European Financial Management Association
2010 Annual Meetings
June 23- 26, 2010
Aarhus, Denmark
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 EFMA2010 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 EFMA2010 meetings, discussants are kindly required
to hand out to the authors and the session chair 1-2 pages handwritten
comments with their constructive comments.
Participants |
Paper |
Fang Yen-Po, Chiang Min-Hsien
Email: hugo3294@yahoo.com.tw
Does Management Quality Drive the Monitoring Effect of Institutional Investors? Evidence from Private Placements
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Feria-Dominguez Jose Manuel, Jimenez-Rodriguez Enrique Jose, Martin-Marin Jose Luis
Email: ejimenez@upo.es
Stressing the Operational Loss Threshold: Implications on Capital at Risk
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Ferreruela Sandra, Natividad Blasco, Pilar Corredor
Email: sandrafg@unizar.es
Detecting Intentional Herding: What Lies Beneath Intraday Data in The Spanish Stock Market
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Figuerola-Ferretti Isabel, Jesus Gonzalo
Email: ifgarrig@emp.uc3m.es
Price discovery and hedging properties of gold and silver markets
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Flint Anthony, Dionigi Gerace, Andrew Lepone
Email: af995@uow.edu.au
Market Quality Surrounding a Tick Size Increase: Evidence fromthe Sydney
Futures Exchange
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Flor Christian Riis, Linda Sandris Larsen
Email: crf@sam.sdu.dk
Dynamic Asset Allocation with Ambiguity Aversion
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Forte Santiago, Lidija Lovreta
Email: santiago.forte@esade.edu
Pseudo Maximum Likelihood Estimation of Structural Credit Risk Models with Exogenous Default Barrier
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Frijns Bart, Thorsten Lehnert, Remco Zwinkels
Email: bfrijns@aut.ac.nz
A Volatility Targeting GARCH model with Time-Varying Coefficients
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