European Financial Management Association
2013 Annual Meetings
June 26-29, 2013
Reading, UK


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 EFMA2014 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 EFMA2013 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


Gabriel, Marie-Helene Gagnon
Email: gabriel.power@fsa.ulaval.ca
Rare events and investor risk aversion: evidence from crude oil options

       


Gabriel Christian
Email: christian.gabriel@wiwi.uni-halle.de
Joint affine term structure models: Conditioning information in international bond portfolios

       


Gagliardini Patrick, Darolles Serge, Gourieroux Christian
Email: patrick.gagliardini@usi.ch
Survival of Hedge Funds: Frailty vs Contagion

       


Gao Xiaowen, Charles
Email: lep03xwg@hotmail.com
An Investigation of Trust in Chinese Mutual Funds Investment

       


Gasser Stephan, Bogner Stefan, Rammerstorfer Margarethe
Email: stephan.gasser@wu.ac.at
M&As in European and North American Energy Markets: Implications for the Assessment of Legal and Ownership Unbundling

       


Gentile Monica , Giordano Luca
Email: gentile.monica@gmail.com
Financial contagion during Lehman default and sovereign debt crisis An empirical analysis on Euro area bond and equity markets

       


Gil-Bazo Javier, Ariadna Dumitrescu
Email: javier.gil-bazo@upf.edu
Market Frictions, Investor Sophistication and Persistence in Mutual Fund Performance

       


Giovannetti Bruno,De-Losso Rodrigo , De Genaro Alan
Email: delosso@usp.br
Testing the Effects of Short-Selling Restrictions on Asset Prices

       


Glover Kristoffer, Hambusch Gerhard
Email: kristoffer.glover@uts.edu.au
Leveraged investments and agency conflicts when prices are mean reverting

       


Golubov Andrey, Petmezas Dimitris, Sougiannis Theodore, Travlos Nickolaos G.
Email: andrey.golubov.1@city.ac.uk
Due Diligence on the Bidder and the Certification Effect

       


Gonenc Halit, Seifert Bruce
Email: bseifert@odu.edu
Cash Savings from Net Equity Issues, Net Debt Issues, and Cash Flows International Evidence

       


Gounopoulos Dimitrios, Agyei-Ampomah Sam, Mazooz Khelifa
Email: d.gounopoulos@surrey.ac.uk
Does gold offer a better protection against sovereign debt crisis than other metals?

       


Gregoire Philippe, Eaves James, Gendron Michel, Kammoun Manel
Email: philippe.gregoire@fsa.ulaval.ca
The impact of brokers on the dynamics of a Walrasian auction

       


Gupta Aparna, Gao Tianjiao, Gulpinar Nalan
Email: guptaa@rpi.edu
Optimal Hedging Strategy for Risk Management on a Network

       


Gupta Atul , Raman Kartik
Email: agupta@bentley.edu
Female CEOs

       


Gupta-Mukherjee Swasti
Email: sguptamukherjee@luc.edu
Categorical Thinking in Portfolio Choice

       


Gyoshev Stanley B., Kaplan Todd R., Szewczyk Samuel H., Tsetsekos George P.
Email: s.gyoshev@ex.ac.uk
Why Do Financial Intermediaries Buy Put Options from Companies?