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


Kalotychou Elena, Staikouras Sotiris, K
Email: E.KALOTYCHOU@CITY.AC.UK
Factors underlying the credit risk exposure of sovereign loans


Kalotychou Elena, Fuertes Ana Maria
Email: E.KALOTYCHOU@CITY.AC.UK
The role of heterogeneity in early warning systems for sovereign debt crises


Kantsyrev Dmitri
Email: kantsyre@usc.edu
Does adaptive EPS forecasting make analysts forecasts redundant?


Kat Harry, Palaro Helder
Email: harry@harrykat.com
Who needs hedge funds? A copula-based approach to hedge fund return replication


Kaul Aditya, Mehrotra Vikas, Phillips Blake
Email: akaul@ualberta.ca
Ownership, foreign listings, and market valuation


Kausar Asad,Taffler Richard
Email: asad.kausar@mbs.ac.uk
Testing behavioral finance models of market under- and overreaction: do they really work?


Kavussanos Manolis, Tsounia Anna
Email: mkavus@aueb.gr
Merger announcements and insider trading activity: an empirical comparative investigation in ISE and ASE


Keiber Karl Ludwig
Email: kkeiber@whu.edu
Insider trading rules and price formation in securities markets - an entropy analysis of strategic trading


Kellard Neil, Sarantis Nick
Email: nkellard@essex.ac.uk
Can exchange rate volatility explain persistence in the forward premium?


Kelly Elisha J, Mroczkowski Nicholas, Jubb Christine
Email: Elisha.Kelly@Buseco.monash.edu.au
Option pricing and corporate report disclosures: Managerial incentives to undervalue


Kemmerer Andreas
Email: andreas.kemmerer@web.de
A model to measure portfolio risks in venture capital


Kenourgios Dimitris, Samitas Aristeidis
Email: dkenourg@econ.uoa.gr
The day of the week effect patterns on stock market return and volatility: Evidence for the Athens stock exchange


Kerl Alexander, Walter Andreas
Email: alkerl@gmx.net
Market Responses to Buy Recommendations Issued by German Personal Finance Magazines: Effects of Information, Price-Pressure, and Company Characteristics


Kim Irene
Email: irenekim@duke.edu
Directors' and officers' insurance and opportunism in accounting choice


Klein April, Rosenfeld James, Tucker X. Jenny
Email: aklein@stern.nyu.edu
Return performance surrounding reverse stock splits: Can investors profit?


Klinge Marco, Seifert Udo, Stehle Richard
Email: Marco_Klinge@de.rolandberger.com
Abnormal returns in the vicinity of insider transactions: Unbiased estimates for Germany


Korczak Adriana, Lasfer Meziane
Email: a.k.korczak@city.ac.uk
Insider trading and international cross-listing


Krause Andreas, Yang Zhishu
Email: mnsak@bath.ac.uk
Behavioral bias of traders: Evidence for the disposition and reverse disposition effect