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.


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, Baker Kent, Dutta Shantanu, Zhu Peng Cheng
Email: ssaadi@business.queensu.ca
Are Good Performers Bad Acquirers?


Salotti Valentina,Borisova Ginka
Email: vsalotti@iastate.edu
Cross-Border Asset Sales


Sanchis-Marco Lidia, Antonio Rubia
Email: Lidia.Sanchis@uclm.es
On Downside Risk Predictability through Predetermined Variables: A Quantile Regression Approach.


Savor Marko, Michal Czerwonko, Nabil Khoury, Stylianos Perrakis
Email: savor.marko@uqam.ca
ONE SECURITY, FOUR MARKETS: CANADA-US CROSS-LISTED OPTIONS AND UNDERLYING EQUITIES


Sayrak Akin, Ak Baris Korcan
Email: akin@sabanciuniv.edu
Sports, Entertainment and Market-Value: Evidence from the Soccer League


Schläfer Timo, Uhrig-Homburg Marliese
Email: timo.schlaefer@fbv.uni-karlsruhe.de
Estimating Market-implied Recovery Rates from Credit Default Swap Premia


Schmaltz Christian, Pokutta Sebastian
Email: c.schmaltz@kdb.eu
Optimal Centralization of Liquidity Management


Schmid Markus, Manuel Ammann, David Oesch
Email: markus.schmid@unisg.chu
Cash Holdings and Corporate Governance - International Evidence


Schoubben Frederiek, Hulle Cynthia Van
Email: frederiek.schoubben@lessius.eu
Stock listing and financial flexibility


Seifert Bruce, Gonenc Halit
Email: h.gonenc@rug.nl
Issuing and Repurchasing: Mispricing, Corporate Lifecycle or Financing Waves


Shiah-Hou Shin-Rong, Feng-Yi Chang, Chin-Wen Hsin
Email: fnshiah@saturn.yzu.edu.tw
The Impact of Currency Derivative Usage and Earnings Management on Firm Value


Siegmann Arjen
Email: asiegmann@feweb.vu.nl
Investment Policies under Semivariance


Sivaprasad Sheeja, Gulnur Muradoglu
Email: sivaprs@wmin.ac.uk
Using Firm Level Leverage as an Investment Strategy


Sogner Leopold
Email: soegner@ihs.ac.at
Bayesian Analysis of Affine Term Structure Models


Sosvilla-Rivero Simon, Adrian Fernández-Pérez, Fernando Fernández-Rodríguez
Email: sosvilla@ccee.ucm.es
Detecting and exploiting trends in the foreign exchange markets


Stefanova Denitsa, Elkamhi Redouane
Email: redouane-elkamhi@uiowa.edu
Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection


Su Yi-Kai, Liu Hsiang-Hsi, Wu Chun-Chou
Email: wucc123@seed.net.tw
The role of extreme investor sentiment on stock and futures market returns and volatilities in Taiwan


Su Yu-Hui, Yin-Hua Yeh, Pei-Gi Shu
Email: yhsu@scu.edu.tw
Political Connection, Corporate Governance and Preferential Bank Loan


Subbotin Alexander, Thierry Chauveau
Email: alexandre.subbotin@gmail.com
Price Dynamics in a Market with Heterogeneous Investment Horizons and Boundedly Rational Traders


Suess Stephan, Manuel Ammann
Email: stephan.suess@unisg.ch
The Determinants of Variance Swap Rate Changes


Suominen Matti, Kalle Rinne
Email: matti.suominen@hse.fi
A structural model of short term reversals


Switzer Lorne, Hui Jiang
Email: switz@jmsb.concordia.ca
Market Efficiency and the Risks and Returns of Dynamic Trading Strategies with Commodity Futures