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


Lallemand Justin, Jandik Tomas
Email: justin.lallemand@du.edu
Do Capital Structure Adjustments by Takeover Targets Influence Acquisition Gains?

       


Lam F.Y. Eric C., K.C. John Wei
Email: fyericcl@hkbu.edu.hk
The External Financing Anomaly beyond Real Investment and Earnings Management

       


Lazrak Skander, Ayadi Mohamed, Densmore Mike, Welch Robert
Email: slazrak@brocku.ca
The Informational Value Of Corporate Credit Ratings

       


Lee Changjun, Jang Jeewon, Kang Jangkoo
Email: leechangjun0809@gmail.com
State-dependent Variations in Expected Illiquidity Premium

       


Leledakis George N. , Efthymiou Vassilis A.
Email: vassilis_e@hotmail.com
Intraday Analysis of the Limit Order Bias at the Ex-Dividend Day of U.S. Common Stocks

       


Li Gang, Zhang Chu
Email: garyli@polyu.edu.hk
Jump Intensities, Jump Sizes, and the Relative Stock Price Level

       


Liang Gechun, Lutkebohmert Eva, Wei Wei
Email: gechun.liang@oxford-man.ox.ac.uk
A Continuous Time Structural Model for Insolvency, Recovery, and Rollover Risks

       


Lin Yueh-Neng
Email: ynlin@dragon.nchu.edu.tw
Effective and Cost-Efficient Volatility Hedging Capital Allocation: Evidence from the CBOE Volatility Derivatives

       


Liu Pu, Shao Yingying
Email: pliu@walton.uark.edu
Bank Concentration and Liquidity Crunch: Evidence from Emerging Markets

       


Le Kim-Song, Cullen Grant, Gasbarro Dominic, Monroe Gary
Email: k.le@murdoch.edu.au
Does selectivity in mutual fund trades exploit sentiment timing?

       


Liu Sha, Kearney Colm, Ahmad Khurshid
Email: lius2@tcd.ie
No news is good news: A time-varying story how of how firm-specific textual sentiment drives firm-level performance.

       


Liu Bin, Amalia Di Iorio
Email: bin.liu@rmit.edu.au
Do the asset pricing factors predict future economy growth? An Australian study.

       


Lopez Raquel, Navarro Eliseo
Email: raquel.lopez@uclm.es
Interest rate and stock return volatility indices for the Eurozone. InvestorsĀ“ gauges of fear during the recent financial crisis

       


Louca Christodoulos, Andreou Panayiotis, Antoniou Constantinos, Horton Joan
Email: christodoulos.louca@cut.ac.uk
Corporate Governance and Stock Price Crashes

       


Lozano Martin, Guidolin Massimo, Hansen Erwin
Email: erwin.hansen@postgrad.mbs.ac.uk
Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment

       


Luo Jiang, Qiao Zheng
Email: luojiang@ntu.edu.sg
Style Dispersion and Mutual Fund Performance

       


Luo Jing, Frank M. Song
Email: luojing2009@hku.hk
CEO Option Compensation, Risk-taking and the Financial Crisis: Evidence from the Banking Industry

       



Luypaert Mathieu, Tom Van Caneghem
Email: mathieu.luypaert@vlerick.com
Financial Analyst Coverage, Method of Payment and Wealth Effects in M&As