EFMA

European Financial Management Symposium 2010
Asian Finance
April 22-24, 2010
Renmin University of China, Beijing, China


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
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Participants

Paper


B


Bas Tugba, Kate Phylaktis and Gulnur Muradoglu
Email: G.Muradoglu@city.ac.uk
Determinants of capital structure in developing countries


Bustamante Maria
Email: m.bustamante@lse.ac.uk
What do frictions mean for Q-theory testing?


C


Caccavaio Marianna and Andrea Beltratti
Email: marianna.caccavaio@unibocconi.it
Who gains from stock market reform? Evidence from China


Cakici Nusret, Turan Bali
Email: cakici@fordham.edu
Tail Risk and Expected Stock Returns


Chen Ming-Hsien, Yin-Feng Gau, Andrew Cairns and Kevin Dowd1
Email: morris.mhchen@gmail.com
The Role of Issuers¡¦ Credit Ratings in Dynamic Warrants Pricing


Chen Mark, Harley Ryan, Conrad Ciccotello
Email: machen@gsu.edu
Distance, Information Acquisition, and Monitoring by the Board of Directors


Chen Baizhu, Longbing Xu and Honghai Yu
Email: baizhu@marshall.usc.edu
Overinvestment When Control Separates from Ownership: Evidence from Publicly Listed Companies in China


Chi Jeng Wang, Ti Yang Chang
Email: cjwang@faculty.nsysu.edu.tw
The Informativeness of the Limit Order Book in a Periodic Call Market


D


Dai Jie, Attig Najah
Email: jie.dai@smu.ca
Does Trading in Derivatives Affect Bank Risk - The Canadian Evidence


F


Frank J. Fabrizio, Andrew Chen, Dashan Huang
Email: frank.fabozzi@yale.edu
Optimal Corporate Strategy under Uncertainty


G


Gilbert Aaron, Bart Frijns, Alireza Tourani-Rad
Email: agilbert@aut.ac.nz
Elements of Insider Trading Regulations


Guo Jie, Angelos Doukas and Bilei Zhou
Email: jie.guo@dur.ac.uk
Why Chinese State Owned Enterprises Outperform Public Firms?Evidence from M&As


H


He Wen
Email: wen.he@unsw.edu.au
Agency Problems, Product Market Competition and Dividend Policy in Japan


Ho Keng-Yu, Yu-Jen Hsiao and Wen-Chi Lo
Email: kengyuho@management.ntu.edu.tw
Determinants of Credit Default Swap Spread: Evidence from the Japanese Credit Derivative Market


Hu Shing-yang, Konan Chan and Yu-Jane Liu
Email: syhu@ntu.edu.tw
Share Repurchase and Controlling Shareholder's Personal Interest


J


Jones Robert, Yan Wendy Wu
Email: rjones@sfu.ca
Credit Exposure and Valuation of Revolving Credit Lines


Jostova Gergana, Doron Avramov and Tarun Chordia
Email: jostova@gwu.edu
Asset-Pricing Anomalies and Financial Distress


L


Lang Sebastian, André Getzmann, Klaus Spremann
Email: sebastian.lang@unisg.ch
Determinants of the target capital structure and adjustment speed - evidence from Asian capital markets


Li Ping, Zezheng Li
Email: liping124@buaa.edu.cn
Change Analysis of Default Correlation  and Dynamic Pricing of Collateralized Debt Obligations:Evidence from reform of Foreign Shares Market in China


Lin Zhongguo, Liyan Han, Steven Wei
Email: chinalin2002@163.com
Noise or Information: When Stock Price Synchronicity Meets Accounting Restatements


Liu Laura Xiaolei, Mike Lemmon, Mike Qinghao Mao
Email: fnliu@ust.hk
Asset-backed securitization in industrial firms-an empirical investigation


Lopez Felix, Juan Rodriguez
Email: flopez@eco.uva.es
Debt, dividends, and growth opportunities in East Asian firms: The role of institutional factors


M


Massoud Nadia, Iftkhar Hasan and Anthony Saunders
Email: nmassoud@schulich.yorku.ca
Should Short-Selling be Restricted during a Financial Crisis?


N


Nowland John, En-Te Chen
Email:j.nowland@cityu.edu.hk
Why do family firms congregate in certain industries?


O


Onali Enrico, Howe S. John
Email: e.onali@bangor.ac.uk
Are European equity markets efficient? New evidence from fractal analysis


S


Song Guoxiang, Geoff Meeks
Email:g.song@jbs.cam.ac.uk
The convergence of the Chinese and Western takeover markets


Song Kyojik, Youngjoo Lee
Email:roysong@skku.edu
Financial crisis and corporate cash holdings: Evidence from East Asian firms


Sun Yiguo, Ximing Wu
Email:yisun@uoguelph.ca
A Nonparametric Study of Dependence Between S&P 500 Index and Market Volatility Index (VIX)


T


Tan Hui-Boon, Eng-Tuck Cheah, Johnnie E.V. Johnson and Ming-Chien Sung
Email: hui-boon.tan@nottingham.edu.my
The Dynamic Stock Market Capitalization Integration in the Asia Pacific Region


Tan Hongping, Kee-Hong Bae and Arzu Ozoguz
Email: hptan@uwaterloo.ca
Do Foreigners Facilitate Information Transmission in Emerging Markets


Tang Ke, Kee-Hong Bae and Arzu Ozoguz
Email: ketang00@gmail.com
Size and Performance of Chinese Mutual Funds: The Role of Economy of Scale and Liquidity


Theocharides George, George Jiang and Gady Jacoby
Email: theocharides.g@gmail.com
Cross-Market Liquidity Shocks: Evidence from the CDS, Corporate Bond, and Equity Markets


Thong Tiong Yang, Chandrasekhar Krishnamurti and S.R. Vishwanath
Email: tythong@smu.edu.sg
Grey Market for Indian IPOs: Investor Sentiment and After-market Performance


Thorp John
Email: thorpj@regents.ac.uk
Theory of the conditional affine term risk of jumps: an analytical single event Q-jump distribution is derived and tested


Tian Gary, Louise Zhu and Shiguang Ma
Email: gtian@uow.edu.au
Executive compensation, board characteristics and firm performance in China: the impact of compensation committee


W


Wang Hao, Li Liao and Bibo Liu
Email:wanghao@sem.tsinghua.edu.cn
Price Discovery in Share Lockups: Evidence from the Split-share Structure Reform in China


Wang Jun, Jiangze Bian and Ge Zhang
Email: jun.wang@baruch.cuny.edu
Chinese Block Transactions and the Market Reaction


Wang Liu
Email: l2wang@odu.edu
Cross-Listing and the Value of Bonding under Increased Market Integration


X


Xu Nianhang, Xinzhong Xu and Qingbo Yuan
Email:hang78@sina.com
Political Connection, Financing Frictions, and Corporate Investment: Evidence from Chinese Listed Family Firms


Y


Yang Chi-Yih, Victor Murinde and Xiaoming Ding
Email:chiyih.yang@xjtlu.edu.cn
Ownership Structure, Corporate Governance and Income Smoothing in China


Ying Zheng, Yuande Zhu
Email:YINGACY@GMAIL.COM
Bank Lending Incentives and Firm Investment Decisions in China


Z


Zhu Jie
Email: jzhu@econ.au.dk
Estimating Equity Risk Premium: the Case of Greater China


Zeng Yamin, Junsheng Zhang
Email: zengym@nankai.edu.cn
The Value of Social Capital as an Informal Institution: Evidence from Firms’ Debt Financing in China