European Financial Management Association
2006 Annual Meetings
June 28-July 1, 2006
Madrid, Spain


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: Shravan Chouti

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 EFMA 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 EFMA 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


Abad David, Pascual Roberto
Email: goliat@ua.es
Switching to a Temporary Call Auction in Times of High Uncertainty


Abdallah Wissam, Goergen Marc
Email: wissam.abdallah@lau.edu.lb
Does corporate control determine the cross-listing location?


Agarwal Vineet, Taffler Richard
Email: vineet.agarwal@cranfield.ac.uk
Twenty-five years of Z-scores in the UK: do they really work?


Agyei-Ampomah Sam
Email: s.agyei-ampomah@aston.ac.uk
The post-cost profitability of momentum trading strategies: Further evidence from the UK


Ahoniemi Katja
Email: katja.ahoniemi@hse.fi
Modeling and forecasting implied volatility - an econometric analysis of the VIX index


Aksu Mine, Kosedag Arman
Email: maksu@sabanciuniv.edu
The relationship between transparency & disclosure and firm performance in the ISE: Does IFRS adoption make a difference?


Al-Ahmad Zeina, Saadouni Brahim
Email: zeinaalahmad2002@yahoo.com
The voluntary disclosure of profits forecasts in UK IPOs prospectuses, its determinants and implications


Alain Coen, Aurélie Desfleurs
Email: coen.alain@uqam.ca
Another look at information costs and home bias: Evidence from earnings opacity and financial analysts


Albrecht Dr. Peter, Maurer Raimond, Rogalla Ralph
Email: p.albrecht@bwl.uni-mannheim.de
Implications of optimal investment policies for hybrid pension plans: Sponsor and member perspectives


Alemany Luisa, Marti Jose
Email: luisa.alemany@esade.edu
Do venture capitalists characteristics affect the performance of the firms they back?


Alexandrou George, Koulakiotis Athanasios, Dasilas Apostolos
Email: G.Alexandrou@kingston.ac.uk
Developments in the integration of European banking system and the introduction of Euro


Alves Carlos, Mendes Victor
Email: calves@fep.up.pt
Institutional investor’s activism: Does the portfolio management skill matter?


Amaro De Matos Joao, Lacerda Ana
Email: amatos@fe.unl.pt
Dry markets and statistical arbitrage bounds for European derivatives


Anagnostopoulou Seraina , Levis Mario
Email: s.anagnostopoulou@city.ac.uk
R&D and performance persistence: Evidence from the UK


Andreev Andriy, Sjöholm Hans-Kristian
Email: andriy.andreev@hanken.fi
Projections of pension fund solvency under alternative accounting regimes


Andreou Panayiotis, Charalambous Chris, Martzoukos Spiros
Email: benz@avacom.net
Knowledge artificial neural networks to enhanced parametric option pricing


Andres Christian
Email: andres@uni-bonn.de
Family ownership as the optimal organizational structure?


Andreu Jordi, Torra Salvador
Email: jordi.andreuc@urv.net
Market index creation by value-at-risk minimization. A methodological and empirical proposal.


Arisoy Yakup Eser, Altay-Salih Aslihan, Akdeniz Levent
Email: yaeser@bilkent.edu.tr
Is volatility risk priced in the securities market? Evidence from S&P 500 index options


Armerin Fredrik, Jensen Bjarne Astrup, Björk Tomas
Email: fredrik@framkonsulter.se
Term structure models with constant and proportional shifts


Arsiraphongphisit Oraluck, Ariff Mohamed
Email: oraluck.a@buseco.monash.edu.au
Capital market reaction to equity private placement, relative capital structure change and firm value: Australian evidence


Asgharian Hossein, Karlsson Sonnie
Email: Hossein.Asgharian@nek.lu.se
An empirical evaluation of international asset pricing models


Asparouhova Elena, Hertzel Michael, Lemmon Michael
Email: e.asparouhova@utah.edu
Behavioral biases and investor behavior: predicting the next step of a random walk


Athanassakos George
Email: gathanassakos@ivey.uwo.ca
Seasonal patterns in Canadian financial markets and the impact of professional portfolio rebalancing: Evidence of profitable opportunities


Attaoui Sami
Email: sattaoui@yahoo.com
A stochastic volatility swap market model


Aussenegg Wofgang, Jelic Ranko
Email: waussen@pop.tuwien.ac.at
Does private ownership always improve firm performance? The case of Central European transition economies