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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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Abreu Jose Filipe, Gulamhussen Mohamed Azzim
Email: jfabreu@bportugal.pt
The relationship between capital requirements and bank behavior: A revision in the light of Basel II
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Achua Joseph
Email: achuajoe@yahoo.com
IPO Price Performance in Emerging African Capital Markets: Empirical Evidence from Nigeria
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AGORAKI MARIA-ELENI,
Email: magoraki@aueb.gr
The determinants of net interest margin during transition
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Allen Linda, Wako Watanabe, Chakraborty Suparna
Email: wakow@fbc.keio.ac.jp
Regulatory Remedies for Banking Crises: Lessons from Japan
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Amaya Diego,Aurelio Vasquez
Email: diego.amaya@hec.ca
"Skewness from High-Frequency Data Predicts the Cross-Section ofcStock Returns"
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Andres Christian,André Betzer,Christian Haesner,Inga van den Bongard,Erik Theissen
Email: andres@uni-mannheim.de
"Dividend Announcements
Reconsidered: Dividend Changes versus Dividend Surprises"
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Andreu Laura,Cristina Ortiz
Email: landreu@unizar.es
"Herding Behavior in Strategic Style Allocations: Empiricla Evidence on UK Pension Plan Managers"
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Arisoy Yakup Eser
Email: e.arisoy@ieseg.fr
"Aggregate Volatility and Market Jump Risk: A Risk-Based Explanation to Size and Value Premia"
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Attaoui Sami, Pierre Six
Email: pierre.six@rouenbs.fr
The Bond-Stock Mix: a new insight.
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Au Yong Hue Hwa,Yen Hou Ng, Robert Faff
Email: HueHwa.AuYong@buseco.monash.edu.au
"The Long and Short Run Financial Impacts of Cross Listing on Australian Firms"
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Aussenegg Wolfgang,Robert Ranzi
Email: waussen@pop.tuwien.ac.at
"Managerial Trading Activities and Firm Valuation: Long-Run Performance Evidence for U.S. Firms"
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B
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[TOP]
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Badshah Ihsan Ullah
Email: ibadshah@hanken.fi
"Quantile Regression Analysis of Asymmetric Return-Volatility Relation"
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Banal-Estanol Albert,Marco Ottaviani
Email: albert.banalestanol@upf.edu
"Conglomeration with Bankruptcy Costs: Separate or Joint Financing?"
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Barontini Roberto, Bozzi Stefano
Email: stefano.bozzi@unicatt.it
"CEO compensation and performance in family firms"
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Baur Dirk
Email: adirk.baur@uts.edu.au
"The Volatility of Gold"
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Bernales Alejandro,Massimo Guidolin
Email: abernale@gmail.com
"Can We Forecast the Implied Volatility Surface Dynamics for CBOE Equity Options?"
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Bernales Alejandro,Massimo Guidolin
Email: Alejandro.Bernales@postgrad.mbs.ac.uk
"Can We Forecast the Implied Volatility Surface Dynamics for CBOE Equity Options?"
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Bertoni Fabio,Massimo G. Colombo
Email: fabio.bertoni@polimi.it
"Are NTBFs keen on having VC financing? An empirical analysis on the determinants of VC seeking and its impact in evaluating performance "
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Bestelmeyer Georg, Dieter Hess
Email: bestelmeyer@wiso.uni-koeln.de
""Stock Price Responses to Unemployment News:State Dependence and the Effect of Cyclicality""
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Bird Ronald,Matthew Grosse
Email: ron.bird@uts.edu.au
"The Market Response to Exploration, Resource and Reserve Announcements by Mining Companies: Australian Findings"
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Blazy Regis, Weill Laurent, Petey Joel
Email: laurent.weill@unistra.fr
Can Bankruptcy Codes Create Value? Evidence from Creditors’ Recoveries in France, Germany, and the UK
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Boco Hervé,Fabrice Rousseau
Email: h_boco@yahoo.fr
"Strategic Market Making and Risk Sharing"
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Bonfim Diana,Paula Antao
Email: dbonfim@bportugal.pt
"The dynamics of capital structure decisions"
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Borri Nicola, Verdelhan Adrien
Email: nborri@luiss.it
Sovereign Risk Premia
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Bosquet Katrien,Peter de Goeij
Email: Katrien.Bosquet@econ.kuleuven.be
"Coexistence and Dynamics of Overconfidence and Strategic Incentives."
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Bosquet Katrien,Peter de Goeij
Email: Katrien.Bosquet@econ.kuleuven.be
"Male Analysts are Overconfident while Female Analysts are Not."
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BOTSARI ANTONIA
Email: abotsari@unipi.gr
"Earnings Management and Market Efficiency:Re-examining the Post-Merger Performance Puzzle"
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Botshekan Mahmoud,Roman Kraeussl
Email: mbotshekan@feweb.vu.nl
"Good, Bad, Up, and Down Betas: What is actually priced?"
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Bozovic Milos
Email: milos.bozovic@cif.co.rs
"An efficient method for market risk management under multivariate extreme value theory approach"
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Briere Marie,Ombretta Signori
Email: marie.briere@caam.com
"Inflation hedging porfolios in different regimes"
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Brusa Jorge,Rodrigo Hernandez
Email: jbrusa@tamiu.edu
"Systematic risk, unsystematic risk and the other january effect"
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Bueno Rodrigo De Losso da Silveira, Buscariolli Ricardo
Email: ribusca@yahoo.com
"What if firms adjust their debt-equity ratios toward a target range?"
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C
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[TOP]
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Callado Muñoz Francisco José,Natalia Utrero-González
Email: franciscojose.callado@udg.edu
"Risk and Business-Owning Families"
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Caselli Stefano, Querci Francesca, Corielli Francesco, Stefano Gatti
Email: querci@economia.unige.it
Corporate Governance and Independent Directors: Much ADO About Nothing?
The Evidence Behind Private Equity Investment Performance
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Cervellati Enrico Maria,Pino Fattori,Pierpaolo Pattitoni
Email: enrico.cervellati@unibo.it
"Individual Investors’ Behavior: Are Small Investors Different?"
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Chen Hsiao-Jung
Email: hjchen@mail.stut.edu.tw
"Have the banks forgotten the lessons they learned from their problem loans?"
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Cheng Peng,Walter Aerts,Ann Jorissen
Email: peng.cheng@ua.ac.be
"Earnings Management and Compulsory Disclosure in an Earnings-based Regulatory Regime"
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Chikh Sabrina, Filbien Jean-Yves
Email: jean_yves.filbien@fucam.ac.be
Acquisitions and CEO Power: Evidence from French Networks
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Chincarini Ludwig
Email: chincarinil@hotmail.com
"A Comparison of Quantitative and Qualitative Hedge Funds"
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Chincarini Ludwig
Email: chincarinil@hotmail.com
"Hedging Inflation Internationally"
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Chiu Hsin-Hui, Sinha Praveen
Email: professorsinha@gmail.com
Valuation and Underpricing of Initial Public Offerings: Role of Discretionary Accounting Accruals
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Christensen Jens H. E.,Jose A. Lopez,Glenn D. Rudebusch
Email: jens.christensen@sf.frb.org
"Can Spanned Term Structure Factors Drive Stochastic Volatility?"
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Christensen Jens H. E.,Jose A. Lopez,Glenn D. Rudebusch
Email: jens.christensen@sf.frb.org
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?
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Chou Robin K., Shiah-Hou Shin-Rong
Email: fnshiah@saturn.yzu.edu.tw
Board Structure, Analyst Coverage, and Analyst Forecast Error
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Coelho Luis, Richard Taffler, Kose John
Email: lcoelho@ualg.pt
Who trades the stock of bankrupt firms?
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Colak Gonul, Necati Tekatli
Email: gcolak@cob.fsu.edu
Comovements in Corporate Waves
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Clayton Matthew, Reisel Natalia
Email: douglas.cumming@gmail.com
Value Creation from Asset Sales: New Evidence from Bond and Stock Markets
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Croci Ettore, Giudice Alfonso Del
Email: alfonso.delgiudice@unicatt.it
Ownership, Family Control, LBOs, and Country effects: An analysis of European Going
Private Transactions
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Czerwonko Michal, Stylianos Perrakis
Email: michalc04@gmail.com
Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics
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Cziraki Peter, Renneboog Luc, Goeij Peter de
Email: Luc.Renneboog@uvt.nl
Insider Trading, Option Exercises and Private Benefits of Control
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Cziraki Peter, Szilagyi Peter G., Renneboog Luc
Email: p.szilagyi@jbs.cam.ac.uk
Shareholder Activism through Proxy Proposals: The European Perspective
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D
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[TOP]
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Davis Fred
Email: fjd3000@hotmail.com
Does Raising Capital Aid the Market in Anticipating Acquisitions?
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De Cesari Amedeo
Email: a.decesari@aston.ac.uk
Expropriation of minority shareholders and payout policy
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De La Bruslerie Hubert
Email: hlb@dauphine.fr
Term structure of psychological interest rates: A behavioral test
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Derrien Francois, David Thesmar
Email: derrien@hec.fr
Investor Horizons and Corporate Policies
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Di Iorio Amalia, Taib Hasniza Mohd, Hallahan Terrence, Bissoondoyal-Bheenick Emawtee
Email: amalia.diiorio@rmit.edu.au
Cross-market Information Transfer: Do Announcements of Corporate Bond Rating Revisions Contain News for Shareholders
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Dierkes Maik
Email: maik.dierkes@uni-muenster.de
Option-implied risk attitude under rank-dependent utility
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Dierkes Maik, Alexander Klos, Thomas Langer
Email: maik.dierkes@uni-muenster.de
Do my friends influence my investment behavior? Evidence from a representative sample of the German population
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Doan Minh Phuong, Heather Mitchell, Richard Heaney
Email: minhphuong.doan@rmit.edu.au
Higher-Moment Model with Errors-in-Variables: An Examination with Cross Section of Expected Returns
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Dong Gang Nathan
Email: gangdong@rutgers.edu
Substitutional Discipline of Option and Debt: Theory and Evidence from CEO Equity Holding, Capital Structure and Executive Compensation
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Doukas John, Ettore Croci, Halit Gonenc
Email: jdoukas@odu.edu
Family Control and Financing Decisions
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Dumitrescu Ariadna
Email: ariadna.dumitrescu@esade.edu
Corporate Governance and Market Liquidity
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E
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[TOP]
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Ekholm Anders
Email: anders.ekholm@hanken.fi
Residual Return Analysis: A New Method for Detecting Portfolio Manager Activity
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Elayan Fayez, Jingyu Li, Thomas Meyer
Email: felayan@brocku.ca
Guilty Until Proven Innocent: The Economic Consequences of the Initiation and the Outcome of Internal Investigations of Option Backdating
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Elendner Hermann, Alexander Eisl, Stefan Pichler
Email: hermann.elendner@vgsf.ac.at
Exploring the Performance of Government Debt Issuance
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tr>
Elsas Ralf, Florysiak David
Email: florysiak@bwl.lmu.de
Dynamic Capital Structure Adjustment and the Impact of Fractional Dependent Variables
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Eugster Florian, Alexander Wagner
Email: eugster@isb.uzh.ch
Disclosure quality pays off (for some): Evidence from Switzerland
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F
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[TOP]
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Fang Yen-Po, Chiang Min-Hsien
Email: hugo3294@yahoo.com.tw
Does Management Quality Drive the Monitoring Effect of Institutional Investors? Evidence from Private Placements
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Feria-Dominguez Jose Manuel, Jimenez-Rodriguez Enrique Jose, Martin-Marin Jose Luis
Email: ejimenez@upo.es
Stressing the Operational Loss Threshold: Implications on Capital at Risk
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Ferreruela Sandra, Natividad Blasco, Pilar Corredor
Email: sandrafg@unizar.es
Detecting Intentional Herding: What Lies Beneath Intraday Data in The Spanish Stock Market
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Figuerola-Ferretti Isabel, Jesus Gonzalo
Email: ifgarrig@emp.uc3m.es
Price discovery and hedging properties of gold and silver markets
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Flint Anthony, Dionigi Gerace, Andrew Lepone
Email: af995@uow.edu.au
Market Quality Surrounding a Tick Size Increase: Evidence fromthe Sydney
Futures Exchange
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Flor Christian Riis, Linda Sandris Larsen
Email: crf@sam.sdu.dk
Dynamic Asset Allocation with Ambiguity Aversion
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<
Forte Santiago, Lidija Lovreta
Email: santiago.forte@esade.edu
Pseudo Maximum Likelihood Estimation of Structural Credit Risk Models with Exogenous Default Barrier
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Frijns Bart, Thorsten Lehnert, Remco Zwinkels
Email: bfrijns@aut.ac.nz
A Volatility Targeting GARCH model with Time-Varying Coefficients
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G
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[TOP]
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Gabbi Giampaolo, Zanotti Giovanna
Email: giovanna.zanotti@unibocconi.it
Sex and the City. How emotional factors affect financial choices
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Gharghori Philip, Sebastian Stryjkowski, Madhu Veeraraghavan
Email: philip.gharghori@buseco.monash.edu.au
Value versus growth: Australian evidence
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Gharghori Philip, Edwin Maberly, Annette Nguyen
Email: philip.gharghori@buseco.monash.edu.au
Trading on stock split announcements and the ability to earn long-run abnormal returns: caveat emptor
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Ghoddusi Hamed
Email: hamed.ghoddusi@vgsf.ac.at
Dynamic Investment in Extraction Capacity of Exhaustible Resources
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Gil-Bazo Javier, Eva Ferreira, Susan Orbe
Email: javier.gil.bazo@uc3m.es
Conditional beta pricing models: A nonparametric approach
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Gilder Dudley
Email: d.gilder@lancaster.ac.uk
A Comparison of Covariance Forecasts from High-Frequency, Daily and Option Data
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Gloede Oliver, Lukas Menkhoff
Email: gloede@gif.uni-hannover.de
Financial professionals’ overconfidence: Is it experience, job, or attitude?
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Godelwski Christophe J., Statnik Jean-Christophe, Ziane Ydriss, Lobez Frédéric
Email: jcstatnik@univ-lille2.fr
Better borrowers, fewer banks?
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Gómez-Puig Marta, Helena Chulià, Pilar Abad
Email: marta.gomezpuig@ub.edu
EMU and European Government Bond Market Integration
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Gregoric Aleksandra, Arjana Brezigar Masten, Katarina Zajc
Email: agr.int@cbs.dk
Firm or Private Value: The redistribution of corporate ownership in the post-privatization period
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Grell Kevin Berg
Email: kgr@sam.sdu.dk
Divestment Paths in Venture Finance - Impacts of Financial Constraints
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Gulati Anand Bir Singh, Johan Knif, James W. Kolari
Email: anand.gulati@hanken.fi
Exchange Rate Shocks in Small Export-Oriented Economies: A Cross-Country Industry Competitive Analysis
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[TOP]
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Hail Luzi, Ryan Ball, Florin Vasvari
Email: lhail@wharton.upenn.edu
Equity Cross-Listings in the U.S. and the Price of Debt
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Hallahan Terrence, Taib Hasniza Mohd, Di Iorio Amalia, Bissoondoyal-Bheenick Emawtee
Email: terry.hallahan@rmit.edu.au
Corporate Bond Rating Changes and Their Impact on Stock Prices:A Comparison Study of Return Generating Models
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Hallahan Terrence, Heather Mitchell, Bruce Cowling, Heath Spong
Email: terry.hallahan@rmit.edu.au
The Cost of Financial Services Regulation in Australia: An Exploratory Investigation
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Hansson Mats, Tor Brunzell, Eva Liljeblom
Email: mats.hansson@hanken.fi
The Use of Derivatives in Nordic Firms
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Hanweck Gerald
Email: ghanweck@gmu.edu
Subprime Mortgage Delinquency and Default Rates by Metropolitan Area: An Analysis by 2005 and 2006 Origination Vintages and Projections for 2007
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Hauck Achim, Ulrike Neyer
Email: achim.hauck@uni-duesseldorf.de
The Euro Area Interbank Market and the Liquidity Management of the Eurosystem in the Financial Crisis
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Heaney Richard
Email: Richard.Heaney@rmit.edu.au
Dividend imputation in Australia: The value of franking credit balances
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Holmes Phil, Kallinterakis Vasileios, Ferreira MP
Email: prh@lubs.leeds.ac.uk
Herding in a Concentrated Market: A Question of Intent
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Hunter Delroy, Bill Francis, Patrick Kelly
Email: dhunter2@usf.edu
Financial Market Openness and Monetary Control
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Hunter Delroy, Kaysia Campbell, James Owers
Email: dhunter2@usf.edu
Does Deposit Insurance Retard the Development of Financial Markets?
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J
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[TOP]
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Jaskowski Marcin
Email: marcin.jaskowski@vgsf.ac.at
Credit Spreads, Factors and Noise
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Jensen Bjarne Astrup, Marcel Marekwica
Email: ba.fi@cbs.dk
Optimal Portfolio Choice with Wash Sale Constraints
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Jessen Pernille
Email: peje@asb.dk
Optimal Responsible Investment
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Johnson Ike, Mike Bowe, Stuart Hyde
Email: ike.johnson@postgrad.mbs.ac.uk
Order Submission, Revision and Cancellation Aggressiveness during the Market Preopening Period.
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Joly Vanessa
Email: vanessa.joly@ymail.com
Investor Affiliation, Experience and Venture Capital Financial Contracts
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Jun Hou Ai
Email: aijun.hou@nek.lu.se
EMU equity markets’ return variance and spill over effects from short-term interest rates
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K
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[TOP]
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Kale Jayant, Dass Nishant, Nanda Vikram
Email: nishant.dass@mgt.gatech.edu
Trade Credit, Product Market Power, and Relationship-specific Investment
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Kang Hyoung Goo, Ding Fei
Email: feiding@ust.hk
Discount or Premium? Diversification, Firm Value, and Capital Budgeting Efficiency
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Kara Alper, Blaise Gadanecz, Philip Molyneux
Email: a.kara@lboro.ac.uk
The effect of information asymmetries among lenders on syndicated loan spreads
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Kim Minjoo, Charlie Cai, Yongcheol Shin
Email: m.kim.lubs@googlemail.com
Distribution-free performance evaluation of emerging and developed stock market investments: A spatial dominance approach
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Koeter J., Richard S. Warr, William B. Elliott, Johanna Koëter-Kant, Özde Öztekin
Email: jkoeter@feweb.vu.nl
Equity mispricing and leverage adjustment costs
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Kovacs Tunde, Don M Autore, Irena Hutton
Email: t.kovacs@neu.edu
The economic consequences of deregulation in the market for seasoned equity
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Kuo Jingming, Hou Wenxuan, Lee Edward
Email: wenxuanhou@gmail.com
The Impact of Mandatory vs Voluntary Ownership Transfers on Stock Price Informativeness: The Case of Split Share Structure Reform in China
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[TOP]
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Lahr Henry, Christoph Kaserer
Email: henry.lahr@cefs.de
Net Asset Value Discounts in Listed Private Equity Funds
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Lai Christine, Hsuan-Chi Chen, Sheng-Ching Wu
Email: lai@saturn.yzu.edu.tw
Newly-added Mutual Funds and Revenue Sharing in 401(k) Plans
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Lai Christine, Hsuan-Chi Chen, Sheng-Ching Wu
Email: lai@saturn.yzu.edu.tw
Cash Matching Contributions in 401(k) Plans
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Lambert Marie, Georges Hübner
Email: marie.lambert@uni.lu
How to Construct Fundamental Risk Factors?
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Lang Sebastian, Andre Getzmann
Email: sebastian.lang@unisg.ch
Determinants of the target capital structure and adjustment speed – evidence from Asian, European and U.S.-capital markets
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Lau James, Hai Wu
Email: jlau@efs.mq.edu.au
Family Family Ownership and Dividend Smoothing
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Lawrenz Jochen, Richard Hule
Email: jochen.lawrenz@uibk.ac.at
Return predictability and social dynamics
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Lee Hsiang-Tai
Email: sagerlee@ncnu.edu.tw
Hedging Foreign Currency Portfolios under Switching Regimes
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Lei Adrian, Keith Lam, Martin Yick
Email: adrianl@umac.mo
Does tax convexity matters for risk? A dynamic study on tax asymmetry and equity beta
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Lepone Andrew, Alex Frino, Dionigi Gerace, Anthony Flint
Email: a.lepone@econ.usyd.edu.au
Intraday Patterns in Quoted Depth on the Nasdaq: A Note
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Li Dan, Cumming Douglas
Email: douglas.cumming@gmail.com
Public Policy and Business Creation in the United States
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Li Dan, Cumming Douglas, Johan Sofia
Email: douglas.cumming@gmail.com
Exchange Trading Rules and Stock Market Liquidity
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Li Guangzi, Guozheng Tang, Li Liu
Email: liguangzi@gsm.pku.edu.cn
Ticker symbol and comovement: Evidence from a unique dataset in China
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Liljeblom Eva, Hansson Mats, Minna Martikainen
Email: mats.hansson@hanken.fi
Corporate Governance and Profitability in Family SMEs
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Liljeblom Eva, Pasternack Daniel, Rosenberg Matts
Email: daniel.pasternack@eufex.fi
What determines stock option contract design?
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Lopez Raquel, Claes Anouk G. P. , Ceuster Marc J. K. De , Navarro Eliseo
Email: raquel.lopez@uclm.es
Constructing the US interest rate volatility index
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Louhichi Wael, Ramzi Benkraeim, Frédéric Le Roy
Email: wael.louhichi@univ-rennes1.fr
Sporting Performances and the Volatility of Listed English Football Clubs
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Lucey Brian, Kearney Colm, Aggarwal Raj
Email: colm.kearney@tcd.ie
Gravity and culture in foreign portfolio investment
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Lucey Brian M., Alzueta Julian Perez
Email: perezalj@tcd.ie
Dynamics of the predictive power and investment performance of a generalized takeover prediction model
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Luo Robin
Email: r.luo@latrobe.edu.au
Operational Risk, Fund Performance and Investors Protection: Evidence from China
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M
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[TOP]
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Maire Basile, Andreas Blöchlinger
Email: basile.maire@zkb.ch
Optimal Deposit Pricing: There is no ‘One-Size-Fits-All’ Valuation Approach
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Marekwica Marcel, Alexander Schaefer, Steffen Sebastian
Email: mma.fi@cbs.dk
Life cycle asset allocation in the presence of housing and tax-deferred investing
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Mateus Cesario, Amrit Judge
Email: c.mateus@greenwich.ac.uk
The Effects of Access to Public Debt Markets on Capital Structure
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Maung Min, Vikas Mehrotra
Email: mmaung@ualberta.ca
Do Credit Ratings Reflect Underlying Firm Characteristics? Evidence from the Utility Industry
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Mayer Manuel
Email: manuel.mayer@vgsf.ac.at
Forward Bias Trading in Emerging Markets
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Mayordomo Sergio, Juan Ignacio Peña, Juan Romo
Email: sergio.mayordomo@uc3m.es
Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs
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Mazur Mieszko
Email: m.mazur@uvt.nl
Internal capital markets, non-cash divestitures and managerial incentives
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McKenzie Michael, Henk Berkman
Email: m.mckenzie@econ.usyd.edu.au
Earnings Announcements: Good News for Institutional Investors and Short Sellers
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Mendoza Ana Carmen Diaz, Sedano Miguel Ángel Martinez
Email: anasanvi@hotmail.com
"The Performance of the Spanish Mutual Funds with Incentive Fees."
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Meneghetti Costanza, Jayant R. Kale, Husayn Shahrur
Email: comeneghetti@mail.wvu.edu
Explicit and implicit contracts with non-financial stakeholders and corporate capital structure: the case of product warranties
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Mergulhao Joao, Pedro Matos, Miguel Ferreira
Email: joaomergulhao@fe.unl.pt
The Network Centrality of Influential Bankers: a new Capital Structure Determinant
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Minhat Marizah, Rezaul Kabir
Email: m.minhat@napier.ac.uk
CEO Pensions, CEO Power and the Pay-Performance Relationship
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Mistry Mitesh, Lepone Andrew
Email: a.lepone@econ.usyd.edu.au
The Impact of Limit Order Anonymity on the Short Term Information Content of Hidden Orders: Evidence from the Australian Securities Exchange
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Mjos Aksel, Ove Rein Hetland
Email: aksel.mjos@nhh.no
Using bank mergers and acquisitions to understand lending relationships
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Moeller Scott, Carapeto Maria, Faelten Anna
Email: mcarapeto@city.ac.uk
"What should I do next? CEO succession and subsequent M&A strategy"
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Moura Marcelo, Gustavo Jordão
Email: marcelom@insper.org.br
Performance analysis of Brazilian hedge funds
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Muller Aline, Robert Joliet
Email: aline.muller@ulg.ac.be
Are Foreign Earnings Disclosures Value-Relevant? Disaggregation Solves the Puzzle
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Muradoglu Gulnur, Balasuriya Jiayi, Ayton Peter
Email: jiayi.balasuriya.1@cass.city.ac.uk
"Optimism and Portfolio Choice"
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N
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[TOP]
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Navone Marco
Email: marco.navone@unibocconi.it
Investor's Distraction and Strategic Re-pricing Decisions
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Neuhierl Andreas, Bernd Schlusche
Email: andreas.neuhierl@wiwi.uni-augsburg.de
Data Snooping and Market-Timing Rule Performance
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Neuhierl Andreas, Schlusche Bernd, Scherbina Anna
Email: schlusche@haas.berkeley.edu
Market Reaction to Corporate News and the Influence of the Financial Crisis
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Nguyen Van Thi Tuong, Katelijne Carbonez, Piet Sercu
Email: thituongvan.nguyen@econ.kuleuven.be
Remodeling the Working-Kaldor Curve: The Roles of Scarcity, Time to Maturity and Time to Harvest
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Nguyen Van Thi Tuong, Katelijne Carbonez, Piet Sercu
Email: thituongvan.nguyen@econ.kuleuven.be
Hedging with Two Futures Contracts: Simplicity Pays
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Nordal Kjell Bjorn, Randi Næs
Email: kjell-bjorn.nordal@norges-bank.no
Mean Reversion in Profitability for Non-listed Firms
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O
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[TOP]
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Oh Natalie Yoon-na, Jerry Parwada, Kian Tan
Email: natalie.oh@unsw.edu.au
What if Mutual Fund Fees Were Regulated? Evidence From U.S. Equity Funds
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Omoregie Nosa
Email: nosa.omoregie@baruch.cuny.edu
Terms and Commitments: Syndicated Loan Structure, Incentive Effects, and Monitoring
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Onimus Jil, Curt Gunsenheimer
Email: jilonimus@gmail.com
Valuing Venture Capital Contracts: An Option Pricing Approach
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P
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[TOP]
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Pakos Michal
Email: michal.pakos@yahoo.com
Stock Prices And Persistent Macroeconomic Uncertainty
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Pancotto Francesca, Muller Aline
Email: aline.muller@ulg.ac.be
Mysery Loves Company Beauty Contest Dynamics in Exchange Rate Expectations
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Pavlin Michael, Mahmudi Hamed
Email: hamed.mahmudi07@rotman.utoronto.ca
What Drives Corporate Excess Cash? Evidence from a Structural Estimation
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Perote Javier, Brio Esther B. Del, Niguez Trino-Manuel
Email: edelbrio@usal.es
The SNP-DCC model: A New Methodology for Risk Management and Forecasting
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Pinto Helena, Andrew Marshall
Email: helena.pinto@strath.ac.uk
Do Ownership Structures Affect the Risk Incentive Provided by Managerial Portfolio Holdings? An Empirical Analysis of UK Alternative Investment Market Companies
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Poshakwale Sunil, Suman Neupane
Email: sunil.poshakwale@cranfield.ac.uk
Does new bank loan at the time of IPO reduce information asymmetry?
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Pukthuanthong Kuntara, Dave Berger, Jimmy Yang
Email: kpukthua@mail.sdsu.edu
International diversification with frontier markets
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Pukthuanthong Kuntara, Richard Roll
Email: kpukthua@mail.sdsu.edu
Internationally Correlated Jumps
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Q
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[TOP]
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R
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[TOP]
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Raaballe Johannes, Ken Bechmann
Email: kb.fi@cbs.dk
"Bad Corporate Governance and Powerful CEOs in Banks:Poor Performance, Excessive Risk-taking, and a Misuse of Incentive-based Compensation"
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Raff Konrad, Mike Burkart
Email: konrad.raff@sifr.org
Performance Pay, CEO Dismissal and the Dual Role of Takeovers
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Rahim Norhuda Abdul, Goodacre Alan, Veld Chris
Email: n.a.abdulrahim@stir.ac.uk
Wealth Effects of Convertible Bond Loans Versus Warrant-Bond Loans: A Meta Analysis
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Ramiah Vikash, Tafadzwa Mugwagwa, Tony Naughton
Email: vikash.ramiah@rmit.edu.au
The Efficiency of the Buy-Write Strategy: Evidence from Australia
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Ramiah Vikash, Li Ding, Julian Carter
Email: vikash.ramiah@rmit.edu.au
Explaining Contrarian Profits with Finance Fundamentals
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Ramos Sofia B., Jose G. Dias
Email: sofia.ramos@iscte.pt
The dynamics of EMU stock market cycles
before and after the euro
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Rapp Marc Steffen, Schellong Daniel, Schmidt Maximilian, Wolff Michael
Email: sofia.ramos@iscte.pt
Value-based Management Systems, Corporate Governance and Firm Performance - A Panel Data Analysis
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Rathgeber Andreas, Leicht Jonathan
Email: andreas.rathgeber@umit.at
Pricing of Guaranteed Stop Orders
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Rathgeber Andreas, Wang Yun
Email: andreas.rathgeber@umit.at
Market Pricing of Credit Linked Notes: The Case of Retail Structured Products in Germany
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Rauch Christian
Email: christian.h.rauch@googlemail.com
Bank Fragility and the Financial Crisis - Evidence from the US Dual Banking System
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Reuter Charlie
Email: henri.reuter@gmail.com
Capital Structures in Europe, Managerial Insight and Governance Regimes
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Reuter Charlie
Email: henri.reuter@gmail.com
A Survey of Culture and Finance
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Requejo Ignacio, Pindado Julio, Torre Chabela de la
Email: pindado@usal.es
Family control and the investment-cash flow sensitivity: Empirical evidence from the Euro zone
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Ribi Evelyn, Keuschnigg Christian
Email: evelyn.ribi@unisg.ch
Profit Taxation, Innovation and the Financing of Heterogeneous Firms
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Rahman Rizwan, Lepone Andrew,
Email: a.lepone@econ.usyd.edu.au
The Impact of European Union Emissions Trading Scheme (EU ETS) National Allocation Plans (NAP) on Carbon Markets
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Rodrigues Artur, Armada Manuel, Pereira Paulo
Email: artur.rodrigues@eeg.uminho.pt
Optimal incentives to early exercise of large scale investments
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Ruan Tony, Qian Hong
Email: tony_ruan@xmu.edu.cn
The Competitive Effect of Rivals' Earnings News on Initial Public Offerings
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Ruiz-Verdú Pablo
Email: pablo.ruiz@uc3m.es
Board Reputation, CEO Pay, and Camouflaged Compensation
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S
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[TOP]
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Saadi Samir, Baker Kent, Dutta Shantanu, Zhu Peng Cheng
Email: ssaadi@business.queensu.ca
Are Good Performers Bad Acquirers?
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Salotti Valentina,Borisova Ginka
Email: vsalotti@iastate.edu
Cross-Border Asset Sales
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Sanchis-Marco Lidia, Antonio Rubia
Email: Lidia.Sanchis@uclm.es
On Downside Risk Predictability through Predetermined Variables: A Quantile Regression Approach.
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Savor Marko, Michal Czerwonko, Nabil Khoury, Stylianos Perrakis
Email: savor.marko@uqam.ca
ONE SECURITY, FOUR MARKETS: CANADA-US CROSS-LISTED OPTIONS AND UNDERLYING EQUITIES
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Sayrak Akin, Ak Baris Korcan
Email: akin@sabanciuniv.edu
Sports, Entertainment and Market-Value: Evidence from the Soccer League
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Schläfer Timo, Uhrig-Homburg Marliese
Email: timo.schlaefer@fbv.uni-karlsruhe.de
Estimating Market-implied Recovery Rates from Credit Default Swap Premia
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Schmaltz Christian, Pokutta Sebastian
Email: c.schmaltz@kdb.eu
Optimal Centralization of Liquidity Management
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Schmid Markus, Manuel Ammann, David Oesch
Email: markus.schmid@unisg.chu
Cash Holdings and Corporate Governance - International Evidence
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Schoubben Frederiek, Hulle Cynthia Van
Email: frederiek.schoubben@lessius.eu
Stock listing and financial flexibility
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Seifert Bruce, Gonenc Halit
Email: h.gonenc@rug.nl
Issuing and Repurchasing: Mispricing, Corporate Lifecycle or Financing Waves
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Shiah-Hou Shin-Rong, Feng-Yi Chang, Chin-Wen Hsin
Email: fnshiah@saturn.yzu.edu.tw
The Impact of Currency Derivative Usage and Earnings Management on Firm Value
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Siegmann Arjen
Email: asiegmann@feweb.vu.nl
Investment Policies under Semivariance
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Sivaprasad Sheeja, Gulnur Muradoglu
Email: sivaprs@wmin.ac.uk
Using Firm Level Leverage as an Investment Strategy
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Sogner Leopold
Email: soegner@ihs.ac.at
Bayesian Analysis of Affine Term Structure Models
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Sosvilla-Rivero Simon, Adrian Fernández-Pérez, Fernando Fernández-Rodríguez
Email: sosvilla@ccee.ucm.es
Detecting and exploiting trends in the foreign exchange markets
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Stefanova Denitsa, Elkamhi Redouane
Email: redouane-elkamhi@uiowa.edu
Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection
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Su Yi-Kai, Liu Hsiang-Hsi, Wu Chun-Chou
Email: wucc123@seed.net.tw
The role of extreme investor sentiment on stock and futures market returns and volatilities in Taiwan
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Su Yu-Hui, Yin-Hua Yeh, Pei-Gi Shu
Email: yhsu@scu.edu.tw
Political Connection, Corporate Governance and Preferential Bank Loan
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Subbotin Alexander, Thierry Chauveau
Email: alexandre.subbotin@gmail.com
Price Dynamics in a Market with Heterogeneous Investment Horizons and Boundedly Rational Traders
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Suess Stephan, Manuel Ammann
Email: stephan.suess@unisg.ch
The Determinants of Variance Swap Rate Changes
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Suominen Matti, Kalle Rinne
Email: matti.suominen@hse.fi
A structural model of short term reversals
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Switzer Lorne, Hui Jiang
Email: switz@jmsb.concordia.ca
Market Efficiency and the Risks and Returns of Dynamic Trading Strategies with Commodity Futures
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T
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[TOP]
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Teixeira Joao
Email: jteixeira@uac.pt
Outsourcing with Long Term Contracts: Capital Structure and Product Market Competition Effects
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Tribo Jose A., Beatriz Mariano
Email: yuwang@rsm.nl
Debt Covenants and Corporate Investment
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Tsai Ming Tse,Shao Chi Chang, Ya Shin Cheng
Email: mttsai@gmail.com
Analysts’ Overoptimism, Bank Loan Announcement, and the Borrowing Firms’ Long Run Performance
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Tzeng Chi Feng, Stephen J. Taylor, Martin Widdicks
Email: c.tzeng@lancaster.ac.uk
Information about price and volatility jumps inferred from option prices
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U
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[TOP]
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Umber Marc
Email: m.p.umber@frankfurt-school.de
Deal Spreads in European Cross-Border M&A
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Umber Marc P., Grote Michael H.
Email: m.grote@frankfurt-school.de
Europe Integrates Less Than You Think: Evidence from the Market for Corporate Control
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V
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[TOP]
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Vaihekoski Mika, Tor Brunzell, Eva Liljeblom
Email: mika.vaihekoski@tse.fi
Short-Term Expectations in Listed Firms: The Mitigating Impact of Large Owners
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Van den Bogaerd Machteld, Walter Aerts
Email: machteld.vandenbogaerd@ua.ac.be
The association of a firm's media reputation and trade credit supply
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Vasileva Kristina, Gulnur Muradoglu, Mario Levis
Email: kristina.vasileva@city.ac.uk
Home Bias in Foreign Direct Investments
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Veeren Parianen, Paeglis Imants
Email: ipaeglis@jmsb.concordia.ca
Speed and consequences of venture capitalist post-IPO exit
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Venkateswaran Anand, Olubunmi Faleye, Ebru Reis
Email: anand@neu.edu
The Effect of Executive-Employee Pay Disparity on Labor Productivity
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Verbeek Marno, Wang Yu
Email: yuwang@rsm.nl
Better than the Original? The Relative Success of Copycat Funds
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Vicente Luis, Ortiz Cristina, Sarto José Luis
Email: cortiz@unizar.es
Portfolios in disguise? Window dressing in bond fund holdings
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Vitiello Luiz, Ser-Huang Poon
Email: l.vitiello@londonmet.ac.uk
A Note on the Pricing of Contingent Claims with a Mixture of Distributions in a Discrete-Time General Equilibrium Framework
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Vitkova Valeriya, Carapeto Maria, Moeller Scott, Faelten Anna, Bortolotto Leonardo
Email: mcarapeto@city.ac.uk
"Distress classification measures in the banking sector"
|
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Vivian Andrew,
Email: ajvivian@yahoo.co.uk
The size premium :is it expected?
|
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Von Eije Henk, William Megginson
Email: j.h.von.eije@rug.nl
The Value of Flexible Dividend Policies
|
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Von Eije Henk, Matthias Smit
Email: j.h.von.eije@rug.nl
The Relationship between Ownership and Dividend Policy: New Evidence from Germany
|
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Von Wyss Rico, Philipp Isenegger
Email: rico@vonwyss.ch
The Valuation of Derivatives on Carbon Emission Certificates - a GARCH Approach
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Vonhoff Volker, Bühler Wolfgang
Email: vonhoff@uni-mannheim.de
The Term Structure of Liquidity Premia in the U.S. Treasury Market
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W
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[TOP]
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Waelchli Urs, Claudio Loderer
Email: urs.waelchli@ifm.unibe.ch
Firm age and survival
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Wagener Martin, Ryan Riordan, Andreas Storkenmaier
Email: wagener@kit.edu
Fragmentation, Competition and Market Quality: A Post-MiFID Analysis
|
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Walz Uwe, Julia Hirsch
Email: uwe.walz@wiwi.uni-frankfurt.de
Financing decisions along a firm's life-cycle: debt as a commitment device
|
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Wang Peijie
Email: p.wang@hull.ac.uk
A Tale of Reverse Shooting of Exchange Rates
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Waxin Timothee
Email: timothee.waxin@dauphine.fr
The Impact of Founding-Family Ownership on Labor Relations: Evidence from French WorkPlace-Level Data
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Westheide Christian, Jasmin Gider
Email: christian.westheide@uni-bonn.de
Idiosyncratic Volatility and the Timing of Corporate Insider Trading
|
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Wilhelmsson Anders, Frésard Laurent, Pérignon Christophe
Email: anders.vilhelmsson@nek.lu.se
The Pernicious Effects of Contaminated Data in Risk Management
|
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Williams Benjamin
Email: benjamin.williams@u-clermont1.fr
Speculative Bubbles Dynamics and the Role of Anchoring
|
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Wu Yangru, Patro Dilip K., Wald John K.
Email: dilip.patro@occ.treas.gov
Currency Devaluation and Stock Market Response: An Empirical Analysis
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Y
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[TOP]
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Yang Jin Young, Lepone Andrew
Email: a.lepone@econ.usyd.edu.au
The Impact of Option Listings on the Underlying Market:Evidence from the Australian Stock Exchange
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Yagil Joseph, Tamir Levy
Email: yagil@gsb.haifa.ac.il
The return identity proposition under price limits
|
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Yeh Yin-Hua, Pei-Gi Shu, Li-Ju Tsai
Email: trad1003@mail.fju.edu.tw
Corporate Governance, Diversification and Firm Value
|
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Yeh Chung-Ying , Hung Chi-Hsiou, Chung San-Lin
Email: d.c.hung@durham.ac.uk
When Does Investor Sentiment Predict Stock Returns?
|
|
Yi-Kia Su, Chun-Chou Wu, Hsiang-Hsi Liu
Email: wucc123@seed.net.tw
The role of extreme investor sentiment on stock and futures market returns and volatilities in Taiwan
|
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Yosano Tadanori, Shimada Yoshinori
Email: 075b011b@stu.kobe-u.ac.jp
Cross-sectional Stock Returns on Fundamental Value vs. Market Value in Mergers and Acquisitions: Evidence from Japan
|
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Yu Hsin-Yi
Email: hyyu@nuk.edu.tw
Where Are the Smart Investors? New Evidence of the Smart Money Effect
|
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Z
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[TOP]
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Zanotti Giovanna,Barbara Alemanni, Alonso Pena
Email: giovanna.zanotti@unibocconi.it
On the role of behavioral finance in the pricing of financial derivatives:the case of the S&P 500
|
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Zhang Jianhua, Wihlborg Clas, Oxelheim Lars, Chiu Hsin-Hui
Email: wihlborg@chapman.edu
Macroeconomic Fluctuations and CEO Compensation
|
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Zhang Tai-Wei, Kuang-Fu Cheng
Email: baibailee@yahoo.com.tw
The Bubble Effect on the Predictive Ability of Dividend Yield
|
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Zhang Hairui, Annaert Jan, Claes Anouk G. P, Ceuster Marc J. K. De
Email: hairui.zhang@ua.ac.be
Estimating Nelson-Siegel – A Ridge Regression Approach
|
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Zhou Tim,Philip Molyneux,Klaus Schaeck
Email: t.zhou@bangor.ac.uk
'Too-big-to-fail' and its Impact on Safety Net Subsidies and Systemic Risk
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