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


Salganik Galla
Email: sg134@yahoo.com
The “Smart Money” Effect: Retail versus Institutional Mutual Funds

       


Scalia Antonio and Benjamin Sahel
Email: antonio.scalia@bancaditalia.it
Ranking, Risk-taking and Effort: An Analysis of the ECB’s Foreign Reserves Management

       


Schneider Christoph and Oliver Spalt
Email: schneider@uni-mannheim.de
Conglomerate Investment, Skewness, and the CEO Long Shot Bias

       


Semenov Andrei
Email: asemenov@econ.yorku.ca
Is Uninsurable Consumption Risk Priced?

       


Shan Chenyu, Philip H. Dybvig and Dragon Yongjun Tang
Email: chenyush@wharton.upenn.edu
Does Informal Finance Help Formal Finance? Evidence from Third-party Loan Guarantees

       


Shum Pauline
Email: pshum@schulich.yorku.ca
The Long and Short of Leveraged ETFs: the Financial Crisis and Performance Attribution

       


Signori Andrea, Michele Meoli and Silvio Vismara
Email: andrea.signori@unibg.it
Are IPO underwriters paid for the services they provide?

       


Sirimon Treepongkaruna, Eliza Wu, Robert Brooks and Robert Faff
Email: sirimon.treepongkaruna@uwa.edu.au
The effects of sovereign credit assessments on equity and currency market return distributions: Evidence from past and present financial crises

       


Sokolyk Tatyana, Nicole Choi, Mark Fedenia and Hilla Skiba
Email: tsokolyk@brocku.ca
Information Acquisition, International Under-diversification and Portfolio Performance of Institutional Investors

       


Sosvilla-Rivero Simon and Marta Gómez-Puig
Email: sosvilla@ccee.ucm.es
Causality in peripheral EMU public debt markets: A dynamic approach

       


Soypak Kalender Can, Wolfgang Breuer and Marc Oliver Rieger
Email: can.soypak@rwth-aachen.de
The Behavioral Foundations of Corporate Dividend Policy: A Cross-Country Empirical Analysis

       


Sprenger Carsten
Email: csprenger@hse.ru
Does Nationalization Work? Evidence from Russian State Takeovers

       


Spyrou Spyros, Emilios Galariotis and Wu Rong
Email: sspyrou@aueb.gr
Informed trading before price shocks: An empirical analysis using stock option trading volume

       


Stanescu Silvia, Made Reina Candradewi and Radu Tunaru
Email: r.tunaru@kent.ac.uk
Analysing the Difference between Forward and Futures Prices for the UK Commercial Property Market

       


Steininger Bertram and Marcel Marekwica
Email: steininger@zew.de
Are mutual fund fees too high?

       


Suh Jungwon, Sadok El Ghoul, Omrane Guedhami and Seong-Soon Cho
Email: jungwon_suh@ewha.ac.kr
Creditor Rights and Capital Structure: Evidence from International Data

       


Sun Pengfei and Chen Zhou
Email: sun@ese.eur.nl
How to apply GARCH model in risk management? Model diagnosis on GARCH innovations

       


Switzer Lorne and Mariane Keushgerian
Email: switz@jmsb.concordia.ca
The value of private information in investment research: Do company site visits affect the trading patterns and performance of professional investors?