.es
Term Structure of Volatilities and Estimation Method of the
Term Structure of Interest Rates
|
|
Jarnecic Elvis, Liu Kevin
Email: e.jarnecic@econ.usyd.edu.au
Trader Profits by Institutional and Retail Participants in Options Markets
|
|
Jelic Ranko
Email: R.Jelic@bham.ac.uk
UK Private Equity Market – Longevity, Exit Strategies, and Performance of Management Buy-outs
|
|
Jokipii Terhi
Email: Terhi.Jokipii.1@city.ac.uk
Capital Bu¤er and Risk
Adjustments in BHCs
|
|
K
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[TOP]
|
Karoui Aymen
Email: aymen.karoui@hec.ca
Performance Analysis of New Mutual Funds: a
Bayesian Approach
|
|
Kasbi Salma
Email: salma.kasbi@gmail.com
Market timing and capital structure: Evidence from a decomposition of the market-to-book ratio
|
|
Kasch Maria
Email: mkasch@uni-bonn.de
The Cross-Section of S&P 500 Index Additions:
Trading Activity, Liquidity, Idiosyncratic Volatility
and Price Effects
|
|
KAVUSSANOS MANOLIS, PALAMIDI MARA
Email: mkavus@aueb.gr
Empirical investigation of the dynamic relation between the corporate bond market and the credit default swap market
|
|
Kenourgios Dimitris, Paltalidis Nikos, Samitas Aristeidis
Email: a.samitas@ba.aegean.gr
Integration and behavioural patterns in emerging
Balkan stock markets
|
|
Khanna Vikramaditya, Dharmapala Dhammika
Email: dhammika.dharmapala@uconn.edu
CORPORATE GOVERNANCE, ENFORCEMENT, AND FIRM VALUE: EVIDENCE FROM INDIA
|
|
Klar Jordis, Bongard Inga
Email: joerdis.klar@uni-bonn.de
Determinants of the Bid-Ask Spread and the Role of
Designated Sponsors: Evidence for Xetra
|
|
Knyazeva Anzhela
Email: anzhela.knyazeva@simon.rochester.edu.
Which companies deliver on the dividend promise?
New evidence on dividend smoothing and dynamic dividend behavior
|
|
Knyazeva Diana
Email: diana.knyazeva@gmail.com
Corporate Governance, Analyst Following, and Firm Behavior
|
|
Koetter Michael, Poghosyan Tigran
Email: m.koetter@rug.nl
Do regional real estate market developments
aect bank distress? A multilevel mixed-eect
analysis
|
|
Koutsomanoli-Filippaki Anastasia, Mamatzakis Emmanuel, Staikouras Christos
Email: : tzakis@uom.gr
European banking integration under a quadratic loss function
|
|
Konstantinidi Eirini, Skiadopoulos George, Tzagkaraki Emilia
Email: ekonst@webmail.unipi.gr
Can the Evolution of Implied Volatility be Forecasted? Evidence from European and U.S. Implied Volatility Indices
|
|
Kopp Emanuel, Hutl Michael, Loistl Otto, Prix Johannes
Email: ekopp@wu-wien.ac.at
Systematic Liquidity in the Xetra Order Book:
A Multi-Stage Approach
|
|
Kostika Eleftheria, Markellos Raphael
Email: ekostika@aueb.gr
Modelling Higher Moments using a simplified Multivariate ARCD: An Application to International Equity and Currency Portfolio VaR
|
|
Kouretas Georgios, Syllignakis Manolis
Email: msyllign@aueb.gr
Switching volatility in emerging stock markets:
Evidence from the new EU member countries
|
|
Kousenidis Dimitrios, Ladas Anestis, Negakis Christos
Email: negakis@uom.gr
Value Relevance of Conservative and Non-Conservative
Accounting Information: Evidence from Greece
|
|
Koutmos Gregory, Martin Anna
Email: gkoutmos@mail.fairfield.edu
The Asian Crisis and the Behavior of Currency Spreads
|
|
Kouwenberg Roy, Phunnarungsi Visit, Ananchotikul Nasha
Email: kouwenberg@few.eur.nl
Do Firms Decouple Corporate Governance Policy and Practice?
|
|
Kuo Jing-Ming, Coakley Jerry, Wood Andrew
Email: jkuo@essex.ac.uk
Negative Sentiment and the Lunar Moon
Festival Effect!
|
|
L
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[TOP]
|
Laakkonen Helina, Lanne Markku
Email: helina.laakkonen@cc.jyu.fi
Asymmetric News Effects on Exchange Rate Volatility:
Good vs. Bad News in Good vs. Bad Times
|
|
Lambertides Neophytos, Trigeorgis Lenos, Charitou Andreas
Email: lambertn@aston.ac.uk
The Role of Default Risk and Growth Options
in Explaining the Market Value of Equity
|
|
Laopodis Nikiforos
Email: nlaopodis@mail.fairfield.edu
Government Bond Market Integration Within European
Union
|
|
Lauterbach Beni, Cohen Shmuel, Barak Ronen
Email: lauteb@mail.biu.ac.il
The Effect of CEO Pay on Firm Valuation
in Closely Held Firms
|
|
Lee Hsiang-Tai
Email: sagerlee@ncnu.edu.tw
Optimal Hedging with a Regime Switching Gumbel-Clayton
Copula GARCH Model
|
|
Lee Hyo Seob, Kim Tong Suk
Email: tosun@business.kaist.ac.kr
Uncertainty Aversion and Business Condition
|
|
Leitner Yaron
Email: yaron.leitner@phil.frb.org
A Theory of an Intermediary with Nonexclusive Contracts
|
|
Leledakis George
Email: gleledak@aueb.gr
Market Reaction to Changes in the FTSE/ATHEX Indices
|
|
Li Zhaohua
Email: zhaohuali@lincoln.ac.nz
LEGISLATIVE IMPACT ON LENDING: CREDIT RISK MANAGEMENT IN CHINA
|
|
Lin Jia-Hui, Chiang Min-Hsien
Email: t90041@mail.tut.edu.tw
Ultimate control and productivity - Evidence from Taiwan’s manufacturing firms
|
|
Li Jack, Cheng Peter, Tong Wilson
Email: afwtong@inet.polyu.edu.hk
Information Asymmetry in the Takeover Market
|
|
Li Tao
Email: litao@cuhk.edu.hk
Heterogeneous Beliefs, Option Prices, and Volatility
Smiles
|
|
Liljeblom Eva, Hansson Mats, Löflund Anders
Email: eva.liljeblom@hanken.fi
International Bond Diversification Strategies; The
Impact of Currency, Country, and Credit Risk
|
|
Liljeblom Eva, Vaihekoski Mika
Email: mika.vaihekoski@lut.fi
OWNERS’ WAY OR THE HIGHWAY:
SHORT-TERM EXPECTATIONS AND OWNER IMPATIENCE
|
|
Lima Filipa
Email: slima@bportugal.pt
Financial Desintermediation and the Measurement of
Efficiency in Banking: the case of Portuguese Banks
|
|
Lin Shu-hui, Hu Shing-yang
Email: shlin@cc.ncue.edu.tw
How firms award stock options
-An examination of the design of employee stock options
|
|
Lioui Abraham, Poncet Patrice
Email: Poncet@essec.fr
PRODUCTION-BASED ASSET PRICING IN A MONETARY ECONOMY:
THEORY AND EVIDENCE
|
|
Liu Jingyi
Email: J.Liu-12@sms.ed.ac.uk
Can a Lucas model with habit generate realistic
conditional volatility in exchange rate returns?
|
|
Lohre Harald, Leippold Markus
Email: m.leippold@imperial.ac.uk
International Price and Earnings Momentum
|
|
Loncarski Igor, Dong Ming,
Email: MDong@ssb.yorku.ca
Determinants of Public Financing Choice
|
|
Londoño Juan-Miguel, Regúlez Marta
Email: juanchoyarce@hotmail.com
Another look to the Price-Dividend ratio: the
Markov-switching approach
|
|
Lovreta Lidija, Forte Santiago
Email: lidija.lovreta@alumni.esade.edu
CREDIT RISK DISCOVERY IN THE STOCK AND CDS MARKET:
WHO LEADS AND WHEN?
|
|
M
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[TOP]
|
Ma Tai, Hsieh Shu-fan
Email: matai@finance.nsysu.edu.tw
The Effects of Price Limits on Informed Trading and
Market Efficiency
|
|
Malinowska Magdalena, Hess Dieter
Email: : malinowska@wiso.uni-koeln.de
Liquidity provision in periods of high information flow
|
|
Malinowska Magdalena
Email: : malinowska@wiso.uni-koeln.de
Price and Volume Response to Public Information
|
|
Maalaoui Olfa, François Pascal, Dionne Georges
Email: olfa.maalaoui@hec.ca.
DETERMINANTS OF CREDIT SPREAD
CHANGES WITHIN SWITCHING REGIMES
|
|
Magalhaes Romulo, Gutiérrez María, Tribó Josep
Email: rmagalha@emp.uc3m.es
BANKS’ OWNERSHIP STRUCTURE, RISK AND PERFORMANCE
|
|
Mahajan Arvind, Chen Naiwei
Email: mahajan@tamu.edu
Conformity and Competition in Financial Certification
|
|
Mahieu Ronald, Huang Xiaohong
Email: rmahieu@rsm.nl
Performance Persistence of Dutch Pension Funds
|
|
Majois Christophe
Email: christophe.majois@fucam.ac.be
Anonymity in a Limit-Order Market:
An Experimental Analysis
|
|
Makropoulou Vasiliki, Markellos Raphael, Coakley Jerry
Email: rmarkel@aueb.gr
The Impact of Information Uncertainty and Asymmetry
on IPO Underpricing
|
|
Malakhov Alexey
Email: malakhov@walton.uark.edu
The Role of Uninformed Investors
in an Optimal IPO Mechanism
|
|
Malevergne Yannick
Email: ymalevergne@ethz.ch
A two-Factor Asset Pricing Model
based on the Fat Tail Distribution of Firm Sizes
|
|
Margaritis Dimitris, Psillaki Maria
Email: dmargaritis@aut.ac.nz
Capital structure, equity ownership and firm performance
|
|
Margaritis Dimitris, Tsolas Ioannis, Psillaki Maria
Email: maria.psillaki@gredeg.cnrs.fr
Evaluation of credit risk based on firm performance
|
|
Martí Carmen Pilar, Matallín Juan Carlos
Email: cmarti@cofin.uji.es
Spanish Pension Plans Performance and Persistence
|
|
José Martí Pellón, Zieling Nina, Balboa Marina
Email: jmartipe@ccee.ucm.es
Is Venture Capital more than just money?
|
|
Martikainen Minna, Nikkinen Jussi
Email: minna.martikainen@lut.fi
GROWTH STRATEGIES AND CAPITAL STRUCTURES
OF SMALL AND MEDIUM-SIZED ENTERPRISES
|
|
Matias Gama Ana, Gulamhussen Mohamed
Email: amatias@ubi.pt
The stock market valuation of intangible expenditures:
An empirical examination of US Net Firms
|
|
Maurer Frantz
Email: frantz.maurer@bordeaux-bs.fr
Creating Value through Enterprise Risk Management
|
|
Mellios Constantin, Six Pierre
Email: constantin.mellios@univ-paris1.fr.
Optimal dynamic hedging in commodity futures markets with a stochastic convenience yield
|
|
Memmel Christoph, Stein Ingrid
Email: christoph.memmel@bundesbank.de
Contagion in the German interbank market
|
|
Menozzi Anna, Gutierrez Urtiaga Maria
Email: anna.menozzi@eco.unipmn.it
Board composition and performance in state-owned enterprises: evidence from the Italian public utilities sector
|
|
Memmel Christoph, Raupach Peter
Email: christoph.memmel@bundesbank.de
Do banks adjust their capital ratios?
Evidence from Germany
|
|
Miffre Joëlle, Brooks Chris, Li Xiafei
Email: x.li-6@city.ac.uk.
The Value Premium and Time-Varying
Idiosyncratic Risk
|
|
Milne Alistair, Onorato Mario
Email: amilne@city.ac.uk
Apples and Pears? The relationship between
risk capital and required returns in financial
institutions
|
|
Milonas Nikolaos, Rompotis Gerasimos
Email: nmilonas@econ.uoa.gr.
Seasonality in ETFs’ Risk and Return: The November Effect
|
|
Miu Peter, Ozdemir Bogie
Email: miupete@mcmaster.ca
Estimating and Validating Long-Run Probability of Default with respect
to Basel II Requirements
|
|
Mohsni Sana, Kryzanowski Lawrence
Email: lawrence.kryzanowski@concordia.ca
EARNINGS FORECASTS AND IDIOSYNCRATIC VOLATILITIES
|
|
Moller Stig, Engsted Tom, Hyde Stuart
Email: svm@asb.dk
Habit formation, surplus consumption and return predictability: international evidence
|
|
CARIOLA ALFIO, LA ROCCA MAURIZIO, LA ROCCA TIZIANA ELVIRA, MONTEFORTE DANIELE
Email: d.monteforte@unical.it
THE EFFECT OF CORPORATE DIVERSIFICATION ON PERFORMANCE.
DOES RELATEDNESS PROVIDE A VALUE-ENHANCING STRATEGY?
|
|
Moraux Franck, François Pascal
Email: pascal.francois@hec.ca
The Immunization Performance
of Traditional and Stochastic Durations:
A Mean-Variance Analysis
|
|
Moreau Ludovic
Email: lumoreau@u-paris10.fr
Regulatory versus Informational Value of Bond Ratings: Hints
from History
|
|
Muradoglu Gulnur, Sivaprasad Sheeja
Email: g.muradoglu@city.ac.uk
An Empirical Analysis of Capital Structure and
Abnormal Returns
|
|
Murray Louis, Alles Lakshman
Email: Louis.Murray@ucd.ie
Downside Risk in Emerging Markets
|
|
N
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|
[TOP]
|
Naughton Tony, Ramiah Vikash, Hallahan Terry, Anderson John
Email: tony.naughton@rmit.edu.au
An empirical investigation of the short term and long term impact of recent international terrorist attacks on the Japanese equity market
|
|
Nguyen Thuy, Jong Abe, Dijk Mathijs
Email: tnguyen@rsm.nl
Strategic Competition, Capital Structure, and
Market Share
|
|
Nguyen Dzung, Sudarsanam Sudi
Email: dzung.nguyen@cranfield.ac.uk
UK Evidence on the Profitability and the Risk-Return
Characteristics of Merger Arbitrage
|
|
Nguyen Duong, Puri Tribhuvan
Email: tpuri@umassd.edu
HIGHER ORDER SYSTEMATIC CO-MOMENTS AND ASSET-PRICING: NEW EVIDENCE
|
|
Nieto María, Hernando Ignacio, Wall Larry
Email: hernando@bde.es
DETERMINANTS OF NATIONAL AND CROSS BORDER BANK
ACQUISITIONS IN THE EUROPEAN UNION
|
|
Nieto Belén, Rubio Gonzalo
Email: belen.nieto@ua.es
Measuring Time-Varying Economic Fears with
Consumption-Based Stochastic Discount Factors
|
|
Nikiforow Marina, Menkhoff Lukas
Email: menkhoff@gif.uni-hannover.de
Professionals’ conviction of behavioral finance: Does it impact
their perception of markets and themselves?
|
|
Nishiotis George, Karamanou Irene
Email: nishioti@ucy.ac.cy
Disclosure vs legal bonding: can increased disclosure substitute for cross listing?
|
|
Nankervis John, Chortareas Georgios, Noikokyris Emmanouil
Email: gchortar@econ.uoa.gr
Equity returns, Mispricing, and Monetary Policy in the UK
|
|
Nossman Marcus, Asgharian Hossein
Email: Hossein.Asgharian@nek.lu.se
Risk Contagion among International Stock Markets
|
|
O
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|
[TOP]
|
O’Grady Barry
Email: B.OGrady@curtin.edu.au
Properties of implied volatility
indices:
Evidence from the Chicago Board
Options Exchange (CBOE) and the
Paris Traded Options Market (MONEP)
|
|
Onayev Zhan, Zdorovtsov Vladimir
Email: Zhan_Onayev@ssga.com
Predatory Trading around Russell Reconstitution
|
|
O’Sullivan Niall, Dirk Nitzsche, Keith Cuthbertson
Email: k.cuthbertson@city.ac.uk
THE MARKET TIMING ABILITY OF UK EQUITY MUTUAL FUNDS
|
|
P
|
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[TOP]
|
Pagratis Spyros, Stringa Marco
Email: spyros.pagratis@bankofengland.co.uk
Modelling bank credit ratings: A reasoned, structured
approach to Moody’s credit assessment
|
|
Paligorova Teodora
Email: tpaligorova@bankofcanada.ca
The E®ect of the Sarbanes-Oxley Act on
CEO Pay for Luck
|
|
Pantzalis Christos, Xu Ziwei
Email: cpantzal@coba.usf.edu.
Does Stock Return Synchronicity Really Matter
In Terms of Stock Price Informativeness?
|
|
Parhizgari A. M., Cho J. H.
Email: parhiz@fiu.edu
FINANCIAL ANOMALIES DURING THE PRESIDENTIAL ELECTIONS: THE
FRENCH STYLE
|
|
Parikakis George, Syriopoulos Theodore
Email: ParikakisG@Piraeusbank.gr
Forecasting Volatility movements using Markov Switching Regimes
|
|
Pascual Roberto, Veredas David
Email: rpascual@uib.es
Quote Quality
in an Order Driven Market:
How Much Volatility is Information and How Much is Noise?
|
|
Persson Svein-Arne, Lund Arne-Christian, Lindset Snorre
Email: svein-arne.persson@nhh.no
Credit Spreads and Incomplete Information
|
|
Phillips Blake, Kaul Aditya
Email: akaul@ualberta.ca
Flight to Quality and Canadian Mutual Fund Flows
|
|
Phillips Blake
Email: blakep@ualberta.ca
Option introduction, short sale constraints and
the speed of stock price adjustment to negative news
|
|
Pimentel Pedro Miguel, Pereira José Azevedo Couto Gualter
Email: ppimentel@notes.uac.pt
High Speed Rail Transport Valuation
|
|
Polimenis Vassilis
Email: polimenis@yahoo.com
Skewness Correction for Asset Pricing
|
|
Poulsen Thomas
Email: thpo@asb.dk
Influence and proportionality: The role of ownership
distributions and separating mechanisms
|
|
Prakash Puneet, Phillips Richard
Email: pprakash@vcu.edu
Absolute or Relative?
Which Standard do Credit Rating Agencies Follow?
|
|
Prigent Jean-Luc, Hentati Rania, Kaffel Ameur
Email: jean-luc.prigent@u-cergy.fr
Dynamic Versus Static Optimization
of Hedge Fund Portfolios: the Relevance
of Performance Measures.
|
|
Prokopczuk Marcel, Paschke Raphael
Email: paschke@unimannheim.
de
Integrating Multiple Commodities in a Model of
Stochastic Price Dynamics
|
|
Puri Tribhuvan, Mateti Ravi, Hegde Shantaram
Email: rmateti@umassd.edu
de
Pricing Securities with Multiple Risks: An Empirical Study
|
|
Putninš Talis, Forde Carole Comerton
Email: T.Putnins@econ.usyd.edu.au
de
The prevalence and underpinnings of closing price
manipulation
|
|
Q
|
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[TOP]
|
Qian Meijun
Email: bizqmj@nus.edu.sg
Stale Prices and the Performance Evaluation of Mutual Funds
|
|
R
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[TOP]
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RAINER WOLFGANG, PAULHART ANDREAS, HAISS PETER
Email: Wolfgang-Rainer@gmx.at
Do Foreign Banks Raise the Risk of Foreign Currency Lending in Central and Eastern Europe? A Survey
|
|
Ramiah Vikash, Mugwagwa, Tafadzwa, Naughton Tony
Email: vikash.ramiah@rmit.edu.au
Hot and cold strategies: Australian evidence
|
|
Ranaldo Angelo, Christiansen Charlotte
Email: angelo.ranaldo@snb.ch
Extreme Coexceedances in New EU Member
States’ Stock Markets
|
|
Ranaldo Angelo
Email: angelo.ranaldo@snb.ch
Segmentation and time-of-day patterns in foreign exchange markets
Paper 0376
|
|
Randrianarivony Rivo, Pinon Francois Quittard
Email: rrandria@gmail.com
Impacts of Jumps and Stochastic Interest
Rates on the Fair Costs of Guaranteed
Minimum Death Bene t Contracts
|
|
Renucci Antoine, Loss Frédéric
Email: antoine.renucci@dauphine.fr
Reputation Capital, Financial Capital, and Transition to
Entrepreneurship
|
|
Ribeiro Humberto
Email: hn2rpt@gmail.com
the accounting choice issue the M&A activity
|
|
Rigamonti Silvia, Belcredi Massimo
Email: silvia.rigamonti@unicatt.it
Ownership and Board Structure in Italy (1978-2003)
|
|
RIGONI UGO, CAVEZZALI ELISA
Email: rigons@unive.it
PROPERTIES OF EQUITY ANALYSTS REPORTS
AND MARKET REACTION
|
|
Rikkers Frieda, Thibeault André
Email: Belgium f.rikkers@hetnet.nl
The influence of rating philosophy on regulatory and economic capital
|
|
Robe Michel, Haigh Michael, Büyüksahin Bahattin
Email: bbuyuksahin@cftc.gov
Commodities and Equities: A “Market of One”?
|
|
Rolph Douglas
Email: drolph@cityu.edu.hk
Asset Pricing with Skewed Payouts
|
|
Rommens An, Cuyvers Ludo, Deloof Marc
Email: marc.deloof@ua.ac.be
Interlocking directorates and business groups: Belgian evidence
|
|
Rompolis Leonidas
Email: rompolis@ucy.ac.cy
A New Method of Employing the Principle of Maximum Entropy to
Retrieve the Risk Neutral Density
|
|
Rosa Jean-Jacques, Pérard Edouard
Email: jjr@jjrosa.com
Why privatize? A competition for ownership approach
|
|
Ruban Oleg, Poon Ser-Huang, Vonatsos Konstantinos
Email: ser-huang.poon@manchester.ac.uk
GDP Linked Bonds: Contract Design and Pricing
|
|
S
|
|
[TOP]
|
Saleem Kashif
Email: kashif.saleem@lut.fi
INTERNATIONAL LINKAGE OF RUSSIAN MARKET AND
RUSSIAN FINANCIAL CRISIS: A MULTIVARIATE
GARCH ANALYSIS
|
|
Samdani Taufique, Gupta Jyoti, Chevalier Alain
Email: taufique.samdani@escp-eap.net
Is it IPO returns that drive Hot Markets or is it Hot Markets that drive IPO returns?
|
|
Savor Marko, Perrakis Stylianos, Khoury Nabil
Email: nabilkhoury@sympatico.ca
COMPETION, INTERLISTING AND THIN TRADING IN CANADIAN OPTIONS MARKETS
|
|
Schill Michae, Mortal Sandra, McBrady Matthew
Email: schill@virginia.edu
Do Firms Believe in Interest Rate Parity?
|
|
Schrimpf Andreas
Email: schrimpf@zew.de
International Stock Return Predictability under Model
Uncertainty
|
|
Schüwer Ulrich, Clemens Olaf
Email: schuewer@finance.uni-frankfurt.de
Clinical Study on the Euro 4 billion Gambling Loss and
Failure of the Mortgage Bank AHBR
|
|
Schweizer Denis
Email: Denis.Schweizer@web.de.
Portfolio Optimization with Alternative Investments
|
|
Semenov Andrei, Wada Kenji, Basu Parantap
Email: asemenov@econ.yorku.ca
Uninsurable Risk and Financial Market Puzzles
|
|
Shahin Wassim, Neaime Simon
Email: wshahin@lau.edu.lb
Basel II and Market Risk of Selected European Commercial Banks: A VAR Analysis
|
|
Shekhar Chander, Kim Jin, Akyol Ali
Email: c.shekhar@unimelb.edu.au
Do Accelerated Stock Repurchases Deter Takeovers? An Empirical Analysis
|
|
Shen Zhe, Coakley Jerry, Instefjord Norvald
Email: z.shen@xmu.edu.cn
Earnings Management, Underpricing and Underperformance of Chinese IPOs
|
|
Shiu Cheng-Yi, Hsu Yenshan
Email: cshiu@ncu.edu.tw
The Overconfidence and Self-Attribution Bias of Investors in the Primary Market
|
|
Sievers Soenke, Kreutzmann Daniel
Email: sievers@wiso.uni-koeln.de
Company Valuation, Risk Sharing and the
Governments Cost of Capital
|
|
Simon David,
Email: dsimon@bentley.edu
An Examination of Long-Term Bond iShare Option Selling Strategies
|
|
SIMSIR SERIF AZIZ
Email: sas242@cornell.edu
The Information Content of Deal Initiation in Mergers and Acquisitions
|
|
SINGH HARMINDER, PORTER JOSHUA
Email: Singh@deakin.edu.au
AN EMPIRICAL ANALYSIS OF THE MOTIVATION UNDERLYING TAKEOVERS IN AUSTRALIA
|
|
Siyahhan Baran
Email: baransiyahhan@gmail.com
Strategic Role of Debt in Duopoly with Incomplete
Information
|
|
Skintzi Vasiliki
Email: vikiski@uop.gr
Modeling Short-Term and Long-Term Correlations
Between Asset Returns
|
|
Solnik Bruno, Bascoul Ganaël
Email: solnik@hec.fr
Are Financial Market Expectations Driven by Some Form of
National Preference
|
|
Song Frank, Ma Yue, Lin Chen
Email: fmsong@econ.hku.hk
Competition, Information Sharing and Bank Efficiency:
Some International Evidence
|
|
Soriano Pilar, Baele Lieven
Email: Lieven.Baele@uvt.nl
The Determinants of Increasing Equity Market Comovement:
Economic or Financial Integration?
|
|
Spyrou Spyros, Siougle Georgia
Email: sspyrou@aueb.gr
Stock price reaction to M&A announcements:
Evidence from the London Stock Exchange
|
|
Staglianò Raffaele, Rocca Tiziana La, Rocca Maurizio La
Email: stagliaraffy@yahoo.it
IS THE CORPORATE DIVERSIFICATION DECISION A FINANCIAL MATTER?
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Stathopoulos Konstantinos, Tessaromatis Nikolas, Lee Edward, Christodoulakis George
Email: GChristodoulakis@dom01.mbs.ac.uk
On the Term Structure of Loss Preference Asymmetry
in Earnings Forecasts
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Stefanescu Carmen, Mehrotra Vikas, Kaul Aditya
Email: carmens@ualberta.ca
Do Stock Exchanges Corral Investors into Herding?
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Su Yu-Hui, Shu Pei-Gi, Yeh Yin-Hua
Email: yhsu@scu.edu.tw
Board Structure, Intra-Industry Competition and R&D
Announcement Effect
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Subramaniam Venkat, Pablo Eduardo, Krishnaswami Sudha
Email: vencat@tulane.edu
When is Equity More than Just Financing? Evidence from
Strategic Alliances
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Sun Qian, Tong Wilson
Email: qsun@xmu.edu.cn
Why Would Chinese Firms List Overseas?
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Suominen Matti, Rinne Kalle
Email: matti.suominen@hse.fi
Value Uncertainty, Price Impact and
The Choice of the Equity Issuing Method
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Switzer Lorne, Lin Hui
Email: switz@jmsb.concordia.ca
The Long-term Valuation Impact of Sarbanes-Oxley
on U.S. vs. Foreign Firms
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Szilagyi Peter, Renneboog Luc
Email: p.szilagyi@jbs.cam.ac.uk
The Success and Relevance of Shareholder Activism through Proxy Proposals
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T
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[TOP]
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Taffler Richard, Nash Elly, Liao Angel, Agarwal Vineet
Email: Richard.Taffler@ed.ac.uk
The Impact of Effective Investor Relations on Market Value
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Tahani Nabil, Li Xiaofei
Email: NTahani@yorku.ca
Pricing Interest Rate Derivatives under Stochastic Volatility
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Teall John, Knopf John, Ghosh Chimnoy, Colaco Hugh
Email: tealj2@rpi.edu
IPOs, Clustering, Indirect Learning and Filing Independently
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Thomakos Dimitrios, Papanastasopoulos George, Hardouvelis Gikas
Email: thomakos@uop.gr
Accruals, Net Stock Issues and Value-Glamour Anomalies:
New Evidence on their Relation
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Tian Yisong, Jiang George
Email: ytian@schulich.yorku.ca
Using Historical Volatility for Stock Option Expensing under SFAS
123R: Improving forecasting performance with long memory and
comovements
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Todorovic Natasa, Sapuric, Svetlana Clare Andrew
Email: n.todorovic@city.ac.uk
Quantitative or Momentum based Multi-Style Rotation?
UK Experience
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Treepongkaruna Sirimon, Wu Eliza
Email: sirimon.treepongkaruna@anu.edu.au
Realizing the impacts of sovereign ratings
on stock and currency markets
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Tribó Josep
Email: joatribo@emp.uc3m.es
BANKS’ EQUITY HOLDINGS AND THEIR
IMPACT ON SECURITY ISSUES
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Tsekrekos Andrianos, Chalamandaris Georgios
Email: tsekrekos@aueb.gr
Predicting the dynamics of implied volatility
surfaces: A new approach with evidence from
OTC currency options
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Tuttle Laura
Email: ltuttle@aus.edu
Hidden Orders, Trading Costs and Information
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U
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[TOP]
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Umutlu Mehmet, Akdeniz Levent, Salih Aslihan Altay
Email: mumutlu@bilkent.edu.tr
Foreign Equity Flow and Return Volatility: Evidence from Istanbul Stock Exchange
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Uysal Vahap, Golubeva Evgenia
Email:
uysal@ou.edu
Seeking safety in bad times: Dividend initiation returns and the economy
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V
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[TOP]
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Vaello Antoni, Leon Angel
Email: antoni.vaello@uib.es
American GARCH Employee Stock Option Valuation
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Valta Philip
Email: Philip.Valta@unil.ch
Strategic Behavior, Financing, and Stock Returns
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Van Achter Mark
Email: Mark.VanAchter@uni-bonn.de
A Dynamic Limit Order Market with Diversity
in Trading Horizons
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van der Goot Tjalling
Email: L.R.T.vandergoot@uva.nl
Is it Timing of the Date, of the News or is it Backdating of Option
Grants?
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Van Roy Patrick, Mitchell Janet
Email: patrick.vanroy@nbb.be
Failure Prediction Models: Performance, Disagreements,
and Internal Rating Systems
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Vargas María, Vicente Luis, Ferruz Luis
Email: lferruz@unizar.es
Size and experience effects on global funds performance
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Verwijmeren Patrick, Verbeek Marno, Jong Abe de
Email: pverwijmeren@rsm.nl
Debt capacity and firms’ debt-equity decisions
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Vieira Elisabete, Archbold Stuart
Email: elisabete.vieira@isca.ua.pt
Corporate Dividend Policies: Survey Evidence from Finance
Directors in the UK and Portugal
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Villa Christophe, Perignon Christophe, Goyal Amit
Email: amit goyal@bus.emory.edu
How common are common return factors
across Nyse and Nasdaq?
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W
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[TOP]
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Wagner Alexander, Peters Florian
Email: wagner@isb.unizh.ch
The executive turnover risk premium
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Wagster John
Email: J.D.Wagster@wayne.edu
Canadian-Bank Stability during the Great Depression:
The Role of Banking Consolidation and Safety-Net Support
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Wallmeier Martin, Masset Philippe
Email: philippe.masset@unifr.ch
A High-Frequency Investigation of the Interaction between
Volatility and DAX Returns
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Wang Dengli, Poti Valerio
Email: : dengli.wang3@mail.dcu.ie
The coskewness puzzle
|
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Wang Zhiqiang, Ye Jianming, Gu Li
Email: zhqwang@xmu.edu.cn
Information in Order Backlog: Change versus Level
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Wang Yaw-Huei, Chung San-Lin, Camara Antonio
Email: yhwang@mgt.ncu.edu.tw
The Cost of Equity Capital Implied by Option Market Prices
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Wang Yanzhi, Chen Sheng-Syan
Email: fnschen@management.ntu.edu.tw
Payout Behavior of Initial Public Offerings
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Wang Yintian
Email: wangyt2@sem.tsinghua.edu.cn
The Impact of Volatility Long Memory on Option Valuation:
Component GARCH versus FIGARCH
|
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Wang Chien-An
Email: cawang@ncnu.edu.tw
What Makes Some Stock Markets More Attractive?
An International Cross-Listing Analysis
|
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Wang Peijie, Jones Trefor, Zhang Pingshun
Email: P.Wang@hull.ac.uk
What Determine Payment Methods in Mergers and Acquisitions?
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Wang Qingwei, Schroder Michael, Kuang Pei
Email: wang@zew.de
Trading Rules Profitability in the Emerging FX Market:
Danger of Data Snooping
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Weir Charlie, Jones Peter, Wright Mike
Email: c.weir@rgu.ac.uk
Public to private transactions, private equity and performance in the UK: An
empirical analysis of the impact of going private
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Went Peter, Jirasakuldech Benjamas, Emekter Riza
Email: peter.went@garp.com
BUBBLES IN COMMODITIES MARKETS
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Whalley Elizabeth
Email: Elizabeth.Whalley@warwick.ac.uk
Reservation bid and ask prices for options and
covered warrants: portfolio effects
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Wickramanayake J, Wang Audrey Qian
Email: j.wickramanayake@buseco.monash.edu.au
U.S. Mutual Fund Flow-Performance Relationship and Its
Managerial Implications: An Empirical Investigation
|
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Wilcox Stephen, Larson Stephen
Email: Stephen.Wilcox@mnsu.edu
Market Overreaction and Under-reaction for Currency Futures Prices
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Wilkens Marco, Zeisler Alexander, Entrop Oliver
Email: oliver.entrop@ku-eichstaett.de
Quantifying the Interest Rate Risk of Banks:
Assumptions Do Matter
|
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Wolfle Marco
Email: marco.woelfle@vwl.unifreiburg.
de
Price Discovery for Cross-Listed Securities
from Emerging Eastern European Countries
|
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Worthington Andrew, Vu Nancy, Laird Phillip
Email: : a.worthington@griffith.edu.au
de
The pricing and performance of initial public offerings in Australia, 1996-2007: a comparison of ordinary, venture capital and private equity-backed issues
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Wu Ming-Cheng, Huang Yi-Ting
Email: mcwu@cc.ncue.edu.tw
Evaluation ofWireless Mobility Investment by Using a
Compound Options Approach
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X
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[TOP]
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Xu Danielle, Gutierrez Roberto
Email: xu@jepson.ghonzaga.edu
Persistent Performance
in Corporate-Bond Mutual Funds
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Y
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[TOP]
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Yague Jose, Gomez Carlos
Email: ppyague@um.es
Stock split size, signaling and earnings management:
Evidence from the Spanish market
|
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Yang Ting, Visaltanachoti Nuttawat
Email: ting.yang@aut.ac.nz
Speed of convergence to market efficiency for NYSE-listed foreign stocks
|
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Yao Juan, Forde Carole Comerton
Email: j.yao@econ.usyd.edu.au
Investor Responses to Earnings Announcements: A Comparison of Chinese
A and B Stock Markets
|
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Yeh Yin-Hua, Jian Ming, Fan Joseph P.H
Email: trade1003@mail.fju.edu.tw
Successions in Emerging Markets:
The Roles of Specialized Assets and Transfer Costs
|
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Yildirim Semih, Mohanty Sunil
Email: yildirim@yorku.ca
GEOGRAPHIC DEREGULATION AND COMPETITION
IN THE U.S. BANKING INDUSTRY
|
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Yildirim Yildiray, Saglam Mehmet, Inaltekin Hazer
Email: yildiray@syr.edu
Housing Market Microstructure
|
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Yu Hai-Chin, Chen Chih-Sean, Hsieh Der-Tzon
Email: haichin@rci.rutgers.edu
Keiretsu Style Main Bank Relationships, R&D Investment, Leverage,
and Firm Value: Quantile Regression Approach
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Z
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[TOP]
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ZAGONOV Maxim, STAIKOURAS Sotiris, KALOTYCHOU Elena
Email: e.kalotychou@city.ac.uk
THE UK EQUITY MARKET AROUND
THE EX-SPLIT DATE
|
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Zakamouline Valeri, Koekebakker Steen
Email: Valeri.Zakamouline@uia.no
Analysis of Financial Decision Making
with Loss Aversion
|
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Zambelli Simona, Cumming Douglas
Email: simona.zambelli@unibo.it
ILLEGAL BUYOUTS
|
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Zhang Huiping, Kang Wenjin
Email: g0500603@nus.edu.sg
Limit Order Book and Commonality in Liquidity
|
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Zhang Yuanyuan, Yadav Pradeep, Taylor Stephen
Email: y.zhang18@lancaster.ac.uk
Cross-sectional analysis of riskneutral
skewness
|
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Zhou Yunxia
Email: carolchow.zyx@gmail.com
Capital Management and Loan Loss Provisions
- the new U.S. Evidence Under the Basel Accord
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