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


Hackethal Andreas, Jansen Christian
Email: christian.jansen@ebs.de
New empirical evidence on the debt maturity choice and the role of credit risk


Hagstromer Bjorn, Anderson Richard G., Binner Jane M., Elger Thomas, Nilsson Birger
Email: hagstrob@aston.ac.uk
Expanding the Merit of Utility Maximization for Portfolio Choice


Hahn Peter
Email: p.d.hahn@city.ac.uk
HOW NOT TO PAY YOUR OUTSIDE DIRECTORS: Determinants of non-executive director remuneration


Hahn Peter
Email: p.d.hahn@city.ac.uk
VANISHING BOARD MEETINGS: HAS GOVERNANCE DOOMED THE BOARD MEETING?


Haiss Peter, Sümegi Kjell
Email: mip@ycn.com
The Relationship of Insurance and Economic Growth – A Theoretical and Empirical Analysis


Han Young Wook, Song Jeongseok
Email: ywhan@hallym.ac.kr
HIGH FREQUNCY ANALYSIS ON JUMPS AND LONG MEMORY VOLATILITY IN COMMODITY FUTURES PRICES


Han Yufeng
Email:
Return Predictability, Economic Profits, and Model Mis-Specification: How Important are the Better Specified Models?


Hansen Thomas Lyse, Jensen Bjarne Astrup
Email: ba.fi@cbs.dk
Options on Energy Portfolios in an HJM Framework


Hatgioannides John, Petropoulos George
Email: J.Hatgioannides@city.ac.uk
On Credit Spreads, Credit Spread Options and Implied Probabilities of Default


He Wen, Mian G. Mujtaba, Sankaraguruswamy Srinivasan
Email: bizgmm@nus.edu.sg
Market Sentiment, Investor Size and Reaction to Firm-Specific News


Heffernan Shelagh, Fu Xiaoqing (Maggie)
Email: maggiefu@umac.mo
Structure-Performance Evidence on UK Retail Bank Pricing


Henker Julia, Cowell David, Walter Terry
Email:
The effect of investor category trading imbalances on stock returns


Henker Thomas, Martens Martin, Huynh Robert
Email:
The fading abnormal returns of momentum strategies


Hensel Nayantara
Email: ndhensel@nps.edu
An Empirical Analysis of the Efficiency of Online Auction IPO Processes amd Traditional IPO Processes


Hernandez Rodrigo, Lee Wayne, Liu Pu
Email: Pliu@walton.uark.edu
The Market and the Pricing of Outperformance Certificates


Hernandez Rodrigo, Lee Wayne, Liu Pu
Email: Pliu@walton.uark.edu
An Economic Analysis of Reverse Exchangeable Securities — An Option-Pricing Approach


Herrerias Renata, Gurrola Pedro
Email: pgurrola@itam.mx
Anomalies in the Mexican interest rate futures market


Hilary Gilles, Hui Kai Wai
Email:
The Influence of Corporate Culture on Economic Behavior: Does Religion Matter in Corporate Decision Making in America?


Hilliard James, Ghosh Chinmoy
Email:
Market Reactions to Attorney General Litigation Activity: Evidence From the Property-Casualty Insurance Companies


Hirth Stefan, Uhrig-Homburg Marliese
Email: stefan.hirth@fbv.uni-karlsruhe.de
Investment Timing and Endogenous Default


Hjortshøj Toke
Email: thjortshoej@econ.au.dk
Managerial Risk-Shifting Incentives of Option-Based Compensation: Firm Risk, Leverage, and Moneyness


Hoechle Daniel, Zimmermann Heinz
Email: daniel.hoechle@unibas.ch
A Generalization of the Calendar Time Portfolio Approach and the Performance of Private Investors


Hope Ole-Kristian, W
Email: okhope@rotman.utoronto.ca
Managerial Empire Building and Firm Disclosure


Horneff Wolfram, Maurer Raimond, Stamos Michael
Email: maurer@finance.uni-frankfurt.de
Optimal Gradual Annuitization: Quantifying the Costs of Switching to Annuities


Hostak Peter, Karaoglu Emre, Lys Thomas, Yang Yong (George)
Email: karaoglu@marshall.usc.edu
An Examination of the Impact of the Sarbanes-Oxley Act on the Attractiveness of US Capital Markets for Foreign Firms


Hsu Yenshan, Shiu Cheng-Yi
Email: cshiu@ncu.edu.tw
Selling Methods, Public Information, and Oversubscription in IPOs: Evidence from Taiwan


Huang Roger D., Shiu Cheng-Yi
Email: cshiu@ncu.edu.tw
Local Effects of Foreign Ownership in an Emerging Financial Market: Evidence from Qualified Foreign Institutional Investors in Taiwan


Hwang Soosung
Email: s.hwang@city.ac.uk
Beta Is Alive, Well and Healthy


Hwang Soosung, Lu Chensheng
Email: c.lu@city.ac.uk
Cross-Sectional Stock Returns in the UK Market:the Role of Liquidity Risk