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


Bacmann Jean-Francois, Massi Benedetti Saverio
Email: jean-francois.bacmann@rmf.ch
Optimal bayesian portfolios of hedge funds


Baele Lieven, Pungulescu Crina, Ter Horst Jenke
Email: lieven.baele@uvt.nl
Home bias and financial market integration: Has time eroded the puzzle?


Bajo Emanuele
Email: emanuele.bajo@unibo.it
The information content of abnormal trading volume


Balboa Marina, Marti Jose, Zieling Nina
Email: marina.balboa@ua.es
Does venture capital really improve portfolio companies’ growth? Evidence from growth companies in continental Europe


Banerjee Suman
Email: Suman.Banerjee@Tulane.edu
Dual-class share issues and mitigating the costs of corporate democracy


Bar Michaela, Kempf Alexander, Ruenzi Stefan
Email: baer@wiso.uni-koeln.de
Team management and mutual funds


Beckmann Daniela, Menkoff Lukas, Suto Megumi
Email: beckmann@gif.uni-hannover.de
Does culture influence asset managers views and behavior?


Behr Patrick, Güttler Andre
Email: behr@finance.uni-frankfurt.de
Does the stock market react to unsolicited ratings?


Bekiros Stelios, Georgoutsos Dimitris
Email: sbekiros@yahoo.gr
Estimating the correlation of international equity markets with multivariate extreme and Garch models


Belze Loic
Email: belze@em-lyon.com
Preventive anti-takeover defenses: Evidence from the French market of corporate control


Berglund Tom, Westerholm Joakim
Email: berglund@shh.fi
Do foreign investors feel threatened by reduced profitability?


Bertoni Fabio, Colombo Massimo G., Croce Annalisa
Email: fabio.bertoni@polimi.it
The effect of (corporate) venture capital on firm’s financial constraints


Bessler Wolfgang, Bittelmeyer Claudia
Email: Wolfgang.Bessler@wirtschaft.uni-giessen.de
Innovation and the performance of technology firms: Evidence from initial public offerings in Germany


Bessler Wolfgang, Stanzel Matthias
Email: Wolfgang.Bessler@wirtschaft.uni-giessen.de
Conflicts of interest and research quality of affiliated analysts: Evidence from IPO underwriting


Betzer Andre
Email: andre.betzer@uni-bonn.de
Does Jensen’s free cash flow hypothesis explain European LBOs today?


Bigelli Marco, Mehrotra Vikas, Rau Raghavendra
Email: marco.bigelli@unibo.it
Expropriation through unification? Wealth effects of dual class share unifications in Italy


Billio Monica, Getmansky Mila, Pelizzon Loriana
Email: Billio@unive.it
Time-varying risk exposure of hedge funds


Bird Ron, Casavecchia Lorenzo
Email: ron.bird@uts.edu.au
Sentiment and financial health indicators for value and growth stocks: the European experience


Blöchlinger Andreas
Email: abloechlinger@swissonline.ch
Testing probability calibrations


Bongini Paola, Di Battista Maria Luisa, Zavarrone Emma
Email: paola.bongini@unimib.it
David and Goliath: Small banks in an era of consolidation. Evidence from Italy


Bortoli Luke, Frino Alex, Jarnecic Elvis
Email: l.bortoli@econ.usyd.edu.au
Limit order book transparency, execution risk and market liquidity


Brealy Richard, Cooper Ian, Kaplanis Evi
Email: rbrealey@london.edu
A test of international equity market integration using evidence from cross-border mergers


Brigitte Godbillon-Camus, Christophe J. Godlewski
Email: brigitte.godbillon@urs.u-strasbg.fr
Credit risk management in banks: hard information, soft information and manipulation


Bris Arturo, Cabolis Christos
Email: Arturo.Bris@imd.ch
Corporate governance convergence through cross-border mergers: The case of Aventis


Bris Arturo, Brisley Neil
Email: arturo.bris@imd.ch
A theory of optimal expropriation, mergers and industry competition


Brooks Robert, Dark Jon, Di Iorio Amalia
Email: robert.brooks@buseco.monash.edu.au
Modelling time-varying asymmetric foreign exchange exposures: An application to the australian stock market


Brusco Sandro, Gava Luana
Email: brusco@emp.uc3m.es
An analysis of cancellations in the Spanish stock exchange.


Bucciol Alessandro, Miniaci Raffaele
Email: alessandro.bucciol@unipd.it
Optimal asset allocation based on expected utility maximization in the presence on inequality constraints


Bugeja Martin, Gibson David
Email: m.bugeja@econ.usyd.edu.au
Does performance improve following takeovers: the use of actual cash flows


Busta Ilduara
Email: ibv.int@cbs.dk
A cross-country study of corporate governance in European banks


Butchey Deanne, Parhizgari Ali M.
Email: Deanne.Butchey@fiu.edu
Trader reactions and investor rationality