2007 EFM READERS' CHOICE BEST PAPER AWARD

EUROPEAN FINANCIAL MANAGEMENT, VOLUME 13, 2007

VOL 13:1 JANUARY 2007

Payout Policy Pedagogy: What Matters and Why
Harry DeAngelo and Linda DeAngelo

Capital Cash Flows, APV and Valuation
Laurence Booth

Examining the Relationships between Capital, Risk and Efficiency in European Banking
Yener Altunbas, Santiago Carbo, Edward P.M. Gardener, and Philip Molyneux

The Validity of the Economic Value Added Approach: an Empirical Application
Dimitris Kyriazis and Christos Anastassis

The Determinants of Financial Structure: New Insights from Business Start-ups
Nancy Huyghebaert and Linda Van De Gucht

Measuring Value-at-Risk in Project Finance Transactions
Stefano Gatti, Alvaro Rigamotti, Francesco Saita and Mauro Senati

A New Econometric Model of Index Arbitrage
Nick Taylor

VOL 13:2 MARCH 2007

Conditional Performance of Hedge Funds : Evidence from Daily Returns
Hossein Kazami and Ying Li

Capacity Constraints and Hedge Fund Strategy Returns
Naranyan Naik, Tarun Ramodorai and Maria Stromqvist

Hedge Fund Indices: Reconciling Investability and Representativity
Felix Goltz, Lionel Martellini and Mathieu Vaissié

The Style Consistence of Hedge Funds
R. Gibson and S.Gyger

The Performance of Hedge Fund Strategies and the Asymmetry of Return Distributions
Bill Ding and Hany A. Shawky

Hedge Fund Risk Measures: A Cross-Sectional Approach
Bing Liang and Hyuna Park

VOL 13:3 JUNE 2007

Investor Attention and Time-Varying Comovements
Lin Peng, Wei Xiong and Tim Bollerslev

Is the Aggregate Investor Reluctant to Realize Losses? Evidence from Taiwan
Brad M. Barber, Yi-Tsung Lee, Yu-Jane Liu and Terrance Odean

All Guts, No Glory: Trading and Diversification among Online Investors
Anders Anderson

Valuation in the US Commercial Real Estate
Eric Ghysels, Alberto Plazzi and Rossen Valkanov

A Breakdown of the Valuation Effects of International Cross-Listing
Arturo Bris, Salvatore Cantale and George Nishiotis

Acquisitions, Overconfident Managers and Self-Attribution Bias
John A. Doukas and Dimitris Petmezas

Bank Mergers and Diversification: Implications for Competition PolicyALBERT
Banal-Estanol and Marco Ottaviani

VOL 13:4 SEPTEMBER 2007

The Economics of IPO Stabilization, Syndicates and Naked Shorts
Tim Jenkinson and Howard Jones

Do European Primarily Internet Banks Show Scale and Experience Efficiencies?
Javier Delgado, Iganacio Hernando and Maria J. Nieto

Exchange Rates and the Conversion of Currency-Specific Risk Premia
Astrid Eisenberg and Markus Rudolf

The Performance of Local versus Foreign Mutual Fund Managers
Roger Otten and Dennis Bams

Managerial Stock Options and the Hedging Premium
Niclas Hagelin, Martin Holmen, John Knopf and Bengt Pramborg

UK evidence on the characteristics versus covariance debate
Edward Lee, Weimin Liu and Norman Strong

Irrevocable Commitments and Going Private
Mike Wright, Charlie Weir and Andrew Burrows

Stock Concentration, Trading Cost and the Profitability of Momentum Trading Strategies: Further Evidence from the UK
Sam Ageyei-Ampomah

VOL 13:5 NOVEMBER 2007

Optimal Microstructures
Maureen O’Hara

On the Magnet Effect of Price Limits
David Abad and Roberto Pascual

Operating Performance of Newly Privatized Firms in Central European Transition Economies
Wolfgang Aussenegg and Ranko Jelic

Cross-sectional Tests of Conditional Asset Pricing Models: Evidence from the German Stock Market
Andreas Schrimpf, Michael Schröder and Richard Stehle

The Effect of Socially Responsible Investing on Portfolio Performance
Peer Osthoff and Alexander Kempf

Volatility-Spillover Effects in European Bond Markets
Charlotte Christiansen

Corporate Raiders, Performance and Governance in Europe
Ettore Croci

Capital Structure Swaps and the Intrinsic Wealth of Long-term Shareholder
Thomas J. O'Brien , Linda Schimd Klein and Jamfes I. Hilliard

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