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

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


Faff Robert, Parwada Jerry, Yang Joey
Email:
Fund Managers’ Institutional Background and the Birth of Investment Management Companies


Faff Robert, Smith Tom, Treepongkaruna Sirimon
Email: sirimon.treepongkaruna@anu.edu.au
A Re-examination of the Empirical Performance of the Longstaff and Schwartz Two-factor Term Structure Model Using Real Yield Data


Fan Elliott, Zhao Ruoyun
Email: Ruoyun.Zhao@uts.edu.au
Health Status, Wealth, and Portfolio Choice: Causality or Heterogeneity?


Fang Jing, Sun Qian, Wang Changyun
Email: qsun@xmu.edu.cn
Illiquidity and Stock Returns: Evidence from Japan


Farinha Jorge, Viana Luis
Email: jfarinha@fep.up.pt
BOARD STRUCTURE AND MODIFIED AUDIT OPINIONS: THE CASE OF THE PORTUGUESE STOCK EXCHANGE


Feldhütter Peter
Email:
Can Affine Models Capture the Dynamics of Risk Premia and Volatility in Bond Yields?


Fernandes Nuno, Guedes Jose
Email: jcg@fcee.ucp.pt
Keeping with the Joneses: A model and a test of how collective accounting fraud varies with aggegate economic performance


Ferreira Miguel, Miguel António, Ramos Sofia
Email:
The Determinants of Mutual Fund Performance: A Cross-Country Study


Fidrmuc Jana, Roosenboom Peter, van Dijk Dick
Email: Jana.Fidrmuc@wbs.ac.uk
Do private equity investors take firms private for different reasons?


Flannery Mark, Nikolova Stanislava (Stas), Öztekin Özde
Email: snikolov@gmu.edu
What Can We Learn About Capital Structure from Bond Credit Spreads?


Fong Kingsley, Liu Wai Man
Email: wmr.liu@unsw.edu.au
MR. TRADER, WOULD YOU LIKE TO CHANGE YOUR ORDER?


FONT-BELAIRE Mª BEGOÑA, GRAU-GRAU ALFREDO JUAN
Email: maria.b.font@uv.es
THE EFFECTS OF EXCHANGE RATE AND INFLATION ON EUROPEAN STOCK MARKET INTEGRATION IN THE EMU


Fotaki Maria, Markellos Raphael, Mania Maria
Email: mfotaki@aueb.gr
The Effect of Human Resource Turnover on Shareholder Wealth: Evidence from the UK Football Industry


Francis Bill, Hunter Delroy, Watkins Boyce
Email: Dhunter@coba.usf.edu
Do Fund Managers Use Private Information in their Asset Allocation Decisions? Evidence from Macroeconomic Announcements


Franke Günter, Herrmann Markus, Weber Thomas
Email: thomas.a.weber@uni-konstanz.de
On the Design of Collateralized Debt Obligation-Transactions


Franzoni Francesco
Email:
The Changing Nature of Systematic Risk


Frijns Bart, Gilbert Aaron, Tourani-Rad Alireza
Email:
Price Discovery, Cross-Listings and Exchange Rates: Evidence from Australia and New Zealand


Frino Alex, Johnstone David, Zheng Hui
Email: h.zheng@econ.usyd.edu.au
Information Endowment and Limit Order Placement


Frino Alex, Lepone Andrew, Gerace Dionigi
Email: a.lepone@econ.usyd.edu.au
BLOCK TRADES AND ASSOCIATED PRICE IMPACT: INTERNATIONAL EVIDENCE ON THE TWO ASYMMETRIES


Frino Alex, Lepone Andrew, Wearin Grant
Email: a.lepone@econ.usyd.edu.au
THE INTRADAY BEHAVIOR OF MARKET DEPTH IN A COMPETITIVE DEALER MARKET: A NOTE


Fritsch Markus, Gleisner Fabian, Holzhäuser Markus
Email: mfritsch@wiwi.uni-frankfurt.de
Bank M&A in Central and Eastern Europe


Fuertes Ana-Maria, Heffernan Shelagh
Email: a.fuertes@city.ac.uk
Heterogeneities in the Interest Rate Transmission Mechanism


FUERTES ANA-MARIA, HEFFERNAN SHELAGH, KALOTYCHOU ELENA
Email: e.kalotychou@city.ac.uk
Bank Retail Rate Response to the Policy Rate: Time-variation, Regime-switching and Curvature