Cabeza-García Laura, Gomez Anson Silvia
Email: laura.cabeza@unileon.es
Explaining the performance of Spanish privatised firms: a panel data approach

Caprio Lorenzo, Croci Ettore, Giudice Alfonso
Email: lorenzo.caprio@unicatt.it
THE ROLE OF FAMILIES IN ACQUISITION DECISIONS: EVIDENCE FROM LARGE EUROPEAN COMPANIES

Caselli Stefano, Gandolfi Gino, Gatti Stefano, Rossolini Monica
Email: stefano.caselli@unibocconi.it
CORPORATE GOVERNANCE AND INDEPENDENT DIRECTORS: BEHIND PRIVATE EQUITY INVESTMENT PERFORMANCE

Cerqueira Leal Cristiana, Armada Manuel, Duque João
Email: ccerqueira@eeg.uminho.pt
Are All Individual Investors Equally Prone to the Disposition Effect All the Time? New Evidences from a Small Market

Chahine Salim, Filatotchev Igor
Email: salim.chahine@aub.edu.lb
The Effects of Board Independence and Auditors’ Audit and Non-Audit Fees on IPO Value

Chan Louis, Karceski Jason, Lakonishok Josef, Sougiannis Theodore
Email: l-chan2@uiuc.edu
Investment, financing activities and the predictability of stock returns

Chang Chang Chuang, Chen Miao, Yu Su
Email: ccchang@cc.ncu.edu.tw
The Comparisons of Information Content for Various Volatility Measures: Evidence from Individual Stock Options

Charalambakis Evangelos, Espenlaub Susanne, Garrett Ian
Email: evangelos. charalambakis@mbs.ac.uk
Leverage dynamics, the endogeneity of corporate tax status and financial distress costs, and capital structure

Chiu Hsin,
Email: chiu@chapaman.edu
Investor Preferences, Mutual Fund Flows, and the Timing of IPOs

Coën Alain, Hübner Georges,
Email: coen.alain@uqam.ca
Risk and Performance Estimation in Hedge Funds Revisited: Evidence from Errors in Variables

Colak Gonul, Boehme Rodney
Email: gcolak@cob.fsu.edu
Idiosyncratic Risk, Short-Sale Constraints, and Other Market Frictions in IPO Stocks

Cortazar Gonzalo, Bernales Alejandro, Beuermann Diether
Email: gcortaza@ing.puc.cl
Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading

Cousin Jean, Bodt Eric, Aktas Nihat
Email: jgcousin@univ-lille2.fr
Assessing the power and size of the event study method through the decades

Cummings James, Frino Alex
Email: james.cummings@econ.usyd.edu.au
Index arbitrage and the pricing relationship between Australian stock index futures and their underlying shares