European Financial Management Association
2012 Annual Meetings
June 27-30, 2012
Barcelona, Spain


Note#1: Session Chairs and Discussants can download papers for the meetings from this page. Authors can update the version of their paper(s) and/or abstract(s) on this webpage later. Please email your paper/abstract directly to: Shravan Chouti

Note#2: If you wish your paper to be considered for publication in the EFM journal, convey your interest to your Session Chair.

Presentations: For your presentations at the EFMA2012 Meetings please note that all rooms are equipped with computers. Power Point (USB or CD) and Overhead Projector (transparencies) presentation options are available.

Conference Presentations:
Laptops will be Available in all Rooms for Conference Presentations.


Discussants' Responsibility: To better serve the needs of authors presenting papers at the EFMA2012 meetings, discussants are kindly required to hand out to the authors and the session chair 1-2 pages handwritten comments with their constructive comments.


Accepted Papers & Participants List

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Participants

Paper


Badaoui Saad, Lara Cathcart and Lina El-Jahel
Email: saad.badaoui07@imperial.ac.uk
Do Sovereign Credit Default Swaps Represent a Clean Measure of Sovereign Default Risk? A Factor Model Approach

       


Baltas Akindynos-Nikolaos and Robert Kosowski
Email: n.baltas@imperial.ac.uk
Momentum Strategies in Futures Markets and Trend-following Funds

       


Baltzer Markus, Stolper Oscar and Andreas Walter
Email: markus.baltzer@bundesbank.de
Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors

       


Banal-Estanol Albert and Filippo Ippolito
Email: albert.banalestanol@upf.edu
Commitment in Private Equity Partnerships

       


Baradarannia M.Reza and Maurice Peat
Email: rezab@econ.usyd.edu.au
Characteristic liquidity, systematic liquidity and expected returns

       


Barbi Massimiliano, Emanuele Bajo, Marco Bigelli and David Hillier
Email: emanuele.bajo@unibo.it
UBI major minor cessat: The role of institutional investors in controlling shareholder public-to-private transactions

       


Barbosa António
Email: antonio.barbosa@iscte.pt
Differential Interpretation of Information and the Post-Announcement Drift: A Story of Consensus Learning

       


Belles-Sampera Jaume, Josse M. Merigo, Montserrat Guillen and Miguel Santolino
Email: jbellesa8@alumnes.ub.edu
The connection between distortion risk measures and ordered weighted averaging operators

       


Beltratti Andrea and Paladino Giovanna
Email: andrea.beltratti@unibocconi.it
Is M&A different during a crisis? Evidence from the European banking sector

       


Ben Omrane Walid and Christian Hafner
Email: wbenomrane@brocku.ca
Macroeconomic News Surprises and Volatility Spillover in the Foreign Exchange Markets

       


Berenguer Emma, Gimeno Ricardo and Nave Juan M.
Email:
A Measure of Liquidity Risk in a Sovereign Debt Market

       


Berger Theo
Email: theoberger@uni-bremen.de
Financial Crisis, Value-at-Risk Forecasts, and the Puzzle of Dependency Modelling

       


Bermúdez Lluís, Taoufik Elkemali and Montserrat Guillén
Email:
Underestimation of the solvency capital and risk measurements

       


Berry Thomas
Email: tberry@depaul.edu
Local Trading Prior to Earnings Announcements

       


Bessière Véronique and Taoufik Elkmali
Email: veronique.bessiere@univ-montp2.fr
Uncertainty and financial analysts’ overconfidence: European evidence between high-tech and low-tech firms

       


Betzer André ,Inga Van den Bongard and Marc Goergen
Email: betzer@wiwi.uni-wuppertal.de
Index Membership vs. Loss of Control: The Unification of Dual-Class Shares

       


Bilinski Pawel, Danielle Lyssimachou and Martin Walker
Email: p.bilinski@lancaster.ac.uk
Target Price Accuracy: International Evidence

       


Bird Ron, Paolo Pellizzari and Paul Woolley
Email: ron.bird@uts.edu.au
The Strategic Implementation of a Fund Manager's Investment Process

       


Bissoondoyal-Bheenick Emawtee and Robert Brooks
Email: banita.bissoondoyal-bheenick@monash.edu
The impact of sovereign rating changes on the stock market. An analysis using alternative modelling techniques

       


Black Emma, Michael (Jie) Guo and Thomas (Jing-Ming) Kuo
Email: e.l.black@durham.ac.uk
UK Mergers and Value Creation

       


Boissin Romain
Email: rboissin@hotmail.com
Are financial analysts of IPO firms under pressure: the European evidence

       


Bolt Wilko, Elizabeth Foote and Heiko Schmiedel
Email: w.bolt@dnb.nl
Consumer credit and payment cards

       


Bontschev Georgi and Martin Eling
Email: georgibontschev@gmx.de
Factors that Affect the Performance of Distressed Securities Hedge Funds

       


Boubaker Sabri, Wael Rouatbi and Pascal Nguyen
Email: boubaker@univ-paris12.fr
Multiple Large Shareholders and Corporate Risk-taking: Evidence from France

       


Boulland Romain, François Degeorge and Edith Ginglinger
Email: romain.boulland@dauphine.fr
Targeted Communication and Investors' Attention

       


Breuer Wolfgang, Thorsten Hens, Astrid Juliane Salzmann and Mei Wang
Email: wolfgang.breuer@bfw.rwth-aachen.de
On the Determinants of Household Debt Maturity Choice

       


Brunetti Marianna, Costanza Torricelli and Elena Giarda
Email: marianna.brunetti@uniroma2.it
Is financial fragility a matter of illiquidity? An appraisal for Italian households

       


Brunzell Tor and Eva Liljeblom
Email: tb@fek.su.se
Gender Representation in Nordic Boards: Evaluation of Board Work

       


Bruyland Evy and Wouter De Maeseneire
Email: evy.bruyland@ugent.be
The risk effects of acquiring distressed firms

       


Bulusu Narayan and Javier Gomez Biscarrib
Email: narayan.bs@gmail.com
Consumption adjustment costs and the equity premium