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


Samitas Aristeidis, Kenourgios Dimitris, Paltalidis Nikos
Email: npaltalidis@hotmail.com
Creating efficient portfolio returns applying forecasting techniques and bootstrapping in FTSE 100 and XETRA DAX


Sanders Anthony, Makhija Anil, Low Angie
Email: sanders.12@osu.edu
Target bondholder wealth and shareholder power during mergers and acquisitions


Scheule Harald, Roesch Daniel
Email: hscheule@unimelb.edu.au
A multi-factor approach for systematic default and recovery risk


Schiozer Rafael, Saito Richard
Email: rschiozer@fgvsp.br
Why do Latin American firms manage currency risk?


Schmitz Birgit
Email: birgit.schmitz@uni-bonn.de
The impact of basel i regulation on bank deposits and loans: empirical evidence for Europe


Scholz Hendrik, Wilkens Marco
Email: Hendrik.scholz@ku-eichstaett.de
The sharpe ratio’s market climate bias – theoretical and empirical evidence from US equity mutual funds


Schrimpf Andreas, Schröder Michael, Stehle Richard
Email: schrimpf@zew.de
Cross-sectional tests of conditional asset pricing models: Evidence from the German stock market


Schroeder David, Esterer Florian
Email: david.schroeder@uni-bonn.de
Implied cost of capital based investment strategies


Schwaiger Markus, Klocker Stefan, Baghai Ramin
Email: markus.schwaiger@oenb.at
The information content of hedge fund investment styles – a return-based analysis with self-organizing maps


Seifert Bruce, Gonenc Halit
Email: bseifert@odu.edu
The international evidence on the pecking order hypothesis


Semenov Andrei
Email: asemenov@econ.yorku.ca
Risk factor beta conditional value-at-risk


Serifsoy Baris
Email: serifsoy@wharton.upenn.edu
Demutualization, outsider ownership and stock exchange performance - empirical evidence


Shackleton Mark, Taylor Stephen, Yu Peng
Email: m.shackleton@lancaster.ac.uk
A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices


Shahrur Husayn, Venkateswaran Anand
Email: hshahrur@bentley.edu
Informational releases in diversifying takeovers


Shalem Roy
Email: shalemr@internet-zahav.net
Warrant valuation and strategic exercise in continuous time and imperfect competition


Silva Sérgio, Azevedo-Pereira José
Email: sergios@upt.pt
The pricing of finite maturity corporate coupon bonds with rating-based covenants


Singh Manmohan, Andritzky Jochen
Email: msingh@imf.org
Overpricing in emerging market credit default swap contracts--some evidence from recent distress cases.


Sousa Sónia, Serra Ana Paula
Email: aserra@fep.up.pt
Volatility components: Evidence of the behaviour of the Portuguese stock market


Sponholtz Carina
Email: csponholtz@econ.au.dk
Separating the stock market’s reaction to simultaneous dividend and earnings announcements


Staikouras Christos, Staikouras Panagiotis, Agoraki Maria-Eleni
Email: cstaik@aueb.gr
The effect of board size and composition on European bank performance


Staikouras Sotiris, K Nurullah Mohamed
Email: SKS@CITY.AC.UK
Risk-return issues in deregulating the banking firm


Stephan Schulmeister
Email: Stephan.Schulmeister@wifo.ac.at
The interaction between technical currency trading and exchange rate fluctuations


Sudarsanam Sudi, Huang Jian
Email: p.s.sudarsanam@cranfield.ac.uk
Managerial incentives, overconfidence, risk-taking, and acquirer shareholder value creation in mergers and acquisitions


Switzer Lorne, Kelly Catherine
Email: switz@jmsb.concordia.ca
Small cap firm performance and corporate governance: A simultaneous equation’s approach


Switzer Lorne, Fan Haibo
Email: switz@jmsb.concordia.ca
Spanning tests for replicable small cap indexes as separate asset classes: international evidence


Szymanowska Marta, De Roon Frans
Email: m.szymanowska@uvt.nl
Consumption risk and expected futures returns