European Financial Management Association
2021 Annual Meetings
June 30 - July 03, 2021
Hosted by the University of Leeds


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: EFMA2021@leeds.ac.uk

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 EFMA2021 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 EFMA2021 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


Rafael Palmeira , Julio Pindado, , Ignacio Requejo
Corporate capital structure and employment protection: The role of financial flexibility to avoid job cuts



       


Wei-Fong Pan
Lobbying activity over business cycles



       


Guangqian Pan
Search during Covid-19 pandemic: evidence from retail deposit market



       


Brooke Peel
Financial Distress and Forecast Errors



       


Stefano Pegoraro, Mattia Montagna
ISSUANCE AND VALUATION OF CORPORATE BONDS WITH QUANTITATIVE EASING



       


Lin Peng , Siew Hong Teoh , Yakun Wang, and Jiawen Yan
Face Value: Trait Inference, Performance Characteristics, and Market Outcomes for Financial Analysts



       


Zicheng Lei, Dimitris Petmezas, P. Raghavendra Rau, and Chen Yang
Local boy does good: CEO birthplace identity and corporate social responsibility



       


Stefan Petry, Bruce Grundy
10-K Risk-Factors Quantification and the Information Content of Textual Reporting



       


Louis R. Piccotti
A Closed-form Solution for Options on Assets with Pricing Errors



       


Joshua Pierce, William Grieser, Charles J. Hadlock
Doing Good When Doing Well: Evidence on Real Earnings Management



       


João M. Pinto, Mafalda C. Correia
Are covered bonds different from securitization bonds? A comparative analysis of credit spreads



       


Ahmed Ameya Prapan and Evangelos Vagenas–Nanos
Attention in the overnight period and bidder abnormal returns



       


Indira Puri, Aaron Goodman
Arbitrage in the Binary Option Market: Distinguishing Behavioral Biases



       


SHAILENDRA (SHAIL) PANDIT, SOMNATH DAS, ALEXANDER Z. KING
Earnings Announcement Timing and Intra-Industry Information Transfers



       


Arpit Kumar Parija
Loan Loss Provision: Keeping Too Much or Too Less?



       


Pedro Piccoli
Speculative attacks and investor attention



       


Martien Lamers, Thomas Present, Rudi Vander Vennet
Sovereign exposures of European banks: it is not all doom



       


Daniel Giamouridis , Chara Prassa
Debt Renegotiation, Default Risk and Risk-Shifting Incentives



       


Ralitsa Petkova
Does Timing the Momentum Crowd Pay Off? An Analysis of Hedge Fund Performance



       


Francisco Pinto-Avalos, Michael Bowe, Stuart Hyde
Asymptotic dependence and exchange rate forecasting



       


Samuel de Paiva Naves Mamede, Manuel Rocha Armada, Wilson Toshiro Nakamura
Corruption, immigration and refugees: new determinants in the capital structure of companies



       


Matthias Petras, Arndt-Gerrit Kund
Can CoCo-bonds Mitigate Systemic Risk?



       
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