EFMA

European Financial Management Symposium 2011
Asian Financial Management
March 24-26, 2011
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

Participants

Paper


B


Black Emma L., Guo Jie and Vagenas-Nanos Evangelos
Email: e.l.black@durham.ac.uk
China vs. US: Who creates more value from M&A activity?


C


Cao Charles, Chen Yong, Liang Bing and Lo Andrew W.
Email: qxc2@psu.edu
Can Hedge Funds Time Market Liquidity?


Carpenter Jennifer, Stanton Richard and Wallace Nancy
Email: jcarpen0@stern.nyu.edu
Estimation of Employee Stock Option Exercise Rates  and Firm Cost


Chen Jean, Zhang Haitao, Xiao Xinrong and Li Weian
Email: j.j.chen@surrey.ac.uk
The Impact of the Corporate Governance Code on Earnings Management: Evidence from Chinese


Chen Jean
Email: j.j.chen@surrey.ac.uk
Determinants of pay of Chinese Executives


Choi Paul Moon Sub and Chen Haiqiang
Email: paul.choi@ewha.ac.kr
Price Discovery and Threshold Cointegration: Theory and Empirics on Cross-Border Stock Trading


Chou Shuching
Email: chousc@yuntech.edu.tw
Block ownership and information disclosure in privatized firms-Evidence of


G


Gabbi Giampaolo and Zanotti Giovanna
Email: gabbi@sdabocconi.it
Emotional State, Financial Expectations and Overconfidence


Guariglia Alessandra, Din Saig and Knight John
Email: alessandra.guariglia@durham.ac.uk
Investment and financing constraints in China: does working capital management make a difference?


H


Hagströmer Björn, Xu Caihong and Nordén Lars
Email: bjh@fek.su.se
Alchemy in the 21st  Century: Hedging with Gold Futures


He Xiaojun
Email: xihe@yu.edu
Commonality and Information in Return/Volatility-Volume Relations


Hou Wenxuan, Edward Lee, Stathopoulos Konstantinos and Tong Zhenxu
Email: wenxuan.hou@durham.ac.uk
The impact of the Split Share Structure Reform in China on the relationship between executive compensation and firm performance


Hou Wenxuan
Email: wenxuan.hou@durham.ac.uk
The Bargaining of Dual-Class Conflicting Shareholders in the Split Share Structure Reform


Hua Daniel, Zhou Bilei, Guo Jie and Doukas Angelos J.
Email: jun.hua@durham.ac.uku
Political Connections and Merger Performance: Evidence from Chinese Market


K


Kusnadi Yuanto, Yang Zhifeng
Email: yuanto@cityu.edu.hk
Ownership Structure, Institutional Development, and Political Extraction: Evidence from China


L


Liu Laura Xiaolei, Li Erica Xuenan and Fleming Grant
Email: fnliu@ust.hk
Intangible Assets and Cross-Sectional Stock Returns: Evidence from Structural Estimation


Liu Xiaoquan, Wang Dong and Kellard Neil
Email: liux@essex.ac.uk
Hedging in Chinese Commodity Futures Markets


Lu Ranko
Email: jun.lu@colorado.edu
Size and Risk-taking of Financial Institutions


M


Melenberg Bertrand
Email: j.zheng@uvt.nl
Pricing of Longevity Risk: The Case of China


P


Pesic Valerio and Mure Pina
Email: valerio.pesic@uniroma1.it
The determinants and effects of administrative sanctions on banks performance: the Italian evidence


Q


Qu Bao zhi, Chen Ling and Ren Lixing
Email: baozhiqu@cityu.edu.hk
Financial Liberalization and the H-A Price Differential in the Chinese Stock Markets: Effects of the Split-Share


S


Salzmann Astrid, Anyonczyk Ron Christian and Breuer Wolfgang
Email:astrid.salzmann@bfw.rwth-aachen.de
National Culture and the Choice between Bank and Bond Financing


Slepaczuk Robert, Kokoszczynski Ryszard and Sakowski Pawel
Email:rslepaczuk@wne.uw.edu.pl
Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options


Soumare Issouf, Lai Van son and Guidara Alaa
Email:issouf.soumare@fsa.ulaval.ca
Performance, Risk and Capital Buffer under Business Cycles and Banking Regulations: Evidence from the Canadian Banking Sector


Sun Qian, Fang Jing and Changyun Wang
Email:sunqian@fudan.edu.cn
Illiquidity and Stock Rrturns: Evidence from Japan


T


Tang Ke
Email:ketang@ruc.edu.cn
Mutual Fund Evaluation, Managerial Skills and the Horizon of Indicators: Evidence from China


Teplova Tamara and Shutova Evgeniya
Email:tamarateplova@mtu-net.ru
The Validity of the CAPM in the Russian Capital Market with Conditional Mean-semivariance and Higher-order Moments Specifications


Thesmar David, Landier Augustin and Sraer David
Email:thesmar@hec.fr
Going for broke: New Century Financial Corporation, 2004-2006


Tong Wilson H. S., Cao Qin and Sun Qian
Email:afwtong@inet.polyu.edu.hk
How do Ownership and Control Affect the Decision to Go Public?


Trueck Stefan, Weng Haijie and Sun Qian
Email:stefan.trueck@mq.edu.au
Style Analysis and Value-at-Risk of Asia-Focused Hedge Funds


U


Uchida Konari, Liu Jianlei and Gao Ruidong
Email:kuchida@en.kyushu-u.ac.jp
State control and long-term stock performance of Chinese IPOs


W


Wang Jiwei and Yuan Hongqi
Email:jwwang@smu.edu.sg
Causes and Consequences of Corporate Assets Exchange by China's Listed Companies


Wong Yuen-Meng, Ahmad Rubi and Hartmann-Wendels Thomas
Email:yuenmeng@siswa.um.edu.my
Foreign Exchange Market Efficiency in Asia Pacific: 1997-2010


Wu Chaopeng and Hsu Po-Hsuan
Email:wuchaopeng@xmu.edu.cn
Innovations, Intellectual Property Protection, and Financial Markets: Cross-Province Evidence from China


Wu Wenfeng, Wu Chongfeng and Rui Oliver
Email:wfwu@sjtu.edu.cn
Interjurisdictional Competition, Ownership, and Firm Taxation


X


Xiao Weilin, Xu Weidong and Norbäck Pehr-Johan
Email: weilinhy@yahoo.com.cn
Pricing Foreign Equity Option with time-changed Levy Process


Z


Zanotti Giovanna, Pena Alonso and Alemanni Barbara
Email:giovanna.zanotti@unibocconi.it
On the role of behavioral finance in the pricing of financial derivatives: the case of the S&P 500 options


Zhang Shunmin and Shi Xiaojun
Email:shunming.zhang@gmail.com
Trade credit: The interaction of Financing, Operations, Marketing and Risk Management


Zhang Xiaoqian, Wang Wei and Shen Chung-Hua
Email:develop21cn@zju.edu.cn
Financial Crisis, Control Rights and Cash Flow of Investment Sensitivity: The Chinese Perspective


Zhou Yuegang, Lei Xiaoyan
Email:zyuegang@gmail.com
Reference price distributions and stock returns: An anslysis based on the disposition effect