European Financial Management Association
2006 Annual Meetings
June 28-July 1, 2006
Madrid, Spain


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 EFMA 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 EFMA 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


Ranaldo Angelo
Email: angelo.ranaldo@snb.ch
Information content and predictability of extreme prices in financial markets


Rasmussen Anne-Sofie Reng
Email: arr@asb.dk
Improving the asset pricing ability of the consumption-capital asset pricing model?


Realdon Marco
Email: mr15@york.ac.uk
Quadratic term structure models in discrete time


Reber Beat, Fong Carline
Email: Beat.Reber@nottingham.ac.uk
Explaining mispricing of initial public offerings


Renneboog Luc, Ter Horst Jenke, Zhang Chendi
Email: Luc.Renneboog@uvt.nl
Is ethical money financially smart?


Rigoni Ugo, Bertinetti Giorgio, Cavezzali Elisa
Email: rigons@unive.it
The content of reports on Italian stocks. Do evaluation methods matter?


Robinson Michael, Cottrell Thomas
Email: michael.robinson@haskayne.ucalgary.ca
A model for the public financing of entrepreneurial firms: Alberta’s junior capital pool program


Rocha Teixeira Gabriela, Coutinho Dos Santos Mário
Email: gabriela.teixeira@pt.pwc.com
Do firms have financing preferences along their life cycles? Theory, and evidence from Iberia


Rodrigues Artur, Rocha Armada Manuel
Email: artur.rodrigues@eeg.uminho.pt
The valuation of modular projects: a real options approach to the value of splitting


Rodriguez Pedro, Sosvilla-Rivero Simon
Email: p_n_rodriguez@yahoo.com.mx
Understanding and forecasting stock price changes


Rodríguez Longarela Iñaki
Email: finir@hhs.se
Revisiting static portfolio theory for Hara investors


Rojo Suárez Javier, Alonso Conde Ana Belén
Email: javier.rojo@urjc.es
Total venture capital divestments as abandonment options and asymmetric information


Romeu Rafael
Email: rromeu@imf.org
An intraday pricing model of foreign exchange markets


Roncoroni Andrea, Galluccio Stefano
Email: roncoroni@essec.fr
Shape factors and cross-sectional risk: A new measure and its empirical implications for portfolio risk management


Ropero Moriones Eva
Email: eva.ropero@uc3m.es
Limited liability in business groups


Rosser Bruce A, Canil Jean M
Email: bruce.rosser@adelaide.edu.au
Pre-bid acquisitions of target stock and management-controlled equity


Rousseau Fabrice, Germain Laurent
Email: Fabrice.Rousseau@nuim.ie
Strategic market making and risk sharing


Rubio Gonzalo, Blanco Roberto, Alonso Francisco
Email: gonzalo.rubio@ehu.es
Option-implied preferences adjustments and risk-neutral density forecasts