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


Saadi Samir, Rahman Abdul
Email: saadi@management.uottawa.ca
Evidence of Non-stationary Bias in Scaling by Square Root of Time: Implications for Value-at-Risk


Saadi Samir, Rahman Abdul, Chourou Lamia
Email: Saadi@management.uottawa.ca
Day-of-the-week in Returns and Conditional Volatility


Sahakyan Vahe
Email: sahakyan@isb.unizh.ch
Default and non-flat reorganization boundaries in credit risk models


Samitas Aristeidis, Kenourgios Dimitris, Paltalidis Nikos
Email: asamitas@econ.uoa.gr
Financial crises and stock market dependence


Sanders Anthony, An Xudong, Deng Yongheng
Email:
Subordinations Levels in Structured Financing


Schmeling Maik
Email: schmeling@gif.uni-hannover.de
Investor sentiment, herd-like behavior and stock returns: Empirical evidence from 18 industrialized countries


Schmid Markus, Walter Ingo
Email: markus.schmid@unisg.ch
Do Financial Conglomerates Create or Destroy Economic Value?


Schneider Paul, Sögner Leopold, Veza Tanja
Email: paul.schneider@wu-wien.ac.at
Jumps and Recovery Rates Inferred from Corporate CDS Premia


Schwarze Felix
Email: fschwarz@wiwi.uni-frankfurt.de
Relationship Banking and profitability - An empirical survey of German banks


Semenov Andrei
Email: asemenov@econ.yorku.ca
Departures From Rational Expectations and Asset Pricing Anomalies


SERNA GREGORIO, VILLAPLANA PABLO
Email: Gregorio.Serna@uclm.es
MODELLING HIGHER MOMENTS OF ELECTRICITY PRICES


Seru Amit, Shumway Tyler, Stoffman Noah
Email:
Learning By Trading


Setia-Atmaja Lukas, Tanewski George, Skully Michael
Email: lukas.setia-atmaja@buseco.monash.edu.au
How Do Family Ownership and Control Affect Board Structure, Dividends and Debt? Australian Evidence


Shu Pei-Gi, Yeh Yin-Hua
Email: yhsu@scu.edu.tw
The Decisions of the IPO Reviewing Committee – Causes and Consequences


Silva Sérgio, Azevedo-Pereira José
Email: sergios@upt.pt
Optimal Debt, Asset Substitution and Coupon Rating-Trigger Covenants


Sivaprasad Sheeja, Muradoglu Gulnur
Email: s.sivaprasad@city.ac.uk
Capital Structure and Firm Value: An Empirical Analysis of Abnormal Returns


Solnik Bruno
Email: solnik@hec.fr
Equity Home Bias and Regret: An International Equilibrium Model


Stoughton Neal, Wu Youchang, Zechner Josef
Email: youchang.wu@univie.ac.at
Intermediated investment management


Stromqvist Maria
Email:
Do Emerging Market Hedge Fund Managers Lack Skills?


Su Yong-chern, Chen Mingda, Huang Hangching
Email:
An Application of Closed-Form GARCH Option Pricing Model on FTSE Option and Volatility


Subedar Zaffar, McCrae Michael, Gerace Dionigi
Email: zs09@uow.edu.au
The Validity of Financial Advisor’s Heuristic Risk Tolerance Categorisation: Evidence From a Risk Tolerance Assessment Tool


Sudarsanam Sudi, Huang Jian
Email: p.s.sudarsanam@cranfield.ac.uk
Gender Diversity in US Top Management: Impact on Risk-taking and Acquirer Performance


SUNG MING-CHIEN, JOHNSON JOHNNIE E. V.
Email: M.SUNG@soton.ac.uk
Evidence of a weekend effect in a market for state contingent claims


Surroca Jordi, Tribo Josep A.
Email:
MANAGERIAL ENTRENCHMENT AND CORPORATE SOCIAL PERFORMANCE/b>