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CONFERENCE PARTICIPANTS
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PAPERS
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A
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[TOP]
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Aabo Tom, Marianna Andryeyeva Hansen and Yaz Gulnur Muradoglu
Email: taa@asb.dk
The Distinctive Role of Foreign Debt in Foreign Exchange Risk Management
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Abad-Díaz David and Roberto Pascual
Email: goliat@ua.es
Revisiting the Stealth Trading Hypothesis
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Abudy Menachem and Simon Benninga
Email: abudymen@post.tau.ac.il
Nonmarketability and the Value of Employee Stock Options
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Adcock Chris and X Hua
Email: c.j.adcock@shef.ac.uk
Violations In The Returns On European Options Under The Black Scholes Model
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Adkins Roger and Dean Paxson
Email: roger.adkins@talk21.com
Equipment Capital Budgeting with Technological Progress
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Aebi Vincent, Gabriele Sabatob and Markus Schmidc
Email: vincent.aebi@gmail.com
Risk Management, Corporate Governance, and Bank Performance During the Financial Crisis
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Agarwal Vineet, Angel Bellotti, Elly A. Nash and Richard J. Taffler
Email: vineet.agarwal@cranfield.ac.uk
The Value Relevance of Investor Relations
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Agliardi Elettra and Nicos Koussis
Email: elettra.agliardi@unibo.it
Optimal capital structure with time-to-build and the impact of financing constraints
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Agorkai Maria-Eleni, Evangelia Siachou and Anthony Ioannidis
Email: magoraki@aueb.gr
Effectual Upshots on Firm Performance: A determinative perspective of Business Model Innovation
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Ainsworth Andrew and Adrian D. Lee
Email: andrew.ainsworth@sydney.edu.au
Ex-dividend Day Bid-Ask Spread Effects in a Limit Order Book Market Setting
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Alcock Jamie and Eva Steiner
Email: jta27@cam.ac.uk
Earnings growth volatility and the value premium
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Alexandridis George, K.P. Fuller, L.Terhaar and N.G. Travlos
Email: g.alexandridis@icmacentre.ac.uk
Deal Size, Acquisition Premia and Shareholder Gains
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Alman Mahir and Andreas Oehler
Email: alman.finanz@sowi.uni-bamberg.de
Liquidity Transformation Factors of Islamic Banks: An Empirical Analysis
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Almeida Vinicio and Ricardo P. Câmara Leal
Email: vinicio@ufrnet.br
A Joint Experimental Analysis of the Dutch Auction, Book Building and Competitive IPO Pricing Methods
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Andreou Panayiotis
Email: benz@pandreou.com
A Volatility Smirk that Defaults: The Case of the S&P 500 Index Options
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Andreou Panayiotis C. and Christodoulos Louca
Email: benz@pandreou.com
Corporate Diversification Profile and Firm Value
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Andreu Laura, Laurens Swinkels and Liam Tjong-A-Tjoe
Email: landreu@unizar.es
Can exchange traded funds be used to exploit country and industry momentum?
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Andries Alin Marius and Capraru Bogdan
Email: alin.andries@uaic.ro
Bank Performance in Central and Eastern Europe: The Role of Financial Liberalization
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Areal Nelson, Chris Adcock and Benilde Oliveira
Email: vinicio@ufrnet.br
Value-at-risk forecasting ability of filtered historical simulation for non-Normal GARCH returns
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Areal Nelson, Maria Ceu Cortez and Florinda Silva
Email: nareal@eeg.uminho.pt
Investing in mutual funds: Does it pay to be a sinner or a saint in times of crisis?
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Azevedo Alcino and Dean Paxson
Email: a.azevedo@hull.ac.uk
Developing Real Option Game Models
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B
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[TOP]
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Bae Gil and Jae Wook Jeong
Email: gilbae@korea.ac.kr
Do Acquiring Firms Knowingly Pay Too Much for Target Firms? Evidence from Earnings Management in Member-Firm Mergers in Korean Business Groups
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Barbosa Antonio
Email: antonio.barbosa@iscte.pt
Manipulation and Information Acquisition
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Barinov Alexander
Email: abarinov@terry.uga.edu
Institutional Ownership and Aggregate Volatility Risk
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Basílio Maria
Email: basilio.msb@gmail.com
Infrastructure PPP investments in Emerging Markets
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Batten Jonathan, Wai-Sum Chanb, Hon-Lun Chungc and Peter G. Szilagyid
Email: jabatten@ust.hk
The Dynamics of Arbitrage: Evidence from the Yen Forward Market
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Bernat Liana Oliveira and Rodrigo D. L. S. Bueno
Email: liana_bernat@hotmail.com
Arbitrage Pricing Theory in International markets
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Beyhaghi Mehdi and Nadia Massoud
Email: mbeyhaghi06@schulich.yorku.ca
Why and How Do Banks Lay Off Credit Risk? The Choice between Loan Sales versus Credit Default Swaps
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Bialkowski Jedrzej, Ahmad Etebari and Tomasz Piotr Wisniewski
Email: jedrzej.bialkowski@canterbury.ac.nz
Fast Profits: Investor Sentiment and Stock Returns during Ramadan
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Bird Ron, Harry Liem and Susan Thorp
Email: ron.bird@uts.edu.au
Private equity: strategies for improving performance
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Blazy Régis, Jocelyn Martel and Nirjhar Nigam
Email: regis.blazy@unistra.fr
The Choice between Informal and Formal Restructuring: The Case of French Banks Facing Distressed SMEs
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Bonini stefano, Filippo Pavesizand Massimo Scotti
Email: stefano.bonini@unibocconi.it
Financial analysts and collective reputation: theory and evidence
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Brogi Marina
Email: marina.brogi@uniroma1.it
"Once bitten twice shy?
A study on the effectiveness of administrative sanctions
to discipline bank board members"
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Bruenner Tobias
Email: bruenner@econ.uni-frankfurt.de
Transaction costs in an electronic call auction in the
presence of insider information
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[TOP]
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Calice Giovanni, Jing Chen and Julian Williams
Email: g.calice@soton.ac.uk
Liquidity Interactions in Credit Markets: An Analysis of The Eurozone Sovereign Debt Crisis
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Callado-Muñoz Francisco J., Jana Hromcová and Natalia Utrero
Email:
Payment Systems in the Accession Countries
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Carapeto Maria, Scott Moeller, Anna Faelten and Alexandra Smolikova
Email: mcarapeto@city.ac.uk
Assessing market attractiveness for mergers and acquisitions: The MARC M&A maturity index
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Casavecchia Lorenzo and A. Tooman
Email: casavecchia.lorenzo@gmail.com
Managerial Herding, Investors’ Sensitivity, and the Role of Mutual Fund Internal Governance
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Celerier Claire
Email: claire.celerier@gmail.com
"Compensation in the Financial Sector: Are all
Bankers Superstars?"
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Cellier Alexis and Pierre Cholleta
Email: cellier@u-pec.fr
"The Impact of Corporate Social Responsibility Rating Announcement on Stock Prices:
An Event Study on European Markets"
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Champonnois Sylvain
Email: sylvain@ucsd.edu
The limits of market discipline: proprietary trading and aggregate risk
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Chan Chia-Ying, Christian de Peretti, Carole Siani and Wing-Keung Wong
Email: christian.de-peretti@sfr.fr
Panel Stochastic Dominance test and Panel Informational Efficiency LR Test: an Application to UK Covered Warrants Market Efficiency
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Chang Ching-chieh
Email: ccchang@u.washington.edu
An Investment-based Explanation for the Post-merger Underperformance Puzzle
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Chang Xin, Sudipto Dasgupta and George Wong
Email: changxin@ntu.edu.sg
Internal Cash Flows, Firm Valuation, and the Simultaneity of Corporate Policies
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Chang Jui-Jane and Jeng-Min Chiou
Email: rayjanechang@gmail.com
Time-Varying Correlations Between Credit Risks and Determinant Factors
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Chen Chao-Chun and Zhi-Wei Wu
Email: jawjiun@thu.edu.tw
The valuation of vulnerable multi-asset options and hedging of credit risks
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Chiu Hsin-Hui and Eva Wagner
Email: chiu@chapman.edu
CEO Compensation and Credit Default Swaps: Evidence from the U.S. and Germany
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Choudhry Taufiq and Mohammed Hasan
Email: l.c.maclean@dal.ca
Forecasting the Daily Dynamic Hedge Ratios in Emerging Stock Futures Markets: Evidence from the GARCH models
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Chuliá Helena, Pilar Abada and Marta Gómez-Puig
Email: pilar.abad@urjc.es
Time-varying Integration in European Government Bond Markets
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Clark Ephraim, Yacine Belghitar and Konstantinos Kassimatis
Email: y.belghitar@mdx.ac.uk
Managerial ownership and firm performance: A re-examination using marginal conditional stochastic dominance
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Coelho Luis
Email: lcoelho@ualg.pt
Bad news do not always travel slowly: the
bankruptcy case
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Coelho Luis, Kose John and Richard J. Taffler
Email: coelho.serra@googlemail.com
Does the market know better? The case of strategic vs. non-strategic bankruptcies
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Cooper Ian and Kjell G. Nyborg
Email: icooper@london.edu
Consistent valuation of project finance and LBO's using the flows-to-equity method
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Cousin Jean-Gabriel, Eric de Bodt, and Michel Levasseur
Email: jgcousin@univ-lille2.fr
Firm Uncertainty and Financial Analysts’ Activity
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Croci Ettore and Marco Bigellia
Email: marco.bigelli@unibo.it
Am I right or am I right?
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Cumming Douglas and April Knill
Email: douglas.cumming@gmail.com
Disclosure, Venture Capital and Entrepreneurial Spawning
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Cumming Douglas, J. Ari Pandes and Michael J. Robinson
Email: douglas.cumming@gmail.com
The Role of Agents in Private Finance
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D
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[TOP]
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De Groot Wilma, Joop Huij and Weili Zhou
Email: w.de.groot@robeco.com
Another Look At Trading Costs And Short-Term Reversal Profits
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De La Bruslerie Hubert and Heger Gabteni
Email: hlb@dauphine.fr
Voluntary financial disclosure, introduction of IFRS and the setting of a communication policy: An empirical test on SBF French firms using a publication score
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Deb Saikat Sovan and Sugato Chakravarty
Email: sugato@purdue.edu
Can Capacity Constraint Explain Introduction of New Hedge Funds?
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Del Viva Luca
Email: emilio.barucci@polimi.it
Countercyclical Contingent Capital
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Di Iorio Amalia, Michael A. Graham, Terrence Hallahan and Richard Heaney
Email: amalia.diiorio@rmit.edu.au
Cross-Border Mergers & Acquisitions: Synergistic Gains and R&D Capabilities
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Di Pietro Filippo, María Dolores Oliver Alfonso and Ana I. Irimia Diéguez
Email: fdi@us.es
Kernel Alternatives to Approximate Operational Severity Distribution: An Empirical Application.
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Díaz Antonio, Francisco Jareño and Eliseo Navarro
Email: antonio.diaz@uclm.es
The Problem of Estimating the Volatility of Zero Coupon Bond Interest Rate
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Diyarbakirlioglu Erkin
Email: Erkin.Diyarbakirlioglu@malix.univ-paris1.fr
The Determinants of International Equity Holdings: Information vs. Culture
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Dong Yan, Zhentao Liu b, Zhe Shen c and Qian Sun
Email: ydong@swufe.edu.cn
Political patronage and capital structure in China
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Dong Ming
Email: mdong@ssb.yorku.ca
Why Do Firms Really issue Convertible Bonds: Evidence From The Field
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Dong Ming and Jean-Sébastien Michel
Email: mdong@ssb.yorku.ca
Do Industry Growth Prospects Drive IPO Stock Performance?
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Drobetz Wolfgang and Jörg Seidelb
Email: wolfgang.drobetz@wiso.uni-hamburg.de
Leverage, beta estimation, and the size effect
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Duong Chau Minh
Email: c.m.duong41@canterbury.ac.uk
Highly Valued Equity And Real Operation Management:Long Term “Detoxification”
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[TOP]
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Faias José and Pedro Santa-Clara
Email: jfaias@fcee.ucp.pt
Optimal Option Portfolio Strategies
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Ferrer Elena, Pilar Corredor and Rafael Santamaría
Email: corredorp@unavarra.es
"Investor Sentiment Effect In Stock Markets: Stock Charcteristics Or Country-Specific Factors?"
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Figuerola-Ferretti Isabel and Ioannis Paraskevopoulos
Email: ifgarrig@emp.uc3m.es
The dynamic relation between CDS markets and the VIX index
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Filbiena Jean-Yves and Maher Kooli
Email: kooli.maher@uqam.ca
Gains to Merging Firms and their Rivals: Evidence from Canada
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Flor Christian and Søren Hesel
Email: crf@sam.sdu.dk
Robust Investment Decisions and The Value of Waiting to Invest
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Florackis Chris, Andros Gregorioub, and Alexandros Kostakisc
Email:
"Trading Frequency and Asset Pricing on the London Stock Exchange:
Evidence from a New Price Impact Ratio"
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Fontana Alessandro and Martin Scheicher
Email: fontana@unive.it
An Analysis of Euro Area Sovereign CDS and their Relation with Government Bonds
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Formenti Matteo
Email:
Can Market Risk Perception Drive to Inefficient Prices? Theory and Evidence
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Frey Hannes, Tim Herberger and Andreas Oehler
Email: frey.finanz@sowi.uni-bamberg.de
Fair Value Measurement of Patented Technologies: A Survey of the German Certified Accountants
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Frijns Bart, Aaron Gilbert, Thorsten Lehnert and Alireja Tourani-Rad
Email: bfrijns@aut.ac.nz
Cultural Values, CEO Risk Aversion and Corporate Takeovers
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G
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[TOP]
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Galagedera Don and Yoshihiro Kitamura
Email: tissa.galagedera@monash.edu
Effect of exchange rate return on volatility spill over across trading regions
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Gao Ning and Abdulkadir Mohamed
Email: ning.gao@mbs.ac.uk
Cash Reserve Effects for Bidders in the U.K.
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Gerakos Joseph and Gavin Cassar
Email: cassar@wharton.upenn.edu
How do hedge funds manage portfolio risk?
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Gerard Xavier
Email: xmygerard@hotmail.com
Information Uncertainty and the Post-Earnings Announcement Drift in Europe
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Gharghori Philip, Daniel Chai and Robert Faff
Email: philip.gharghori@monash.edu
Liquidity in asset pricing: New evidence using low frequency data
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Goh Lisa, Vasiliki Athanasakou and Daniel Ferreira
Email: V.Athanasakou@lse.ac.uk
Excessive Risk-taking and the Structure of Executive Compensation
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Gonenc Halit, Ettore Crocia and Neslihan Ozkanc
Email: ettore.croci@unimib.it
CEO Compensation, Family Control, And Institutional Investors In Continental Europe
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Gonenc Halit and Bruce Seifert
Email: ettore.croci@unimib.it
Creditor Rights and Cash Levels
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Gong Stephen X. and Ferdinand A. Gul
Email: afxhg@inet.polyu.edu.hk
Media Coverage, Divergence of Opinion and Chinese Stock Market Outcomes
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Gonzalez Laura
Email: linbh@nchu.edu.tw
Bank Loans and Bubbles: How Informative are the Announcements?
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Gottschalk Katrin and Paddy Walker
Email: katrin.gottschalk@aut.ac.nz
The timeliness of CDS spread changes in predicting corporate default, 2004-2008
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Gregoire Philippe, R. Glenn Hubbard, Michael F. Koehn, Jimmy Royer and Marc Van Audenrode
Email: philippe.gregoire@fsa.ulaval.ca
Is backdating executive stock options always harmful to
shareholders?
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Gunduz Yalin and Marliese Uhrig-Homburg
Email: yalingunduz@yahoo.com
Does Modeling Framework Matter? A Comparative Study of Structural and Reduced-Form Models
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Gupta Aparna, Chanaka Edirisinghe and Wendy Roth
Email: chanaka@utk.edu
Analysis of the Impact of Contagion Flow on High Yield Bond Portfolio
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[TOP]
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He Fan and Chinmoy Ghosh
Email: chinmoy.ghosh@business.uconn.edu
Benefits of International Cross-Listing and Effectiveness of Bonding
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Hess Dieter, Georg Bestelmeyer and Miriam Breunsbach,
Email: hess@wiso.uni-koeln.de
Expected risk premium dynamics across the business cycle and the stock market’s response to macroeconomic news
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Hetland Ove Rein
Email: ove.hetland@nhh.no
Bank Deposits and Relationship Lending
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Hitzemann Steffen and Marliese Uhrig-Homburg
Email: steffen.hitzemann@kit.edu
Understanding the Price Dynamics of Emission Permits: A Model for Multiple Trading Periods
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Hubner Georges
Email: g.hubner@ulg.ac.be
The Alpha of a Market Timer
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Hwang Inchang, Stephen Brown, Francis In and Tong Suk Kim
Email: sbrown@stern.nyu.edu
Systemic Risk and Cross-Sectional Hedge Fund Returns
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[TOP]
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Iqbal Hussain Hafezali and Yilmaz Guney
Email: H.B.Iqbal-Hussain@2007.hull.ac.uk
Equity Mispricing, Financial Constraints, Market Timing and Targeting Behavior of Companies
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J
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[TOP]
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Jenkins Nicole, Michael Kimbrough and Juan Wang
Email: Nicole.Jenkins@vanderbilt.edu
"The Extent of Informational Efficiency in the Credit Default Swap Market:
Evidence from Post Announcement Returns"
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Jensen Bjarne Astrup
Email: ba.fi@cbs.dk
Taxation, transfer income and stock market participation
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Jorge Maria João and Mário Gomes Augusto
Email: mjoao.jorge@ipleiria.pt
Are Hedging Successful at Risk Reduction? Some Evidence from European Nonfinancial Firms
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Juranek Steffen and Uwe Walz
Email: juranek@econ.uni-frankfurt.de
"Vertical Integration, Competition, and Financial Exchanges:
Is there Grain in the Silo?"
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K
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[TOP]
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K. Mohanty Sunil, Gyorgy Andor and Tamas Toth
Email: andor@finance.bme.hu
"Capital Budgeting Practices:
A Survey of Central and Eastern European Firms"
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Kim E. Han and Yao Lu
Email: yaolu@bus.umich.edu
Unintended Consequences of the Independent Board Requirement on CEO Power
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Ko Kuan-Cheng and Ju-Fang Yen
Email: kcko@ncnu.edu.tw
Levered Returns: Factors or Characteristics?
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Koussis Nicos and Spiros H. Martzoukos
Email: bus.kn@fit.ac.cy
Investment Options with Debt Financing and Differential Beliefs
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Kovacs Tunde and Don M. Autore
Email: dautore@cob.fsu.edu
The investor recognition of seasoned equity issuers
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Krapl Alain and Carmelo Giaccotto
Email: akrapl@business.uconn.edu
The Importance of Cash Flow News for Internationally Operating Firms
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Kremer Stephanie
Email: stephanie.kremer@fu-berlin.de
Herding of Institutional Traders: New Evidence from Daily Data
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Krueger Philipp, Augustin Landier and David Thesmar
Email: philipp.krueger@unige.ch
The WACC Fallacy: The Real Effects of Using a Unique Discount Rate
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[TOP]
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Laureano Luis, Cláudia Custódio and Miguel A. Ferreira
Email: Claudia.Custodio@asu.edu
Why Are U.S. Firms Using More Short-Term Debt?
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Lee Jaehoon
Email: lee297@illinois.edu
Short and Long Slopes of Yield Curves Have Different Economic and Asset Pricing Implications
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Lee Shiou-Ying and Her-Jiun Sheu
Email: white1219@gmail.com
Excess Cash Holdings and Investment: The Moderating Roles of Financial Constraints and Managerial Entrenchment
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Liljeblom Eva, Tor Brunzell and Mika Vaihekoski
Email: Tor Brunzell
Determinants Of Capital budgeting Methods And Hurdle Rates in Nordic Firms
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Lin Bing-Huei, Dean Paxson, Jr-Yan Wang and Mei-Mei Kuo
Email: linbh@nchu.edu.tw
Measuring Systematic Risk Using Implied Beta in Option Prices
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Lin Jerchern
Email: jercherl@usc.edu
Tail Risks across Investment Funds
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Liu Pu and Jeffrey S. Jones
Email: stefano.bonini@unibocconi.it
"Do Credit Rating Agencies Sacrifice Timeliness by Pursuing Rating Stability?
Evidence from Equity Market Reactions to CreditWatch Events"
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Liu Yue (Lucy), Kose John and Richard Taffler
Email: kjohn@stern.nyu.edu
It Takes Two to Tango: Overpayment and Value Destruction in M&A Deals
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Liu Fang and Piet Sercu
Email: liufangbeijing@hotmail.com
The safe-haven effect in forward premia: what makes a currency trustworthy?
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Löflund Anders, Martin Hoesli and Eva Liljeblom
Email: martin.hoesli@unige.ch
The Effects of Illiquidity and Lock-Ups on Portfolio Weights
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Loureiro Gilberto, Anil K. Makhija and Dan Zhang
Email:
Why Do Some CEOs Work for a One-Dollar Salary?
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Lugo Stefano, Annalisa Croce and Robert Faff
Email: stefano.lugo@mail.polimi.it
Rating Alignment, Rating Shopping and Reputation of Credit Rating Agencies: Evidence from the Subprime Crisis
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Luoma Terhi
Email: terluo@uwasa.fi
A Sign Test of Cumulative Abnormal Returns in Event Studies Based on Generalized Standardized Abnormal Returns
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[TOP]
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Marhfor Ahmed, Bouchra M’Zali and Guy Charest
Email: Ahmed.Marhfor@uqat.ca
International Cross-listing and Corporate Disclosure Policy
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Martí José, Marina Balboa and Alvaro Tresierra-Tanaka
Email: marina.balboa@ua.es
The Effect of Venture Capital Involvement on Capital Structure Determinants
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Mattarocci Gianluca and Lucia Gibilaro
Email: lucia.gibilaro@unibg.it
The impact of discount rate choice in estimating the workout LGD
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Mavrovitis Christos F, G.Alexandridis and N.G. Travlos
Email: g.alexandridis@icmacentre.ac.uk
How Have M&As Changed? Evidence from the Sixth Merger Wave
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McInish Thomas, Archana Jain, Pankaj Jain and Michael McKenzie
Email: ajain1@memphis.edu
Worldwide short selling: Regulations, activity, and implications
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McInish Thomas, Chinmay Jain and Pankaj Jain
Email: cjain1@memphis.edu
Short-Selling: The Impact of SEC Rule 201 of 2010
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Menguturk Murat, Andrea Buraschi and Emrah Sener
Email: a.buraschi@imperial.ac.uk
The Dynamics of Limits to Arbitrage: An Empirical Investigation
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Merrick John and Vladimir Atanasov
Email: vladimir.atanasov@mason.wm.edu
Financial asset demand is elastic: Evidence from new issues of Federal Home Loan Bank debt
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Miralles-Quiros Maria del Mar
Email: jlmiralles@unex.es
Idiosyncratic risk really drives stock returns. Spanish evidence
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Moreira Fernando
Email: f.f.moreira@sms.ed.ac.uk
Enhancing Basel Method Via Conditional Distributions That Capture Stronger Connection Among Credit Losses In Downturns
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Moutinho Nuno and MDS Lopes
Email: nmoutinho@ipb.pt
Non-Financial Analysis in Project Appraisal – An Empirical Study
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Muga Luis, Jorge Casado and Rafael Santamaria
Email: jorge.casado@unavarra.es
The effect of US holidays on the European markets: When the cat’s away…
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[TOP]
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Ngo Duc Anh and Oscar Varela
Email: dango@miners.utep.edu
Earnings Smoothing and the Underpricing of Seasoned Equity Offerings(SEOs)
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Nguyen Cuong, Viet Dang and Ian Garrett
Email: Vietanh.Dang@mbs.ac.uk
Asymmetric Partial Adjustment towards Target Leverage: International Evidence
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Nicolaus David
Email: nicolaus@ifk-cfs.de
Derivate Choices of Retail Investors: Evidence from Germany
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Ñiguez Trino-Manuel, Javier Perote and Antonio Rubia
Email: T.M.Niguez@wmin.ac.uk
Multivariate Distributions based on General Moments Expansions: Evidence from Exchange Rates
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Nunez Cláudia, Gualter Couto and Pedro Pimentel
Email: gcouto@uac.pt
High Speed Rail Transport Valuation and Conjuncture Shocks
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[TOP]
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Oliveira Benilde, Chris Adcock, Nelson Areal, Manuel Armada, Maria Ceu Cortez and Florinda Silva
Email:
Does the use of downside risk-adjusted measures impact the performance of UK investment trusts?
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Oliveira Raquel de Freitas, Rafael F. Schiozer and Lucas A. B. de C. Barros
Email: raquel.oliveira@bcb.gov.br
Where do I put my cash? Implicit too big to fail driving explicit deposit behavior
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Orhun Eda
Email: eda.orhun@vgsf.ac.at
Voluntary Disclosure with a Potential Competitor
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Ortas Eduardo and José M. Moneva
Email: edortas@unizar.es
Return and risk in Socially Responsible Investment in the Asia Pacific: a dynamic unobserved component CAPM approach with heteroskedastic disturbances
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Ortiz Christina, Gloria Ramírez and Luis Vicente
Email: cortiz@unizar.es
Mutual Fund Trading And Portfolio Disclosures
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Ortiz Edgar, Francisco López-Herrera and Alejandra Cabello
Email: francisco_lopez_herrera@yahoo.com.mx
Long memory In The Mexican Stock Market: ARFIMA Models And VaR Estimation
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Otero Luis, P. Duránb, S. Fernándezc and M. Viveld
Email: luis.otero@usc.es
Estimating insurer´s capital requirements through Markov switching models in the Solvency II framework
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Otten Roger and Kilian Thevissen
Email: r.otten@maastrichtuniversity.nl
Does Industry Size Matter? Revisiting European Mutual Fund Performance.
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Ovtchinnikov Alexei and Eva Pantaleoni
Email: alexei.ovtchinnikov@owen.vanderbilt.edu
Individual political contributions and firm performance
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Ozkan Aydin, Özgür Arslana and Chrisostomos Florackisb
Email: a.ozkan@hull.ac.uk
Financial Flexibility, Corporate Investment and Performance
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P
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[TOP]
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Palacios Miguel
Email: miguel.palacios@owen.vanderbilt.edu
Human Capital as an Asset Class Implications From a General Equilibrium Model
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Parikh Bhavik, Ronald W. Spahr and Pankaj Jain
Email: brparikh@memphis.edu
The Impact of Double Taxation Treaties on Cross Border
Equity Flows, Valuations, and Cost of Capital
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Park Hyuna
Email: hyuna.park@mnsu.edu
Can Factor Timing Explain Hedge Fund Alpha?
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Pattitoni Pierpaolo, Enrico Maria Cervellati and Riccardo Ferretti
Email: enrico.cervellati@unibo.it
Market Reaction to Second-Hand News: Attention-Grabbing or Information Dissemination?
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Peixinho Ruben and Richard J Taffler
Email: rpeixinh@ualg.pt
Are analysts misleading investors? The case of going-concern opinions
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Pereira Joao, Pedro Pires and Luís Filipe Martins
Email: pmapires@gmail.com
The complete picture of Credit Default Swap spreads - a Quantile Regression approach.
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Perotti Pietro, Barbara Rindi and Roberta Fredella
Email: pietro.perotti@uni-graz.at
Minimum Trade Unit Regulation and Market Quality
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Perrakis Stylianos and Michal Czerwonko
Email: sperrakis@jmsb.concordia.ca
Can the Black-Scholes-Merton Model Survive Under Transaction Costs? An Affirmative Answer
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Pinho Joaquim Carlos and Mara Madaleno
Email: cpinho@ua.pt
Multiscale Analysis of European Electricity Markets
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Puhan Tatjana-Xenia
Email: tatjana.puhan@bf.uzh.ch
Asset Prices And Macroeconomic Uncertainty: The Role of Inflation and Monetary Policy Implications
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Pungulescu Crina
Email: crina@esec.es
"Real Effects of Financial Market Integration:
Does Lower Home Bias Lead to Welfare Benefits?"
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Q
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Qiao Zhuo, Chia-Ying Chan and Christian de Peretti
Email: sherrychan@saturn.yzu.edu.tw
Empirical Test of the Efficiency of UK Covered Warrants Market: Stochastic Dominance and Likelihood Ratio Test Approach
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Querci Francesca, Stefano Caselli and Stefano Gatti
Email: stefano.caselli@unibocconi.it
Performance Of Private Equity Investments: Are Management Companies' Shareholders Relevant?
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Ramos Sofia and Helena Veiga
Email: sofia.ramos@iscte.pt
The Puzzle of Asymmetric Effects of Oil: New Results from International Stock Markets
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Rathgeber Andreas, David Rudolf and Stefan Stöckl
Email: andreas.rathgeber@umit.at
Currency Dependent Differences in Credit Spreads of EUR and USD Denominated Foreign Currency Government Bonds
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Requejo Ignacio, Julio Pindadoa and Chabela de la Torrea
Email: pindado@usal.es
"The effect of family control on the corporate dividend policy:
An empirical analysis of the Euro zone"
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Rodrigues Artur and Paulo J. Pereira
Email: pjpereira@fep.up.pt
Investment Decisions in Granted Monopolies Under the Threat of a Random Demonopolization
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Roque Vanda, Paulo M. Gama and Maria do Céu Cortez
Email: vroque@ipca.pt
Do The Determinants of International Equity Investment Holdings Differ Across Investors? Evidence for Europe
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Rosser Bruce and Jean M. Canil
Email: jean.canil@adelaide.edu.au
Stock versus Options in Financially Distressed Firms
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S
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Sabiwalsky Ralf
Email: rs@wacc.de
Executive Compensation Regulation and the Dynamics of the Pay-Performance Sensitivity
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Salvador Enrique and Vicent Aragóa
Email: esalvado@cofin.uji.es
Non-linear trade off between risk and return: A regime-switching multi-factor framework
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Sampagnaro Gabriele and Stefano Monferrà
Email: gabriele.sampagnaro@uniparthenope.it
"The role of relationship lending and lender-borrower distance during
financial crisis"
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Savor Marko, Michal Czerwonko, Nabil Khoury and Stylianos Perrakis
Email: michalc04@gmail.com
Tick Size Reduction And Price Discovery In option Markets: An Empirical Investogation
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Schneider Christoph and Oliver Spalt
Email:
Acquisitions as Lotteries: Do Managerial Gambling Attitudes Influence Takeover Decisions?
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Schneider Christoph, Olga Lebedeva and Ernst Maug
Email:
Stealth Trading by Corporate Insiders
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Schwartz-Ziv Miriam
Email: miriam.schwartz@mail.huji.ac.il
The Theory and Practice of Boards: Evidence from the Field
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Scordis Nicos
Email: scordisn@stjohns.edu
The Value to Shareholders of Hedging Operational Risk
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Semenov Andrei
Email: asemenov@econ.yorku.ca
Consumption Moment Risk Factors and Cross-Section of Long-Run Stock Returns
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Sercu Piet and Van Thi Tuong Nguyen
Email: taa@asb.dk
Tactical Asset Allocation with Commodity Futures: Implications of Business Cycle and Monetary Policy
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Serra Ana Paula, António Miguel Martins and Francisco Vitorino Martins
Email: amm@estgf.ipp.pt
Real Estate Market Risk in Bank Stock Returns: Evidence for the EU-15 Countries
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Serrasqueiro Zélia and Paulo Maçãs Nunes
Email: zelia@ubi.pt
Capital Structure Decisions: Old Issues New Insights from High-Tech SMEs
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Shackleton Mark, Steinar Ekern and Sigbjørn Sødal
Email: m.shackleton@lancs.ac.uk
On the valuation of and returns to project flexibility within sequential investment
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Shapovalova Kateryna, Alexander Subbotin and Thierry Chauveau
Email: kateryna.shapovalova@renaissance-finance.eu
Returns Premia on Company Fundamentals
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Shaukat Amama
Email: A.Shaukat@exeter.ac.uk
"Are all non-independent non-executives undesirable? Directors’ non-independence and
firm value in UK"
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Shefrin Hersh and Enrico Maria Cervellati
Email: hshefrin@scu.edu
BP’s Failure to Debias: Underscoring the Importance of Behavioral Corporate Finance
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Shiu Cheng-Yi, Hung-Ling Chen and Edward H. Chou
Email:
Ex-Dividend Prices and Investor Trades: Evidence from Taiwan
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Siewert Jan and Volker Vonhoff
Email: jsiewert@rumms.uni-mannheim.de
Liquidity and Credit Risk Premia in the Pfandbrief Market
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Sivaprasad Sheeja, Roberta Adamia, Orla Goughb and Gulnur Muradoglu
Email: r.adami@wmin.ac.uk
The leverage Effect On Stock Returns
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Skully Michael, Bernard Bollen, David Tripe and Xiaoting Wei
Email: bernard.bollen@internode.on.net
"The Australian Deposit and Wholesale Funding Guarantee Scheme and its
Impact on Bank Risk"
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Song Kyojik "Roy" and Youngjoo Lee
Email:
Financial crisis and corporate cash holdings: Evidence from East Asian firms
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Sousa Ricardo and Manuel J. Rocha Armada
Email: rjsousa@eeg.uminho.pt
Wealth-to-Income Ratio, Housing Returns, and Systemic Risk
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Sprenger Carsten and Galina Smirnova
Email: galina.smirnova.g@gmail.com
Do locals perform better than foreigners: Evidence from mutual funds investing in Russia
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Storkenmaier Andreas, Ryan Riordana and Martin Wagener
Email: ryan.riordan@iism.uni-karlsruhe.de
European Market Integrity: Regulating Equity Trading in Fragmented Markets
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Sudarsanam Sudi and Ghulam Sorwar
Email: p.s.sudarsanam@cranfield.ac.uk
Exchange option value in stock financed takeover bids and arbitrage spread
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Suer Omur and Kasirga Yildirak
Email: kasirga@metu.edu.tr
The Importance of Qualitative Factors in Firm Default: Evidences from Turkey
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Suh Ja Young
Email:
Managerial Incentives for Risk-Taking and Internal Capital Allocation
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Switzer Lorne and Yu Cao
Email: switz@jmsb.concordia.ca
Do Boards of Directors that are Perceived to be Better Aligned with Shareholder Interests Enhance the Operating Performance of Firms?
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Tavin Bertrand
Email: bertrand.tavin@univ-paris1.fr
Implied distribution as a function of the volatility smile
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Thapa Chandra and Sunil S. Poshakwale
Email: chandra.thapa@stir.ac.uk
Country-specific equity market characteristics and foreign equity portfolio allocation
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Trueck Stefan and Ning Rong
Email: stefan.trueck@mq.edu.au
Modelling the Dependence Structure between Australian Equity and Real Estate Markets – a Conditional Copula Approach
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Trujillo-Ponce Antonio
Email: atrupon@upo.es
Why are (or were) Spanish banks so profitable?
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U
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Uhl Matthias
Email: uhl@kof.ethz.ch
A Low-frequency Analysis on the Impact of Media Sentiment on Stock Returns
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Ul Haq Imtiaz, Arif Khurshed and Susanne Espenlaub,
Email: imtiaz.ulhaq@postgrad.mbs.ac.uk
Where did the Smart Money go? Evidence on fund-selection ability amongst UK investors
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Vaca María Coronado, M Teresa Corzo Santamaría and Laura Lazcano Benito
Email: switz@jmsb.concordia.ca
A Case for Europe: the Relationship between sovereign CDS and Stock Indexes
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Vagenas-Nanos Evangelos and Jie (Michael) Guoa
Email: jie.guo@durham.ac.uk
Uncertainty Triggers Sentiment: Evidence from Corporate Takeovers
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Vaihekoski Mika and John Paul Broussard
Email: broussar@rutgers.edu
Profitability of Pairs Trading Strategy In Finland
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Vasquez Aurelio and Diego Amaya
Email: AURELIO.VASQUEZ@ITAM.MX
Explaining Stock Returns with Intraday Jumps
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Veeren Parianen and Sandra Betton
Email: sbett@jmsb.concordia.ca
When are toeholds not toeholds?
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Venkateswaran Anand, Otgontsetseg Erhemjamts and Qian Li
Email: oerhemjamts@bentley.edu
Corporate Social Responsibility, Firm Policies, and Performance
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Von Rico and Alex Blagoev
Email: alex.blagoev@credit-suisse.com
Pricing and Performance of Income Deposit Securities
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W
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Wang Peijie
Email: p.wang@hull.ac.uk
"Assessment on Valuation of RMB
– a triangular analysis approach"
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Wang Jianxin
Email: jx.wang@unsw.edu.au
A Multi-Factor Measure for Cross-Market Liquidity Commonality
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Wang Jin-Ying
Email: jyw203@yahoo.com.tw
Individual investor sentiment and IPO returns
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Wang Yixia and Xinping Xia
Email: wangyx@mail.hust.edu.cn
Divergence of Opinion and IPO Valuation
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Wei Yu-Chen
Email: claireycwei@gmail.com
The Information Content of Chinese News Sentiment around Earnings Announcements
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Wen Yuanji, Sabrina Buti, Barbara Rindi and Ingrid Werner
Email: wenyuanji@gmail.com
Tick Size Regulation, Intermarket Competition and Sub-Penny Trading
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Witt Christian and Steffen P. Sebastian
Email: christian.witt@irebs.de
How Global Stock Markets Became Infected? - The Coincidence of Interbank Lending and the US Mortgage Market
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X
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Xu Danielle and Timo Korkeamaki
Email:
Institutional Investors and Foreign Exchange Risk
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Xiaoming Xu, Ramiah Vikash and Sinclair Davidson
Email: abcdef8211@yahoo.com.cn
Noise Trading, underreaction, Overreaction and Information Pricing Error Contaminate The Chinese Stock Market
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Y
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Yang Ying Sui, Huimin Chung and Jane-Raung Lin
Email: chunghui@mail.nctu.edu.tw
How Do Entrenched Managers Handle Stakeholders Interests?
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Ye Qing, John D. Turnera and Wenwen Zhan
Email:
Dividend policy in an early capital market, Britain 1825-70
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Yeung Danny, Ron Bird and Paolo Pellizzari
Email: danny.yeung-1@uts.edu.au
Performance Implications of Active Management of Institutional Mutual Funds
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Yoshinaga Claudia Emiko and Francisco Henrique Figueiredo de Castro Junior
Email: claudia.yoshinaga@fgv.br
Market Sentiment and Stock Returns in the Brazilian Market: Two-Way ANOVA and Panel Data Approaches
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Z
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Zanotti Giovanna and Fusai Gianluca
Email: gianluca.fusai@eco.unipmn.it
New efficient frontier: Can structured products really improve risk-return profile?
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Zeidan Rodrigo and Bruno Rodrigues
Email: rodrigo.zeidan@nottingham.edu.cn
The Failure of Risk Management for Non-Financial Companies in the Context of the Financial Crisis: Lessons from Aracruz Celulose and Hedging with Derivatives.
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Ziemba William T., Leonard C. MacLeany, Edward O. Thorpz and Yonggan Zhaox
Email: l.c.maclean@dal.ca
How does the Fortune's Formula-Kelly capital growth model perform?
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