Participants |
Paper |
Samitas Aristeidis, Kenourgios Dimitris, Paltalidis Nikos
Email: npaltalidis@hotmail.com
Creating efficient portfolio returns applying forecasting techniques and bootstrapping in FTSE 100 and XETRA DAX
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Sanders Anthony, Makhija Anil, Low Angie
Email: sanders.12@osu.edu
Target bondholder wealth and shareholder power during mergers and acquisitions
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Scheule Harald, Roesch Daniel
Email: hscheule@unimelb.edu.au
A multi-factor approach for systematic default and recovery risk
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Schiozer Rafael, Saito Richard
Email: rschiozer@fgvsp.br
Why do Latin American firms manage currency risk?
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Schmitz Birgit
Email: birgit.schmitz@uni-bonn.de
The impact of basel i regulation on bank deposits and loans: empirical evidence for Europe
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Scholz Hendrik, Wilkens Marco
Email: Hendrik.scholz@ku-eichstaett.de
The sharpe ratio’s market climate bias – theoretical and empirical evidence from US equity mutual funds
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Schrimpf Andreas, Schröder Michael, Stehle Richard
Email: schrimpf@zew.de
Cross-sectional tests of conditional asset pricing models: Evidence from the German stock market
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Schroeder David, Esterer Florian
Email: david.schroeder@uni-bonn.de
Implied cost of capital based investment strategies
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Schwaiger Markus, Klocker Stefan, Baghai Ramin
Email: markus.schwaiger@oenb.at
The information content of hedge fund investment styles – a return-based analysis with self-organizing maps
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Seifert Bruce, Gonenc Halit
Email: bseifert@odu.edu
The international evidence on the pecking order hypothesis
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Semenov Andrei
Email: asemenov@econ.yorku.ca
Risk factor beta conditional value-at-risk
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Serifsoy Baris
Email: serifsoy@wharton.upenn.edu
Demutualization, outsider ownership and stock exchange performance - empirical evidence
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Shackleton Mark, Taylor Stephen, Yu Peng
Email: m.shackleton@lancaster.ac.uk
A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
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Shahrur Husayn, Venkateswaran Anand
Email: hshahrur@bentley.edu
Informational releases in diversifying takeovers
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Shalem Roy
Email: shalemr@internet-zahav.net
Warrant valuation and strategic exercise in continuous time and imperfect competition
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Silva Sérgio, Azevedo-Pereira José
Email: sergios@upt.pt
The pricing of finite maturity corporate coupon bonds with rating-based covenants
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Singh Manmohan, Andritzky Jochen
Email: msingh@imf.org
Overpricing in emerging market credit default swap contracts--some evidence from recent distress cases.
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Sousa Sónia, Serra Ana Paula
Email: aserra@fep.up.pt
Volatility components: Evidence of the behaviour of the Portuguese stock market
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Sponholtz Carina
Email: csponholtz@econ.au.dk
Separating the stock market’s reaction to simultaneous dividend and earnings announcements
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Staikouras Christos, Staikouras Panagiotis, Agoraki Maria-Eleni
Email: cstaik@aueb.gr
The effect of board size and composition on European bank performance
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Staikouras Sotiris, K Nurullah Mohamed
Email: SKS@CITY.AC.UK
Risk-return issues in deregulating the banking firm
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Stephan Schulmeister
Email: Stephan.Schulmeister@wifo.ac.at
The interaction between technical currency trading and exchange rate fluctuations
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Sudarsanam Sudi, Huang Jian
Email: p.s.sudarsanam@cranfield.ac.uk
Managerial incentives, overconfidence, risk-taking, and acquirer shareholder value creation in mergers and acquisitions
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Switzer Lorne, Kelly Catherine
Email: switz@jmsb.concordia.ca
Small cap firm performance and corporate governance: A simultaneous equation’s approach
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Switzer Lorne, Fan Haibo
Email: switz@jmsb.concordia.ca
Spanning tests for replicable small cap indexes as separate asset classes: international evidence
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Szymanowska Marta, De Roon Frans
Email: m.szymanowska@uvt.nl
Consumption risk and expected futures returns
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