|
PARTICIPANTS
|
PAPERS
|
ABSTRACTS
|
| |
|
|
A
|
|
Aabo Tom
Email: taa@asb.dk
The importance of corporate foreign debt in managing exchange rate exposures in non-financial companies
|
|
|
|
Agca Senay, Mozumdar Abon
Email: sagca@gwu.edu
The Impact of Capital Market Imperfections on Investment-Cash Flow Sensitivity
|
|
|
|
Ágnes Lublóy
Email: agnes.lubloy@uni-corvinus.hu
Domino Effect In The Hungarian Interbank Market
|
|
|
|
Ágota Krénusz
Email: agota.krenusz@uni-corvinus.hu
Determinants of Capital Structure: a Future Comparison between the United States, Germany and Hungary
|
|
|
|
Alemany Luisa, Marti José
Email: luisa.alemany@esade.edu
Unbiased estimation of economic impact of venture capital backed firms
|
|
|
|
Alesii Giuseppe
Email: galesii@luiss.it
Fundamentals Efficiency of the Italian Stock Market: Some Long Run Evidence
|
|
|
|
Allen David, McAleer Michael, Viega Bernardo
Email: d.allen@ecu.edu.au
Modeling and Forecasting Dynamic VaR Thresholds for Risk Management and Regulation
|
|
|
|
Alves Carlos Francisco, Mendes Victor
Email: calves@fep.up.pt
Self-interest on mutual fund management: a case study
|
|
|
|
Andrén Niclas, Kjellsson Måns
Email: niclas.andren@fek.lu.se
Regional and global stock market integration in the EU
|
|
|
|
Ang James, Boyer Carol
Email: jang@garnet.acns.fsu.edu
A Longitudinal Study of IPOs in New High Tech Industries
|
|
|
|
Anolli Mario
Email: mario.anolli@unicatt.it
Italian Open End Mutual Fund Costs
|
|
|
|
Antell Jan, Vaihekoski Mika
Email: jan.antell@hanken.fi
International Assets Pricing Models And Currency Risk: Evidence From Finland 1970-2004
|
|
|
|
Anvari Ali, Seraji Hassan
Email: Anvary@modares.ac.ir
Does EVA Beat EBIT and CFO?: An Empirical Evidence from the Tehran Stock Exchange (TSE)
|
|
|
|
Aray Henry
Email: jedarxxh@bs.ehu.es
The Latin American and the Spanish Stock Markets
|
|
|
|
Arsiraphongphisit Oraluck, Ariff Mohamed
Email: Oraluck.A@BusEco.monash.edu.au
Optimal Capital structure and Firm Value: Australian Evidence 1991 - 2003
|
|
|
|
Arzac Enrique
Email: era1@columbia.edu
Robustness of Constant WACC Valuation under Mean-Reverting Capital Structure
|
|
|
|
Au Andrea
Email: andrea_au@ssga.com
Capitalizing on Analyst Earnings Estimates and Recommendation Announcements in Europe
|
|
|
B
|
|
Baquero Guillermo, Verbeek Marno
Email: G.Baquero@fbk.eur.nl
The Dynamics of Hedge Fund Flows and Performance
|
|
|
|
Baquero Guillermo, Verbeek Marno
Email: G.Baquero@fbk.eur.nl
Do Sophisticated Investors Believe in the Law of Small Numbers?
|
|
|
|
Barrese James, Linsley Colin, Scordis Nicos
Email: barresej@stjohns.edu
Market and ownership features of the US insurance industry
|
|
|
|
Benavides Guillermo, Verbeek Marno
Email: gbenavid@banxico.org.mx
Predictive accuracy of Future Options Implied Volatility: the Case of the Exchange Rate Futures Mexican Peso-U.S. Dollar
|
|
|
|
Bengtsson Christoffer, Ashgarian Hossein
Email: christoffer.bengtsson@nek.lu.se
Jump Spillover in International Equity Markets
|
|
|
|
Betzer Andre
Email: andre.betzer@uni-bonn.de
Why private equity investors buy dear or cheap in European leveraged buyout transactions
|
|
|
|
Bianchi Robert J., Drew Michael, Veeraraghavan Madhu, Whelan Peter
Email: r.bianchi@qut.edu.au
An Analysis of Hedge Fund Styles using the Gap Statistic
|
|
|
|
Bigelli Mraco, Mehrotra Vikas
Email: mbigelli@economia.unibo.it
Dual Class Stock Unifications and Shareholders' Expropriation
|
|
|
|
Bildick Recep
Email: Recep.Bildik@imkb.gov.tr
The Effects of Trading Halts and the Advantage of Institutional Investors: Evidence from the Istanbul Stock Exchange
|
|
|
|
Bird Ron, Azzi Sarah, Griringhelli Paolo, Rossi Emanuelle
Email: ron.bird@uts.edu.au
Biases and Information in Analysts’ Recommendations: The European Experience
|
|
|
|
Bley Jorg, Chen Kim-Heng
Email: jbley@aus.ac.ae
Gulf Cooperation Council (GCC) Stock Markets: The Dawn of a New Era
|
|
|
|
Bonini Stefano, Zanetti Laura, Bianchini Roberto
Email: stefano.bonini@unibocconi.it
The Predictive Power of Analyst Target Prices
|
|
|
|
Brandts Silke, Christian Laux
Email: silke.brandts@t-online.de
ART versus reinsurance: The disciplining effect of information insensitivity
|
|
|
|
Branger Nicole, Schlag Christian
Email: schlag@finance.uni-frankfurt.de
An Economic Motivation for Variance Contracts
|
|
|
|
Brighi Paola, d Addona Stefano
Email: paola.brighi@unibo.it
An Empirical Investigation of the Italian Stock Market Based on the Four-Factor Pricing Mode
|
|
|
|
Brown Martin, Falk Armin, Fehr Earnst
Email: martin.brown@snb.ch
Competition and Relational Contacts
|
|
|
|
Bulmash Samuel
Email: sbulmash@coba.usf.edu
Some implications from technological developments affecting the commercial banking business: what happens when "blockers to business"
|
|
|
|
Byrne Alistair, Blake David, Cairns Andrew, Dowd Kevin
Email: alistair.byrne@strath.ac.uk
The Stakeholder Pension Lottery: An Analysis of the Default Funds in UK Stakeholder Pension Schemes
|
|
|
|
Byun Suk Joon, Kim In Joon, Kim Je Yeon, Kim Wi Saeng
Email: jiyeonkim@kgsm.kaist.ac.kr
Foreign investors and corporate governance in Korea
|
|
|
C
|
|
Callen Jeffrey, Rob Sean W. G., Segal Dan
Email: callen@rotman.utoronto.ca
Revenue Manipulation and Restatements by Loss Firms
|
|
|
|
Canil Jean
Email: jean.canil@adelaide.edu.au
Toeholds and target management ownership
|
|
|
|
Capizzi Vincenzo
Email: vincenzo.capizzi@eco.unipmn.it
The Relative Positioning of Commercial Banks and Investment Banks in the Italian Corporate Finance Industry. An Empirical Anlysis
|
|
|
|
Casasola Maria-José, Cardone Clara, Samartín Margarita
Email: casasola@usal.es
Do banking relatonships improve credit conditions for Spanish firms?
|
|
|
|
Casavecchia Lorenzo, Bird Ron
Email: lorenzo.casavecchia@uts.edu.au
Value Enhancement using Momentum Indicators: The European Experience
|
|
|
|
Cassese Gianluca
Email: gianluca.cassese@unibocconi.it
Asset Pricing without Probability
|
|
|
|
Chahine Salim, Filatotchev Igor
Email: salim.chahine@aub.edu.lb
Do Venture Capitalists Certify and Monitor New Issues?
|
|
|
|
Chan Louis K.C., Ikenberry David, Lakonishok Josef, Lee Sangwoo
Email: L-CHAN2@uiuc.edu
Are all analysts equal? Consistency in forecasting ability
|
|
|
|
Chance Don, Hillebrand Eric T., Hilliard Jimmy E.,
Email: dchance@lsu.edu
Pricing an Option on a Non-Decreasing Asset Value: An Application to Movie Revenue
|
|
|
|
Charlie X. Cai, David Hillier, Robert Hudson, and Kevin Keasey,
Email: x.cai@lubs.leeds.ac.uk.
Trading Frictions and Market Structure An Empirical Analysis
|
|
|
|
Christiansen Charlotte
Email: mail@CharlotteChristiansen.dk
Decomposing European Bond and Equity Volatility
|
|
|
|
Christos Staikouras, Leledakis George
Email: gleledak@aueb.gr
The stock return predictability of the European banking sector
|
|
|
|
Christos Staikouras, Koutsomanoli-Fillipaki Anastasia
Email: cstaik@aueb.gr
An Empirical Investigation of Operating Costs in the new European banking landscape
|
|
|
|
Chung Huimin, Chen Wei-Peng, Liao Wei-Li
Email: chunghui@mail.nctu.edu.tw
Corporate Governance and Equity Liquidity: An Analysis of S&P Transparency and Disclosure Ranking
|
|
|
|
Chung San-Lin, Chang Hsieh-Chung
Email: chungs@mba.ntu.edu.tw
Generalized Analytical Upper Bounds for American Option Prices
|
|
|
|
Chunhachinda Pornchai, Srisawat Teerachat
Email: pchunhachinda@hotmail.com
Production Efficiency of Thai Commercial Banks and the Impact of 1997 Economic Crisis
|
|
|
|
Coën Alain, Desfleurs Aurélie, L'Her Jean-François
Email: coen.alain@uqam.ca
The Relative Importance of Determinants of Financial Analysts' Forecasts Quality: A Reappraisal
|
|
|
|
Comerton-Forde Carol, O'Brien Michael, Westerholm P. Joakim
Email: C.Comerton-Forde@econ.usyd.edu.au
An Empirical Analysis of Strategic Behavior Models
|
|
|
|
Cornelli Francesca
Email: FCornelli@london.edu
Investor Sentiment and pre-IPO markets
|
|
|
|
Corrado Charles, Truong Cameron
Email: c.j.corrado@massey.ac.nz
Forecasting stock index volatility: The incremental information in the intraday high-low price range
|
|
|
|
Cousin Jean-Gabriel, de Launois Tanguy
Email: jgcousin@wanadoo.fr
News Intensity and Conditional Volatility
|
|
|
D
|
|
De Graeve Ferre, De Jonghe Olivier, Vander Vennet Rudi
Email: ferre.degraeve@ugent.be
Competition, transmission and bank pricing policies: evidence from Belgian loan and deposit markets
|
|
|
|
De Jonghe Olivier, Vander Vennet Rudi
Email: olivier.dejonghe@ugent.be
Competition versus agency costs: an analysis of charter values in European banking
|
|
|
|
del Brio Esther, de Miguel Alberto, Perote Javier
Email: ebrio@usal.es
Explaining insider trading in the spanish stock market
|
|
|
|
Deloof Marc, Beuselinck Christof, Manigart Sophie
Email: Marc.Deloof@ua.ac.be
Private equity investments and disclosure policy
|
|
|
|
Demers Elizabeth, Joos Philip
Email: lizdemers@simon.rochester.edu
IPO Failure Risk: Determinants and Pricing Consequences
|
|
|
|
Dewaelheyns Nico, Van Hulle Cynthia
Email: nico.dewaelheyns@econ.kuleuven.ac.be
Corporate Failure Prediction Modeling: Distorted by Business Groups' Internal Capital Markets
|
|
|
|
Di lorio Amalia, Faff Robert, Sander Harald
Email: amalia.diiorio@rmit.edu.au
An Investigation of the Interest Rate Risk and Exchange Rate Risk of the European Financial Sector: Euro Zone versus Non-Euro Zone countries
|
|
|
|
Dotsis George, Markellos Raphael
Email: gdotsis@aueb.gr
An Application of Stastical Bootstrapping in Option Pricing
|
|
|
|
Doukas John A., Kim Chansong(Francis), Pantzalis Christos
Email: jdoukas@odu.edu
Divergence of Opinion and Equity Returns
|
|
|
|
Drago Danilo, Lazzari Valter, Navone Marco
Email: marco.navone@unibocconi.it
The Real Cost Of Asymmetric Incentive Fees
|
|
|
|
Drobetz Wolfgang, Gugler Klaus, Hirschvogl Simone
Email: wolfgang.drobetz@unibas.ch
The Determinants of the German Corporate Governance Rating
|
|
|
|
Dubois Michel, Jeanneret Pierre
Email: michel.dubois@unine.ch
The Informational Content Of Equity Offerings With Rights And Firm Value
|
|
|
|
Duellmann Klaus, Sosinka Agnieszka
Email: klaus.duellmann@bundesbank.de
Credit Default Swap Prices as Risk Indicators of Large German Banks
|
|
|
|
Duque João, Ferreira Nuno Abrantes
Email: jduque@iseg.utl.pt
Explaining Share Price Performance of Football Club Listed on the Euronext Lisbon
|
|
|
|
Dutordoir Marie, Van de Gucht Linda
Email: marie.dutordoir@econ.kuleuven.ac.be
Are European Convertibles More Debt-Like than the US Issues? An Empirical Analysis
|
|
|
E
|
|
Enqvist Jon
Email: jon.enqvist@nek.uu.se
Managerial Ownership, Controlling Shareholders, and Firm Performance
|
|
|
F
|
|
Faff Robert, Hallahan Terry
Email: Robert.faff@buseco.monash.edu.au
Tournament Behavior in Australian Superannuation Funds: A Non-parametric Analysis
|
|
|
|
Fernández Pablo
Email: fernandezpa@iese.edu
The value of tax shields and the risk of the net increase of debt
|
|
|
|
Fitch Eliezer M., Shivdasani Anil
Email: efich@drexel.edu
Are Busy Boards Effective Monitors?
|
|
|
|
Fiordelisi Franco, Carretta Alessandro, Molyneux Phil
Email: fiordeli@uniroma3.it
Shareholder Value And Efficiency In Banking
|
|
|
|
Frantz Pascal, Instefjold Norwald
Email: P.Frantz@lse.ac.uk
Corporate Governance, Shareholder Conflicts, and Audit Quality
|
|
|
|
Freimann Eckhard
Email: eckhard.freimann@hedge-fund-research.ch
The Diversification Properties of Hedge Fund Investments
|
|
|
|
Fugazza Carolina, Nicodano Giovanna, Guidolin Massimo
Email: fugazza@cerp.unito.it
Investing for the Long-Run in European Real Estate. Does Predictability matter?
|
|
|
G
|
|
Gamba Andrea, Leon Carmen Aranda, Sick Gordon A.
Email: andrea.gamba@univr.it
Investment under Uncertainty, Debt, and Taxes
|
|
|
|
Gandolfi Gino
Email: gino.gandolfi@unipr.it
Asset Management for Family Business: a dedicated scoring model
|
|
|
|
Gao Yan, Jagannathan Ravi
Email: gyan@ceibs.edu
Are IPOs Underpriced? A Closer Examination
|
|
|
|
Gaon Stav, Ayotte Kenneth M.
Email: sg793@columbia.edu
Asset-Backed Securities: Costs and Benefits of 'Bankruptcy Remoteness'
|
|
|
|
Garcia Laura Cabeza, Ansón Silvia Gómez
Email: lcabeza.uo@uniovi.es
The Spanish privatization process. Implications on the profitability and efficiency of divested firms
|
|
|
|
Garcia-Teruel Pedro J., Martínez-Solano Pedro
Email: pjteruel@um.es
On the determinants of SMES cash holding: evidence from Spain
|
|
|
|
Gatfaoui Hayette
Email: Hayette.Gatfaoui@univ-paris1.fr
From Fault Tree to Credit Risk Assessment: A Case Study
|
|
|
|
Getmansky Mila
Email: msherman@som.umass.edu
Life Cycle of Hedge Funds: Fund Flows, Size and Performance
|
|
|
|
Getmansky Mila, Chan nicholas, Haas Shane M., Lo Andrew W.
Email: msherman@som.umass.edu
Systemic Risk and Hedge Funds
|
|
|
|
Giannetti Mariassunta, Ongena Steven
Email: mariassunta.giannetti@hhs.se
Financial Integration and Entreprenerial Activity: Evidence from Foreign Bank Entry in Emerging Markets
|
|
|
|
Ginglinger Edith, Gajewski Jean-Francois, Lasfer M. Ameziane
Email: edith.ginglinger@dauphine.fr
Why do Companies Include Warrants in SEOs: The case of French Unit Offerings
|
|
|
|
Glushkov Denys
Email: denys.glushkov@phd.mccombs.utexas.edu
Noise trading, firm characteristics and institutional behavior
|
|
|
|
Gonenc Halit, Aybar C. Bulent
Email: halit.gonenc@hacettepe.edu.tr
Performance Of Turkish Firms During Financial Crisis: An Integrated Analysis Of Corporate Governance, Balance Sheet Exposure And International Activities
|
|
|
|
Gong Ning
Email: N.Gong@mbs.edu
Forward-looking Information Disclosure Policy and Share Return Volatility in a Multiperiod Model
|
|
|
|
Griese Knut, Kempf Alexander
Email: griese@wiso.uni-koeln.de
Predicting Liquidity from Order Book Data
|
|
|
|
Grundke Peter
Email: grundke@wiso.uni-koeln.de
Application of Fourier Inversion Methods to Credit Portfolio Models with Integrated Interest Rate and Credit Spread Risk
|
|
|
|
Guembel Alexander, Casamatta Catherine
Email: Alexander.Guembel@said-business-school.oxford.ac.uk
Managerial Legacies and Entrenchment
|
|
|
|
Guido Renato
Email: r.guido@unsw.edu.au
Bayesian Analysis of Information and Net Order Flow in a Learning Model of Pricing
|
|
|
|
Guidolin Massimo, Timmermann Allan
Email: Massimo.Guidolin@stls.frb.org
Size and Value Anomalies under Regime Shifts
|
|
|
|
Guidolin Massimo, Timmermann Allan
Email: Massimo.Guidolin@stls.frb.org
International Asset Allocation under Regime Switching, Skew and Kurtosis Preferences
|
|
|
H
|
|
Hardy Thomas, Coakley Jerry, Wang Han-Min
Email: hardt@essex.ac.uk
Why are the wealth effects of UK firms' foreign divestitures so large?
|
|
|
|
Heaney Richard
Email: Richard.Heaney@rmit.edu.au
An empirical analysis of commodity pricing
|
|
|
|
Heaney Richard, Naughton Tony, Truong Thanh, Davidson Sinclair, Fry Tim, McKenzie Micheal
Email: Richard.Heaney@rmit.edu.au
The Link Between Performance and Changes in the Number and Stability of a Firm's Officers and Directors
|
|
|
|
Heaney Richard, Foster Douglas F., Gregor Shirley, O'Neill Terry, Wood Robert
Email: Richard.Heaney@rmit.edu.au
Online Share Trading : An Experimental Study of Naïve Traders and the impact of Groups
|
|
|
|
Hellwig Klaus
Email: hellwig@mathematik.uni-ulm.de
The creation of wealth
|
|
|
|
Hensel Nayantara
Email: ndhensel@nps.edu
Cost Efficiencies, Profitability, and Strategic Behavior: Evidence from Japanese Commercial Banks
|
|
|
|
Hillier David, Faff Robert, Mohamed Suleiman
Email: d.j.hillier@strath.ac.uk
Exploring the Link between Information Quality and Systematic Risk
|
|
|
|
Hillier David, Clacher Iain, Faff Robert, Mohamed Suleiman
Email: d.j.hillier@strath.ac.uk
Currency Risk Management and International Bond Diversification
|
|
|
|
Hillier David, McColgan Patrick, Werema Samwel
Email: d.j.hillier@strath.ac.uk
Asset Sales, Operating Performance and Firm Strategy
|
|
|
|
Hoffmann Paolo Saona, González Eleuterio Vallelado
Email: psaona@eco.uva.es
Financing growth opportunities. The use of bank debt in different environments
|
|
|
|
Hopp Christian, Rieder Finn
Email: christian.hopp@uni-konstanz.de
Empirical Evidence on the Syndication of Venture Capital and Shared Real Option Ownership
|
|
|
|
Hovakimian Gayane, Hovakimian Armen
Email: hovakimian@fordham.edu
Cash Flow Sensitivity of Investment: Firm Level Analysis
|
|
|
|
Hutchinson Mark, Gallagher Liam
Email: m.hutchinson@ucc.ie
Convertible bond arbitrage
|
|
|
|
Hyde Stuart, Bredin Don
Email: stuart.hyde@mbs.ac.uk
Nonlinear influences in the relationship between stock returns and the macroeconomy
|
|
|
I
|
|
Iliopoulou Stavroula, Coakley Jerry
Email: siliop@essex.ac.uk
CEO Compensation For Bidders In UK M&As
|
|
|
|
Iyer Rajkamal, Jose Peydro
Email: iyer.rajkamal-j@insead.edu
How does a Shock Propagate? A Model of Contagion in the Interbank Market due to Financial Linkages
|
|
|
J
|
|
Jain Bharat A., Kini Omesh
Email: bjain@towson.edu
Strategic Investment Choices and IPO Firm Survival
|
|
|
|
Jia Haiying, Alizadeh Amir
Email: h.jia@city.ac.uk
Cost of Carry and Regime shifts in the commodity futures market
|
|
|
|
Joeveer Karin
Email: karin.joeveer@cerge-ei.cz
What Do We Know about Capital Structure of Small Firms?
|
|
|
|
Johan Sofia A., Cumming Douglas
Email: s.a.johan@uvt.nl
Is it the Law or the Lawyers: Investment Covenants Around the World
|
|
|
|
Johan Sofia A., Cumming Douglas
Email: s.a.johan@uvt.nl
Advice and Monitoring in Venture Finance
|
|
|
|
Jongen Ron, Wolff Christian C.P., Verschoor Willem F.C.
Email: r.jongen@berfin.unimaas.nl
Time-variation in Term Premia in the Term Structure of Interest Rates
|
|
|
|
Judge Amrit, Clark Ephraim
Email: a.judge@mdx.ac.uk
How Firms Hedge Foreign Currency Exposure: Foreign Currency Derivatives versus Foreign Currency Debt
|
|
|
|
Judge Amrit, Clark Ephraim
Email: a.judge@mdx.ac.uk
The Determinants of Foreign Currency Hedging: Does Foreign Currency Debt Induce a Bias?
|
|
|
|
Junttila Juha, Kallunki Juha-Pekka
Email: juha.junttila@oulu.fi
Declining Macroeconomic Uncertainty and the Cost of Equity Capital: Analysing the pre-EMU Period in a Dynamic Setting
|
|
|
|
Juttner Johannes, Leung Wayne
Email: jjuttner@efs.mq.edu.au
Towards Decoding Currency Volatilities
|
|
|
|
Juttner Johannes, Leung Wayne, Chung David
Email: jjuttner@efs.mq.edu.au
Emerging Market Bond Returns - an Investor Perspective
|
|
|
K
|
|
Kadam Ashay, Lakner Peter, Srinivasan Anand
Email: A.Kadam@city.ac.uk
Executive Stock Options: Value to the Executive and Cost to the Firm
|
|
|
|
Kahra Hannu A., Schadewitz Hannu J., Blevins Dallas R.
Email: kahra@mpsgr.it
Chasing Trends down Wall Street
|
|
|
|
Kalotay Egon, Gray Philip, Sin Samantha
Email: ekalotay@efs.mq.edu.au
Consumer Expectations and Short Horizon Return Predictability
|
|
|
|
Kasch Maria
Email: mkasch@uni-bonn.de
Volatility Threshold Dynamic Conditional Correlations: Implications for International Portfolio Diversification
|
|
|
|
Katerina Lyroudi, Angelidis Dimitrios
Email: daggel@uom.gr
Evaluating Banking Productivity Results Using Neural Networks: The case of Italian Institutions
|
|
|
|
Kavussanos Manolis, Visvikis Ilias
Email: mkavus@aueb.gr
The Predictability of Non-Overlapping Forecasts: Evidence from Derivatives Market in Greece
|
|
|
|
Keiber Karl
Email: kkeiber@whu.edu
Overconfidence in the Continuous-Time Principal-Agent Problem
|
|
|
|
Keiber Karl
Email: kkeiber@whu.edu
Managerial Compensation Contracts and Overconfidence
|
|
|
|
Kemmerer Andreas, Weidig Tom, Born Björn
Email: andreas.kemmerer@web.de
The Risk Profile of Private EquityFunds-of-Fund
|
|
|
|
Kiehlborn Thomas, Mietzner Mark
Email: kiehlborn@finance.uni-frankfurt.de
EU financial integration: Is there a 'core Europe'? - Evidence from a cluster-based approach
|
|
|
|
Koulakiotis Athanasios, Dasilas Apostolos, Molyneux Phil
Email: a_Koulakiotis@hotmail.com
The impact of interest rates and trading volume on volatility and error transmission between cross-listed european equities
|
|
|
L
|
|
La Rocca Maurizio, Cariola Alfio
Email: m.larocca@unical.it
Corporate Governance Relationship And Value Creation: Authority Combined With Responsibility
|
|
|
|
Lakhal Faten
Email: faten_lakhal@yahoo.fr
Stock market liquidity and voluntary earning announcements: new evidence from France
|
|
|
|
Larcker David F., Richardson Scott A., Tuna Irem
Email: larcker@wharton.upenn.edu
How Important is Corporate Governance?
|
|
|
|
Lee Jaeho, Hughes Alan
Email: j.lee@cbr.cam.ac.uk
The Impact of Venture Capital Participation on Firm Performance: Evidence from Korean IPO’s on the KOSDAQ Market
|
|
|
|
Lei Adrian, Song Frank M.
Email: adrianlei@yahoo.com.hk
Corporate Governance and Firm Valuation : Evidence from Hong Kong
|
|
|
|
Lepone Andrew, Frino Alex, Jarnecic Elvis
Email: a.lepone@econ.usyd.edu.au
An Event Time Study of the Price Reaction to Block Trades on theAustralian Stock Exchange
|
|
|
|
Lescourret Laurence, Robert Christian
Email: lescourret@essec.fr
Preferencing, Internalization and Dealer Inventory
|
|
|
|
Liang Samuel-Xin, Wei John Kuo-chiang
Email: sxliang@ust.hk
Global Liquidity Risk
|
|
|
|
Lin Chien-Ting, Fang Victor, Ho Chia-Cheng
Email: edward.lin@unisa.edu.au
Australian Consumer Sentiment and Sector Returns
|
|
|
|
Lin Chien-Ting, Fang Victor, Ho Chia-Cheng, Poon Warren
Email: edward.lin@unisa.edu.au
An Examination of Australian Gold Mining Firms' Exposure over the Collapse of Gold Price in the Late 1990s
|
|
|
|
Liu Ming, Fan Xinting, Zhang Harold H.
Email: liuming@baf.msmail.cuhk.edu.hk
Momentum in Security Returns and Macroeconomic Intertemporal Dependence
|
|
|
|
Liu Jia
Email: j.liu@salford.ac.uk
Business Failures and Macroeconomic Factors in the UK
|
|
|
|
Liu Jia, Pang Dong
Email: j.liu@salford.ac.uk
Market Imperfections in Company Investment Decisions
|
|
|
|
Liu Xiaoquan
Email: Liux@essex.ac.uk
Bid-ask spread, strike prices, and risk-neutral densities
|
|
|
|
Liu Mei-ying
Email: meiying@scu.edu.tw
Evaluation of Power EWMA VaR Models for Bank Portfolio?Conservativeness, Accuracy and Efficiency
|
|
|
|
Loncarski Igor, ter Horst Jenke, Veld Chris
Email: I.Loncarski@uvt.nl
An empirical analysis of the wealth effects associated with the announcements of convertible debt issues on the Canadian market
|
|
|
|
Luciano Elisa
Email: luciano@econ.unito.it
Calibrating risk-neutral default correlation
|
|
|
|
Lundtofte Frederik
Email: frederik.lundtofte@nek.lu.se
Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy
|
|
|
M
|
|
Ma Tai, Tsai I-Chun
Email: matai@finance.nsysu.edu.tw
A Dynamic Model of Order Execution and the Intraday Cost of Limit Orders
|
|
|
|
Machado dos Santos Carlos, de Castro Corrêa Alessandro
Email: cmsantos@utad.pt
Conditional Volatility in the Brazilian Mutual Funds
|
|
|
|
Malloy Christopher, Cohen Lauren, Diether Karl B.
Email: cmalloy@london.edu
The Link Between Short Sale Constraints and Stock Prices
|
|
|
|
Manzur Meher, Clausen Erik
Email: Meher.Manzur@cbs.curtin.edu.au
Does purchasing power parity hold for countries with closer economic relations?
|
|
|
|
Marchica Maria Teresa
Email: mtm105@york.ac.uk
Debt Maturity And The Characteristics Of Ownership Structure: An Empirical Investigation Of UK Firms
|
|
|
|
Maspero Davide
Email: davide.maspero@unibocconi.it
Portfolio Selection Under Continuous Shortfall Constraints
|
|
|
|
McColgan Patrick, Hillier David
Email: .mccolgan@abdn.ac.uk
An Analysis of Company Board Structures during Corporate Governance Reforms
|
|
|
|
McKenzie Michael, Kim Suk-Joong
Email: michael.mckenzie@rmit.edu.au
Conditional Autocorrelation and Stock Market Integration
|
|
|
|
Mehran Hamid, Hayes Rachel, Schaeferc Scott
Email: Hamid.Mehran@ny.frb.org
Board Committee Structures, Ownership, and Firm Performance
|
|
|
|
Mellios Constantin, Paget-Blanc Eric
Email:
Which Factors Determine Sovereign Credit Rtaings?
|
|
|
|
Melnik Arie, Nissim D
Email: amelnik@econ.haifa.ac.il
The Effects of the EMU on the Primary Market for International Bonds
|
|
|
|
Menoncin Francesco
Email: menoncin@eco.unibs.it
Cyclical risk exposure of pension funds: a theoretical framework
|
|
|
|
Merikas Andreas, Merikas Anna
Email: merikas@otenet.gr
Is There An Electoral Cycle? A Case for Greece
|
|
|
|
Micu Marian, Remolona Eli, Wooldridge Philip
Email: Marian.Micu@bis.org
The price impact of rating announcements: do the opinions of rating agencies matter?
|
|
|
|
Misina Miroslav
Email: MMisina@bank-banque-canada.ca
Risk: Perceptions and Attitudes
|
|
|
|
Moench Burkart, Esser Angelika
Email: B.Moench@econ.uni-frankfurt.de
The Navigation of an Iceberg: The Optimal Use of Hidden Orders
|
|
|
|
Mohan Saumya
Email: saumya.mohan@phd.mccombs.utexas.edu
Corporate Governance, Monitoring And Litigation As Substitutes To Solve Agency Problem
|
|
|
|
Mola Simona
Email: smola@purdue.edu
Do IPO Analysts Issue Unfavorable Recommendations on Non-IPO Firms
|
|
|
|
Mroczkowski Nicholas A, Tanewski George
Email: Nick.Mroczkowski@BusEco.monash.edu.au
Initial Returns Performance: Family and Non-Family Firms -Australian Evidence
|
|
|
|
Mura Roberto
Email: rm143@york.ac.uk
Firm performance and the supermarket trolley syndrome: do non-executive directors have a mind of their own? An empirical analysis of the UK
|
|
|
N
|
|
Nalpas Nicolas, Chauveau Thierry
Email: n.nalpas@esc-toulouse.fr
Disappointment, Pessimism and the Equity Risk Premia
|
|
|
|
Natale Francesco Paolo
Email: francesco.natale@unibocconi.it
Estimating the Cost of Equity Capital for European Non-Life Insurance Companies
|
|
|
|
Nguyen Duc
Email: duc.nguyen@upmf-grenoble.fr
Liberalization of Emerging Equity Markets and Volatility
|
|
|
|
Nietert Bernhard
Email:
The Valuation of Greenhouse Gas (GHG) Emission Allowances
|
|
|
|
Normann Marcel, Schiereck Dirk
Email: Dirk.Schiereck@ebs.de
Existence and size of top executive-specific effects on corporate performance and policy in Germany
|
|
|
|
Nova Alessandro, Zanetti Laura
Email: alessandro.nova@unibocconi.it
Endogenous and exogenous determinants of capital structure: a comprehensive analysis of the Italian firms
|
|
|
|
Nowak Eric, EHRHARDT Olaf, Weber Felix-Michael
Email: nowake@lu.unisi.ch
‘Running in the Family’. The Evolution of Ownership, Control, and Performance in German Family-owned Firms 1903-2003
|
|
|
|
Nowak Eric, EHRHARDT Olaf, Kuklinski Jan
Email: nowake@lu.unisi.ch
Unifications of Dual Class Shares in Germany. Empirical evidence on the effects of related changes in ownership structure, market value, and bid-ask spreads on the cost of capital
|
|
|
O
|
|
Oreland Carl
Email: Carl.Oreland@nek.uu.se
Family and Dispersed Ownership in Swedish Public Companies. An Analysis of Costs of Private Benefits of Control and Agency Costs
|
|
|
|
Otten Roger, Jans Rob
Email: R.Otten@Berfin.Unimaas.nl
Tournaments in the UK mutual fund industry
|
|
|
|
Ozkan Aydin, Leonida Leone, Gonec H
Email: ao5@york.ac.uk
Investment-cash flow sensitivity and the degree of financing constraints: Evidence from an emerging market
|
|
|
P
|
|
Pantzalis Christos, Lin J. Barry, Park Jung C.
Email: cpantzal@coba.usf.edu
Corporate Hedging Policy and Equity Mispricing
|
|
|
|
Park Young S., Lee Jaehyun
Email: yspark@sogang.ac.kr
Effect on stock price and volume of inclusion in or exclusion from KOSPI 200: comparison with stock indices of U.S. and Japan
|
|
|
|
Partington Graham
Email: G.Partington@econ.usyd.edu.au
The Market Valuation of Cash Dividends: The Case of the CRA Bonus Issue
|
|
|
|
Pattenden Kerry, Heaney Richard
Email: Richard.Heaney@rmit.edu.au
Change in Unconditional Exchange Rate Volatility: GBP and USD Price of the Euro 2002-2003
|
|
|
|
Pawlina Grzegorz, Kort Peter, Murto Pauli
Email: g.pawlina@lancaster.ac.uk
The Value of Flexibility in Sequencing Irreversible Investment
|
|
|
|
Pelizzon Loriana, Schaefer Stephen
Email: loriana.pelizzon@unipd.it
Pillar 1 vs Pillar 2 under Risk Managenet
|
|
|
|
Percoco Marco, Borgonovo Emanuele
Email: marco.percoco@unibocconi.it
Sensitivity Analysis of Portfolio Volatility: an Application to Financial Risk Management
|
|
|
|
Pereira Ricardo
Email: ramgp2@cam.ac.uk
Forecasting Portuguese Stock Market Volatility
|
|
|
|
Pericoli Marcello, Sbracia Massimo
Email: marcello.pericoli@bancaditalia.it
The CAPM and the Risk Appetite Index:theoretical differences and emprical similarities
|
|
|
|
Petmezas Dimitris, Antoniou Antonios, Zhao Huainan
Email:
Bidder Gains and Losses of Firms Involved in Many Acquisitions
|
|
|
|
Petrella Giovanni, Gualtieri Paolo
Email: giovanni.petrella@unicatt.it
Does Visibility Affect Mutual Fund Flows?
|
|
|
|
Polwitoon Sirapat, Tawatnuntachai Oranee
Email: polwitoon@susqu.edu
Diversification Benefits and Persistence of U.S.-Based Global Bond Funds
|
|
|
|
Potì Valerio, Kearney Colm
Email: valerio.poti@dcu.ie
Have European Stocks Become More Volatile? An Empirical Investigation of Volatilities and Correlations inEMU Equity Markets at the Firm, Industry and Market Level
|
|
|
|
Pozzolo Alberto Franco, Nucci Francesco, Schivardi Fabiano
Email: pozzolo@unimol.it
Is Firm's productivity related to its Fiancial structure? Evidence from microeconomic data
|
|
|
|
Pozzolo Alberto Franco,Focarelli Dario
Email: pozzolo@unimol.it
Conflicts of Interest in Financial Markets: Evidence from Bond Underwriting in the Nineties
|
|
|
Q
|
|
Querci Francesca
Email: querci@economia.unige.it
Loss Given Default on a medium-sized Italian bank’s loans: an empirical exercise
|
|
|
R
|
|
Rangvid Jesper, Christiansen Charlotte, Joensen Juanna Schröter
Email: jr.fi@cbs.dk
Do More Economists Hold Stocks?
|
|
|
|
Rasbrant Jonas, Holmen Martin
Email: jrt@fek.su.se
Owner-Managers’ Equity Portfolio Diversification
|
|
|
|
Raviv Alon
Email: araviv@stern.nyu.edu
Bank stability and market discipline: Debt for equity swap versus subordinated debt
|
|
|
|
Raviv Alon, Galai Dan, Wiener Zvi
Email: araviv@stern.nyu.edu
Liquidation triggers and the valuation of equity and debt
|
|
|
|
Realdon Marco
Email: mr15@york.ac.uk
Valuation Of Put Options On Leveraged Equity
|
|
|
|
Resti Andrea, Sironi Andrea
Email: andrea.resti@unibg.it
What’s different about loans? An empirical analysis of credit spreads on public debt and bank facilities
|
|
|
|
Richardson Scott, Penman Stephen H., Tuna Irem
Email: scottric@wharton.upenn.edu
The Book-To-Price Effect In Stock Returns: Accounting For Leverage
|
|
|
|
Rodrigues Luis Fernandes, Pindado Julio
Email: luisfr@dgest.estv.ipv.pt
Determinants of financial distress costs: New evidence from international data
|
|
|
|
Ross Leola, Fox Steven
Email: lross@russell.com
Signs of Hidden Talent: Uncovering the Best Ideas from Long-Only Managers
|
|
|
|
Rosser Bruce, Canil Jean
Email: bruce.rosser@adelaide.edu.au
Toeholds and Bid Deferral
|
|
|
|
Rossetto Silvia, Kranenburg Mark, Perotti Enrico
Email: silvia.rossetto@wbs.ac.uk
Unlocking Value: Equity Carve-outs as Strategic Real Options
|
|
|
|
Rossetto Silvia
Email: silvia.rossetto@wbs.ac.uk
The Price of Rapid Exit in Venture Capital-backed IPOs
|
|
|
|
Roth Lucas, Loderer Claudio
Email: Lukas.roth@ifm.unibe.ch
Do cash payouts justify share prices? Evidence from the NYSE, Amex, and NASDAQ
|
|
|
|
Rovetta Barbara
Email: barbara.rovetta@sdabocconi.it
Investment Policies and Excess Returns in Corporate Spinoffs: Evidence from the U.S. Market
|
|
|
|
Rudolph Kai, Pfingsten Andreas
Email: kai.rudolph@gmail.com
Competition in the German banking sector: An empirical analysis of the concentration of commercial loan origination
|
|
|
|
Rujing Meng
Email: meng@hku.hk
A Patent Race in a Real Options Setting: Investment Strategy, Valuation, CAPM Beta and Return Volatility
|
|
|
|
Rummer Marco, Oehlera Andreas, Smith Peter N.
Email: marco.rummer@sowi.uni-bamberg.de
IPO Pricing and the Relative Importance of Investor Sentiment – Evidence from Germany
|
|
|
|
Ruenzi Stefan, Kempf Alexander
Email: ruenzi@wiso.uni-koeln.de
Status Quo Bias and the Number of Alternatives - An Empirical Illustration from the Mutual Fund Industry
|
|
|
|
Ruenzi Stefan
Email: ruenzi@wiso.uni-koeln.de
Mutual Fund Growth in Standard and Specialist Market Segments
|
|
|
|
Rutterford Janette
Email: j.rutterford@open.ac.uk
Learning from one another’s mistakes: closed end mutual funds 1868 - 1940
|
|
|
S
|
|
Saadi Samir, Gandhi Dev, Ngouhouo Ibrahim, Dutta Shantanu
Email: Saadi@management.uottawa.ca
Testing for Nonlinearity & Modeling Volatility in Emerging Capital Markets: The Case of Tunisia
|
|
|
|
Saadi Samir, Dutta Shantanu, Jog Vijay M.
Email: Saadi@management.uottawa.ca
Re-Examination of the Ex-Dividend Day Behaviour of Canadian Stock Prices
|
|
|
|
Safieddine Assem, Chahine Salim
Email: assem.safieddine@aub.edu.lb
Lebanese Corporate Governance System: Prospects and Challenges
|
|
|
|
Saita Francesco, Romano Maria Egle, Campolongo Francesca
Email: francesco.saita@unibocconi.it
Pricing multiasset equity options with copulas: an empirical test
|
|
|
|
Sanabria Sonia, Abad David, Yagüe José
Email: Sonia.Sanabria@ua.es
Liquidity and information around annual earnings announcements: An intraday analysis of the Spanish stock market
|
|
|
|
Savva Christos
Email: christos.savva@stud.man.ac.uk
Volatility, Spillover Effects and correlations in US and Major European Markets
|
|
|
|
Sawicki Julia, Yian Cheah Chee, Sen Nilanjan
Email: ajsawicki@ntu.edu.sg
The Disappearance of the Small Stock Premium: Size as a Narrowly-Held Risk
|
|
|
|
Schredelseker Klaus
Email: Klaus.schredelseker@uibk.ac.at
Information Processing in Financial Markets An Austrian Approach
|
|
|
|
Sentis Patrick
Email: patrick.sentis@univ-montp1.fr
Were Insiders more Informed than the Market during IPO Bubble? Evidence from the Crossing of Legal Thresholds on the Nouveau Marché in France
|
|
|
|
Serra Ana Paula, Ribeiro João Martins, Barreto Rúben
Email: aserra@fep.up.pt
Analysts’ Recommendations: Evidence from a Portuguese Investment Bank
|
|
|
|
Shiah-Hou Shin-Rong, Hsiao Chin-Wen
Email: fnshiah@saturn.yzu.edu.tw
The Associations of Cash Flows and Earnings with Firm Performance: An International Comparison
|
|
|
|
Simon David, Sternberg Joel S.
Email: DSIMON@bentley.edu
Overreaction and Trading Strategies in European iShares
|
|
|
|
Smimou Kamal, Bectorb C.R., Jacoby G.
Email: kamal.smimou@uleth.ca
Portfolio Selection Subject to Experts' Judgments
|
|
|
|
Sørensen Carsten, Richter Martin
Email: cs.fi@cbs.dk
Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybean Options
|
|
|
|
Soufani Khaled, Poutziouris Panikkos, Michaelas Nicos
Email: Ksoufani@jmsb.concordia.ca
Financial Management of Trade Credits in Small Medium sized Enterprises
|
|
|
|
Spilioti Stela, Karathanassis G.A.
Email: spilioti@aueb.gr
An empirical application of the clean-surplus valuation model: The case of the London Stock Exchange
|
|
|
|
Spyrou Spyros, Kassimatis Konstantinos, Galariotis Emilios
Email: sis@hol.gr
Short-term Overreaction, Underreaction and Efficient Reaction: Evidence from the London Stock Exchange
|
|
|
|
Staikouras Sotiris K., Kalotychou Elena
Email: sks@city.ac.uk
Daily transactions and market depth in short sterling futures
|
|
|
|
Stapleton Richard, Franke Guenter, Huang James
Email: richard.stapleton1@btinternet.com
Two-Dimensional Risk-Neutral Valuation Relationships for the Pricing of Options
|
|
|
|
Steijvers Tensie, Voordeckers Wim
Email: tensie.steijvers@luc.ac.be
Credit rationing for SME's in the corporate bank loan market of a bank-based economy
|
|
|
|
Strassberger Mario
Email: m.strassberger@wiwi.uni-jena.de
Capital Requirement, Portfolio Risk Insurance, and Dynamic Risk Budgeting*
|
|
|
|
Subramanian Ram, Gondhalekar Vijay
Email: gondhalv@gvsu.edu
Technology and Marketing Alliances
|
|
|
|
SÜER Ömür
Email: osuer@gsu.edu.tr
The Consequences Of Overborrowing In Foreign Currency: Istanbul Approach
|
|
|
|
Swinnen Silvia, Voordeckers Wim, Vandemaele Sigrid
Email: silvia.swinnen@luc.ac.be
Capital structure in SMEs: Pecking order versus static trade-off, bounded rationality and the behavioural principle
|
|
|
|
Syriopoulos Theodore, Merikas Andreas
Email: mourat@hellasnet.gr
Corporate Social Responsibility: Risk and Return in Portfolio Management
|
|
|
T
|
|
Tahani Nabil
Email: ntahani@yorku.ca
Exotic Options Pricing under Stochastic Volatility
|
|
|
|
Tarhan Vefa, Pulvino Todd
Email: v-tarhan@kellogg.northwestern.edu
Allocating Marginal Cash Flow: Investment, Financing, and Distribution Decisions
|
|
|
|
Tebourbi Imen
Email: imen.tebourbi@hec.ca
Timing of Mergers and Acquisitions: Evidence from the Canadian Stock Market
|
|
|
|
Tong Hui
Email: hui.tong@bankofengland.co.uk
Do Transparency Standards Improve Macroeconomic Forecasting?
|
|
|
|
Trabelsi Abdelwahed, Ben Nasr Adnen
Email: abdel.trabelsi@isg.rnu.tn
Seasonal and periodic long memory models in the inflation rates
|
|
|
|
Tribukait-Vasconcelos Hermann
Email: ht@post.harvard.edu
Cross-country Evidence of the Impact of ADRs on Stock Price Behavior
|
|
|
|
Trombetta Marco, Tapia Mikel, Espinosa Mónica
Email: mtrombet@emp.uc3m.es
Disclosure and Liquidity
|
|
|
|
Turnbull Shann
Email: sturnbull@mba1963.hbs.edu
How audit practices got muddled in the US and UK
|
|
|
V
|
|
Van Frederikslust Ruud, van der Wal Vincent, Westdijk Huib
Email: R.Frederikslust@fbk.eur.nl
Shareholder Wealth Effects of Mergers and Acquisitions
|
|
|
|
Vanassche Ellen
Email: ellen.vanassche@econ.kuleuven.ac.be
The Impact of Financial Integration on Industry Growth
|
|
|
|
Vardas Giannis, Xepapadeas Anastasios
Email: vardasg@econ.soc.uoc.gr
Uncertainty Aversion, Robust Control and Asset Holdings with Stochastic Investment Opportunity Set
|
|
|
|
Vecchi Veronica, Marsilio Marta
Email: veronica.vecchi@unibocconi.it
Project Finance for public investments: the Italian experience
|
|
|
|
Vesa Puttonen, Korpela Mari
Email: vesa.puttonen@hkkk.fi
Innovative mutual fund pricing
|
|
|
|
Vieira Elisabete Fatima Simoes
Email: elisabete.vieira@isca.ua.pt
The Effects of Dividend Change Announcements: Evidence from a Small European Market
|
|
|
|
Vieru Markku, Perttunen Jukka, Schadewitz Hannu
Email: markku.vieru@oulu.fi
New Evidence On Predictability Of Market Responses To Earnings Announcements In Finland
|
|
|
|
Vu Joseph, Urrutia Jorge
Email: jvu@depaul.edu
Do Momentum Strategies Generate Profits in Emerging Stock Markets?
|
|
|
W
|
|
Walter Christian
Email: Xianwalter@aol.com
Performance Concentration
|
|
|
|
Wang Hanfeng
Email: hfwang@hkusua.hku.hk
Dynamic Volume-Volatility Relation
|
|
|
|
Warachka Mitchell Craig, Hogan Steve
Email: mitchell@smu.edu.sg
Implied Measures of Relative Fund Performance
|
|
|
|
Weir Charlie, Laing David, Wright Mike
Email: c.weir@rgu.ac.uk
Private Information, Undervaluation and the Decision to Go Private in the UK
|
|
|
|
Weston Rae, Premachandran Prem
Email: Rae.weston@mgsm.edu.au
Could exchange rates just be chaotic?
|
|
|
|
Wickramanayake J., Li G.
Email: j.wickramanayake@buseco.monash.edu.au
Chinese Closed-End Fund Market (1998-2003): An Empirical Investigation
|
|
|
|
Wong Carol
Email: 50002787@plink.cityu.edu.hk
Venture Capitalists Under-perform in HK IPO market
|
|
|
|
Wood Andrew, Coakley Jerry, Hadass Leon
Email: wooda@essex.ac.uk
Post-IPO operating performance, venture capitalists and market timing
|
|
|
|
Wouter Van Overfelt, Annaert Jan, DE CEUSTER Marc, DELOOF Marc
Email: wouter.vanoverfelt@ua.ac.be
Does relationship banking create value ? The role of Uninversal banks in Belgium at the beginning of the 20th century
|
|
|
X
|
|
Xiao Xinrong, Cheng Peng, Chen Jean
Email: X.xiao@surrey.ac.uk
Window Dressing of Chinese Securities Investment Funds
|
|
|
Y
|
|
Yang Joey Wenling
Email: jyang@biz.uwa.edu.au
Predicting Stock Price Movements: An Ordered Probit Analysis on the Australian Stock Market
|
|
|
|
Yung Chris
Email: Chris.yung@colorado.edu
Time Varying Adverse Selection in Credit Markets
|
|
|
Z
|
|
Zahid Rehman, Massa Massimo, Vermaelen Theo
Email: Zahid.REHMAN@insead.edu
Mimicking Repurchases
|
|
|
|
Zakamouline Valeri
Email: Valeri.Zakamouline@hibo.no
Optimal Hedging of Options with Transaction Costs
|
|
|
|
Zanotti Giovanna, Gabbi Giampolo
Email: giovanna.zanotti@unibocconi.it
Climate Variables And Weather Derivatives. Gas Demand, Temperature And The Cost Of Weather For A Gas Supplier
|
|
|
|
Zhou Xin, Subramaniam Venkat, Yue Heng
Email: xzhou@tulane.edu
Does Firm Structure Matter in Corporate Cash Holdings?
|
|
|
|
Zilca Shlomo
Email: s.zilca@auckland.ac.nz
Firm Valuation with Endogenous Growth Opportunities
|
|
|
|
Zitzmann Vera
Email: zitzmann@econ.uni-hamburg.de
Modeling of Portfolio Dependence in Terms of Copulas. A Rating-based Approach
|
|
|
