Aabo Tom, Marianna Andryeyeva Hansen and Yaz Gulnur Muradoglu
Email: taa@asb.dk
The Distinctive Role of Foreign Debt in Foreign Exchange Risk Management

Abad-Díaz David and Roberto Pascual
Email: goliat@ua.es
Revisiting the Stealth Trading Hypothesis

Abudy Menachem and Simon Benninga
Email: abudymen@post.tau.ac.il
Nonmarketability and the Value of Employee Stock Options

Adcock Chris and X Hua
Email: c.j.adcock@shef.ac.uk
Violations In The Returns On European Options Under The Black Scholes Model

Adkins Roger and Dean Paxson
Email: roger.adkins@talk21.com
Equipment Capital Budgeting with Technological Progress

Aebi Vincent, Gabriele Sabatob and Markus Schmidc
Email: vincent.aebi@gmail.com
Risk Management, Corporate Governance, and Bank Performance During the Financial Crisis

Agarwal Vineet, Angel Bellotti, Elly A. Nash and Richard J. Taffler
Email: vineet.agarwal@cranfield.ac.uk
The Value Relevance of Investor Relations

Agliardi Elettra and Nicos Koussis
Email: elettra.agliardi@unibo.it
Optimal capital structure with time-to-build and the impact of financing constraints

Agorkai Maria-Eleni, Evangelia Siachou and Anthony Ioannidis
Email: magoraki@aueb.gr
Effectual Upshots on Firm Performance: A determinative perspective of Business Model Innovation

Ainsworth Andrew and Adrian D. Lee
Email: andrew.ainsworth@sydney.edu.au
Ex-dividend Day Bid-Ask Spread Effects in a Limit Order Book Market Setting

Alcock Jamie and Eva Steiner
Email: jta27@cam.ac.uk
Earnings growth volatility and the value premium

Alexandridis George, K.P. Fuller, L.Terhaar and N.G. Travlos
Email: g.alexandridis@icmacentre.ac.uk
Deal Size, Acquisition Premia and Shareholder Gains

Alman Mahir and Andreas Oehler
Email: alman.finanz@sowi.uni-bamberg.de
Liquidity Transformation Factors of Islamic Banks: An Empirical Analysis

Almeida Vinicio and Ricardo P. Câmara Leal
Email: vinicio@ufrnet.br
A Joint Experimental Analysis of the Dutch Auction, Book Building and Competitive IPO Pricing Methods

Andreou Panayiotis
Email: benz@pandreou.com
A Volatility Smirk that Defaults: The Case of the S&P 500 Index Options

Andreou Panayiotis C. and Christodoulos Louca
Email: benz@pandreou.com
Corporate Diversification Profile and Firm Value

Andreu Laura, Laurens Swinkels and Liam Tjong-A-Tjoe
Email: landreu@unizar.es
Can exchange traded funds be used to exploit country and industry momentum?

Andries Alin Marius and Capraru Bogdan
Email: alin.andries@uaic.ro
Bank Performance in Central and Eastern Europe: The Role of Financial Liberalization

Areal Nelson, Chris Adcock and Benilde Oliveira
Email: vinicio@ufrnet.br
Value-at-risk forecasting ability of filtered historical simulation for non-Normal GARCH returns

Areal Nelson, Maria Ceu Cortez and Florinda Silva
Email: nareal@eeg.uminho.pt
Investing in mutual funds: Does it pay to be a sinner or a saint in times of crisis?

Azevedo Alcino and Dean Paxson
Email: a.azevedo@hull.ac.uk
Developing Real Option Game Models