Updated 4th April, 2006 1 - EFMA 2006

7
TITLE AUTHOR
SHARE REPURCHASES AND REPAYMENTS OF NOMINAL VALUE: THE PHILIPPE MUELLER (COLUMBIA BUSINESS SCHOOLDIVISION OF
SWISS ALTERNATIVE TO DIVIDENDS
FINANCE AND ECONOMICS)
FINANCIAL FLEXIBILITY AND INVESTMENT DECISIONS: EVIDENCE FROM
LOW-LEVERAGE FIRMS
ROBERTO MURA (MANCHESTER BUSINESS SCHOOL)
HETEROGENEOUS BASKET OPTIONS PRICING USING ANALYTICAL
APPROXIMATIONS
OUERTANI NADIA (IESEG SCHOOL OF MANAGEMENT)
MARKET DISCIPLINE IN THE EUROPEAN INSURANCE INDUSTRY: A FRANCESCO NATALE (UNIVERSITY OF MILANO - BICOCCA -
PROPOSAL FOR A MODEL
DEPARTMENT OF ECONOMICS AND MANAGEMENT)
A NOTE ON SKEWNESS IN THE STOCHASTIC VOLATILITY MODELS BOGDAN NEGREA (UNIVERSITY PARIS 1 PANTHEON - SORBONNE)
SEX MATTERS: GENDER AND MUTUAL FUNDS ALEXANDRA NIESSEN (UNIVERSTIY OF COLOGNE - DEPARTMENT OF
CORPORATE FINANCE)
SMALL BUSINESS BORROWING AND THE OWNER-MANAGER AGENCY JYRKI NISKANEN (UNIVERSITY OF KUOPIODEP. OF BUSINESS AND
COSTS: EVIDENCE ON FINNISH DATA
MANAGEMENT)
MIGRATION AND CONCENTRATION RISKS IN BANK LENDING: NEW LARS NORDEN (UNIVERSITY OF MANNHEIMDEPARTMENT OF
EVIDENCE FROM CREDIT PORTFOLIO DATA
BANKING AND FINANCE)
DOES AN INDEX FUTURES SPLIT ENHANCE TRADING ACTIVITY AND
HEDGING EFFECTIVENESS OF THE FUTURES CONTRACT?
LARS NORDEN (STOCKHOLM UNIVERSITYSCHOOL OF BUSINESS)
DESCRIPTIVE ANALYSIS OF FINNISH EQUITYBONDAND MONEY
PETER NYBERG (SWEDISH SCHOOL OF ECONOMICS AND BUSINESS
MARKETS 1920-2004
ADMINISTRATION - DEPARTMENT OF FINANCE AND STATISTICS)
THE OVERREACTION HYPOTHESIS: DOES IT APPLY TO THE
BARRY O''GRADY (CURTIN UNIVERSITY OF TECHNOLOGYSCHOOL
NORWEGIAN STOCK MARKET?
OF ECONOMICS AND FINANCE,)
THE RETURNS TO FOLLOWING CURRENCY FORECASTS JOHN OKUNEV (MACQUARIE UNIVERSITY)
BUSINESS FAILURE PREDICTION: SIMPLE-INTUITIVE MODELS VERSUS HUBERT OOGHE (GHENT UNIVERSITY - DEPARTMENT OF
STATISTICAL MODELS
ACCOUNTANCY AND CORPORATE FINANCE)
THE EFFECT OF SOCIALLY RESPONSIBLE INVESTING ON FINANCIAL PEER OSTHOFF (UNIVERSITY OF COLOGNE - DEPARTMENT OF
PERFORMANCE
FINANCE)
DETERMINANTS OF EXCHANGE RATE RISK HEDGING LUIS OTERO GONZÁLEZ (SANTIAGO DE COMPOSTELA (FINANCE AND
ACCOUNTING))
DO CORPORATE GOVERNANCE MECHANISMS INFLUENCE CEO
COMPENSATION? AN EMPIRICAL INVESTIGATION OF UK COMPANIES
NESLIHAN OZKAN (UNIVERSITY OF BRISTOL)
DO FOREIGNERS FACILITATE INFORMATION TRANSMISSION? ARZU OZOGUZ (QUEEN'S UNIVERSITY -QUEEN'S SCHOOL OF
BUSINESS)
THE UK CODE OF CORPORATE GOVERNANCE:LINK BETWEEN
COMPLIANCE AND FIRM PERFORMANCE
CAROL PADGETT (UNIVERSITY OF READINGICMA CENTRE)
WHAT DOES THE DURABLES PRICE - OVER - THE RENTAL COST
MICHAL PAKOS (TEPPER SCHOOL OF BUSINESSCARNEGIE MELLON
VALUATION RATIO TELL US ABOUT ASSET PRICES?
UNIVERSITY)
DO THE ITALIAN STARS’ SHINE IN A HYBRID MARKET? FABRIZIO PALMUCCI (UNIVERSITY OF BOLOGNADEPARTMENT OF
BUSINESS)
OPTIMAL MONETARY POLICY AND THE TERM STRUCTURE OF
INTEREST RATES
FRANCISCO PALOMINO (CARNEGIE MELLON UNIVERSITY)
CREATING EFFICIENT PORTFOLIO RETURNS APPLYING FORECASTING NIKOS PALTALIDIS (CITY UNIVERSITY LONDONCASS BUSINESS
TECHNIQUES AND BOOTSTRAPPING IN FTSE 100 AND XETRA DAX. SCHOOLDEPARTMENT OF FINANCE)
DETERMINANTS OF SURVIVAL AND GROWTH OF LISTED SMES IN CHINA DONG PANG (UNIVERSITY OF MANCHESTER)
THE PERCEPTION OF ENTREPRENEURIAL RISK: KEY DETERMINANTS IN GEORGE PARIKAKIS (UNIVERSITY OF THE AEGEANBUSINESS
THE DECISION MAKING PROCESS OF GREEK INVESTORS
ADMINISTRATION)
VOLATILITY TRANSMISSION FOR CROSS LISTED FIRMS AND THE ROLE BARTOLOMÉ PASCUAL-FUSTER (UNIVERSIDAD DE LAS ISLAS
OF INTERNATIONAL EXPOSURE
BALEARES)
OPTIMAL BENCHMARKING FOR ACTIVE PORTFOLIO MANAGERS PONCET PATRICE (DPT OF FINANCEESSEC BUSINESS SCHOOL)
DOES THE STOCK MARKET REACT TO UNSOLICITED RATINGS? BEHR PATRICK (GOETHE UNIVERSITY FRANKFURTFINANCE
DEPARTMENT)
HANGING OUT ON THE SELL-SIDE EVIDENCE ON ANALYST AND
BROKER REWARDS FROM FORECASTING ON THE ASX
KERRY PATTENDEN (UNIVERSITY OF SYDNEY)
RISK MANAGEMENT IN A DEALERSHIP MARKET --- EVIDENCE FROM
FIXED INCOME DEALER
KE PENG (UNIVERSITY OF BRADFORD)
CANONICAL TERM-STRUCTURE MODELS WITH OBSERVABLE FACTORS MARCELLO PERICOLI (BANCA D'ITALIAECONOMICS RESEARCH
AND THE DYNAMICS OF BOND RISK PREMIA
DEPARTMENT)
THE MULTIVARIATE GRAM-CHARLIER DENSITY JAVIER PEROTE (UNIVERSIDAD REY JUAN CARLOS. DPT. ECONOMÍA
APLICADA II Y FUNDAMENTOS DEL ANÁLISIS ECONÓMICO)
IMPORTANCE SAMPLING FOR INTEGRATED MARKET AND CREDIT GRUNDKE PETER (UNIVERSITY OF COLOGNEDEPARTMENT OF
PORTFOLIO MODELS
BANKING)
DOES REPORTED EARNINGS VOLATILITY IMPROVE UK EARNINGS NIKOLA PETROVIC (UNIVERSITY OF ESSEXDEPARTMENT OF
FORECASTS?
ACCOUNTINGFINANCE AND MANAGEMENT)
ESTIMATING THE PROBABILITY OF FINANCIAL DISTRESS:
INTERNATIONAL EVIDENCE
JULIO PINDADO (UNIVERSIDAD DE SALAMANCA)
MARKET RISK DYNAMICS AND COMPETITIVENESS AFTER THE EURO: JUAN PIÑEIRO CHOUSA (UNIVERSITY OF SANTIAGO DE
EVIDENCE FROM EMU MEMBERS
COMPOSTELADEPARTMENTO OF FINANCE AND ACCOUNTING)
M&A MARKET IN TRANSITION ECONOMIES: EVIDENCE FROM ROMANIA DIANA POP (UNIVERSITÉ D'ORLÉANSLABORATOIRE D'ECONOMIE
D'ORLEANS)
THE COSKEWNESS PUZZLE IN THE CROSS-SECTION OF INDUSTRY
PORTFOLIO EXCESS RETURNS
VALERIO POTI (DUBLIN CITY UNIVERSITY)
ARE CORPORATE RESTRUCTURING EVENTS DRIVEN BY COMMON
FACTORS? IMPLICATIONS FOR TAKEOVER PREDICTION
RONAN POWELL (UNSWBANKING AND FINANCE)
A NEW SIGNALING MORE COMPLETE EXPLANATION: INVESTORS
BEHAVIOR TO CORPORATE ANNOUNCEMENTS
JAIRO LASER PROCIANOY (PPGA/EA/UFRGS)
SHARE ISSUING PRIVATIZATIONS IN CHINA: DETERMINANTS OF PUBLIC QI QUAN (DEPARTMENT OF ACCOUNTANCYFINANCE AND
SHARE ALLOCATION AND UNDERPRICING
INSURANCEKATHOLIEKE UNIVERSITEIT LEUVEN)
INFORMATION CONTENT AND PREDICTABILITY OF EXTREME PRICES IN
FINANCIAL MARKETS
ANGELO RANALDO (SWISS NATIONAL BANK)
IMPROVING THE ASSET PRICING ABILITY OF THE CONSUMPTION- ANNE-SOFIE RENG RASMUSSEN (DEPARTMENT OF BUSINESS
CAPITAL ASSET PRICING MODEL?
STUDIESAARHUS SCHOOL OF BUSINESS)
LIQUIDITY AND TRANSPARENCY IN BANK RISK MANAGEMENT LEV RATNOVSKI (UNIV. AMSTERDAM - FINANCE GROUP)
EURO AND CONVERGENCE OF THE DYNAMIC STRUCTURE OF THE
STOCK MARKETS
CHOU RAY (INST ECONOMICSACADEMIA SINICA)
QUADRATIC TERM STRUCTURE MODELS IN DISCRETE TIME MARCO REALDON (ECONOMICS DEPT UNIVERSITY OF YORK)
EXPLAINING MISPRICING OF INITIAL PUBLIC OFFERINGS BEAT REBER (NOTTINGHAM UNIVERSITY BUSINESS SCHOOL)
IS ETHICAL MONEY FINANCIALLY SMART? LUC RENNEBOOG (DEPARTMENT OF FINANCE AND CENTERTILBURG
UNIVERSITY)
THE CONTENT OF REPORTS ON ITALIAN STOCKS. DO EVALUATION UGO RIGONI (UNIVERSITY OF VENICECA’ FOSCARIDEPARTMENT OF
METHODS MATTER?
BUSINESS ECONOMICS AND MANAGEMENT,)
A MODEL FOR THE PUBLIC FINANCING OF ENTREPRENEURIAL FIRMS: MICHAEL ROBINSON (UNIVERSITY OF CALGARYHASKAYNE SCHOOL
ALBERTA''''S JUNIOR CAPITAL POOL PROGRAM
OF BUSINESS)
THE VALUATION OF MODULAR PROJECTS: A REAL OPTIONS
ARTUR RODRIGUES (MANAGEMENT RESEARCH UNIT - UNIVERSITY
APPROACH TO THE VALUE OF SPLITTING
OF MINHO)
Updated 4th April, 2006