European Financial Management Association
2014 Annual Meetings
June 25-28, 2014
Rome, ITALY


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 EFMA2014 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


Tanyeri Basak, Meijun Qian
Email: basak@bilkent.edu.tr
Litigations and Mutual Fund Runs



       


Terrence Hallahan, Imad Moosa, George Tawadros
Email: terrence.hallahan@vu.edu.au
The Effectiveness of International Diversification: Whole Markets versus Sectors



       


Theo Berger
Email: theoberger@uni-bremen.de
On the Information Content of Decomposed Financial Return Series: A Wavelet Approach



       


Thorsten Lehnert, Yuehao Lin, Nicolas Martelin
Email: thorsten.lehnert@uni.lu
Stein’s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior?



       


Ting-Pin Wu, Hsuan-Ku Liu
Email: wutingpin@gmail.com
Valuation of Digital Options In a LIBOR Market Model Under the Merton Jump Diffusion Processes



       


Tran Anh L, Eliezer M.Fich, Jarrad Harford
Email: anh.tran@city.ac.uk
Motivated Monitors: The Importance of Institutional Investors’ Portfolio Weights



       


Trautmann Siegfried, Patrick Kroemer, Monika Muller
Email: traut@finance.uni-mainz.de
Robust Recovery Risk Hedging: Only the First Moment Matters



       


Tsai Jerry
Email: jerry.tsai@economics.ox.ac.uk
Rare Disasters and the Term Structure of Interest Rates



       


Tsai Ming Shann, Jian Chen, Shu Ling Chiang
Email: mstsai@nuk.edu.tw
A Study on the Distribution of the Foreclosure Lag, Its Expected Capital Opportunity Cost and Its Analyses



       


Tunaru Radu
Email: r.tunaru@kent.ac.uk
Dividend Derivatives