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European Financial Management Association
2007 Annual Meetings
June 27- 20, 2007
Vienna, Austria

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




Abad David, Nieto Belen Adoracion
Email: goliat@ua.es
The Unavoidable Task of Understanding Warrants Pricing

Abad Pilar, Benito Sonia
Email: soniabm@cee.uned.es pabad@ub.edu
A Parametric Model to Estimate Risk in a Fixed Income Portfolio

Abhyankar Abhay, Ho Keng-Yu, Zhao Huainan
Email: h.zhao@city.ac.uk
Value versus Growth: Stochastic Dominance Criteria

Abínzano Isabel, Navas Javier F.
Email: isabel.abinzano@unavarra.es
Warrant pricing with credit risk

Adcock Chris, Cortez Maria Ceu, Armada Manuel, Silva Florinda
Email: fsilva@eeg.uminho.pt
A Model for Time Varying Betas

Adcock Chris, Meade Nigel
Email: c.j.adcock@shef.ac.uk
Characterising Non-Normality In Asset Returns Using The Generalised Skew Student Distribution

Agarwal Vikas, Gómez Juan-Pedro, Priestley Richard
Email: juanp.gomez@ie.edu
The Impact of Benchamrking and Portfolio Constraints on a Fund's Manager's Market Timing Ability

Agarwal Vineet, Taffler Richard
Email: vineet.agarwal@cranfield.ac.uk
Comparing the performance of market-based and accounting-based bankruptcy prediction models

Agarwal Vineet, Taffler Richard, Brown Mike
Email: Richard.Taffler@ed.ac.uk
Is Management Quality Value Relevant?

Ahoniemi Katja
Multiplicative Models for Implied Volatility

Akbulut Mehmet
Email: makbulut@fullerton.edu
Managerial Insider Trading and Opportunism

Al Yahyaee Khamis, Pham Toan, Walter Terry
Email: t.walter@unswasia.edu.sg
Ex-Dividend Day Behaviour in the Absence of Taxes and Price Discreteness

Almeida Heitor, Campello Murillo
Email: halmeida@stern.nyu.edu
The Interplay between Financing and Investment Decisions: Evidence from Debt and Equity Issues

Ammann Manuel, Kind Axel, Seiz Ralf
Email: ralf.seiz@unisg.ch
What drives the performance of US convertible bond funds?

Anagnou Iliana, Hodges Stewart
Email: I.Anagnou@warwick.ac.uk
Derivatives Hedging Errors And Volatility

Anderson Anne-Marie, Nayar Nandkumar (Nandu)
Email: nnayar@lehigh.edu
Debt Issuance in the Face of Tax Loss Carryforwards

Andreou Panayiotis, Charalambous Chris, Martzoukos Spiros
Email: benz@avacom.net
Generalized Parameter Functions for Option Pricing

Annabi Amira, Breton Michèle, François Pascal
Email: amira.annabi@hec.ca
Resolution of Financial Distress under Chapter 11: A Dynamic Game Approach

Anolli Mario, Petrella Giovanni
The Impact of MiFID on the European Securities Industry: A Simulation of the Internalizer Behavior on the Italian Stock Market

Antoniou Antonios, Lam Herbert, Paudyal Krishna
Email: K.N.Paudyal@durham.ac.uk
Limits to Arbitrage, Overconfidence and Momentum Trading

Antoniou Antonios, Paudyal Krishna, Pescetto Gioia, Petmezas Dimitris
Email: dimitris.petmezas@durham.ac.uk
What Drives Acquisitions? Market Valuations and Bidder Performance

Aspris Angelo, Frino Alex, Lepone Andrew
Email: a.aspris@econ.usyd.edu.au
The impact of Trade Pre-negotiation: Evidence from the Sydney Futures Exchange

Atanasov Vladimir, Ivanov Vladimir, Litvak Katherine
Email: vivanov@ku.edu
VCs and the Expropriation of Entrepreneurs

Attig Najah
Email: najah.attig@smu.ca
How to Make All Shareholders Equal: Evidence from Tickers’ Informativeness

Au Andrea S., Doukas John A.
Short Selling, Idiosyncratic Risk, and Stock Returns in the UK

Au Yong Hue Hwa, Faff Robert, Chalmers Keryn
Email: HueHwa.AuYong@buseco.monash.edu.au
Determinants of the Extent of Asia-Pacific Banks' Derivative Activities

Audzeyeva Alena, Schenk-Hoppé Klaus Reiner
Email: bus0ala@leeds.ac.uk
Sovereign Rating transitions and the price of default risk in emerging markets

Azevedo-Pereia José, Couto Gualter, Nunes Cláudia
Email: cnunes@math.ist.utl.pt
Optimal timing of relocation