|
CONFERENCE PARTICIPANTS
|
PAPERS
|
|
|
|
A
|
|
[TOP]
|
Aabo Tom,Brodin Danielle
Email: taa@asb.dk
Can the CFO Trust the FX Exposure Quantification from a Stock Market Approach?
|
 |
Aabo Tom,Jochen Kuhn and Giovanna Zanotti
Email: taa@asb.dk
The Effect of Founder Family Influence on Hedging and Speculation:
Evidence from Danish, Medium-Sized, Manufacturing Firms
|
|
Aabo Tom,Esben Høg and Jochen Kuhn
Email: taa@asb.dk
Integrated Foreign Exchange Risk Management:
The Role of Import in Medium-Sized, Manufacturing Firms
|
|
Abínzano Isabel,Navas Javier
Email: isabel.abinzano@unavarra.es
Pricing levered warrants with dilution using
observable variables
|
|
Acedo Ramírez Miguel Angel
,Ruiz Javier and Santamaría Rafael
Email: miguel-angel.acedo@unirioja.es
Liquidity and Initial Public Offerings: An Unsolved Question
|
|
Agarwal Sumit,Chomsisengphe Souphala,Liu Chunlin and Souleles S. Nicholas
Email: sagarwal@frbchi.org
Benefits of Relationship Banking:Evidence from Consumer Credit Markets
|
|
Agoraki Maria-Eleni,Delis Manthos and Staikouras Panagiotis.
Email: magoraki@aueb.gr
The effect of board size and composition on bank efficiency
|
|
Aktug Erdem,Vasconcellos Geraldo and Bae Youngsoo
Email: rea204@lehigh.edu
The Dynamics of Sovereign Credit Default Swap and Bond Markets: Empirical Evidence from the 2001-2007 Period
|
|
Alperovych Yan, Hübner Georges
Email: y.alperovych@ulg.ac.be
Explaining returns on venture capital backed companies: evidence from Belgium
|
|
Alesii Giuseppe
Email: galesii@luiss.it
Assessing Least Squares Monte Carlo for the Kulatilaka Trigeorgis General Real Options Pricing Model
|
|
Amel-Zadeh Amir
Email: a.amelzadeh@jbs.cam.ac.uk
The Return of the Size Anomaly:
Evidence from the German Stock Market
|
|
Amvella Motaze
Email: serge.amvella@hec.ca
Persistence Analysis of Hedge Fund
Returns
|
|
An Yunbi and Cheung Keith
Email: yunbi@uwindsor.ca
Project Financing: Deal or No Deal
|
|
Anagnostopoulou C.Seraina
Email: sanagnosto@aueb.gr
Analyst Forecast Dispersion, R&D and Stock Returns: Evidence from the UK
|
|
Andres Christian,Mirco Lehmann
Email: andres@uni-bonn.de
Is Busy Really Busy?
Board Governance Revisited
|
|
Aspris Angelo,Frino Alex and Lepone Andrew
Email: a.aspris@econ.usyd.edu.au
The Impact of Market Maker Competition on Market Quality: Evidence from an Options Exchange
|
|
Aspris Angelo,Cummings James, Alex Frino
Email: a.aspris@econ.usyd.edu.au
Price formation and liquidity surrounding large trades in interest rate and equity index futures
|
|
Arifin Iskandar, Carmelo Giaccotto, Po-Hsuan Hsu
Email: a.aspris@econ.usyd.edu.au
Empirical Tests of Duration Specifications
|
|
B
|
|
[TOP]
|
Ballester Laura, Román Ferrer, Cristóbal González and Gloria M. Soto
Email: laura.ballester@uclm.es
Determinants of Interest Rate Exposure Of Spanish Banking Industry
|
|
Barbi Massimiliano, Bajo Emanuele and David Hillier
Email: massimiliano.barbi@unibo.it
Interest rate risk estimation: a new duration-based approach
|
|
Baquero Guillermo and Marno Verbeek
Email: baquero@esmt.org
Style Investing: Evidence from Hedge Fund Investors
|
|
Baule Rainer, Christian Tallau
Email: rbaule@uni-goettingen.de
Is the Skew Priced in Structured Retail Products? Evidence From the German Secondary Market
|
|
Bazzana Flavio,Marco Palmieri
Email: flavio.bazzana@unitn.it
How to increase the efficiency of bond covenants: A proposal for the Italian corporate market
|
|
Beccalli Elena, Peter Miller and Ted O’Leary
Email: e.beccalli@lse.ac.uk
Non-financial information and technical disclosure in analysts’ forecasts for the microprocessor industry
|
|
Bedendoa Mascia, Brunella Brun
Email: mascia.bedendo@unibocconi.it
Credit Risk Transfer Practices in US Commercial Banks
|
|
Belot François
Email: francois.belot@dauphine.fr
Do target shareholder agreements induce bidders to pay higher premiums?
|
|
Belkhir Mohamed, Chazi Abdelaziz
Email: ihsanullah.badshah@hanken.fi
Compensation incentives, deregulation and risk-taking : Lessons from the U.S. banking industry
|
|
Ben-David Itzhak, Agarwal Sumit, Amromin Gene, Chomsisengphet Souphala and Douglas D. Evanoff
Email: bendavid@fisher.osu.edu
Can Mandated Financial Counseling Improve Mortgage Decision-Making? Evidence from a Natural Experiment
|
|
Ben-Amar Walid, André Paul
Email: benamar@telfer.uottawa.ca
Control Threat and Means of Payment: Evidence from Canadian Mergers and Acquisitions
|
|
Bernile Gennaro, Sandro C. Andrade and Frederick M. Hood
Email: bernileg@sec.gov
SOX, Corporate Transparency, and the Cost of Debt
|
|
Bernile Gennaro, Evgeny Lyandres
Email: bernileg@sec.gov
Understanding Investor Sentiment: The Case of Soccer
|
|
Berrada Tony,Julien Hugonnie
Email: tony.berrada@hec.unige.ch
Incomplete information, idiosyncratic volatility and stock returns
|
|
Bernard Carole, Boyle Phelim
Email: c3bernar@uwaterloo.ca
Locally-Capped Investment Products and the Retail Investor
|
|
Betton Sandra, B. Espen Eckbo and Karin S. Thorburn
Email: sbett@jmsb.concordia.ca
Markup pricing revisited
|
|
Bhattacharyya Nalinaksha, Julie Ann Elston
Email: nalinaksha@gmail.com
Dividends, Executive Compensation,and Agency Costs:
Empirical Evidence from Germany
|
|
Bird Ron, Lorenzo Casavecchia
Email: ron.bird@uts.edu.au
An Analysis of Causality in the Relationship between Analysts’ Forecast Revisions and Market Prices: The European Experience
|
|
Bird Ron,G. Menzies,P. Dixon and M. Rimmer
Email: ron.bird@uts.edu.au
The Aggregate Economic Costs of US Stock Mispricing
|
|
Bird Ron, Lorenzo Casavecchia, Paolo Pellizzari and Paul Woolley
Email: ron.bird@uts.edu.au
The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients
|
|
Blochlingery Andreas,Zurcher Kantonalbank
Email: abloechlinger@gmail.com
Arbitrage-Free Credit Pricing Using Default Probabilities and Risk Sensitivities
|
|
Blazy Régis, Umbhauer Gisèle, Weill Laurent
Email: regis.blazy@urs.u-strasbg.fr
How Does Bankruptcy Punishment Impact on Renegotiable Debt Contracts?
|
|
Borgonovo Emanuele, Gatti S. and Peccati L.
Email: emanuele.borgonovo@unibocconi.it
What drives value creation in large projects? An application of sensitivity analysis to project finance transactions
|
|
Booth James R., Booth Lena C.
Email: lbooth@depaul.edu
Liquidity, Divergence of Opinion, and IPO Underpricing
|
|
Boyarchenko Nina
Email: nboyarch@chicagogsb.edu
Ambiguity, Information Quality and Credit Risk
|
|
Bonini Stefano, Ombretta Pettinato and Antonio Salvi
Email: stefano.bonini@unibocconi.it
Do Target prices predict Rating Changes?
|
|
Bonfim Diana,Pedro P. Barros,Moshe Kim and Nuno C. Martins
Email: dbonfim@bportugal.pt
Counterfactual analysis of bank mergers
|
|
Bozovic Milos
Email: milos.bozovic@upf.edu
The Role of Jumps in Foreign Exchange Rates
|
|
Brandouy Olivier, Briec Walter, Kerstens Kristiaan, Woestyne Ignace
Email: brunella.bruno@unibocconi.it
Investing in Art: the Informational Content of Italian Painting Pre-Sale Estimates
|
|
Brown Craig, Dinc Serdar
Email: Craig.Brown@baruch.cuny.edu
Too Many To Fail? Evidence of Regulatory Forbearance When the Banking Sector is Weak
|
|
Brown Craig O.
Email: Craig.Brown@baruch.cuny.edu
Privileged Access, Conflict of Interest, and Analyst Career Concerns: Evidence from Regulatory Change
|
|
Brown Craig O.
Email: timothy.broadhurst@cranfield.ac.uk
Self-Dealing in Securities Issuance: Evidence from State Government Bond Pricing
|
|
Braun Robin, Rob Bauer and Frank Moers
Email: r.braun@finance.unimaas.nl
Sued or Glued – How To Compensate The CEO?
|
|
Byrne Alistair,Anup Basu
Email: alistair.byrne@ed.ac.uk
Dynamic Lifecycle Strategies for Target Date Retirement Funds
|
|
Brogi Marina
Email: marina.brogi@uniroma1.it
Two-tier boards for the governance of banks
|
|
C
|
|
[TOP]
|
Callado Muñoz Francisco Jose,Natalia Utrero González
Email: franciscojose.callado@udg.edu
Intraday Liquidity in Gross Payment Systems
|
|
Cantale Salvatore,Arturo Bris, Emir Hrnjic and George P. Nishiotis
Email: scantal@tulane.edu
The Value of Information in Cross-Listing
|
|
Canil Jean,Bruce A. Rosser
Email: jean.canil@adelaide.edu.au
Evidence That Executive Productivity Matters When Determining Optimal Incentive Levels
|
|
Capuano Christian
Email: ccapuano@imf.org
The option-iPoD. The Probability of Default Implied by Option Prices based on Entropy
|
|
Cao Melanie, Rong Wang
Email: mcao@schulich.yorku.ca
Search for Optimal CEO Compensation:
Theory and Empirical Evidence
|
|
Cao Viet
Email: v.n.cao@durham.ac.uk
Value versus Growth: The sources of return differences
|
|
Carmona Julio, Angel Leon,Antoni Vaello
Email: carmona@ua.es
Pricing Executive Stock Options under Employment Shocks
|
|
Carnevale C., Giunta F. and Cardamone P.
Email: c.carnevale@unical.it
The value relevance of social report
|
|
Casavecchia Lorenzo and Massimo Scotti
Email: lorenzo.casavecchia@uts.edu.au
Dynamic Setting of Distribution Fees in the
US Mutual Fund Industry
|
|
Caselli Stefano
Email: stefano.caselli@unibocconi.it
Explaining returns in Private Equity Investments
|
|
Chalamandar G.
Email: gchalamandar@aueb.gr
Can static models predict implied volatility surfaces? Evidence from OTC currency options
|
|
Chang Chun, Guanmin Liao, Xiaoyun Yu and Zheng Ni
Email: cchun@ceibs.edu
Information From Relationship Lending: Evidence From China
|
|
Charalambakis Evangelos, Susanne K. Espenlauby and Ian Garret
Email: evangelos.charalambakis@mbs.ac.uk
Assessing the probability of financial distress of UK firms
|
|
Chaieb Ines, Stefano Mazzotta
Email: i.chaieb@uva.nl
Foreign exchange exposure of U.S. firms and macroeconomic conditions: Is there a link?
|
|
Chincarini Ludwig
Email: chincarinil@hotmail.com
No Chills or Burns from Temperature Surprises: An Empirical
Analysis of the Weather Derivatives Market
|
|
Chen Dong
Email: dchen@ubalt.edu
The Monitoring and Advisory Functions of Corporate Boards: Theory and Evidence
|
|
Cheng Louis, Ferdinand A. Gul, T. Y. Leung
Email: aflcheng@inet.polyu.edu.hk
Perks, Auditor Choice, Corporate Governance and R-square: The Case of China
|
|
Cheah Eng-Tuck, Hui-Boon Tan, Johnnie E.V.Johnson, Ming-Chien Sung and Chong-Hin Chuah
Email: etc1g08@soton.ac.uk
Does Size Really Matter Across Time? Financial Integration Dynamics and Stock Market Capitalization in the Asia Pacific Equity Markets
|
|
Chen Sheng-Hung,Yong-Yin Lin
Email: shenghong@mail.nhu.edu.tw
Diversification Discount or Premium?
New International Evidence from Financial Conglomerates
|
|
Chi Jing, Qian Sun, Martin Young
Email: j.chi@massey.ac.nz
Performance and Characteristics of Acquiring Firms in the Chinese Stock Markets
|
|
Chiyachantana Chiraphol, Sugato Chakravarty
Email: chiraphol@smu.edu.sg
Does the Early Bird Get the Worm? The Informativeness of Credit Watch Placements
|
|
Choi Paul Moon Sub , Seth H. Huang
Email: mc369@cornell.edu
Corporate Governance and Cross-Border Acquiree Returns
|
|
Christos Koutsoyannis,Gerard Xavier and Ron Guido
Email: Christos_Koutsoyannis@ssga.com
A Tale of Two Strategies:
Cash Flow, Accruals and the Role of Investor Sentiment
|
|
Colla Paolo, Federico Calderoni, Stefano Gatti
Email: paolo.colla@unibocconi.it
Wealth Effects of Rating Changes in Europe
|
|
Colak Gonul, Hikmet Gunay
Email: gcolak@cob.fsu.edu
Strategic Waiting in the IPO Markets
|
|
Cowan Arnold, Cynthia J. Campbell, Valentina Salotti
Email: arnie@iastate.edu
Multi-Country Event Study Methods
|
|
Cosset Claude, Hamdi Ben Nasr and Narjess Boubakri
Email: jean-claude.cosset@hec.ca
The Political Determinants of the Cost of Equity: Evidence from Newly Privatized Firms
|
|
Craninckx Katrien,Nancy Huyghebaert
Email: katrien.craninckx@econ.kuleuven.be
Can Stock Markets Predict M&A Failure? A Study of European Transactions in the Fifth Takeover Wave
|
|
Croci Ettore, Halit Gonenc
Email: ettore.croci@unimib.it
Raising External Capital and Family Control: An Analysis of Large European Firms
|
|
Curcio Domenico, Iftekhar Hasan
Email: dcurcio@luiss.it
Earnings- and Capital-Management and Signaling: The Use of Loan-Loss Provisions by European Banks
|
|
Custodio Claudia, Miguel A. Ferreira and Clara Raposo
Email: c.p.custodio@lse.ac.uk
Cash Holdings and Business Conditions
|
|
D
|
|
[TOP]
|
Danbolt Jo., Ian R.C. Hirst and Eddie Jones
Email: j.danbolt@lbss.gla.ac.uk
The growth companies puzzle
|
|
Deb Saikat Sovan, Vijaya B Marisetty
Email: saikat.deb@deakin.edu.au
Information Content of IPO Grading
|
|
De Bettignies Jean, Anne Duchene
Email: jdebettignies@business.queensu.ca
Product Market Competition and the Financing of New Ventures
|
|
De Cesari Amedeo, Susanne Espenlaub, Arif Khurshed and Michael Simkovic
Email: a.decesari@aston.ac.uk
Insider ownership, institutional ownership, and the timing of open market stock repurchases
|
|
De Peretti Christian, Chia-Ying Chan
Email: christian.de-peretti@club-internet.fr
Price Interaction between UK Covered Warrants and their Underlying Shares: A Panel Cointegration Approach
|
|
De La Bruslerie Hubert
Email: Hubert.De-La-Bruslerie@univ-paris1.fr
The equal opportunity rule in transfer of control: a signaling model
|
|
De vincentiis paola
Email: devincentiis@econ.unito.it
Why are equity analysts so inaccurate in their target price forecasts? Empirical evidence from the Italian market.
|
|
De la Fuente Gabriel,Pablo de Andrés and Leonardo Pacheco
Email: gfuente@eco.uva.es
The impact of growth options on systematic risk: The case of European firms
|
|
Dewaelheyns Nico,Cynthia Van Hulle
Email: nico.dewaelheyns@econ.kuleuven.be
Capital Structure Dynamics in Private Business Groups
|
|
Díaz Mendoza Ana Carmen,Miguel Ángel Martínez Sedano
Email: anasanvi@hotmail.com
The dynamic of management fees in the mutual fund industry
|
|
Di Iorio Amalia , Robert D. Brooks,Robert W. Faff,Tim Fry,Yovina Joymungul
Email: amalia.diiorio@rmit.edu.au
Asymmetry and Time-Variation in Exchange Rate Exposure - An Investigation of Australian Stock Returns
|
|
Di Giuli Alberta
Email: alberta.digiuli@iscte.pt
The Determinants of the Method of Payment in Mergers
|
|
Dionysiou Dionysia, Neophytos Lambertides and Andreas Charitou
Email: s0794024@sms.ed.ac.uk
An alternative model to forecast default based on Black-Scholes-Merton model and a liquidity proxy
|
|
Di Simone Luca
Email: luca.disimone@unicatt.it
Capital structure, dividend policy and endogenous bankrupcty, evidence based on knockout model
|
|
Dodd Olga
Email: olga.dodd@durham.ac.uk
The Stock Price Reaction to Cross-Listings on Various Markets: Case of European Companies
|
|
Doukas John, Jie Guo and Bilei Zhou
Email: jdoukas@odu.edu
The Impact of Debt Market Issuance on Capital Structure
|
Draus Sarah
Email: sarah.draus@dauphine.fr
The Certification Role of Listings
|
|
Draus Sarah
Email: sarah.draus@dauphine.fr
Liquidity effects of listing requirements
|
|
Drobetz Wolfgang, Matthias C. Gruninger and Simone Hirschvog
Email: wolfgang.drobetz@wiso.uni-hamburg.de
Information Asymmetry and the Value of Cash
|
|
Duca Eric, Abe de Jong and Marie Dutordoir
Email: educa@rsm.nl
Do Convertible Bond Issuers Cater to Investor Demand?
|
|
Duzce Baran, Jenke R. ter Horst
Email: s.b.duzce@uvt.nl
Style Shifts and Diversification in Funds of Funds
|
|
E
|
|
[TOP]
|
Erhemjamts Otgontsetseg, Atul Gupta, Bayar Tumennasan
Email: oerhemjamts@bentley.edu
The Effect of Sarbanes-Oxley Act on CFO Compensation and Rank
|
|
F
|
|
[TOP]
|
Faff Robert, Yuk Ying Chang, Chuan-Yang Hwang
Email: robert.faff@buseco.monash.edu.au
Does Investor Sentiment Impact Global Equity Markets?
|
|
Faleye Olubunmi, Rani Hoitash and Udi Hoitash
Email: o.faleye@neu.edu
Killing the Goose that Lays the Golden Egg? The Costs of Overburdened Independent Directors
|
|
Falconieri Sonia, Riccardo Calcagno
Email: sonia.falconieri@brunel.ac.uk
White knights and the corporate governance of
hostile takeovers
|
|
Farina Vincenzo,A. Carrettaa, F. Fiordelisi, D. Martelli and P. Schwizer
Email: vincenzo.farina@uniroma2.it
The impact of corporate governance press news on stock market returns
|
|
Feito-Ruiz1 Isabel,Susana Menéndez-Requejo
Email: feitoisabel.uo@uniovi.es
Cross-Border Mergers & Acquistions in Different Legal Environments
|
|
Ferri Fabrizio, David Maber
Email: fferri@hbs.edu
Say on Pay Vote and CEO Compensation: Evidence from the UK
|
|
Franzoni Francesco
Email: francesco.franzoni@unisi.ch
The changing nature of market risk
|
|
French Joseph,Nazneen Ahmed
Email: joseph.french@unco.edu
The Changing Dynamics of Foreign Equity Investment in the United States
|
|
Frühwirth Manfred, Marek Kobialka
Email: manfred.fruehwirth@wu-wien.ac.at
Do Equity Tax Shields Increase Equity Ratios?
The Austrian Case
|
|
G
|
|
[TOP]
|
García-Teruel Pedro J., Pedro Martínez-Solano and Juan Pedro Sánchez-Ballesta
Email: pjteruel@um.es
Supplier Financing and Accruals Quality
|
|
Gershun Natalia, John B. Donaldson and Marc Giannoni
Email: ng65@columbia.edu
Indeterminacy and Sunspots in the Dynamic General Equilibrium
Model with Convex Executive Compensation Contracts
|
|
Geiger Florian
Email: florian.geiger@web.de
The influence of industry concentration on merger motives – empirical
evidence from machinery industry merger
|
|
Gharghori Philip, Quin See and Madhu Veeraraghavan
Email: philip.gharghori@buseco.monash.edu.au
Difference of opinion and the cross-section of equity returns: Australian evidence
|
|
Ghalleb Nabil, Narjess Boubakri
Email: nghalleb@kfupm.edu.sa
Does Mandatory Disclosure of Directors’
and Officers’ Liability Insurance Curb
Managerial Opportunism? Evidence from
The Canadian Secondary Market
|
|
Ghita Livia,Ludo Cuyvers and Marc Deloof
Email: mihaela-livia.ghita@ua.ac.be
Business Elites, Political Connections and Economic Entrenchment
Evidence from Belgium 1858-1909
|
|
Gilder Dudley
Email: d.gilder@lancaster.ac.uk
An Empirical Investigation of Intraday Jumps and Cojumps in US
Equities
|
|
Giamouridis Daniel, Sandra Paterlini
Email: dgiamour@aueb.gr
Regular(ized) Hedge Fund Clones
|
|
Girard Carine
Email: cgirard@audencia.com
Comparative Study of Successful French and Anglo-Saxon Shareholder
Activism
|
|
Golubeva Evgenia, Vahap Uysal
Email: janya@ou.edu
Seeking Safety in Bad Times: Dividend Initiation Returns and Consumer Confidence
|
|
Goyenko Ruslan, Yakov Amihud
Email: ruslan.goyenko@mcgill.ca
Mutual Fund R2 as Predictor of Performance
|
|
Gonenc Halit, Bruce Seiferta
Email: h.gonenc@rug.nl
Issuing and repurchasing decisions: Mispricing or financing waves
|
|
Gunnar Grass
Email: gunnar.grass@gmail.com
Using Structural Models for Default Prediction
|
|
Gregoriou Andros
Email: a.gregoriou@uea.ac.uk
The Liquidity Effects of Revisions to the CAC40 Stock Index.
|
|
Gryglewicz Sebastian
Email: gryglewicz@ese.eur.nl
Partial Divestment and Firm Sale under Uncertainty
|
|
Guido Ron, Xavier Gerard and Christos Koutsoyannis
Email: ron_guido@ssga.com
A Tale of Two Strategies:
Cash Flow, Accruals and the Role of Investor Sentiment
|
|
Gupta Aparna, Bill Francis and Iftekhar Hasan
Email: guptaa@rpi.edu
Impact of Compensation Structure and Managerial Incentives
on Bank Risk Taking: Evidence from US and Europe
|
|
H
|
|
[TOP]
|
Hagendorff Jens , Kevin Keasey
Email: juh@lubs.leeds.ac.uk
The Value of Board Diversity in Banking:
Evidence from the Market for Corporate Control
|
|
Hagendorff Jens , Kevin Keasey
Email: juh@lubs.leeds.ac.uk
Post-Merger Strategy and Performance: Evidence from the US and European Banking Industries
|
|
Hall Thomas W.
Email: juh@lubs.leeds.ac.uk.
The Collateral Channel:
Evidence on Leverage and Asset Tangibility
|
|
Hall Thomas W.
Email: thomas.hall@cnu.edu
Management Quality and Financial Performance:
Empirical Evidence from Private Equity
|
|
Hall Thomas W.,Fredrick Jörgensen
Email: thomas.hall@cnu.edu
Ownership and Performance in Europe
|
|
Hallahan Terrence, Vikash Ramiah and Amalia Di Iorio,
Email: terry.hallahan@rmit.edu.au
Risk Shifting Behavior in Malaysian Managed Funds – A Panel Data Analysis of
Conventional and Islamic Funds
|
|
Halling Petra
Email: petra.halling@univie.ac.at
Do better educated investors make smarter
investment decisions?
|
|
Hallahan Terrence, Vikash Ramiah, Tony Naughton, and John A. Anderson
Email: terry.hallahan@rmit.edu.au
The Stock Market Impact of International Terrorist Attacks: An Empirical
Investigation of Short Term and Long Term Effects in the Japanese Equity
Market
|
|
Han Jungsuk
Email: jhan.phd2005@london.edu
Informed Trading, Predictable Noise Trading Activities and Market Manipulation
|
|
Han Yufeng,David Lesmond
Email: yhan@tulane.edu
Idiosyncratic Volatility and Liquidity Costs
|
|
Han Seung H., Yoon K. Choi
Email: shan@icu.ac.kr
Internal Corporate Restructuring and Firm Value: the Japanese Case
|
|
Hambusch Gerhard, Sherrill Shaffer and David Finnoff
Email: gerhard.hambusch@uts.edu.au
Intertemporal effects of capital requirements
on risk taking behaviour of banks
|
|
Heaney Richard, Zarina M Nor
Email: richard.heaney@rmit.edu.au
ASEAN5 Equity Market Linkages
|
|
Heaney Richard, Silvia Zia Islam
Email: richard.heaney@rmit.edu.au
Market Timing or Growth Opportunities: Evidence from Australia
|
|
Hegde Shantaram P., Gerson M. Goldberg
Email: shegde@business.uconn.edu
Residual Value Risk and Insurance:
Evidence from the consumer automobile industry
|
|
Hill Paula, Robert Brooks and Robert Faff
Email: paula.hill@bristol.ac.uk.
Variations in Sovereign Credit Quality Assessments across
Rating Agencies
|
|
Holzschneider Susanna
Email: sholzsch@stern.nyu.edu
Do Pre-IPO Shareholders Determine Underpricing? – Evidence from Germany in Different Market Cycles
|
|
Holzschneider Susanna
Email: sholzsch@stern.nyu.edu
“Herding” in IPO Valuation – Evidence from Germany in “Hot” and “Cold” Markets
|
|
Hodgkinson Lynn, Doris Merkl-Davies, Jo Wells and Gwion Williams
Email: l.hodgkinson@bangor.ac.uk
Executive Share Option Backdating in the UK: Empirical Evidence
|
|
Huang Hsin-Yi,Min-Hsien Chiang
Email: r6894102@mail.ncku.edu.tw
Do Investment Flows Drive the Disposition Effect on Fund Managers?
|
|
Hoque Hafiz, Meziane Lasfer
Email: h.a.a.b.hoque@city.ac.uk
Insider Trading Around IPO Lockup Arrangements:
The UK Evidence
|
|
Hwang Joon Ho, Bill Hu
Email: joonhwang@korea.ac.kr
Private Benefits: Ownership vs. Control
|
|
Hyunsoo Joo, Fang Cai
Email: joo@Econ.umd.edu
The Impact of Macroeconomic Announcements on Real Time Foreign
Exchange Rate in Emerging Markets
|
|
I
|
|
[TOP]
|
Inci A. Can, Biao Lu, and H. Nejat Seyhun
Email: ainci@bryant.edu
Intraday Behavior of Stock Prices and Trades around Insider Trading
|
Ismail Ahmad, Abed Al-Nasser Abdallah
Email: phd98ai@yahoo.com
Do Acquirers Really Learn from Their Acquisition Experience? The UK Evidence
|
|
J
|
|
[TOP]
|
Jackwerth Jens Carsten, Stylianos Perrakis, Michal Czerwonko and George M. Constantinides
Email: jens.jackwerth@uni-konstanz.de
Are Options on Index Futures Profitable for
Risk Averse Investors? Empirical Evidence
|
|
Jeanneret Alexandre
Email: Francisco.Jareno@uclm.es
A Real-options Theory of Foreign Direct Investment
|
|
Joshy Jacob, Vipul
Email: joshyjacob@iimahd.ernet.in
Value of Alternative Volatility Estimators for Investment
Portfolio Strategies
|
|
Judit Montoriol-Garriga,Ethan Cohen-Cole and Burcu Duygan-Bump
Email: montoriol@gmail.com
Access to credit after bankruptcy: Does it pay to be a deadbeat?
|
|
K
|
|
[TOP]
|
Kallunki Juha-Pekka,Anna Elsila and Henrik Nilsson
Email: juha-pekka.kallunki@oulu.fi
CEO Personal Wealth, Equity Incentives and
Firm Performance
|
|
Kao Erin H. C., An-Sing Chen
Email: erinkao@mail.ltu.edu.tw
Momentum and Reversals inWeekly Euro FX Futures Returns during Periods
of Extreme Trading Imbalance
|
|
Kara Alper,Yener Altunbas and David Marqués
Email: a.kara@lboro.ac.uk
Financing large debt:
syndicated loans versus corporate bonds
|
|
Karpavicius Sigitas,Jo-Ann Suchard
Email: s.karpavicius@unsw.edu.au
Debt vs. equity: analysis using shelf offerings
under universal shelf registrations
|
|
Kalev Petko S.,Edward Podolski – Boczar and Huu Nhan Duong
Email: petko.kalev@buseco.monash.edu.au
Deafened by Noise:
Do Noise Traders Affect Volatility and Returns?
|
|
Kasbi Salma
Email: salma.kasbi@dauphine.fr
Ownership Concentration and Capital Structure
Adjustments
|
|
Kearney Colm, Raj Aggarwal and Brian Lucey
Email: colm.kearney@tcd.ie
Is gravity a cultural artefact?
Culture and distance in foreign portfolio investment
|
|
Knyazeva Anzhela,Diana Knyazeva and Kose John
Email: anzhela.knyazeva@simon.rochester.edu
Do shareholders care about geography?
|
|
Knyazeva Anzhela, Knyazeva Diana
Email: anzhela.knyazeva@simon.rochester.edu.
Local Director Talent and Board Governance
|
|
Kichler Elisabeth, Peter Haiss
Email: elisabeth.kichler@gmx.at
Leasing and Economic Growth –
Evidence for Central and South Eastern Europe
|
|
Kisser Michael
Email: michael.kisser@vgsf.ac.at
The Value of Internal Funds
|
|
Kim Yongtae, Minsup Song
Email: y1kim@scu.edu
Analyst Characteristics and the Timing of Forecast Revision
|
|
Kleimeier Stefanie, Christa Hainz
Email: s.kleimeier@finance.unimaas.nl
Project Finance as a Risk-Management Tool in International Syndicated
Lending
|
|
Kleimeier Stefanie, Roald Versteeg
Email: s.kleimeier@finance.unimaas.nl
Project Finance as a Driver of Economic
Growth in Low-Income Countries
|
|
Kleimeier Stefanie, Christa Hainz
Email: s.kleimeier@finance.unimaas.nl
Project Finance as a Risk-Management Tool in International Syndicated
Lending
|
|
Knyazeva Diana, Anzhela Knyazeva and Charu Raheja
Email: diana.knyazeva@simon.rochester.edu
The Benefits of Focus vs. Heterogeneity: An Analysis of Corporate Boards
|
|
Koutmos Gregory
Email: gkoutmos@mail.fairfield.edu
Investor Heterogeneity and Stock Return Dynamics
|
|
Konijn Sander, Roman Kraussl, Andre Lucas
Email: skonijn@feweb.vu.nl
Multiple Blockholders: Good or Bad News
|
|
Kramer Marc M.
Email: m.m.kramer@rug.nl
Investment Advice and Individual Investor Portfolio Performance
|
|
Kryzanowski Lawrence, Skander Lazrak and Ian Rakita
Email: lawrence.kryzanowski@concordia.ca
Behavior of Liquidity and Returns
Around Canadian Seasoned Equity Offerings
|
|
L
|
|
[TOP]
|
Laguna Marie-Aude
Email: marie-aude.laguna@malix.univ-paris1.fr
Unexpected Media Coverage and Stock Market Returns:
Evidence from Chemical Disasters
|
|
Lai Van Son , Issouf Soumare
Email: vanson.lai@fas.ulaval.ca
An Analysis of Government Loan
Guarantee and Direct Investment in
Public-Private Partnerships
|
|
LaRocca Maurizio ,Tiziana La Rocca, Alfio Cariola
Email: m.larocca@unical.it
Small Business Financing. Financial preferences throughout the life cycle of a firm
|
|
LaRocca Maurizio ,Tiziana La Rocca, Mariarosaria Agostino and Francesco Trivieri
Email: m.larocca@unical.it
Local Financial Development and the Financial Structure of Italian SMEs: an Empirical Investigation.
|
|
Lepori LGabriele M.
Email: gl.fi@cbs.dk
Environmental Stressors, Mood, and Investment Decisions:
Evidence from Ambient Air Pollution
|
|
Leonardo Gambacorta, Francesco Columba and Paolo Emilio Mistrulli
Email: Leonardo.Gambacorta@bis.org
Mutual Guarantee Institutions and Small Business Finance
|
|
Lee Chun I,Teng Yuan Cheng ,Chao Hsien Lin and Hung-Chih Li
Email: clee@lmu.edu
A Direct Test of the Link between the Disposition Effect and Profitability in Futures Market
|
|
Le Hang,Ali Ataullah and Ian Davidson
Email: h.le@shef.ac.uk
Corporate Diversification, Information Asymmetry and Insiders’
Trading
|
|
Li Larry, Richard Heaney and Vicar Valencia
Email: larry.li@rmit.edu.au
Sovereign Wealth Fund Investment Decisions: Temasek Holdings
|
|
Lin Shu-hui
Email: shlin@cc.ncue.edu.tw
The Effect of Family Shareholders on Firm Leverage
|
|
Liao Jing, Martin Young and Qian Sun
Email: j.liao@massey.ac.nz
Board Structure Determinants and Efficiency, Evidence from the Implementation of Independent Director System in China
|
|
Liljeblom Eva, Daniel Pasternack
Email: eva.liljeblom@hanken.fi
Payout Policy Changes around a Tax Reform:
Do Owners or Payout Policy Adjust?
|
|
Liu Peng (Peter), Jaime Casassus
Email: pl333@cornell.edu
Commodity Prices in the Presence of
Inter-commodity Equilibrium Relationships
|
|
Lioui Abraham, Patrice Poncet
Email: abraham.lioui@edhec.edu
Do the Fama-French Factors Really Proxy for Innovations in
Predictive Variables?
|
|
Lin Hao,Stewart Hodges
Email: linh@csus.edu
Fixed odds bookmaking with stochastic
betting demands
|
|
Löffler Gunter
Email: gunter.loeffler@uni-ulm.de
Caught in the Housing Crash: Model Failure or Management Failure?
|
|
Lopez-de-Foronda Oscar, Félix J. López-Iturriaga
Email: oscarl@ubu.es
Corporate social responsability and large shareholders:An analysis of European Firms
|
|
Los Cornelis
Email: cornelis.los@uleth.cai
Investment Model Uncertainty and Fair Pricing
|
|
Loyola Gino
Email: gloyola@fen.uchile.cl
Optimal Takeover Contests with Toeholds
|
|
Lückoff Peter,Wolfgang Bessler, David Blake and Ian Tonks
Email: Peter.Lueckoff@wirtschaft.uni-giessen.de
"Why is Persistent Mutual Fund Performance so Difficult to Achieve?
The Impact of Management Turnover and Fund Flows"
|
|
Lu Yao
Email: yaolu@bus.umich.edu
Cross-Border Target Selection and Investor
Protection Disparity
|
|
M
|
|
[TOP]
|
Maddaloni Angela, José Luis Peydró, and Silvia Scopel
Email: angela.maddaloni@ecb.int
Does Monetary Policy Affect Bank Credit Standards?
|
|
Martin Jens
Email: jens.martin@lu.unisi.ch
Prop Ups During Lockups
|
|
Magalhaes Romulo, Josep A. Tribó
Email: romulo.magalhaes@bcb.gov.br
Bank Regulations and Loan Contracts
|
|
Mahieu Ronald, Xiaohong Huang
Email: r.j.mahieu@uvt.nl
Generational Pension Plan Designs
|
|
Majerbi Basma,Ines Chaieb and Vihang Errunza
Email: majerbi@uvic.ca
Is Currency Factor Important for Global Portfolios?
|
|
Mateus Cesario, Jose Corrêa Guedes
Email: c.mateus@greenwich.ac.uk
Trade Credit Linkages along a Supply Chain: Evidence for the Italian
Textile sector
|
|
Martinez Leonardo, Juan Carlos Hatchondo
Email: leo14627@gmail.com
Long-duration Bonds and Sovereign Defaults
|
|
Massoud Nadia,Debarshi Nandy,Anthony Saunders and Keke Song
Email: nmassoud@schulich.yorku.ca
Hedge Funds, Syndicated Lending, and Short Selling: Their Impact
on Corporate Performance
|
|
Mazzuca Maria, Mariarosaria Agostino
Email: maria.mazzuca@unical.it
Why Do Banks Securitize? the Case of Italy
|
|
McLean R. David, Gang Hu, Jeffrey Pontiff, Qinghai Wang
Email: rdmclean@ualberta.ca
Tape Painting: Excessive Buying versus Depressed Selling
|
|
McLaughlin Kevin W.
Email: kevin.mclaughlin@unh.edu
Employee Director Career Outcomes:
Prediction and Reaction
|
|
McKelvey Bill, Rossitsa Yalamova
Email: mckelvey@anderson.ucla.edu
Explaining What Leads Up to Stock Market Crashes:
A Phase Transition Model and Scalability Dynamics
|
|
McQueen Grant, Anders Karlsson
Email: mcqueen@byu.edu
The Home-Institution Bias: Evidence for and Determinants of an Investor Preference for Domestic Financial Institutions
|
|
Meier Iwan,Jeroen V. K. Rombouts
Email: iwan.meier@hec.ca
Style Rotation and Performance Persistence of Mutual Funds
|
|
Melnik Arie L.,Steven E. Plaut
Email: amelnik@econ.haifa.ac.il
Art as a Component in Investment Portfolios
|
|
Marco Bigelli, Vikas Mehrotra and P. Raghavendra Rau
Email: stefano.mengoli@unibo.it
Expropriation, Unification, and Corporate Governance in Italy
|
|
Meneghetti Costanza
Email: costanza.meneghetti@mail.wvu.edu
Managerial Incentives and the Choice between Public and Bank Debt
|
|
Merikas Andreas G., Anna Triantafyllou and Anna A. Merika
Email: merikas@otenet.gr
Explaining House Price Changes in Greece
|
|
Mero Gulten,Serge Darolles and Gaëlle Le Fol
Email: gulten.mero@ensae.fr
Returns and Volume: Between Information and Liquidity
|
|
Mistry Mitesh, Alex Frino and Dionigi Gerace
Email: m.mistry@econ.usyd.edu.au
Transparency and Information Content of Undisclosed
Limit Orders: Evidence from the Australian Securities
Exchange
|
|
Michel Jean-Sébastien
Email: jmichel@schulich.yorku.ca
Does Managerial Optimism Lead to Long-Run Underperformance?
Evidence from Venture Capital-Backed IPOs
|
|
Mola Simona,Ajay Khorana and P. Raghavendra Rau
Email: simona.mola@asu.edu
Is there life after loss of analyst coverage?
|
|
Morkoetter Stefan, Simone Westerfeld
Email: stefan.morkoetter@unisg.ch
Do Multiple CDO Ratings impact Credit Spreads?
|
|
Motson Nick, Andrew Clare1
Email: n.e.motson@city.ac.uk
The Cass Centre for Asset
Management Research
|
|
Muradoglu Gulnur,Sheeja Sivaprasad
Email: g.muradoglu@city.ac.uk
An Empirical Test on Leverage and Stock Returns
|
|
Mukherji Sandip
Email: smukherji@howard.edu
The Equity Premium: Estimates and Forecasts
|
|
Murthy K.V. Bhanu, Amit Kumar Singh
Email: bhanumurthykv@yahoo.com
“IPO pricing: Informational inefficiency and misallocation in capital market”
|
|
N
|
|
[TOP]
|
Nardari Federico, Sam James Henkel and J. Spencer Martin
Email: fnardari@uh.edu
Time-Varying Short-Horizon Predictability
|
|
Naughton Tony, Yo Han An
Email: tony.naughton@rmit.edu.au
The impact of family ownership on firm value and
earnings quality: Evidence from Korea
|
|
Navone Marco, Giuliano Iannotta
Email: marco.navone@unibocconi.it
Search Costs and Mutual Fund Fee Dispersion
|
|
Negrea Bogdan
Email: negrea@univ-paris1.fr
How to Compute the Liquidity Cost in a Market
Governed by Orders?
|
|
Nejadmalayeri Ali, Manohar Singh, Brian Lucey
Email: ali.nejadmalayeri@okstate.edu
Impact of the U.S. Macroeconomic Surprises on Stock Market Returns in Developed Economies
|
|
Ni Sophie X.,Michael Lemmon
Email: sophieni@ust.hk
The Effects of Investor Sentiment on Speculative Trading and Prices of Stock
and Index Options
|
|
Nitschka Thomas
Email: thomas.nitschka@iew.uzh.ch
Idiosyncratic Consumption Risk and Predictability of the Carry Trade Premium: Euro Area Evidence
|
|
Nocera Giacomo,Giuliano Iannotta,Andrea Sironi
Email: giacomo.nocera@unibocconi.it
The Impact of Government Ownership on Banks’ Ratings:
Evidence from the European Banking Industry
|
|
O
|
|
[TOP]
|
Oberoi Jaideep,Peter Christoffersen and Amrita Nain
Email: jaideep.oberoi@mcgill.ca
Interest Rate Cycles and Corporate Interest Rate Management
|
|
Oesch David,Manuel Ammann and Markus M. Schmid
Email: oesch.david@gmail.com
Corporate Governance and Firm Value:
International Evidence
|
|
Ogden Joseph P.
Email: joeogden@buffalo.edu
Momentum and Occam's razor: Behavioral delayed overreaction or arbitrage-cost and risk-premium dynamics?
|
|
Ottoo Richard E.
Email: rottoo@pace.edu
When Investors Think They Are Entrepreneurs: A Reconciliation of Behavioral and Standard Finance
|
|
Ozkan Neslihan
Email: n.ozkan@bristol.ac.uk
Do CEOs gain more in foreign acquisitions than in
domestic acquisitions?
|
|
P
|
|
[TOP]
|
Pagès Henri
Email: henri.pages@banque-france.fr
Bank monitoring and endogenous CLOs
|
|
Panaretou Argyro, Mark Shackleton, Paul Taylor
Email: a.panaretou@lancaster.ac.uk
Corporate Risk Management and Hedge Accounting
|
|
Pascual-Fuster Bartolome, Rafel Crespi and Universitat de les Illes Balears
Email: tomeu.pascual@uib.es
Executive Directors Pay and Networks in Spanish Listed Companies
|
|
Pavesi Filippo, Massimo Scotti
Email: filippo.pavesi@unimib.it
Investment Banks as Information Providers
in IPOs
|
|
Pearson Neil D. , Brian J. Henderson.
Email: pearson2@illinois.edu
The Dark Side of Financial Innovation
|
|
Pedersen Thomas Q.
Email: tqpedersen@creates.au.dk
Intertemporal Asset Allocation with Habit
Formation in Preferences: An Approximate
Analytical Solution
|
|
Pelizzon L. , D. Sartore and R. Vendramin
Email: pelizzon@unive.it
Collaterals, Short Term Debts and the
Interbank Rate Spread Puzzle,
|
|
Pellon josè ,Marina Balboa ,Alvaro Tresierra
Email: jmartipe@ccee.ucm.es
Capital structure determinants in growth firms accessing venture funding
|
|
Perotti Pietro , Barbara Rindi
Email: pietro.perotti@unibocconi.it
Market Makers as Information Providers:
the Natural Experiment of STAR
|
|
Petmezas Dimitris ,Ettore Croci and Evangelos Vagenas-Nanos
Email: d.petmezas@surrey.ac.uk
Managerial Overconfidence in High and Low Valuation Markets and Gains to
Acquisitions
|
|
Pindado Julio ,Ignacio Requejo,Chabela de la Torre
Email: pindado@usal.es
Do family firms outperform non-family ones? A panel data analysis of
Western European corporations
|
|
Pirinsky Christo A, Qinghai Wang
Email: pirinsky@gwu.edu
Market Segmentation and the Cost of Capital: Evidence from the Municipal
Bond Market
|
|
Portilla Yolanda
Email: yportill@eco.uc3m.es
Two-sided Career Concern and Financial Equilibrium
|
|
Popovy Alexander ,Peter Roosenboomz
Email: Alexander.Popov@ecb.int
Does Private Equity Investment Spur Innovation?
Evidence from Europe
|
|
Potì Valerio
Email: valerio.poti@dcu.ie
Predictability and ‘Good Deals’ in Currency
Markets.
|
|
Psillaki Maria and Dimitris Margaritis
Email: psillaki@gredeg.cnrs.fr
Does ownership structure matter? An empirical analysis of capital structure choices and firm performance
|
|
Pynnonen Seppo , James Kolari
Email: sjp@uwasa.fi
Generalized Rank Test for Testing
Cumulative Abnormal Returns in Event
|
|
Pyykko Elina,Juha-Pekka Kallunki
Email: elina.pyykko@oulu.fi
Abnormal Stock Returns after
Technology Mergers and Acquisitions
|
|
Q
|
|
[TOP]
|
Querci Francesca, Stefano Caselli
Email: querci@economia.unige.it
Performance in Private Equity: Why are Management Companies’ Owners Important?
|
|
R
|
|
[TOP]
|
Raaballe Johannes , Jakob Stig Hedensted
Email: jraaballe@econ.au.dk
Characteristics of Dividend Payers and Generous Dividend Payers
|
|
Rauch Christian, Marc Umber, Yassin Hankir
Email: christian.h.rauch@googlemail.com
Do Investors Know Better Than Regulators?
Stock Price Patterns in International Bank M&A
|
|
Reis Ebru,Jayant Kale and Anand Venkateswaran
Email: reise@muohio.edu
Managerial Incentives and Voluntary Turnover
|
|
Reis Ebru , Qian Li
Email: reise@muohio.edu
Managerial Compensation and Firm Value:
Evidence from Corporate Spinoffs
|
|
Ren Jinjuan, Eric C. Chang
Email: renjinjuan@business.hku.hk
Cross-listing and the pricing efficiency:
The informational and anchoring role
played by the reference price
|
|
Riva Fabrice , Edith Ginglinger, Laure Koenig
Email: fabrice.riva@dauphine.fr
Stock market liquidity and the rights offer paradox
|
|
Rizeanu Sorin , Najah Attig, Sadok El Ghoul, Omrane Guedhami
Email: sorin_rizeanu@moore.sc.edu
Multiple Large Shareholders and the Value of Cash
Holdings
|
|
Roberts Gordon S ,Allen Goss
Email: groberts@schulich.yorku.ca
Corporate Social Responsibility and the Cost of Debt Financing
|
|
Roessl Petra,Peter Haiss
Email: petra_roessl@gmx.at
Does bank FDI trigger general FDI and trade? An analysis of signal effects of foreign bank entry
|
|
Rohner Philippe , Markus Leippoldy
Email: rohner@isb.uzh.ch
Equilibrium Implications of Delegated
Asset Management under Benchmarking
|
|
Rosenthal Dale W.R.
Email: daler@uic.edu
Approximating Correlated Defaults for
Credit Default Options and Swaps
|
|
Rosenthal Dale W.R.
Email: daler@uic.edu
Modeling Trade Direction
|
|
Rosch Daniel , Harald Scheule
Email: Daniel.Roesch@finance.uni-hannover.de
The Empirical Relation between Credit
Quality, Recoveries, and Correlation in a
Simple Credit Risk Model
|
|
Rossolini Monica
Email: monica.rossolini@gmail.com
Bank and Non-Bank Private Equity Funds: What are the Differences in the Post-IPO
Performance of Venture Backed Companies?
|
|
Rubia Antonio , Eric Ghyselsy, Rossen Valkanov
Email: antonio.rubia@ua.es
Multi-Period Forecasts of Variance:
Direct, Iterated, and Mixed-Data Approaches
|
|
Rubio Gonzalo, Elena Márquez, Belén Nieto
Email: gonzalo.rubio@uch.ceu.es
Consumption, Liquidity and the Cross-Sectional Variation of Expected Returns
|
|
S
|
|
[TOP]
|
Sabato Gabriele, Nicholas Wilson, Edward I. Altman
Email: gabsabato@hotmail.com
The value of qualitative information in SME risk management
|
|
Saffi Pedro A. C, Kari Sigurdsson
Email: psaffi@iese.edu
Price Efficiency and Short Selling
|
|
Salavei Katsiaryna , Joseph Golec ,John P. Harding
Email: ksalavei@mail.fairfield.edu
Do investors see through mistakes in reported earnings?
|
|
Salganik Galla , Jenke ter Horst
Email: sg134@yahoo.com
Style Chasing by Hedge Fund Investors
|
|
Samaras Vassilis , Nihat Aktas and Eric de Bodt
Email: samarasvas@yahoo.fr
Do acquisitions and internal growth impact differentially firm performance?
|
|
Sapp Stephen
Email: ssapp@ivey.uwo.ca
What Contributes to Executive Pay for Performance
|
|
Sautner Zacharias, Joseph A. McCahery
Email: z.sautner@uva.nl
Behind the Scenes: The Corporate Governance Preferences of Institutional Investors
|
|
Sautner Zacharias,Markus Glaser, Florencio Lopez-de-Silanes
Email: z.sautner@uva.nl
Looking Inside a Conglomerate: Efficiency of Internal Capital Allocation and Managerial Power Within a Firm
|
|
Scarlata Mariarosa , Luisa Alemany
Email: mariarosa.scarlata@esade.edu
How do Philanthropic Venture Capitalists
Choose Their Portfolio Companies?
|
|
Scherer B.
Email: bernd.scherer@morganstanley.com
Should Asset Managers Hedge
their “Fees at Risk”?
|
|
Schmid Markus M. and Ingo Walter
Email: markus.schmid@unisg.ch
Geographic Diversification and Firm Value in the Financial Services Industry
|
|
Scotti Massimo, Lorenzo Casavecchia
Email: massimo.scotti@uts.edu.au
Dynamic Setting of Distribution Fees in the
US Mutual Fund Industry
|
|
Sekeris Evangelos G., Athanasios Bolmatis
Email: evan.sekeris@bos.frb.org
No Trade Days and Information Diffusion
|
|
Semenov Andrei
Email: asemenov@econ.yorku.ca
Asset Prices in the Representative-Agent Economy
with Background Risk
|
|
Sendeniz-Yüncü Ilkay ,Levent Akdeniz, Kürsat Aydogan
Email: i.sendeniz@ieseg.fr
Futures Market Development and Economic
Growth
|
|
Serra Ana Paula, Pedro Verga Matos
Email: aserra@fep.up.pt
Corporate Governance ratings in Europe:The role ofCountry and industry factors
|
|
Serrasqueiro Zelia, Paulo Macas Nunes, Joao Leitao and Manuel José da Rocha Armada
Email: zelia@ubi.pt
Are there Non-Linearities between SME Growth and their Determinants? A Quantile Approach
|
|
Shanthikumar Devin ,Edward Johnson ,Nicole Bastian Johnson
Email: dshanthikumar@hbs.edu
Round Numbers and Security Returns
|
|
Shanthikumar Devin, Greg Miller
Email: dshanthikumar@hbs.edu
The Press and Local Information Advantage
|
|
Shanthikumar Devin, Laura Frieder
Email: dshanthikumar@hbs.edu
After a Restatement: Long-Run Market and Investor Response
|
|
Shum Pauline, Laurence Booth, Bin Chang, Walid Hejazi
Email: pshum@schulich.yorku.ca
The Influence of Productivity on Asset Pricing
|
|
Sievers Soenke, Thomas Hartmann-Wendels, Georg Keienburg
Email: sievers@wiso.uni-koeln.de
Valuation of venture capital backed firms - guess or professional judgment
of agency risks and observable firm characteristics?
|
|
Siming Linus
Email: linus.siming@hhs.se
Dual Role Advisors and Conflicts of Interest
|
|
Simon David
Email: dsimon@bentley.edu
The Anomalous Behavior of the S&P Covered Call Closed End Fund
|
|
Singh Priyanka, Brajesh Kumar,Ajay Pandey
Email: priyankas@iimahd.ernet.in
Price and Volatility Spillovers across North American, European and Asian Stock Markets: With Special Focus on Indian Stock Market Market
|
|
Sisli-Ciamarra Elif
Email: esisli@brandeis.edu
Impact of Banker-Directors on Investment Decisions:
Evidence from Acquisitions
|
|
Skiadopoulos George, Alexandros Kostakis, Nikolaos Panigirtzoglou
Email: gskiado@unipi.gr
Asset Allocation with Option-Implied Distributions: A Forward-Looking Approach
|
|
Skinner Frank, Dimitrios Gounopoulos
Email: f.skinner@surrey.ac.uk
Financial Contracting and re-rating experience,
the cases of whole make, claw back and other
wise ordinary callable bonds
|
|
Sokolyk Tatyana
Email: tsokolyk@uwyo.edu
Governance Provisions and Managerial Entrenchment: Evidence from forced CEO Turnover of Acquiring Firms
|
|
Sokolyk Tatyana
Email: tsokolyk@uwyo.edu
Do Banks Reduce Information Asymmetry? Evidence from Bank Loans to Recent Initial Public Offerings
|
|
Staglianò Raffaele , Maurizio La Rocca, Tiziana La Rocca
Email: stagliaraffy@yahoo.it
Agency costs of free cash flow or Internal Capital Market
Arguments in Diversification Decisions
|
|
Stange Sebastian, Christoph Kaserer
Email: sebastian.stange@wi.tum.de
Why and How to Integrate
Liquidity Risk into a
VaR-Framework
|
|
Steijvers Tensie, Wim Voordeckers, Roger Mercken
Email: tensie.steijvers@uhasselt.be
Multiple directorships in unlisted SMEs
|
|
Steven X. Wei,Bohui Zhang,Jun Wang
Email: afweix@inet.polyu.edu.hk
Short Sale Constraints and Price Informativeness
|
|
Strydom Maria ,Farshid Navissi, Michael Skully, Madhu Veeraraghavan
Email: maria.strydom@buseco.monash.edu.au
Corporate governance and information risk post Sarbanes Oxley
|
|
Sun Lei
Email: l.sun@lancaster.ac.uk
Loss Aversion in Prospect Theory
|
|
Sunesson Tage Daniel
Email: daniel.sunesson@hhs.se
Alma mater matters: The value of school ties in
the venture capital industry
|
|
Syriopoulos Theodore ,Efthimios Roumpis
Email: tsiriop@aegean.gr
Hedge Fund
Asymmetric Dependences and Performance Evaluation
|
|
T
|
|
[TOP]
|
Tarhan Vefa, Vladimir A. Gatchev, Paul A. Spindt
Email: v-tarhan@kellogg.northwestern.edu
How Do Firms Finance Their Investments? The Relative
Importance of Equity Issuance and Debt Contracting Costs
|
|
Teall John L, Hugh M. J. Colaco, Chinmoy Ghosh, John D. Knopf
Email: jteall@jteall.com
Information Realized During IPO Post-Amendment Periods
|
|
Ter Horst Jenke R, Frans A. de Roon, Jinqiang Guo
Email: j.r.terhorst@uvt.nl
Being Locked Up Hurts
|
|
Terra Paulo Renato Soares, Guilherme Kirch, Cesario Mateus
Email: prsterra@ea.ufrgs.br
The Effect of Ownership Structure, Country Governance, and
Financial Development on the Capital Structure of Unlisted
Eastern European Firms
|
|
Thurlin Arto, Jiang George
Email: arto.thurlin@hanken.fi
Pre-trade Transparency, Market Quality, and Informed Trading
|
|
Todorovic Natasa, Sapuric Svetlana, Clare Andrew
Email: n.todorovic@city.ac.uk
The Impact of UK Manager Changes on Fund Performance and Fund Flows
|
|
Todorovic Natasha , Ana-Maria Fuertes, Elena Kalotychou
Email: n.todorovic@city.ac.uk
The Value of Intraday Prices and Volume using Volatility-Based Trading Strategies
|
|
Topaloglu Zeynep, Yildiray Yildirim
Email: ztopaloglu@gc.cuny.edu
Bankruptcy Prediction
|
|
Trabelsi Donia
Email: donia.trabelsi@univ-paris1.fr
Venture capital and sequential investment
|
|
Tsekrekos Andrianos E, Georgios Chalamandaris
Email: tsekrekos@aueb.gr
Can static models predict implied volatility
surfaces? Evidence from OTC currency
options
|
|
Turnbull Shann
Email: sturnbull@mba1963.hbs.edu
Options for rebuilding the economy and the financial system
|
|
U
|
|
[TOP]
|
Umber Marc,Yassin Hankir, Christian Rauch
Email: m.p.umber@frankfurt-school.de
Do Investors know better than Regulators?-Stock Price Patterns in international Bank M&A
|
|
V
|
|
[TOP]
|
Vaihekoski Mika , Peter Nyberg
Email: mika.vaihekoski@tse.fi
A New Value-Weighted Total Return Index
for the Finish Stock Market
|
|
Van Dijk Dick, Marc B.J. Schauten
Email: djvandijk@ese.eur.nl
Corporate governance and the value of excess cash holdings
of large European firms
|
|
Vargas María, Fernando Muñoz, Luis Ferruz
Email: mvargas@unizar.es
Alternative Mutual Fund Timing Models: An Extensive Integrated Review
|
|
Varotto Simone
Email: s.varotto@icmacentre.ac.uk
Financial Crises and Credit Risk Capital
for Buy and Hold Investors
|
|
Vasconcelos Manuel , Peter Roosenboom
Email: mvasconcelos@rsm.nl
Blank Checks, Blind Faith:
Agency Conflicts and Value in Cash Shells
|
|
Verardo Michela, Andrew J. Patton
Email: m.verardo@lse.ac.uk
Does Beta Move with News?
Systematic Risk and Firm-Speci?c Information Flows
|
|
Vergara-Alert Carles
Email: cvergara@iese.edu
The Term Structure of Interest Rates in an Equilibrium Economy
with Short Term and Long Term Investments
|
|
Vinzia Mario
Email: marioantonio.vinzia@eniservizi.eni.it
Capital structure: the Italian financial market perspective
|
|
Visaltanachoti Nuttawat, Ben Marshall, Ben Jacobsen
Email: n.visaltanachoti@massey.ac.nz
Return Predictability Revisited
|
|
Vivian Andrew
Email: a.j.vivian@lboro.ac.uk
Did Expected Returns Fall in the 1990s?
The Case of UK Size Portfolios
|
|
Voukelatos Nikos, Mark B Shackleton
Email: n.voukelatos@lancs.ac.uk
An Examination of the Efficiency of
Emerging Options Markets: The Case of the
Athens Derivatives Exchange
|
|
W
|
|
[TOP]
|
Waelchli Urs and Claudio Loderer
Email: urs.waelchli@ifm.unibe.ch
Firm Age and Performance
|
|
Wagster John D
Email: ad4437@wayne.edu
Bank Capital and Implicit Government Support:
Sources of Stability for Canadian Banks during the Great Depression
|
|
Walkshausl Christian, Sebastian Lobe
Email: christian.walkshaeusl@wiwi.uni-regensburg.de
Fundamental Indexing
Around the World
|
|
Walter Andreas , Alexander G. Kerl
Email: andreas.walter@uni-tuebingen.de
Target Price Accuracy
|
|
Wang Yaw-Huei
Email: yhwang@management.ntu.edu.tw
A New Simple Square Root Option Pricing Model
|
|
Wang Chien-An
Email: cawang@ncnu.edu.tw
Decoupling the Distressed Banks and their Clients,
and Coupling the Distressed Firms and their Lending Banks
|
|
Wang Li-Min, Min-Hsien Chiang
Email: r6894106@mail.ncku.edu.tw
Measuring Volatility Regime Switching and Volatility Contagion: A Range-based
Volatility Approach
|
|
Wang Changyun
Email: wangchy@ruc.edu.cn
Large investors, capital expenditures, and firm value:
Evidence from the Chinese stock market
|
|
Wang Hao , Li Liao, Meijuan Shi
Email: wanghao@sem.tsinghua.edu.cn
The Value of Shareholder Activism: New
Evidence from the Split-share Structure
Reform in China
|
|
Wang Pengguo, Paul Klumpes
Email: p.wang@imperial.ac.uk
Estimating the Cost of Capital:
Implications of Risk Management on
Pension Funds
|
|
Wang Wei, Vidhan K. Goyal
Email: wwang@business.queensu.ca
Debt Maturity and Asymmetric Information:
Evidence from Default Risk Changes
|
|
Wanzenried Gabrielle, Andreas Dietrich
Email: gabrielle.wanzenried@hslu.ch
What Determines the Profitability of Commercial Banks?
New Evidence from Switzerland
|
|
Westman Hanna
Email: hanna.westman@hanken.fi
The value of management and board ownership
in European banks with different strategy
|
|
Wickramanayake J. and Andrew Wood
Email: j.wickramanayake@buseco.monash.edu.au
Determinants of Acquisition Premiums: Empirical
Evidence from Mining Industry in Australia and Canada
|
|
Wiehenkamp Christian , Andreas Gintschel
Email: wiehenkamp@finance.uni-frankfurt.de
A Global Liquidity Factor for Fixed Income Pricing
|
|
Wilcox Stephen E, Darshana Palkar
Email: stephen.wilcox@mnsu.edu
The adjusted earnings yield: european evidence
|
|
Wilkens Marco , Sebastian Krimm, Hendrik Scholz
Email: marco.wilkens@ku-eichstaett.de
Selection, timing and total performance of equity mutual funds:
On the relevance of model specification
|
|
Williams Benjamin , Sylvain Marsat
Email: benjamin.williams@u-clermont1.fr
Does the Price Influence the
Assessment of Fundamental Value?
Experimental Evidence
|
|
Wong Brad, Steven Lecce, Mitesh Mistry, Reuben Segara
Email: b.wong@econ.usyd.edu.au
Does broker anonymity hide informed traders?
|
|
Wong Brad, Alex Frino, Stephen Satchell
Email: b.wong@econ.usyd.edu.au
de
How much does an illegal insider trade?
|
|
X
|
|
[TOP]
|
Xu Fangming, Huainan Zhao
Email: fangming.xu.1@city.ac.uk
Liquidity-based
Merger Valuation and Performance
|
|
Xu Zhaoxia, Teodora Paligorova
Email: zxu@bank-banque-canada.ca
Complex Ownership and Capital Structure
|
|
Y
|
|
[TOP]
|
Yagil Joseph, Gil Cohen
Email: yagil@gsb.haifa.ac.il
An International Survey of Corporate Financial Behavior by Sector
|
|
Yang Jun
Email: junyang@bankofcanada.ca
Macroeconomic Determinants of the Term Structure
of Corporate Spreads
|
|
Yanou Ghislain
Email: ghislain.yanou@malix.univ-paris1.fr
Optimal Covariance Matrix with Parameter
Uncertainty for the Tangency Portfolio
|
|
Yeh Chung-Ying , San-Lin Chung
Email: cycyeh@gmail.com
Dynamic Asset Allocation with Distorted Beliefs
|
|
Yu Chih-Hsien (Jerry) , Tsai-Yin Lin,Min-Hsien Chiang
Email: cyu@ubalt.edu
Which Matters? Accuracy or Boldness?
Analysts Earnings Forecast and Institutional Holdings
|
|
Z
|
|
[TOP]
|
Zaabar Rim
Email: rim.zaabar@ceram.fr
Stock Price Response to Mandatory Disclosure of
Ownership Changes: Evidence from France
|
|
Zhou Jun , Laurence Booth
Email: jun.zhou04@rotman.utoronto.ca
Market Power and Dividend Policy: a Risk-Based Perspective
|
|
Zhou Jun
Email: jun.zhou04@rotman.utoronto.ca
Increase in Cash Holdings: Pervasive or Sector-Specific?
|
|
Zirilli Francesco, Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni
Email: f.zirilli@caspur.it
The analysis of electric power price data and of the S&P
500 index using filtering and maximum likelihood in the
calibration of a multiscale stochastic volatility model
|
|
