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


Sampagnaro Gabriele, Fiordelisi franco, monferra stefano
Email: gabriele.sampagnaro@uniparthenope.it
Relationship Lending and Credit Quality

       


Schroff Sebastian, Meyer Stephan
Email: schroff@uni-hohenheim.de
(Un)skilled Leveraged Trading of Retail Investors

       


Shapir Offer Moshe, Galil Koresh, Benzion Uri
Email: offer.shapir@gmail.com
CDS spreads and spread change determinants: A firm-specific and market-factors study

       


Sheu Her-Jiun , Lee Hsiang-Tai, Lai Yu-Sheng
Email: yushenglai@ncnu.edu.tw
A Markov Regime Switching GARCH Model with Realized Measures of Volatility for Optimal Futures Hedging

       


Shirasu Yoko
Email: shirasu@cc.aoyama.ac.jp
Market Evaluations And Strategic Factors: A Comparison From Asian Banks M&A And Alliances

       


Signori Andrea, Paleari Stefano, Vismara Silvio
Email: andrea.signori@unibg.it
How do underwriters select peers when valuing IPOs?

       


Silva Aldy,Vieira Afranio , Navarro Augusto , Parisi Claudio
Email: aldy.fsilva@gmail.com
Decisions On Investment And Profitability: An Empirical Study Using Generalized Linear Mixed Models In Non-financial Brazilian Companies

       


Simon David, Campasano Jim
Email: dsimon@bentley.edu
The VIX Futures Basis: Evidence and Trading Strategies

       


Singh Vivek, Datta Sudip, Datta Mai
Email: vatsmala@umich.edu
Product Market Power, Industry Structure, and Corporate Earnings Management

       


Simonyan Karen, Prezas Alexandros
Email: aprezas@suffolk.edu
Corporate Divestitures: Spin-Offs vs. Sell-Offs

       


Sinha Praveen, Chiu Hsin-Hui
Email: praveensinha@yahoo.com
Valuation and Initial Return of Initial Public Offerings: Role of Discretionary Accounting Accruals

       


Smith Peter, Clare Andrew, Seaton James, Thomas Stephen
Email: peter.smith@york.ac.uk
The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation

       


Sonika Rohit
Email: r.sonika@lancaster.ac.uk
Compensation Structure Shifts: Rationale and Likelihood of Introducing ‘New Components’

       


Sonnenburg Florian, Kempf Alexander, Puetz Alexander
Email: sonnenburg@wiso.uni-koeln.de
Fund Manager Duality: Impact on Performance and Investment Behavior

       


Sorhage Christoph, Cici Gjergji, Kempf Alexander
Email: sorhage@wiso.uni-koeln.de
Are Financial Advisors Useful? Evidence from Tax-Motivated Mutual Fund Flows

       


SOUSA RICARDO, ARMADA MANUEL
Email: mjrarmada@gmail.com
Risks for the Long-Run and the Time-Series of Asset Returns

       


Speck Christian
Email: CSpeck@uni-mannheim.de
Corporate Bond Risk Premia

       


SPENCER PETER, ADAM
Email: ps35@york.ac.uk
The Meiselman forward interest rate revision regression as an Affine Term Structure Model

       


Stanescu Silvia, Tunaru Radu
Email: S.Stanescu@kent.ac.uk
Investment Strategies with VIX and VSTOXX

       


Stolper Oscar, Baltzer Markus, Walter Andreas
Email: oscar.stolper@wirtschaft.uni-giessen.de
Is local bias a cross-border phenomenon? Evidence from individual investors’ international asset allocation

       


Suardi Sandy , Chou Hsin-I, Zhao Jing
Email: s.suardi@latrobe.edu.au
Factor Reversal in the Euro Zone Stock Returns: Evidence from the Crisis Period

       


Subramaniam Venkat, Kini Omesh, Shenoy Jaideep
Email: vencat@tulane.edu
Product Recalls, Resource Reallocation, and Contagion along the Supply Chain

       


Switzer Lorne, Sheahan-Lee Easton
Email: switz@jmsb.concordia.ca
"The Impact of Dodd-Frank Regulation of OTC Derivative Markets and the Volker Rule on International Versus US Banks: New Evidence"

       


Symeonidis Lazaros, Prokopczuk Marcel
Email: l.symeonidis@icmacentre.ac.uk
The Economic Drivers of Time-Varying Commodity Market Volatility