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


Lai Van Son, Soumaré Issouf
Email: vanson.lai@fas.ulaval.ca
Project financed investments, debt maturity and credit insurance


Larrymore Norris, Rodriguez Javier
Email: norris.larrymore@quinnipiac.edu
Active fund management: the case of global asset allocation funds


Lasfer Meziane, Lin Sharon, Muraduglu Gulnur
Email: m.a.lasfer@city.ac.uk
Market behaviour of foreign versus domestic investors following a period of stressful circumstances


Leippold Markus, Trojani Fabio, Vanini Paolo
Email: leippold@isb.unizh.ch
Learning and asset prices under ambiguous information


León Angel, Mencia Javier, Sentana Enrique
Email: aleon@ua.es
Parametric properties of semi-nonparametric distributions, with applications to option valuation


Lescourret Laurence, Moinas Sophie
Email: lescourret@essec.fr
Liquidity supply in multiple markets


Leung Tak Yan, Rui Oliver Meng, Wang Steven Shuye
Email: acyleung@cityu.edu.hk
Do stock splits really signal?


Li Hongzhu
Email: hongzhu.li@hanken.fi
An empirical analysis of yield curves across euro and non-euro countries using interbank interest rates


Liang Samuel Xin, Wei K. C. John
Email: sxliang@ust.hk
Ccapm, wealth shock, and stock market anomalies


Lin Yueh-Neng Lin, Paxson Dean Paxson
Email: ynlin@dragon.nchu.edu.tw
Recovering risk-neutral densities of spot and option markets under stochastic volatility and price jumps


Liu Mei-Ying
Email: meiying@scu.edu.tw
Risk weights and capital saving/addition using the internal (VAR) model based on the basel accord


Loncarski Igor, Ter Horst Jenke, Veld Chris
Email: i.loncarski@uvt.nl
Convertible debt issues and convertible arbitrage – issue characteristics, underpricing and short sales


Lopez-Espinosa German, Gomez-Sala J. Carlos
Email: glespinosa@unav.es
Could investors obtain positive returns using security analysts’ recommendations?