Calice Giovanni, Jing Chen and Julian Williams
Email: g.calice@soton.ac.uk
Liquidity Interactions in Credit Markets: An Analysis of The Eurozone Sovereign Debt Crisis

Callado-Muñoz Francisco J., Jana Hromcová and Natalia Utrero
Email:
Payment Systems in the Accession Countries

Carapeto Maria, Scott Moeller, Anna Faelten and Alexandra Smolikova
Email: mcarapeto@city.ac.uk
Assessing market attractiveness for mergers and acquisitions: The MARC M&A maturity index

Casavecchia Lorenzo and A. Tooman
Email: casavecchia.lorenzo@gmail.com
Managerial Herding, Investors’ Sensitivity, and the Role of Mutual Fund Internal Governance

Celerier Claire
Email: claire.celerier@gmail.com
"Compensation in the Financial Sector: Are all Bankers Superstars?"

Cellier Alexis and Pierre Cholleta
Email: cellier@u-pec.fr
"The Impact of Corporate Social Responsibility Rating Announcement on Stock Prices: An Event Study on European Markets"

Champonnois Sylvain
Email: sylvain@ucsd.edu
The limits of market discipline: proprietary trading and aggregate risk

Chan Chia-Ying, Christian de Peretti, Carole Siani and Wing-Keung Wong
Email: christian.de-peretti@sfr.fr
Panel Stochastic Dominance test and Panel Informational Efficiency LR Test: an Application to UK Covered Warrants Market Efficiency

Chang Ching-chieh
Email: ccchang@u.washington.edu
An Investment-based Explanation for the Post-merger Underperformance Puzzle

Chang Xin, Sudipto Dasgupta and George Wong
Email: changxin@ntu.edu.sg
Internal Cash Flows, Firm Valuation, and the Simultaneity of Corporate Policies

Chang Jui-Jane and Jeng-Min Chiou
Email: rayjanechang@gmail.com
Time-Varying Correlations Between Credit Risks and Determinant Factors

Chen Chao-Chun and Zhi-Wei Wu
Email: jawjiun@thu.edu.tw
The valuation of vulnerable multi-asset options and hedging of credit risks

Chiu Hsin-Hui and Eva Wagner
Email: chiu@chapman.edu
CEO Compensation and Credit Default Swaps: Evidence from the U.S. and Germany

Choudhry Taufiq and Mohammed Hasan
Email: l.c.maclean@dal.ca
Forecasting the Daily Dynamic Hedge Ratios in Emerging Stock Futures Markets: Evidence from the GARCH models

Chuliá Helena, Pilar Abada and Marta Gómez-Puig
Email: pilar.abad@urjc.es
Time-varying Integration in European Government Bond Markets

Clark Ephraim, Yacine Belghitar and Konstantinos Kassimatis
Email: y.belghitar@mdx.ac.uk
Managerial ownership and firm performance: A re-examination using marginal conditional stochastic dominance

Coelho Luis
Email: lcoelho@ualg.pt
Bad news do not always travel slowly: the bankruptcy case

Coelho Luis, Kose John and Richard J. Taffler
Email: coelho.serra@googlemail.com
Does the market know better? The case of strategic vs. non-strategic bankruptcies

Cooper Ian and Kjell G. Nyborg
Email: icooper@london.edu
Consistent valuation of project finance and LBO's using the flows-to-equity method

Cousin Jean-Gabriel, Eric de Bodt, and Michel Levasseur
Email: jgcousin@univ-lille2.fr
Firm Uncertainty and Financial Analysts’ Activity

Croci Ettore and Marco Bigellia
Email: marco.bigelli@unibo.it
Am I right or am I right?

Cumming Douglas and April Knill
Email: douglas.cumming@gmail.com
Disclosure, Venture Capital and Entrepreneurial Spawning

Cumming Douglas, J. Ari Pandes and Michael J. Robinson
Email: douglas.cumming@gmail.com
The Role of Agents in Private Finance