European Financial Management Association
2008 Annual Meetings
June 25- 28, 2008
Athens, Greece


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 EFMA2012 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 EFMA2012 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


Ma Tai, Hsieh Shu-fan
Email: matai@finance.nsysu.edu.tw
The Effects of Price Limits on Informed Trading and Market Efficiency


Malinowska Magdalena, Hess Dieter
Email: : malinowska@wiso.uni-koeln.de
Liquidity provision in periods of high information flow


Malinowska Magdalena
Email: : malinowska@wiso.uni-koeln.de
Price and Volume Response to Public Information


Maalaoui Olfa, François Pascal, Dionne Georges
Email: olfa.maalaoui@hec.ca.
DETERMINANTS OF CREDIT SPREAD CHANGES WITHIN SWITCHING REGIMES


Magalhaes Romulo, Gutiérrez María, Tribó Josep
Email: rmagalha@emp.uc3m.es
BANKS’ OWNERSHIP STRUCTURE, RISK AND PERFORMANCE


Mahajan Arvind, Chen Naiwei
Email: mahajan@tamu.edu
Conformity and Competition in Financial Certification


Mahieu Ronald, Huang Xiaohong
Email: rmahieu@rsm.nl
Performance Persistence of Dutch Pension Funds


Majois Christophe
Email: christophe.majois@fucam.ac.be
Anonymity in a Limit-Order Market: An Experimental Analysis


Makropoulou Vasiliki, Markellos Raphael, Coakley Jerry
Email: rmarkel@aueb.gr
The Impact of Information Uncertainty and Asymmetry on IPO Underpricing


Malakhov Alexey
Email: malakhov@walton.uark.edu
The Role of Uninformed Investors in an Optimal IPO Mechanism


Malevergne Yannick
Email: ymalevergne@ethz.ch
A two-Factor Asset Pricing Model based on the Fat Tail Distribution of Firm Sizes


Margaritis Dimitris, Psillaki Maria
Email: dmargaritis@aut.ac.nz
Capital structure, equity ownership and firm performance


Margaritis Dimitris, Tsolas Ioannis, Psillaki Maria
Email: maria.psillaki@gredeg.cnrs.fr
Evaluation of credit risk based on firm performance


Martí Carmen Pilar, Matallín Juan Carlos
Email: cmarti@cofin.uji.es
Spanish Pension Plans Performance and Persistence


José Martí Pellón, Zieling Nina, Balboa Marina
Email: jmartipe@ccee.ucm.es
Is Venture Capital more than just money?


Martikainen Minna, Nikkinen Jussi
Email: minna.martikainen@lut.fi
GROWTH STRATEGIES AND CAPITAL STRUCTURES OF SMALL AND MEDIUM-SIZED ENTERPRISES


Matias Gama Ana, Gulamhussen Mohamed
Email: amatias@ubi.pt
The stock market valuation of intangible expenditures: An empirical examination of US Net Firms


Maurer Frantz
Email: frantz.maurer@bordeaux-bs.fr
Creating Value through Enterprise Risk Management


Mellios Constantin, Six Pierre
Email: constantin.mellios@univ-paris1.fr.
Optimal dynamic hedging in commodity futures markets with a stochastic convenience yield


Memmel Christoph, Stein Ingrid
Email: christoph.memmel@bundesbank.de
Contagion in the German interbank market


Menozzi Anna, Gutierrez Urtiaga Maria
Email: anna.menozzi@eco.unipmn.it
Board composition and performance in state-owned enterprises: evidence from the Italian public utilities sector


Memmel Christoph, Raupach Peter
Email: christoph.memmel@bundesbank.de
Do banks adjust their capital ratios? Evidence from Germany


Miffre Joëlle, Brooks Chris, Li Xiafei
Email: x.li-6@city.ac.uk.
The Value Premium and Time-Varying Idiosyncratic Risk


Milne Alistair, Onorato Mario
Email: amilne@city.ac.uk
Apples and Pears? The relationship between risk capital and required returns in financial institutions


Milonas Nikolaos, Rompotis Gerasimos
Email: nmilonas@econ.uoa.gr.
Seasonality in ETFs’ Risk and Return: The November Effect


Miu Peter, Ozdemir Bogie
Email: miupete@mcmaster.ca
Estimating and Validating Long-Run Probability of Default with respect to Basel II Requirements


Mohsni Sana, Kryzanowski Lawrence
Email: lawrence.kryzanowski@concordia.ca
EARNINGS FORECASTS AND IDIOSYNCRATIC VOLATILITIES


Moller Stig, Engsted Tom, Hyde Stuart
Email: svm@asb.dk
Habit formation, surplus consumption and return predictability: international evidence


CARIOLA ALFIO, LA ROCCA MAURIZIO, LA ROCCA TIZIANA ELVIRA, MONTEFORTE DANIELE
Email: d.monteforte@unical.it
THE EFFECT OF CORPORATE DIVERSIFICATION ON PERFORMANCE. DOES RELATEDNESS PROVIDE A VALUE-ENHANCING STRATEGY?


Moraux Franck, François Pascal
Email: pascal.francois@hec.ca
The Immunization Performance of Traditional and Stochastic Durations: A Mean-Variance Analysis


Moreau Ludovic
Email: lumoreau@u-paris10.fr
Regulatory versus Informational Value of Bond Ratings: Hints from History


Muradoglu Gulnur, Sivaprasad Sheeja
Email: g.muradoglu@city.ac.uk
An Empirical Analysis of Capital Structure and Abnormal Returns


Murray Louis, Alles Lakshman
Email: Louis.Murray@ucd.ie
Downside Risk in Emerging Markets