A

[TOP]

Aabo Tom, Hansen Marianna Andryeyeva and Pantzalis Christos
Email: taa@asb.dk
Corporate foreign exchange speculation and integrated risk management

Abdesaken Gerald
Email: gerald.abdesaken@phd.unibocconi.it
On the precision of public information and mutual fund performance

Abudy Menachem and Izhakian Yehuda
Email: meniab@gmail.com
Pricing Stock Options with Stochastic Interest Rate

Afik Zvika and Benninga Simon
Email: afikzv@bgu.ac.il
The Term Structure of Expected Bond Returns

Aktas Nihat, Jean-Gabriel Cousin and Jun Yao (Chris) Zhang
Email: nihat.aktas@skema.edu
Do foreign takeovers affect currency risk exposure? Evidence from a sample of French acquirers

Aktas Nihat, Marieke Delanghe, Eric de Bodt and Richard Roll
Email: nihat.aktas@skema.edu
Market reactions to European merger regulation: A reexamination of the protectionism hypothesis

Alda Mercedes, Ferruz Luis and Vargas María
Email: malda@unizar.es
Perverse Timing or Biased Cefficients?

Andreou Panayiotis, John A. Doukas and Christodoulos Louca
Email: panayiotis.andreou@cut.ac.cy
Corporate Diversification and Managerial Overconfidence

Areal Nelson and Ana Carvalho
Email: nareal@eeg.uminho.pt
The World’s Most Ethical Companies: does the fame translate into gain?

Aretz Kevin
Email: kevin.aretz@mbs.ac.uk
How Does A Firm’s Default Risk Affect Its Expected Equity Return?

Artiga González Tanja and Markus Schmid
Email: tanja.artigagonzalez@unisg.ch
Corporate Governance and Anti-Trust Bahavior

Asgharian Hossein, Hess Wolfgang and Liu Lu
Email: Hossein.Asgharian@nek.lu.se
A spatial analysis of international stock market linkages

Atilgan Yigit and Demirtas K. Ozgur
Email: benz@pandreou.com
Downside Risk in Emerging Markets

B

[TOP]

Badaoui Saad, Lara Cathcart and Lina El-Jahel
Email: saad.badaoui07@imperial.ac.uk
Do Sovereign Credit Default Swaps Represent a Clean Measure of Sovereign Default Risk? A Factor Model Approach

Baltas Akindynos-Nikolaos and Robert Kosowski
Email: n.baltas@imperial.ac.uk
Momentum Strategies in Futures Markets and Trend-following Funds

Baltzer Markus, Stolper Oscar and Andreas Walter
Email: markus.baltzer@bundesbank.de
Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors

Banal-Estanol Albert and Filippo Ippolito
Email: albert.banalestanol@upf.edu
Commitment in Private Equity Partnerships

Baradarannia M.Reza and Maurice Peat
Email: rezab@econ.usyd.edu.au
Characteristic liquidity, systematic liquidity and expected returns

Barbi Massimiliano, Emanuele Bajo, Marco Bigelli and David Hillier
Email: emanuele.bajo@unibo.it
UBI major minor cessat: The role of institutional investors in controlling shareholder public-to-private transactions

Barbosa António
Email: antonio.barbosa@iscte.pt
Differential Interpretation of Information and the Post-Announcement Drift: A Story of Consensus Learning

Belles-Sampera Jaume, Josse M. Merigo, Montserrat Guillen and Miguel Santolino
Email: jbellesa8@alumnes.ub.edu
The connection between distortion risk measures and ordered weighted averaging operators

Beltratti Andrea and Paladino Giovanna
Email: andrea.beltratti@unibocconi.it
Is M&A different during a crisis? Evidence from the European banking sector

Ben Omrane Walid and Christian Hafner
Email: wbenomrane@brocku.ca
Macroeconomic News Surprises and Volatility Spillover in the Foreign Exchange Markets

Berenguer Emma, Gimeno Ricardo and Nave Juan M.
Email:
A Measure of Liquidity Risk in a Sovereign Debt Market

Berger Theo
Email: theoberger@uni-bremen.de
Financial Crisis, Value-at-Risk Forecasts, and the Puzzle of Dependency Modelling

Bermúdez Lluís, Taoufik Elkemali and Montserrat Guillén
Email:
Underestimation of the solvency capital and risk measurements

Berry Thomas
Email: tberry@depaul.edu
Local Trading Prior to Earnings Announcements

Bessière Véronique and Taoufik Elkmali
Email: veronique.bessiere@univ-montp2.fr
Uncertainty and financial analysts’ overconfidence: European evidence between high-tech and low-tech firms

Betzer André ,Inga Van den Bongard and Marc Goergen
Email: betzer@wiwi.uni-wuppertal.de
Index Membership vs. Loss of Control: The Unification of Dual-Class Shares

Bilinski Pawel, Danielle Lyssimachou and Martin Walker
Email: p.bilinski@lancaster.ac.uk
Target Price Accuracy: International Evidence

Bird Ron, Paolo Pellizzari and Paul Woolley
Email: ron.bird@uts.edu.au
The Strategic Implementation of a Fund Manager's Investment Process

Bissoondoyal-Bheenick Emawtee and Robert Brooks
Email: banita.bissoondoyal-bheenick@monash.edu
The impact of sovereign rating changes on the stock market. An analysis using alternative modelling techniques

Black Emma, Michael (Jie) Guo and Thomas (Jing-Ming) Kuo
Email: e.l.black@durham.ac.uk
UK Mergers and Value Creation

Boissin Romain
Email: rboissin@hotmail.com
Are financial analysts of IPO firms under pressure: the European evidence

Bolt Wilko, Elizabeth Foote and Heiko Schmiedel
Email: w.bolt@dnb.nl
Consumer credit and payment cards

Bontschev Georgi and Martin Eling
Email: georgibontschev@gmx.de
Factors that Affect the Performance of Distressed Securities Hedge Funds

Boubaker Sabri, Wael Rouatbi and Pascal Nguyen
Email: boubaker@univ-paris12.fr
Multiple Large Shareholders and Corporate Risk-taking: Evidence from France

Boulland Romain, François Degeorge and Edith Ginglinger
Email: romain.boulland@dauphine.fr
Targeted Communication and Investors' Attention

Breuer Wolfgang, Thorsten Hens, Astrid Juliane Salzmann and Mei Wang
Email: wolfgang.breuer@bfw.rwth-aachen.de
On the Determinants of Household Debt Maturity Choice

Brunetti Marianna, Costanza Torricelli and Elena Giarda
Email: marianna.brunetti@uniroma2.it
Is financial fragility a matter of illiquidity? An appraisal for Italian households

Brunzell Tor and Eva Liljeblom
Email: tb@fek.su.se
Gender Representation in Nordic Boards: Evaluation of Board Work

Bruyland Evy and Wouter De Maeseneire
Email: evy.bruyland@ugent.be
The risk effects of acquiring distressed firms

Bulusu Narayan and Javier Gomez Biscarrib
Email: narayan.bs@gmail.com
Consumption adjustment costs and the equity premium

C

[TOP]

Calluzzo Paul
Email: pcalluzzo@gmail.com
Director Connections in the Mutual Fund Industry

Canil Jean and Bruce A. Rosser
Email: jean.canil@adelaide.edu.au
Is Equity-based Compensation driven by Economic or Financial Distress?

Carbo-Valverde Santiago, Hans Degryse and Francisco Rodriguez-Fernandez
Email: scarbo@ugr.es
Lending relationships and credit rationing: the impact of securitization

Carnelli Andrea and Andrea Buraschi
Email: andrea.carnelli08@imperial.ac.uk
Predictability: the wrong way

Carosi Andrea, Giulia Baschieri and Stefano Mengoli
Email: acarosi@uniss.it
The Firm Location Premium

Celerier Claire
Email: claire.celerier@gmail.com
Debt Structure and Non-Exclusive Competition

Chang Ching-Hung
Email: Ching-Hung.Chang@asu.edu
Analysts and Corporate Liquidity Policy

Chao Chen
Email:
Credit Risk, Corporate Bond Covenant Design and Issuer’s Characteristics

Chen Zhiyao
Email: n.chen@icmacentre.ac.uk
Contingent-Claim-Based Expected Stock Returns

Chien Chin-Chen, Cheng-Few Lee and She-Chih Chiu
Email: chien442001@yahoo.com.tw
Does Sound Corporate Governance Curb Managers’ Opportunistic Behavior of Exploiting Inside Information for Early Exercise of Executive Stock Options?

Choi Sunhwa
Email: s.choi@lancaster.ac.uk
What Drives Credit Rating Changes? A Return Decomposition Approach

Choi Paul Moon Sub, Haiqiang Chen and Yongmiao Hong
Email: paul.choi@ewha.ac.kr
How Smooth Is Price Discovery? Evidence from Cross-listed Stock Trading

Choi Sunhwa
Email: s.choi@lancaster.ac.uk
What Drives Credit Rating Changes? A Return Decomposition Approach

Colak Gonul, James S. Ang and  Tai-Wei Zhang
Email: jang@cob.fsu.edu
Market Segmentation and Decoupling in the Financial Markets: The Case of Two-Stage Stock-Financed Mergers

Cole Othman
Email: ksoufani@jmsb.concordia.ca
Do Behavioural Biases Explain Capital Structure Decisions?

Couzoff Panagiotis, Shantanu Banerjee and Grzegorz Pawlina
Email: p.couzoff1@lancaster.ac.uk
External Monitoring, Managerial Entrenchment, and Corporate Cash Holdings

Croci Ettori, Olaf Ehrhardt and Eric Nowak
Email: ettore.croci@unicatt.it
The Corporate Governance Endgame – An Economic Analysis of Minority Squeeze-out Regulation in Germany

D

[TOP]

d'Amours Felix, Stéphane Chrétien and Frank Coggins
Email: felix.damours.1@ulaval.ca
The Performance of Market Timing Measures in a Simulated Environment

Danbolt Jo and Gillian Maciver
Email: Jo.Danbolt@glasgow.ac.uk
Cross-Border versus Domestic Acquisitions and the Impact on Shareholder Wealth

Del Viva Luca
Email: luca.delviva@esade.edu
Corporate Bonds Hedging and a Fat Tailed Structural Model

Dell Acqua Alberto, Antonio Guardasole and Stefano Bonini
Email: alberto.dellacqua@sdabocconi.it
Grandstanding and spinning in VC backed IPOS on aim UK

De-Losso Rodrigo and Luiz Cláudio Barcelos
Email: delosso@fipe.org.br
A Multivariate CAPM Approach to Regulatory Risks in Securities Markets

Di Miceli da Silveira Alexandre and Lucas Ayres B. de C. Barros
Email: alexfea@usp.br
Concentration of Power and Corporate Performance Variability

Dick Christian D., Ronald MacDonaldy and Lukas Menkho
Email: dick@zew.de
Individual exchange rate forecasts and expected fundamentals

DiIorio Amalia, Hasniza Mohd Taiba, Terrence Hallahana and Emawtee Bissoondoyal-Bheenickc
Email: amalia.diiorio@rmit.edu.au
The Stock Market Impact of Corporate Bond Rating Changes: New Evidence from the UK and Australian Stock Markets

Dodd Olga, Bart Frijns and Aaron Gilbert
Email: olga.dodd@aut.ac.nz
On the Role of Cultural Distance in the Decision to Cross-list

Drobetz Wolfgang, Wolfgang Besslera, Rebekka Hallerc and Iwan Meierd
Email: wolfgang.drobetz@wiso.uni-hamburg.de
The International Zero-Leverage Phenomenon

Duca Eric
Email: ericduca@cunef.edu
Seasoned Equity Offerings and the Cost of Market Timing

Dursun Havva Oezlem
Email: havva.dursun@vgsf.ac.at
Equilibrium Effects of Liquidity Constraints

E

[TOP]

Eckbo B. Espen, Karin S. Thorburn and Wei Wang
Email: b.espen.eckbo@dartmouth.edu
How Costly is Corporate Bankruptcy for Top Executives?

Elayan Fayez, Alex K. Dontoh, Joshua Ronen and Tavy Ronen
Email: felayan@brocku.ca
Fair Value in an Opaque Credit Default Swap Market: How Marking-to-Market Pushed the International Credit Crunch

Entrop Oliver, Christoph Memmel, Benedikt Ruprecht and Marco Wilkens
Email: oliver.entrop@uni-passau.de
Determinants of Bank Interest Margins: Impact of Maturity Transformation

Escribano Ana and Antonio Díaz
Email: ana.escribano@uclm.es
Liquidity 'life cycle' in US Treasury bonds

F

[TOP]

Fan He and Ghosh Chinmoy
Email: fan.he@business.uconn.edu
Do Banks Charge Information Rent in Lending Relationships? Cross-Country Evidence

Fernandez Lopez Sara, Luis Otero, Milagros Vivel and Pablo Duran
Email: sara.fernandez.lopez@usc.es
The Europeans' decision of saving for retirement: A gender Analysis

Ferrer Elena, Julie Salaber and Anna Zalewska
Email: elena.ferrer@unavarra.es
Sensitivity of consumer confidence to stock markets’ meltdowns

Ferreruela Sandra, Blasco Natividad and Corredor Pilar
Email: sandrafg@unizar.es
Herding, volatility and market stress

Florackis Chris, Angelos Kanas, and Alexandros Kostakis
Email: c.florackis@liv.ac.uk
Idiosyncratic Risk, Risk-Taking Incentives and the Link between Managerial Ownership and Firm Value

Foos Daniel
Email: daniel.foos@bundesbank.de
Equity and Debt Governance: The Impact on Bank Risk

Fredriksson Antti
Email: antti.fredriksson@utu.fi
Lending technologies, loan pricing and customer profitability is SME lending

Frijns Bart, Aaron Gilbert and Alireza Tourani-Rad
Email: bfrijns@aut.ac.nz
Price Discovery in US-Canadian Cross-listed Shares

G

[TOP]

Gabriel Christian and Christian Lau
Email: christian.gabriel@wiwi.uni-halle.de
On the distribution of European government bond returns: Empirical evidence

Gavious Ilanit, Ester Stanovsky and Rami Yosef
Email: madaril@bgu.ac.il
The Relationship between the Management of Book Income and Taxable Income: An Empirical Analysis of Private versus Public Firms

Gelsomini Luca and Jonathan Cave
Email: l.gelsomini@ieseg.fr
Single-bank proprietary platforms

Gharghori Philip, Edwin Maberly and Annette Nguyen
Email: philip.gharghori@monash.edu
An Analysis of Option-Implied Volatility Surrounding Stock Split Announcements

Giacomini Enamuela and Xiaohong (Sara) Wang
Email: emanuela.giacomini@warrington.ufl.edu
Effects of Bank Lending Shocks on Real Activity: Evidence from a Financial Crisis

Glebkin Sergie and Dmitry Makarov
Email: svglebkin@gmail.com
Capital Market Equilibrium with Competition among Institutional Investors

Gong Ning and Yangyang Chen
Email: yangyang.chen@monash.edu
The Impact of Taxes on Firm Value and the Trade-off Theory of Capital Structure

González-Pedraz Carlos, Manuel Moreno and Juan Ignacio Peña
Email: cugonzal@emp.uc3m.es
Portfolio selection with commodities under conditional asymmetric dependence and skew preferences

Gounopoulos Dimitrios, Michael Firth and Jannis Pulm
Email: d.gounopoulos@surrey.ac.uk
IFRS adoption and Management Earnings Forecasts of Australian IPOs

Gu Li and Dayong Huang
Email: li.gu@frb.gov
Consumption, Money, Intratemporal Substitution and Stock Returns

Gucbilmez Ismail Ifuk, Shantanu Banerjee and Grzegorz Pawlina
Email: u.gucbilmez@ed.ac.uk
Leaders and Followers in a Hot IPO Market

Gulati Anand Bir S.
Email: anand.gulati@hanken.fi
Quantile Regression Analysis of Exchange Rate Exposure in Cross-Country Sector Portfolios

Gunduz Yalin and Orcun Kaya
Email: yalingunduz@yahoo.com
Sovereign Default Swap Market Efficiency and Country Risk in the Euro Area

Guo Jie Michael, Herbert YT Lam, Nicky J. Ferguson and Dennis Philip
Email: jie.guo@durham.ac.uk
News Media Content and UK Stock Returns

H

[TOP]

Hail Luzi, Hans B. Christensen and Christian Leuz
Email: lhail@wharton.upenn.edu
Capital-Market Effects of Securities Regulation: Hysteresis, Implementation, and Enforcement

Hallahan Terrence, Hasniza Mohd Taib, Amalia Di Iorio and Emawtee Bissoondoyal-Bheenick
Email: amalia.diiorio@rmit.edu.au
The Stock Market Impact of Corporate Bond Rating Changes: New Evidence from the UK and Australian Stock Markets

Hamadi Malika, Guillermo Baquero and Andreas Heinen
Email: baquero@esmt.org
Competition, Loan Rates and Information Dispersion in Microcredit Markets

Hamet Joanne
Email: hamet@u-bordeaux4.fr
Who is still listed on US stock markets? New insights on international stock listings

Hasseltoft Henrik
Email: henrik.hasseltoft@bf.uzh.ch
Understanding Asset Correlations

Hermes Niels and Halit Gonenc
Email: h.gonenc@rug.nl
Bidders’ Gains and Family Control of Private Target Firms

Hess Wolfgang, Hossein Asgharian and Lu Liu
Email: yangyang.chen@monash.edu
The Impact of Taxes on Firm Value and the Trade-off Theory of Capital Structure

Ho Keng-Yu, Junmao Chiu, Wei-Peng Chen and Huimin Chung
Email: chiujun@gmail.com
The Asymmetric Sentiment Effect on Equity Liquidity and Investor Trading Behavior: Evidence from Index ETF Market

Hoffmann Peter
Email: peter.hoffmann@ecb.int
A dynamic limit order market with fast and slow traders

Hou Ai Jun, Hossein Asgharian and Farrukh Javed
Email: Hossein.Asgharian@nek.lu.se
Importance of the macroeconomic variables for variance prediction: A GARCH-MIDAS approach

Hu Rong, Yongheng Deng and Anand Srinivasa
Email: ydeng@nus.edu.sg
Information Asymmetry and Organizational Structure

Huszar Zsuzsa and Melissa Porras Prado
Email: bizhzr@nus.edu.sg
The Role of Alternative Lending Markets for Short Selling: Liquidity, Price Discovery and Market Surveillance

I

[TOP]

Imad Eddine Gael, Douglas Cumming and Armin Schwienbacher
Email: gael.imadeddine@univ-lille2.fr
Legality and the Spread of Voluntary Investor Protection

J

[TOP]

Jaballah Jamil
Email: jamil.jaballah@iae-toulouse.fr
Impact of the Subprime crisis on the reputation of rating agencies

Jin Jianjian
Email: jianjin78@gmail.com
An Empirical Investigation of a Long-Run Risks Model using Stock and Derivative Data

Jivraj Farouk and Robert Kosowski
Email: farouk.jivraj@imperial.ac.uk
Changing Expectations and the Correlation of Stocks and Bonds

Jorge Jose
Email: jjorge@fep.up.pt
Endogenous Credit Ratings

Jørgensen Peter Løchte, Henrik Nørholm and David Skovmand
Email: plj@asb.dk
Overpricing and Hidden Costs of Structured Bonds for Retail Investors: Evidence from the Danish Market for Principal Protected Notes

K

[TOP]

Kaplanski Guy, Haim Levy, Chris Veld, and Yulia Veld-Merkoulova
Email: ashotich@gmail.com
Do Happy People Make Optimistic Investors?

Karapetyan Artashes and Johan Almenberg
Email: guykap@mail.biu.ac.il
Hidden Costs of Hidden Debt

Kerl Alexander and Daniel Arand
Email: Alexander.Kerl@wirtschaft.uni-giessen.de
When do sell-side analyst reports really matter? Shareholder protection, institutional investors and the importance of equity research

Kim Young Han
Email: yhkim@ntu.edu.sg
Self-serving attribution bias and CEO turnover: Evidence from CEO interviews on CNBC

Kim Young Sang, Kee H. Chunga, Jang-Chul Kim and Hao Zhang
Email: kimy1@nku.edu
Information Asymmetry and Corporate Cash Holdings

Kim Kyung Soon, Yun Woo Park and Jin Woo Park
Email: jwp@hufs.ac.kr
Trading Responses to Analyst Reports by Investor Types

Kim Woochan, Bernard S. Black, Hasung Jang and Kyung-Suh Park
Email: woochan_kim@yahoo.com
How Corporate Governance Affects Firms Value: Evidence on Channels from Korea

Kling Gerhard
Email: g.kling@soton.ac.uk
A short-term theory of cash holding

Koksal Bluent and Mahir Binici
Email: Bulent.Koksal@tcmb.gov.tr
Do Bank Stockholders Share the Burden of Required Reserve Tax? Evidence from Turkey

Kourtis Apostolos, George Dotsis and Raphael N. Markellos
Email: a.kourtis@uea.ac.uk
Parameter Uncertainty in Portfolio Selection: Shrinking the Inverse Covariance Matrix

Kramer Marc and Robert Lensink
Email: m.m.kramer@rug.nl
The Impact of Financial Advisors on the Stock Portfolios of Retail Investors

Krapl Alain and Carmelo Giaccotto
Email: akrapl@business.uconn.edu
Foreign Exchange Exposure and the Term Structure of Industry Cost of Equity

Kryzanowski Lawrence and Ines Gargouri
Email: Lawrence.Kryzanowski@concordia.ca
Equity fund flows and performance around economic recessions

Kurusu Masatoshi
Email: 5289mkmk@gmail.com
A Soft Bail-Out Concept to Reduce Contagion in Financial Systems

Kwan Simon
Email: simon.kwan@sf.frb.org
The Supply-Side Effects of Bank Lending

L

[TOP]

Lafuente Luengo Juan Angel, Rafaela Perez and Jesus Ruiz
Email: lafuen@cofin.uji.es
Monetary policy regimes and the forward bias for foreign exchange

Lahr Henry and Andrea Mina
Email: h.lahr@cbr.cam.ac.uk
Patenting performance in SMEs with endogenous venture capital financing

Lam F.Y. Eric C. and K.C. John Wei
Email: campblam@cityu.edu.hk
Asset Growth Reversals and Investment Anomalies

Lang Gunnar and Matthias Köhler
Email: lang@zew.de
How Does the Domiciliation Decision Affect Mutual Fund Fees?

Lasfer Meziane and Eilnaz Kashefi Pour
Email: m.a.lasfer@city.ac.uk
The Impact of Leverage on the Delisting Decision of AIM Companies

Larsen Linda, Peter Feldhutter, Claus Munk and Anders B. Trolle
Email: lsn@sam.sdu.dk
Dynamic Bond Portfolios under Model and Estimation Risk

Lebedeva Olga
Email: lebedeva@corporate-finance-mannheim.de
Trading Aggressiveness and its Implications For Market Efficiency

Leite Paulo and Maria Céu Cortez
Email: mccortez@eeg.uminho.pt
Performance and Performance Persistence of European Socially Responsible Funds: French Evidence

Li Gao and Li Jiang
Email: afljiang@inet.polyu.edu.hk
Investor Sentiment and IPO Pricing during Pre-Market and Aftermarket Periods

Li Lin, Peter Cheng and Wilson H.S. Tong
Email: afpsch@inet.polyu.edu.hk
The Effect of Corporate Takeover on the Function of Internal Incentive Plan in Target Firms

Lin Chunmei
Email: g0700584@nus.edu.sg
Investor Sentiment and the Fragility of Liquidity

Li Chang-Yi , Lin Shih-Kuei and Son-Nan Chen
Email: 96352501@nccu.edu.tw
Pricing Derivatives with modeling CO2 Emission Allowance Using a Regime Switching Jump Diffusion Model:Evidence from the European Trading Scheme

Lin Shu-Hui, Chien-Ho Wang, Chang-Ching Lin and Hung-Yu Lai
Email: shlin@cc.ncue.edu.tw
A new dynamic hedging model with futures: Kalman filter error correction model

Liu Bin and Amalia Di Iorio
Email: bin.liu@rmit.edu.au
Idiosyncratic Volatility, Stock Returns and Economy Conditions: The Role of Idiosyncratic Volatility in the Australian Stock Market

Liu Edith
Email: edith.liu@cornell.edu
Portfolio Diversification and International Corporate Bonds

Liu Pu, Rodrigo J. Hernandez and Yingying Shao
Email: goliat@ua.es pliu@walton.uark.edu
Interstate Risk Sharing and Mortgage Loan Securitization

Locorotondo Rosy and Nico Dewaelheyns
Email: rosy.locorotondo@econ.kuleuven.be
Affiliates' External Financing Policy: Does Parent Firm Nationality Matter?

Lopez Raquel, María Isabel Martínez and Eliseo Navarro
Email: raquel.lopez@uclm.es
The role of implied volatility for explaining consumer sentiment: evidence for the U.S. and Germany

Louca Christodo, Panayiotis C. Andreou, Constantinos Antoniou and Joanne Horton
Email: christodoulos.louca@cut.ac.cy
Corporate Governance and Stock Price Crashes

Louhichi Waël and Bouzarrou Houssam
Email: wael.louhichi@univ-rennes1.fr
Does the financing decision help to understand market reaction around mergers and acquisitions?

Loureiro Gilberto and Alvaro G. Taboada
Email: gilberto@eeg.uminho.pt
The Impact of IFRS Adoption on Stock Price Informativeness

M

[TOP]

Maati Jeromy and Christine Maati-Sauvez
Email: jerome.maati@univ-lille1.fr
Contingent convertible bonds: a catastrophe insurance for banks?

Malik Farooq and Bradley T. Ewing
Email: farooq.malik@zu.ac.ae
Volatility Transmission between Gold and Oil Futures under Structural Breaks

Mansilla-Fernández Jose Manuel, Santiago Carbo Valverde and Francisco Rodriguez Fernandez
Email: jmmansilla@ugr.es
Bank market power and short term and long term firm investment

Martens Martin and Johan Duyvesteyn
Email: mmartens@ese.eur.nl
Government bond portfolios based on sovereign risk indicators

Marti Pellon Jose, Annalisa Crocea and Olaf M. Rottke
Email: jmartipe@ccee.ucm.es
Socioemotional wealth, generations and venture capital involvement in family-controlled businesses

Martinez Jose Vicente and Magnus Dahlquist
Email: jose.martinez@sbs.ox.ac.uk
Investor Inattention: A Hidden Cost of Choice in Pension Plans?

Mateus Cesario, Irina Bezhentseva and Thomas Hall
Email: c.mateus@greenwich.ac.uk
What Determines Cash Holdings at Privately Held and Publicly Traded Firms? Evidence from 20 Emerging Markets

Mattarocci Gianluca and Lucia Gibilaro
Email: gianluca.mattarocci@uniroma2.it
Does group affiliation affect the interbank market exposure? Evidence from the main European banking groups

Mergulhao Joao and Marcelo Fernandes
Email: joao.mergulhao@fgv.br
Anticipatory effects in the FTSE 100 index revisions

Michele Meoli, Levis Mario and Migliorati Katrin
Email: michele.meoli@unibg.it
Conflicts of interest in setting UK SEO underwriting fees

Molnar Peter
Email: Peter.Molnar@iot.ntnu.no
High-low range in GARCH models of stock return volatility

Moreno Manuel and Naroa Marroquin-Martinez
Email: manuel.moreno@uclm.es
Optimizing Bounds on Security Prices in Incomplete Markets. Does Stochastic Volatility Specification Matter?

Nolte Sandra and Andrea Moro
Email: Sandra.Nolte@leicester.ac.uk
Entrepreneur Historical Performance, Firms Survival Rate and The Expected Return on Equity: A Probablistic Model

Muga Luis, Isabel Abizano and Rafael Santamaria
Email: luis.muga@unavarra.es
Is default risk the hidden factor in momentum returns? Some empirical results

Vicente Ruth, Fernando Munoz and Luis Ferruz
Email: rvicente@unizar.es
Effect of Positive Screens on Financial Performance: Evidence from Ethical Mutual Fund Industry

N

[TOP]

Nath Harmindar
Email: mindi.nath@monash.edu
An empirical investigation of idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models

Nishiotis George, Alexander Michaelides, Andreas Milidonis and Panayiotis Papakyriacou
Email: nishioti@ucy.ac.cy
Sovereign Debt Rating Changes and the Stock Market

Norden Lars and Björn Hagströmer
Email: ln@fek.su.se
Closing Call Auctions at the Index Futures Market

Nosbusch Yves
Email: y.nosbusch@lse.ac.uk
Leveraged Financial Intermediation, Default, and the Design of Public Debt

Nunes Jaoa Pedro, Joao Pedro Ruas and Jose Dias Curto
Email: joao.nunes@iscte.pt
The Implied Volatility Bias: A No-Arbitrage Approach for Short-Dated Options

O

[TOP]

Owen Sian, Matthew Haworth and Alfred Yawson
Email: sian.owen@unsw.edu.au
A comparative analysis of strategic alliances and acquisition activity: A test of the substitution hypothesis

P

[TOP]

Padovani Miret and Rajna Gibson Brandon
Email: miret.padovani@wu.ac.at
The determinants of banks' lobbying activities

Paladino Giovanna and Andrea Beltratti
Email: giovanna.paladino@intesasanpaolo.com
Is M&A different during a crisis? Evidence from the European banking sector

Pandes J. Ari and Jean-Sébastien Michel
Email: j.ari.pandes@haskayne.ucalgary.ca
Analyst Information Production, Stock Selection, and the Cross-Section of Stock Returns

Papanastasopoulos Georgios
Email: papanast@unipi.gr
Accounting Accruals and Stock Returns: Evidence from European Equity Markets

Papanikolaou Nikolaos and Charles M. Kahn
Email: nikolaos.papanikolaou@uni.lu
What problem banks reveal about future financial distress: Evidence from the late 2000s financial crisis

Papiashvili Nino, Josep Tribó and María Gutiérrez
Email: npapiash@emp.uc3m.es
Managerial incentives and cheap talk

Peña Juan Ignacio, Sergio Mayordomo and Eduardo S. Schwartz
Email: ypenya@gmail.com
Are all credit default swap databases equal

Perlin Marcelo, Chris Brooks and Alfonso Dufour
Email: msperlin@ea.ufrgs.br
On the Performance of the Tick Test

Perotti Pietro and Alfred Wagenhofer
Email: pietro.perotti@uni-graz.at
Earnings Quality Measures and Excess Returns

Persson Svein-Arne, Aksel Mjøs and Tor Åge Myklebust
Email: svein-arne.persson@nhh.no
On the Pricing of Performance Sensitive Debt

Porchia Paolo, Andrea Buraschi and Fabio Trojani
Email: paolo.porchia@ie.edu
The Cross-Section of Expected Stock Returns: Learning about Distress and Predictability in Heterogeneous Orchards

Petracci Barbara, Valerio Poti, Pierpaolo Pattitoni and Massimo Spisni
Email: barbara.petracci@unibo.it
Fee Structure, Financing, and Investment Decisions: The Case of REITs

Primsan Eliezer
Email: eprisman@yorku.ca
A Dual Interpretation of the Case-Shiller Index and Its implications to Home Appraisals

Puthenpurackal John, Steven Balsam and Arun Upadhyay
Email: john.puthenpurackal@unlv.edu
The impact of an outside board chair on firm value

Q

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Qian Xiaolin and Chuan-Yang Hwang
Email: xiaolinqian@umac.mo
Differences of Opinion, Retail Investor Sentiment and Stock Overvaluation

R

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Ramos Sofia, Helena Veiga and Chih-Wei Wang
Email: sofia.ramos@iscte.pt
Asset pricing anomalies: Evidence from oil industry

Rana Faisal, Balli Faruk and Syed A. Basher
Email: f.rana@massey.ac.nz
The Determinants of the Volatility of the Cross-Border Asset Returns in Aggregate Levels

Randøy Trond, Lars Oxelheima, Aleksandra Gregoric and Steen Thomsen
Email: trond.randoy@uia.no
On the Internationalization of Corporate Boards

Rapp Marc Steffen, Thomas Schmid and Michael Wol
Email: msr@m-s-rapp.de
Hard or Soft Regulation of Corporate Governance?

Raunig Burkhard
Email: burkhard.raunig@oenb.at
The Credit Risk of Banks and Non-Banks during the Crisis: Evidence from the CDS Market

Reca Blerina, Doina C. Chichernea and Alexey Petkevich
Email: blerina.reca@utoledo.edu
Idiosyncratic Volatility, Institutional Ownership, and Investment Horizon

Requejo Ignacio
Email: irequejo@usal.es
Does family control affect corporate debt choices? An empirical analysis of Eurozone countries

Robles-Fernandez M.Dolores and Pilar Abad
Email: mdrobles@ccee.ucm.es
Credit Rating Agencies and Unsystematic risk. There is a linkage?

Rocha Armada Manuel, Zélia Serrasqueiro, Sílvia Margarida Dinis Mendes and Paulo Maçãs Nunes
Email: mjrarmada@gmail.com
Are Young SMEs’ Investment Determinants Different? Empirical Evidence Using Panel Data.

Rodrigues Artur and Nelson Areal
Email: artur.rodrigues@eeg.uminho.pt
Fast trees for options with discrete dividends

Rodrigues Manuel and Vineet Agarwal
Email: manuel.rodrigues@cranfield.ac.uk
The Performance of Structural Models in Pricing Credit Spreads

Rodriguez-Fernandez Francisco, Santiago Carbó-Valverde and Richard J. Rosen
Email: franrod@ugr.es
Are covered bonds a substitute for mortage-backed securities?

Roskelley Kenneth and Haibo Yao
Email: kdr149@msstate.edu
Monetary policy rules and the bond market in the U.S.

Rudolph Christin and and Bernhard Schwetzler
Email: christin.rudolph@hhl.de
Conglomerates on the rise again? The worldwide impact of the 2008-2009 financial crisis on the diversification discount

S

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Salganik Galla
Email: sg134@yahoo.com
The “Smart Money” Effect: Retail versus Institutional Mutual Funds

Scalia Antonio and Benjamin Sahel
Email: antonio.scalia@bancaditalia.it
Ranking, Risk-taking and Effort: An Analysis of the ECB’s Foreign Reserves Management

Schneider Christoph and Oliver Spalt
Email: schneider@uni-mannheim.de
Conglomerate Investment, Skewness, and the CEO Long Shot Bias

Semenov Andrei
Email: asemenov@econ.yorku.ca
Is Uninsurable Consumption Risk Priced?

Shan Chenyu, Philip H. Dybvig and Dragon Yongjun Tang
Email: chenyush@wharton.upenn.edu
Does Informal Finance Help Formal Finance? Evidence from Third-party Loan Guarantees

Shum Pauline
Email: pshum@schulich.yorku.ca
The Long and Short of Leveraged ETFs: the Financial Crisis and Performance Attribution

Signori Andrea, Michele Meoli and Silvio Vismara
Email: andrea.signori@unibg.it
Are IPO underwriters paid for the services they provide?

Sirimon Treepongkaruna, Eliza Wu, Robert Brooks and Robert Faff
Email: sirimon.treepongkaruna@uwa.edu.au
The effects of sovereign credit assessments on equity and currency market return distributions: Evidence from past and present financial crises

Sokolyk Tatyana, Nicole Choi, Mark Fedenia and Hilla Skiba
Email: tsokolyk@brocku.ca
Information Acquisition, International Under-diversification and Portfolio Performance of Institutional Investors

Sosvilla-Rivero Simon and Marta Gómez-Puig
Email: sosvilla@ccee.ucm.es
Causality in peripheral EMU public debt markets: A dynamic approach

Soypak Kalender Can, Wolfgang Breuer and Marc Oliver Rieger
Email: can.soypak@rwth-aachen.de
The Behavioral Foundations of Corporate Dividend Policy: A Cross-Country Empirical Analysis

Sprenger Carsten
Email: csprenger@hse.ru
Does Nationalization Work? Evidence from Russian State Takeovers

Spyrou Spyros, Emilios Galariotis and Wu Rong
Email: sspyrou@aueb.gr
Informed trading before price shocks: An empirical analysis using stock option trading volume

Stanescu Silvia, Made Reina Candradewi and Radu Tunaru
Email: r.tunaru@kent.ac.uk
Analysing the Difference between Forward and Futures Prices for the UK Commercial Property Market

Steininger Bertram and Marcel Marekwica
Email: steininger@zew.de
Are mutual fund fees too high?

Suh Jungwon, Sadok El Ghoul, Omrane Guedhami and Seong-Soon Cho
Email: jungwon_suh@ewha.ac.kr
Creditor Rights and Capital Structure: Evidence from International Data

Sun Pengfei and Chen Zhou
Email: sun@ese.eur.nl
How to apply GARCH model in risk management? Model diagnosis on GARCH innovations

Switzer Lorne and Mariane Keushgerian
Email: switz@jmsb.concordia.ca
The value of private information in investment research: Do company site visits affect the trading patterns and performance of professional investors?

T

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Tarsalewska Monica
Email: m.tarsalewska@lancaster.ac.uk
Mergers, Capital Structure and Stock Returns

Tian Yisong
Email: ytian@ssb.yorku.ca
An Efficient Implementation of Implied Binomial Trees

Tsyplakov Sergey and Charles P. Himmelberg
Email: sergey@moore.sc.edu
Pricing Contingent Capital Bonds: Incentives Matter

U

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Ukhov Andrey and Tobias M¨uhlhofer
Email: andrey.ukhov@gmail.com
Do Stock Prices Move too Much to be Justified by Changes in Cash Flows? New Evidence from Parallel Asset Markets.

Ukhov Andrey, Douglas W. Blackburn and William N. Goetzmann
Email: andrey.ukhov@gmail.com
Trading Behavior of Style and Multi-Style Investors

V

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Vagenas-Nanos Evangelos
Email: Evangelos.Vagenas-Nanos@glasgow.ac.uk
The Benefits of Market Timing: Evidence from Mergers and Acquisitions

Valente Giorgio and Daniel L. Thornton
Email: gvalente@essex.ac.uk
Out-of-sample Predictions of Bond Excess Returns and Forward Rates: An Asset-Allocation Perspective

Vasios Michalis, Ingmar Nolte and Richard Payne
Email: Michalis.Vasios.09@mail.wbs.ac.uk
Do Investors Benefit from More Transparency? An Asset Allocation Perspective

Vieira Elisabete
Email: elisabete.vieira@ua.pt
Family firms and the market reaction to dividend news

Vilanova Laurent
Email: laurent.vilanova@univ-lyon2.fr
Financing and managerial support with (some) optimistic entrepreneurs

Vives Xavier
Email: xvives@iese.edu
Strategic Complementarity, Fragility, and Regulation

Von Eije Henk
Email: j.h.von.eije@rug.nl
Cash Holdings Around the World: Why do Listed Firms Hold More Cash?

W

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Wei Yu-Chen, Yang-Cheng Lu and Ke Jyun-Ming
Email: ralphyclu1@gmail.com
The News Impact around the Earnings Announcement with the Incorporation of Investor Types and Market Trends

Weisskopf Philippe
Email: jean-philippe.weisskopf@unifr.ch
Executive Compensation in Family Firms: Fat Cats or Benefactors

Welzel Peter and Thilo Pausch
Email: thilo.pausch@bundesbank.de
Regulation, Credit Risk Transfer with CDS, and Bank Lending

West Tracey and Andrew Worthington
Email: t.west@griffith.edu.au
Financial Risk Attitudes and Macroeconomic Factors: Evidence from the HILDA Survey

Whelan Paul and Andrea Buraschi
Email: paul.whelan07@imperial.ac.uk
Term Structure Models with Differences in Beliefs

Wihlborg Clas and Apanard (Penny) Prabhavivadhana
Email: wihlborg@chapman.edu
Implicit Guarantees, Governance and Banks’ Risk-Taking through the Crisis

Wolff Christian, George Pennacchi and Theo Vermaelen
Email: theo.vermaelen@insead.edu
Contingent Capital: The Case for COERCs

Wolfgang Aussenegg and Bernhard Kronfellner
Email: waussen@pop.tuwien.ac.at
A Soft Bail-Out Concept to Reduce Contagion in Financial Systems

Wu Fei, Lilian Ng, Jing Yu, and Bohui Zhang
Email: fwu@jxufe.edu.cn
Foreign Investor Heterogeneity and Stock Liquidity Around the World

Wu Chun-Chou, Daniel Wei-Chung Miao and Yi-Kai Su
Email: wucc123@seed.net.tw
Markov-switching range-based volatility model and its application in volatility adjusted VaR estimation

Y

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Yan Xuemin and Andrew A. Lynch
Email: yanx@missouri.edu
Liquidity, Liquidity Risk, and the Cross Section of Mutual Fund Returns

Yang Jun
Email: junyang@bankofcanada.ca
Costly External Finance, Liquidity Risk and Default Risk

Ye Min and and Elaine Hutson
Email: min.ye@ucd.ie
Managed exchange rates, dual listing, and foreign exchange exposure: the experience of Chinese firms

Z

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Zhang Qing-Jing, Jing-Ming Kuo and Dennis Philip
Email: jing-ming.kuo@durham.ac.uk
Why dividends disappear in the UK-liquidity,risk or catering?

Zhang Qunzi
Email: qunzi.zhang@unil.ch
Higher-moment Asset Pricing and Allocation in a Heterogeneous Market Equilibrium

Zhau Bo
Email: bzhao22@gmail.com
Unifying Variance Swap Term Structures, SPX and VIX Derivatives

Zhou Haoyong
Email: hz.eco@cbs.dk
Are Family Firms Better Performers during Financial Crisis?