Pagratis Spyros, Stringa Marco
Email: spyros.pagratis@bankofengland.co.uk
Modelling bank credit ratings: A reasoned, structured approach to Moody’s credit assessment

Paligorova Teodora
Email: tpaligorova@bankofcanada.ca
The E®ect of the Sarbanes-Oxley Act on CEO Pay for Luck

Pantzalis Christos, Xu Ziwei
Email: cpantzal@coba.usf.edu.
Does Stock Return Synchronicity Really Matter In Terms of Stock Price Informativeness?

Parhizgari A. M., Cho J. H.
Email: parhiz@fiu.edu
FINANCIAL ANOMALIES DURING THE PRESIDENTIAL ELECTIONS: THE FRENCH STYLE

Parikakis George, Syriopoulos Theodore
Email: ParikakisG@Piraeusbank.gr
Forecasting Volatility movements using Markov Switching Regimes

Pascual Roberto, Veredas David
Email: rpascual@uib.es
Quote Quality in an Order Driven Market: How Much Volatility is Information and How Much is Noise?

Persson Svein-Arne, Lund Arne-Christian, Lindset Snorre
Email: svein-arne.persson@nhh.no
Credit Spreads and Incomplete Information

Phillips Blake, Kaul Aditya
Email: akaul@ualberta.ca
Flight to Quality and Canadian Mutual Fund Flows

Phillips Blake
Email: blakep@ualberta.ca
Option introduction, short sale constraints and the speed of stock price adjustment to negative news

Pimentel Pedro Miguel, Pereira José Azevedo Couto Gualter
Email: ppimentel@notes.uac.pt
High Speed Rail Transport Valuation

Polimenis Vassilis
Email: polimenis@yahoo.com
Skewness Correction for Asset Pricing

Poulsen Thomas
Email: thpo@asb.dk
Influence and proportionality: The role of ownership distributions and separating mechanisms

Prakash Puneet, Phillips Richard
Email: pprakash@vcu.edu
Absolute or Relative? Which Standard do Credit Rating Agencies Follow?

Prigent Jean-Luc, Hentati Rania, Kaffel Ameur
Email: jean-luc.prigent@u-cergy.fr
Dynamic Versus Static Optimization of Hedge Fund Portfolios: the Relevance of Performance Measures.

Prokopczuk Marcel, Paschke Raphael
Email: paschke@unimannheim. de
Integrating Multiple Commodities in a Model of Stochastic Price Dynamics

Puri Tribhuvan, Mateti Ravi, Hegde Shantaram
Email: rmateti@umassd.edu de
Pricing Securities with Multiple Risks: An Empirical Study

Putninš Talis, Forde Carole Comerton
Email: T.Putnins@econ.usyd.edu.au de
The prevalence and underpinnings of closing price manipulation