Participants |
Paper |
Cao Lihong, Beuselinck Christof, Deloof Marc, Xia Xinping
Email: caolhjy@gmail.com
The Value of Government Ownership during the Global Financial Crisis
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Cao Viet Nga
Email: viet.cao@monash.edu
The Accruals Anomaly: An investigation from firm growth perspective
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Carbo-Valverde Santiago, Camba-Mendez Gonzalo, Rodriguez-Palenzuela Diego
Email: s.carbo-valverde@bangor.ac.uk
Access to Funding by European Banks and the Financial Crisis
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Casassus Jaime, Higuera Freddy
Email: jcasassus@uc.cl
The Economic Impact of Oil on Industry Portfolios
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Cavezzali Elisa, Rigoni Ugo
Email: elisa.cavezzali@unive.it
Financial Analysts Accuracy: Do valuation methods matter?
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Cen Wei, Doukas John
Email: weicen@phbs.pku.edu.cn
CEO Risk Aversion, Firm Risk and Performance: Evidence from Deferred Compensation Returns around the 2008 Financial Crisis
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Chen XiaoHua, Lai Yun-Ju
Email: x.chen@bath.ac.uk
On the Concentration of Mutual Fund Portfolio Holdings - Skills or Overconfidence?
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Chahine Salim, Arthurs Jonathan, Filatotchev Igor, Wright Mike
Email: sc09@aub.edu.lb
It’s the Season of Giving Gifts: Share Acquisition by VCs at the Time of the IPO
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Chang Huili, Song Frank
Email: kellyhlchang@gmail.com
Testing the Pecking Order Theory with Financial Constraints
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Chen Chao-Chun, Lin Shih-Kuei, Chen Wen-Shih
Email: jawjiun@thu.edu.tw
Mortgage insurance premiums and business cycle
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Chen Xi, Alexander Carol, Ward Charles
Email: x.chen@icmacentre.ac.uk
Enhanced MAD for Real Option Valuation and the Application of Market Utility
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Chiang Chin-Han , Chung Sung Gon
Email: chchiang@smu.edu.sg
Insider Trading and Option Returns Around Earnings Announcements
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Chiarella Carlo, Gatti Stefano
Email: stefano.gatti@unibocconi.it
How much to pay, and how, for opacity? Negotiating premiums and method of payment in M&A.
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Chiua Wan-Chien , Juan Ignacio Penaa, and Wang Chih-Wei
Email: wchiu@emp.uc3m.es
Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects
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Cho Sungjun
Email: sungjun.cho@mbs.ac.uk
The Time-varying Risk-Return Tradeoff in the Long-Run
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|
Christophe Stephen, Ferri Michael, Hsieh Jim
Email: schristo@gmu.edu
Why Investors Want to Know the Size of Your Shorts
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Chuang Kai-Shi, Danbolt Jo, Opong Kwaku
Email: kashchuang@gmail.com
Financial advisors, financial crisis, and shareholder wealth in bank mergers
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Cipollini Andrea, Iolanda Lo Cascio, Muzzioli Silvia
Email: andrea.cipollini@unimore.it
Wavelet analysis of variance risk premium spillovers
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Colak Gonul, Durnev Art, Qian Yiming
Email: gcolak@cob.fsu.edu
Derailed by the Election: IPO Activity Under Election Uncertainty
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Conlon Thomas, Cotter John, Gencay Ramazan
Email: conlon.thomas@ucd.ie
Commodity Futures Hedging, Risk Aversion and the Hedging Horizon
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|
Correia Maria , Klausner Michael
Email: mcorreia@london.edu
Are securities class actions "supplemental" to SEC enforcement? An empirical analysis.
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Costeiu Adrian, Neagu Florian
Email: Adrian.Costeiu@bnro.ro
Bridging the banking sector with the real economy: a financial stability perspective
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Crespi Rafel, Pascual-Fuster Bartolome
Email: tomeu.pascual@uib.es
Stretching the truth or lying? The independence of the “independent” directors
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Croci Ettore, Petmezas Dimitris
Email: ettore.croci@unicatt.it
Do Risk-Taking Incentives Induce CEOs to Invest? New Evidence from Acquisitions
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Cumming Douglas, Ahlers Gerrit, Gunther Christina, Schweizer Denis
Email: douglas.cumming@gmail.com
Signaling in Equity Crowdfunding
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