A

[TOP]

Aharoni Gil, Brown Christine, Zeng Qi
Email: gaharoni@unimelb.edu.au
Book to Market, Turnaround Probability and Stock Returns

Albagli Elias
Email: albagli@marshall.usc.edu
Investment Horizons and Asset Prices under Asymmetric Information

Alexandridis George, Mavis Christos, Terhaar Lars and Travlos Nick
Email: g.alexandridis@icmacentre.ac.uk
Can Failure Signal Success? Evidence from Withdrawn M&A Deals

Alman Mahir
Email: alman.finanz@sowi.uni-bamberg.de
Shari’ah Supervisory Board Composition Effects On Islamic Banks’ Risk-Taking Behavior

Alsakka Rasha, Owain ap Gwilym, Tuyet Nhung Vu
Email: r.alsakka@bangor.ac.uk
Bank and sovereign credit ratings during the European debt crisis

Alshehri Abdulrahman F.
Email: optimist2005@bristolalumni.org.uk
Student Satisfaction and Commitment towards a Blended Learning Finance Course: Evidence from Saudi Arabia using an Investment Model

Alshwer Abdullah
Email: aalshwer@ksu.edu.sa
Cost of Capital and the Role of Institutional Investment

An Yunbi, Liu Qingfu
Email: yunbi@uwindsor.ca
Risk contributions of trading and non-trading hours: Evidence from commodity futures markets

An Zhe , Li Donghui, Yu Jin
Email: zhe.an@unsw.edu.au
Earnings Management, Capital Structure, and the Role of Institutional Environments

Anagnostopoulou Seraina, Tsekrekos Andrianos
Email: sanagnosto@aueb.gr
Earnings Management in Firms Seeking to Be Acquired

Anderson Keith, Brooks Chris
Email: keith.anderson@york.ac.uk
Speculative Bubbles and the Cross-Sectional Variation in Stock Returns

Andreou Panayiotis, Ehrlich Daphna, Louca Christodoulos
Email: panayiotis.andreou@cut.ac.cy
Managerial Ability and Firm Performance: Evidence from the Global Financial Crisis

Arakelyan Armen, Rubio Gonzalo, Serrano Pedro
Email: armen@cunef.edu
Market-Wide Liquidity in Credit Default Swap Spreads

Avino Davide, Ogonna
Email: d.avino@icmacentre.ac.uk
Are CDS spreads predictable? An analysis of linear and non-linear forecasting models

B

[TOP]

Bae Sung C., Taek Ho Kwon, Rae Soo Park
Email: bae@bgsu.edu
Measurement and Management of Exchange Rate Exposure: New Approach and Evidence

Bailey Warren, Edith
Email: wbb1@cornell.edu
Incorporation in Offshore Financial Centers: Naughty or Nice?

Balachandran Balasingham, Faff Robert, Theobald Michael , Velayutham Eswaran , Verwijmeren Patrick
Email: B.Balachandran@latrobe.edu.au
Does Quality Signalling and Mispricing Explain the Choice and Long-term Impact of Seasoned Equity Offering Methods?

Balbinder Singh
Email: balbinder.gill@ugent.be
Managerial Risk Preferences, Human Capital and the Maturity Structure of Corporate Debt

Ballester Miquel Laura, Casu Lukac Barbara, Gonzalez-Urteaga Ana
Email: ana.gonzalezu@unavarra.es
Bank Fragility and Contagion: Evidence from the CDS market

Balsam Steven, Gordon Elizabeth, Li Xi, Runessen Emmeli
Email: drb@temple.edu
"Mandatory Disclosure Reform and Executive Compensation: Is CFO Pay Higher After the Mandatory Adoption of IFRS?"

Baquero Guillermo, Verbeek Marno
Email: baquero@esmt.org
The Convexity and Concavity of the Flow-Performance Relationship for Hedge Funds

Barontini Roberto, Bozzi Stefano
Email: stefano.bozzi@unicatt.it
Ownership Structure, Family Control And Ceo Compensation: Evidence From Continental Europe

Bathia Deven, Bredin Don
Email: deven.bathia@ncl.ac.uk
Investor Sentiment: Does it augment the performance of asset pricing model?

Baulkaran Vishaal, Asem Ebenezer
Email: vishaal.baulkaran@gmail.com
Market Movements and Investors’ Reaction to Earnings News

Bednarek Ziemowit, Moszoro Marian
Email: mmoszoro@iese.edu
The Arrow-Lind Theorem Revisited: Ownership Concentration and Valuation

Belkhir Mohamed, Ben-Nasr Hamdi
Email: m.belkhir@uaeu.ac.ae
Labor Protection Regulation and the Privatization Method

Ben Amor Salma, Kooli Maher
Email: kooli.maher@uqam.ca
From IPO to M&A: further evidence

Bernales Alejandro
Email: alejandro.bernales@banque-france.fr
How Fast Can You Trade? High Frequency Trading in Dynamic Limit Order Markets

Bissoondoyal-Bheenick Emawtee, Bheenick Robert, Treepongkaruna Sirimon
Email: banita.bissoondoyal-bheenick@monash.edu
What determines CABS ratings and do the ratings matter on average?

Bornholt Graham, Malin Mirela
Email: g.bornholt@griffith.edu.au
Long-Term Return Reversal: Evidence from International Market Indices

Brazys Justinas, Martens Martin
Email: brazys@ese.eur.nl
The time-varying reaction of high yield currencies to economic news

Broman Markus S
Email: mbroman10@schulich.yorku.ca
Excess Comovement and Limits-to-Arbitrage: Evidence from Exchange-Traded Funds

Brown Alasdair
Email: alasdair.brown@uea.ac.uk
Information Processing Constraints and Asset Mispricing

Bruneau Catherine , Delatte Anne-Laure, Fouquau Julien
Email: ald@rouenbs.fr
Is the European sovereign crisis self-fulfilling? Empirical evidence about the drivers of market sentiments

Butt Hilal
Email: hilalbutt@hotmail.com
An Impact of Illiquidity Risk for the Cross-Section of Nordic Markets.

C

[TOP]

Cao Lihong, Beuselinck Christof, Deloof Marc, Xia Xinping
Email: caolhjy@gmail.com
The Value of Government Ownership during the Global Financial Crisis

Cao Viet Nga
Email: viet.cao@monash.edu
The Accruals Anomaly: An investigation from firm growth perspective

Carbo-Valverde Santiago, Camba-Mendez Gonzalo, Rodriguez-Palenzuela Diego
Email: s.carbo-valverde@bangor.ac.uk
Access to Funding by European Banks and the Financial Crisis

Casassus Jaime, Higuera Freddy
Email: jcasassus@uc.cl
The Economic Impact of Oil on Industry Portfolios

Cavezzali Elisa, Rigoni Ugo
Email: elisa.cavezzali@unive.it
Financial Analysts Accuracy: Do valuation methods matter?

Cen Wei, Doukas John
Email: weicen@phbs.pku.edu.cn
CEO Risk Aversion, Firm Risk and Performance: Evidence from Deferred Compensation Returns around the 2008 Financial Crisis

Chen XiaoHua, Lai Yun-Ju
Email: x.chen@bath.ac.uk
On the Concentration of Mutual Fund Portfolio Holdings - Skills or Overconfidence?

Chahine Salim, Arthurs Jonathan, Filatotchev Igor, Wright Mike
Email: sc09@aub.edu.lb
It’s the Season of Giving Gifts: Share Acquisition by VCs at the Time of the IPO

Chang Huili, Song Frank
Email: kellyhlchang@gmail.com
Testing the Pecking Order Theory with Financial Constraints

Chen Chao-Chun, Lin Shih-Kuei, Chen Wen-Shih
Email: jawjiun@thu.edu.tw
Mortgage insurance premiums and business cycle

Chen Xi, Alexander Carol, Ward Charles
Email: x.chen@icmacentre.ac.uk
Enhanced MAD for Real Option Valuation and the Application of Market Utility

Chiang Chin-Han , Chung Sung Gon
Email: chchiang@smu.edu.sg
Insider Trading and Option Returns Around Earnings Announcements

Chiarella Carlo, Gatti Stefano
Email: stefano.gatti@unibocconi.it
How much to pay, and how, for opacity? Negotiating premiums and method of payment in M&A.

Chiua Wan-Chien , Juan Ignacio Penaa, and Wang Chih-Wei
Email: wchiu@emp.uc3m.es
Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects

Cho Sungjun
Email: sungjun.cho@mbs.ac.uk
The Time-varying Risk-Return Tradeoff in the Long-Run

Christophe Stephen, Ferri Michael, Hsieh Jim
Email: schristo@gmu.edu
Why Investors Want to Know the Size of Your Shorts

Chuang Kai-Shi, Danbolt Jo, Opong Kwaku
Email: kashchuang@gmail.com
Financial advisors, financial crisis, and shareholder wealth in bank mergers

Cipollini Andrea, Iolanda Lo Cascio, Muzzioli Silvia
Email: andrea.cipollini@unimore.it
Wavelet analysis of variance risk premium spillovers

Colak Gonul, Durnev Art, Qian Yiming
Email: gcolak@cob.fsu.edu
Derailed by the Election: IPO Activity Under Election Uncertainty

Conlon Thomas, Cotter John, Gencay Ramazan
Email: conlon.thomas@ucd.ie
Commodity Futures Hedging, Risk Aversion and the Hedging Horizon

Correia Maria , Klausner Michael
Email: mcorreia@london.edu
Are securities class actions "supplemental" to SEC enforcement? An empirical analysis.

Costeiu Adrian, Neagu Florian
Email: Adrian.Costeiu@bnro.ro
Bridging the banking sector with the real economy: a financial stability perspective

Crespi Rafel, Pascual-Fuster Bartolome
Email: tomeu.pascual@uib.es
Stretching the truth or lying? The independence of the “independent” directors

Croci Ettore, Petmezas Dimitris
Email: ettore.croci@unicatt.it
Do Risk-Taking Incentives Induce CEOs to Invest? New Evidence from Acquisitions

Cumming Douglas, Ahlers Gerrit, Gunther Christina, Schweizer Denis
Email: douglas.cumming@gmail.com
Signaling in Equity Crowdfunding

D

[TOP]

Danisewicz Piotr, McGowan Danny, Onali Enrico, Schaeck Klaus
Email: klaus.schaeck@bangor.ac.uk
The real effects of regulatory enforcement actions: Evidence from U.S. counties

Darbha Madhucchand, Dufour Alfonso
Email: m.darbha@icmacentre.ac.uk
Measuring Euro Area Government Bond Market Liquidity And Its Asset Pricing Implications

De Cesari Amedeo, Colaco Hugh, Hegde Shantaram
Email: a.decesari@aston.ac.uk
Retail investor sentiment and IPO valuation

De Pooter Michiel, Martin Robert, Pruitt Seth
Email: michiel.d.depooter@frb.gov
The Effects of Official Bond Market Intervention in Europe

Dias Alexandra
Email: Alexandra.Dias@le.ac.uk
The economic value of controlling for large losses in portfolio selection

Diaz Antonio, Jareno Francisco, Navarro Eliseo
Email: Antonio.Diaz@uclm.es
Discrepancies in the underlying zero coupon yield curve

Dobrynskaya Victoria
Email: v.v.dobrynskaya@lse.ac.uk
Downside market risk of carry trades

Dong Jinyue, Leung Charles K., Kwan Fred Y.
Email: kycleung@cityu.edu.hk
Stock Price Dynamics of China: a Structural Estimation Approach

Doumet Markus, Andres Christian, Betzer André
Email: doumet@uni-mannheim.de
Measuring Abnormal Credit Default Swap Spreads

Doyle Colm, Cotter John
Email: colm.doyle@ucdconnect.ie
Optimal DC Pension Fund Management and the Dangers of Longevity Risk

Drobetz Wolfgang , Dichtl Hubert, Wambach Martin
Email: wolfgang.drobetz@wiso.uni-hamburg.de
Testing Rebalancing Strategies for Stock-Bond Portfolios: What Is the Optimal Rebalancing Strategy?

Duarte Jefferson, Kapadia Nishad
Email: jd10@rice.edu
Davids, Goliaths, and Business Cycles

Duong Truong, Singh Rajdeep, Tan Eng-Joo
Email: tduong@iastate.edu
What’s Wrong with Rights?

E

[TOP]

Edmans Alex, Goldstein Itay, Zhu John
Email: aedmans@wharton.upenn.edu
Contracting With Synergies

Edmans Alex, Goldstein Itay, Jiang Wei
Email: aedmans@wharton.upenn.edu
Feedback Effects and the Limits to Arbitrage

Eisl Alexander, Jankowitsch Rainer, G. Subrahmanyam Marti
Email: alexander.eisl@wu.ac.at
Are Interest Rate Fixings Fixed? An Analysis of Libor and Euribor

El Ghoul Sadok, Berger Allen, Guedhami Omrane, Roman Raluca
Email: aberger@moore.sc.edu
Bank Internationalization and Risk-Taking

Esmer Burcu
Email: besmer@bilkent.edu.tr
Creditor Control Rights and Managerial Risk Shifting

F

[TOP]

Farago Adam, Tedongap Romeo
Email: adam.farago@hhs.se
Volatility Downside Risk

Fairchild Richard, Guney Yilmaz
Email: y.guney@hull.ac.uk
Business cycles and leverage in UK firms: a theoretical and empirical analysis

Feito-Ruiz Isabel, Menéndez-Requejo Susana
Email: ifeir@unileon.es
Acquisition Of Listed Vs Unlisted Firms: Determinants In Different Legal And Institutional Environments

Fich Eliezer, Nguyen Tu, Officer Micah
Email: emf35@drexel.edu
Large Wealth Creation in Mergers and Acquisitions

FRANCO FRANCESCA FRANCO, CARTER MARY ELLEN CARTER, TORRENS MIREIA GINE
Email: francesca_franco@hotmail.com
Trends in executive gender pay gaps: the role of females’ risk aversion and board composition

Fu Hsiao-Peng , Chen Sheng-Hung
Email: hspefu@pu.edu.tw
Investor sentiment and revenue surprises: The Taiwanese experience

G

[TOP]

Gabriel, Marie-Helene Gagnon
Email: gabriel.power@fsa.ulaval.ca
Rare events and investor risk aversion: evidence from crude oil options

Gabriel Christian
Email: christian.gabriel@wiwi.uni-halle.de
Joint affine term structure models: Conditioning information in international bond portfolios

Gagliardini Patrick, Darolles Serge, Gourieroux Christian
Email: patrick.gagliardini@usi.ch
Survival of Hedge Funds: Frailty vs Contagion

Gao Xiaowen, Charles
Email: lep03xwg@hotmail.com
An Investigation of Trust in Chinese Mutual Funds Investment

Gasser Stephan, Bogner Stefan, Rammerstorfer Margarethe
Email: stephan.gasser@wu.ac.at
M&As in European and North American Energy Markets: Implications for the Assessment of Legal and Ownership Unbundling

Gentile Monica , Giordano Luca
Email: gentile.monica@gmail.com
Financial contagion during Lehman default and sovereign debt crisis An empirical analysis on Euro area bond and equity markets

Gil-Bazo Javier, Ariadna Dumitrescu
Email: javier.gil-bazo@upf.edu
Market Frictions, Investor Sophistication and Persistence in Mutual Fund Performance

Giovannetti Bruno,De-Losso Rodrigo , De Genaro Alan
Email: delosso@usp.br
Testing the Effects of Short-Selling Restrictions on Asset Prices

Glover Kristoffer, Hambusch Gerhard
Email: kristoffer.glover@uts.edu.au
Leveraged investments and agency conflicts when prices are mean reverting

Golubov Andrey, Petmezas Dimitris, Sougiannis Theodore, Travlos Nickolaos G.
Email: andrey.golubov.1@city.ac.uk
Due Diligence on the Bidder and the Certification Effect

Gonenc Halit, Seifert Bruce
Email: bseifert@odu.edu
Cash Savings from Net Equity Issues, Net Debt Issues, and Cash Flows International Evidence

Gounopoulos Dimitrios, Agyei-Ampomah Sam, Mazooz Khelifa
Email: d.gounopoulos@surrey.ac.uk
Does gold offer a better protection against sovereign debt crisis than other metals?

Gregoire Philippe, Eaves James, Gendron Michel, Kammoun Manel
Email: philippe.gregoire@fsa.ulaval.ca
The impact of brokers on the dynamics of a Walrasian auction

Gupta Aparna, Gao Tianjiao, Gulpinar Nalan
Email: guptaa@rpi.edu
Optimal Hedging Strategy for Risk Management on a Network

Gupta Atul , Raman Kartik
Email: agupta@bentley.edu
Female CEOs

Gupta-Mukherjee Swasti
Email: sguptamukherjee@luc.edu
Categorical Thinking in Portfolio Choice

Gyoshev Stanley B., Kaplan Todd R., Szewczyk Samuel H., Tsetsekos George P.
Email: s.gyoshev@ex.ac.uk
Why Do Financial Intermediaries Buy Put Options from Companies?

H

[TOP]

Hallahan Terrence, Tanha Hassan, Dempsey Michael
Email: terrence.hallahan@vu.edu.au
Macroeconomic information and implied volatility: evidence from Australian index options

Heuer Justus
Email: jheuer@mail.uni-mannheim.de
Neglected risks in mutual fund performance measurement: An additional cost to stock-picking.

Hu Wei, Zheng Zhenlong
Email: wei.hu@curtin.edu.au
View Bias towards Ambiguity, Expectile CAPM and the Anomalies

Huh Sahn-Wook, Lin Hao, Mello Antonio
Email: swhuh@buffalo.edu
Hedging by Options Market Makers: Theory and Evidence

Hussain Syed Mujahid, Deleze Frederic
Email: syed.mujahid@hanken.fi
Information arrival, Jumps and Cojumps in European Financial Markets: Evidence using tick by tick data

I

[TOP]

Irek Fabian, Lehnert Thorsten
Email: fabian.irek@uni.lu
Do Fund Investors know that Risk is Sometimes not Priced?

In Francis, Brown Stephen, Hwang Inchang
Email: francis.in@monash.edu
Why optimal diversification cannot outperform naive diversification: Evidence from tail risk exposure

J

[TOP]

Jabbour Ravel, Cathcart Lara, El-Jahel Lina
Email: r.jabbour10@imperial.ac.uk
The Basel Capital Requirement Puzzle: A Study of Changing Interconnections between Leverage and Risk-Based Capital Ratios

Jelic Ranko, Aussenegg Wolfgang, Goetz Lukas
Email: r.jelic@bham.ac.uk
European ‘fear’ indices – evidence before and after the financial crisis

Jiang Yi, Zhang Yilei
Email: yjiang@fullerton.edu
CEO-shareholder incentive alignment around SEOs

Joenvaara Juha, Kosowski Robert, Tolonen Pekka
Email: pekka.tolonen@oulu.fi
New 'Stylized Facts' About Hedge Funds and Database Selection Bias

Jurkatis Simon, Boortz Christopher, Kremer Stephanie, Nautz Dieter
Email: dieter.nautz@fu-berlin.de
The impact of information risk and market stress on institutional herding

K

[TOP]

Kahale Nabil
Email: nkahale@escpeurope.eu
Super-replication of financial derivatives via convex programming

Kai Zimmermann, Martin Haferkorn
Email: haferkorn@wiwi.uni-frankfurt.de
Securities Transaction Tax and Market Quality – The Case of France

Kallinterakis Vasileios, Gavriilidis Constantinos, Mario Pedro Leite Ferreira
Email: V.Kallinterakis@liverpool.ac.uk
Institutional Industry Herding: Intentional or Spurious?

Kanamura Takashi
Email: tkanamura@gmail.com
Market Risk, Credit Risk, and Futures Trading in Commodity Markets

Karapandza Rasa, Marin Jose
Email: rasa.karapandza@gmail.com
Dissecting Market Efficiency

Karoui Aymen, Boubakri Narjess, Kooli Maher
Email: kooli.maher@uqam.ca
Performance and Survival of Mutual Fund Mergers: Evidence from Frequent and Infrequent Acquirers

Kecskes Ambrus, Degeorge Francois, Derrien Francois, Michenaud Sebastien
Email: ambrusk@gmail.com
Do Analysts Preferences Affect Corporate Policies?

Kim Ja Ryong
Email: s0897695@exseed.ed.ac.uk
Measuring the Intrinsic Value

Kim Sol
Email: solkim@hufs.ac.kr
Roll-Over Parameters and Option Pricing

Kim Yongtae, Song Minsup
Email: y1kim@scu.edu
Management Earnings Forecasts and Value of Analyst Forecast Revisions

Kitwiwattanachai Chanatip
Email: kchanatip@gmail.com
The Stochastic Recovery Rate in CDS: Empirical Test and Model

Kerl Alexander, Ohlert Martin
Email: Alexander.Kerl@wirtschaft.uni-giessen.de
Forecast accuracy of star-analysts in the context of different corporate governance settings

Knyazeva Anzhela, Knyazeva Diana, Raheja Charu
Email: anzhela.knyazeva@simon.rochester.edu
Do Opposites Attract? Dissimilar Directors and Coordination within Corporate Boards

Knyazeva Anzhela, Knyazeva Diana, Masulis Ronald
Email: anzhela.knyazeva@simon.rochester.edu
The Supply of Corporate Directors and Board Independence

Kourtis Apostolos
Email: a.kourtis@uea.ac.uk
Stable and Efficient Portfolios

L

[TOP]

Lallemand Justin, Jandik Tomas
Email: justin.lallemand@du.edu
Do Capital Structure Adjustments by Takeover Targets Influence Acquisition Gains?

Lam F.Y. Eric C., K.C. John Wei
Email: fyericcl@hkbu.edu.hk
The External Financing Anomaly beyond Real Investment and Earnings Management

Lazrak Skander, Ayadi Mohamed, Densmore Mike, Welch Robert
Email: slazrak@brocku.ca
The Informational Value Of Corporate Credit Ratings

Lee Changjun, Jang Jeewon, Kang Jangkoo
Email: leechangjun0809@gmail.com
State-dependent Variations in Expected Illiquidity Premium

Leledakis George N. , Efthymiou Vassilis A.
Email: vassilis_e@hotmail.com
Intraday Analysis of the Limit Order Bias at the Ex-Dividend Day of U.S. Common Stocks

Li Gang, Zhang Chu
Email: garyli@polyu.edu.hk
Jump Intensities, Jump Sizes, and the Relative Stock Price Level

Liang Gechun, Lutkebohmert Eva, Wei Wei
Email: gechun.liang@oxford-man.ox.ac.uk
A Continuous Time Structural Model for Insolvency, Recovery, and Rollover Risks

Lin Yueh-Neng
Email: ynlin@dragon.nchu.edu.tw
Effective and Cost-Efficient Volatility Hedging Capital Allocation: Evidence from the CBOE Volatility Derivatives

Liu Pu, Shao Yingying
Email: pliu@walton.uark.edu
Bank Concentration and Liquidity Crunch: Evidence from Emerging Markets

Le Kim-Song, Cullen Grant, Gasbarro Dominic, Monroe Gary
Email: k.le@murdoch.edu.au
Does selectivity in mutual fund trades exploit sentiment timing?

Liu Sha, Kearney Colm, Ahmad Khurshid
Email: lius2@tcd.ie
No news is good news: A time-varying story how of how firm-specific textual sentiment drives firm-level performance.

Liu Bin, Amalia Di Iorio
Email: bin.liu@rmit.edu.au
Do the asset pricing factors predict future economy growth? An Australian study.

Lopez Raquel, Navarro Eliseo
Email: raquel.lopez@uclm.es
Interest rate and stock return volatility indices for the Eurozone. Investors´ gauges of fear during the recent financial crisis

Louca Christodoulos, Andreou Panayiotis, Antoniou Constantinos, Horton Joan
Email: christodoulos.louca@cut.ac.uk
Corporate Governance and Stock Price Crashes

Lozano Martin, Guidolin Massimo, Hansen Erwin
Email: erwin.hansen@postgrad.mbs.ac.uk
Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment

Luo Jiang, Qiao Zheng
Email: luojiang@ntu.edu.sg
Style Dispersion and Mutual Fund Performance

Luo Jing, Frank M. Song
Email: luojing2009@hku.hk
CEO Option Compensation, Risk-taking and the Financial Crisis: Evidence from the Banking Industry

Luypaert Mathieu, Tom Van Caneghem
Email: mathieu.luypaert@vlerick.com
Financial Analyst Coverage, Method of Payment and Wealth Effects in M&As

M

[TOP]

M Thenmozhi, G Sarath Chand
Email: thatssharath@gmail.com
Do Global stock market cues matter in forecasting stock returns in developed and developing markets?

Ma Liangbo, Ma Shiguang, Tian Gary
Email: liangbo@uow.edu.au
The impact of information opacity on the relation between founding-family control and cost of debt

Ma Mary, Li Li, Song Frank
Email: mlizhi@xmu.edu.cn
CEO Option Compensation, Risk-taking Incentives, and Systemic Risk in the Banking Industry

Ma Qingzhong
Email: qm26@cornell.edu
Momentum and Insider Trading

Manconi Alberto , Peyer Urs , Vermaelen Theo
Email: a.manconi@tilburguniversity.edu
Buybacks Around the World

Edmans Alex
Email: aedmans@wharton.upenn.edu
Contracting With Synergies

Maqui-Lopez Eduardo, Rodriguez-Fernandez Francisco, Carbo-Valverde Santiago
Email: edumaqui@ugr.es
Trust in Banks: Evidence from the Spanish Financial Crisis

Marinelli Nicoletta, Brighetti Gianni, Lucarelli Caterina
Email: nicoletta.marinelli@unimc.it
Do “gut feelings” affect insurance demand?

Marra Miriam, Gemmill Gordon
Email: m.marra@icmacentre.ac.uk
Fat Tails, Illiquidity, and Uncertainty as Explanations of the Credit Spread Puzzle

Matanova Natalia, Lasfer Meziane
Email: natalia.matanova.1@cass.city.ac.uk
Why do PE and VC Firms Retain Ownership after the Initial Public Offering?

Mathew Sudha
Email: k0943919@kingston.ac.uk
Board Composition and Risk-taking in UK firms

Mattarocci Gianluca, Gibilaro Lucia
Email: gianluca.mattarocci@uniroma2.it
Landmark Buildings and Diversification Opportunities in the Residential Market

Min Byoung-Kyu
Email: byoungkyu.min@unine.ch
Estimation and Test of a Simple Consumption-Based Asset Pricing Model

Mollah Sabur, Zafirov Goran, Quoreshi Shahiduzzaman
Email: sabur.mollah@fek.su.se
Financial Market Contagion during Global Financial Crisis

Morresi Ottorino, Oro Nobili Andrea
Email: ottorino.morresi@uniroma3.it
New evidence on the performance of Italian privatized firms: Should the experiment be repeated in the aftermath of the recent financial crisis?

Moyaert Thibaut
Email: thibaut.moyaert@uclouvain.be
The Information Content of Volume Price Impact for Intraday Liquidity Forecasting

Muckley Cal , Goyal Abhinav, Henk von Eije
Email: agoyal@liv.ac.uk
How do dividend policies influence firm risks?

Mueller Michael
Email: mmueller@bankofcanada.ca
Persistent Leverage in Residual-Based Portfolio Sorts: An Artifact of Measurement Error?

N

[TOP]

Naughton Tony, Moosa Imad, Li Larry
Email: tony.naughton@rmit.edu.au
Operational Risk, the Legal System and Governance Indicators: A Country-Level Analysis

Navone Marco
Email: marco.navone@uts.edu.au
Investing in Tough Times. What investors behavior across the business cycle tells about the mutual fund market

Nayar Nandkumar, Anne-Marie Anderson
Email: ama6@lehigh.ed
Board of Directors and Shareholder Value: New Evidence

Nefedova Tamara, Eisele Alexander , Parise Gianpaolo
Email: alexander.eisele@usi.ch
Predation versus Cooperation in Mutual Fund Families

O

[TOP]

Obernberger Stefan
Email: obernberger@corporate-finance-mannheim.de
Why do firms buy back below average market prices?

O'Connor Fergal, Lucey Brian
Email: fergal.a.oconnor@gmail.com
Do Bubbles occur in Gold Prices? An application of Gold Lease Rates and Markov Switching Models.

Oikonomou Ioannis, Kappou Konstantina
Email: i.oikonomou@icmacentre.ac.uk
Is there a Gold Social Seal? The Financial Effects of Additions to and Deletions from Social Stock Indices

Ozkan Neslihan, Amedeo De Cesari
Email: n.ozkan@bristol.ac.uk
CEO Incentives and Payout Policy: Empirical Evidence from Europe

P

[TOP]

Pedauga Luis, Carbo-Valverde Santiago, Rodriguez-Fernandez Francisco
Email: pedauga@ugr.es
Another look at Bank Consolidation and Financial Stability

Pellon Jose Marti, Croce Annalisa, Rottke M. Olaf
Email: olaf.rottke.ucm@gmail.com
Investment-cash flow sensitivity in family-controlled firms and the impact of venture capital funding

Perlin Marcelo
Email: marcelo.perlin@ufrgs.br
Estimating the Intensity of News Based on Trade Data

Perez M.Fabricio, Shkilko Andriy, Tang Tony
Email: mperez@wlu.ca
Signaling Via Stock Splits: Evidence From Short Interest

Petmezas Dimitris, Karampatsas Nikolaos, Travlos Nickolaos
Email: d.petmezas@surrey.ac.uk
Credit Ratings and the Choice of Payment Method in Mergers and Acquisitions

Piatti Ilaria , Trojani Fabio
Email: ilaria.piatti@usi.ch
Dividend Growth Predictability and the Price-Dividend Ratio

Pijourlet Guillaume
Email: guillaume.pijourlet1@udamail.fr
Corporate social responsibility and financing decisions

Plagge Jan-Carl
Email: jcplagge@aol.com
Determinants of Liquidity (Re-)Allocation and the Decision to Cross-List

Pliszka Kamil, Grundke Peter
Email: kamil.pliszka@uni-osnabrueck.de
Empirical implementation of a quantitative reverse stress test for defaultable fixed-income instruments with macroeconomic factors and principal components

Pop Adrian, Darné Olivier, Levy-Rueff Guy
Email: adrian.pop@univ-nantes.fr
Calibrating Initial Shocks In Bank Stress Test Scenarios: An Outlier Detection Based Approach

Poti Valerio
Email: valerio.poti@dcu.ie
What drives currency predictability

Puthenpurackal John, Upadhyay Arun
Email: john.puthenpurackal@unlv.edu
Board gender diversity and firm performance: The impact of information environment

Pynnonen Seppo, Knif Johan, Kolari James
Email: sjp@uva.fi
A Powerful Testing Procedure of Abnormal Stock Returns in Long-Horizon Event Studies

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R

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Rahman Sheehan, Schleicher Thomas, Walker Martin
Email: sheehan.rahman@postgrad.mbs.ac.uk
The Information Content Of Interim Management Statements

Randl Otto, Cejnek Georg
Email: otto.randl@wu.ac.at
Implications of Index Construction Methodologies for Price and Dividend Indices

Rao Ramesh, Subramanian Iyer
Email: ramesh.rao@okstate.edu
Share Repurchases And The Flexibility Hypothesis

Rathgeber Andreas W., Stadler Johannes, Stöckl Stefan
Email: stefan.stoeckl@uni-konstanz.de
Modeling share returns -an empirical study on the Variance Gamma model

Reca Blerina Bela, Wang Kainan
Email: Blerina.Reca@utoledo.edu
Institutional Investor Holdings in Mutual Funds: Evidence from their Undiscovered 13F Reports

Riddiough Steven, Della Corte Pasquale, Sarno Lucio
Email: p.dellacorte@imperial.ac.uk
Currency Premia and Global Imbalances

Roberts Gordon, Panyagometh Kamphol, Gottesman Aron, Beyhaghi Mehdi
Email: groberts@schulich.yorku.ca
Performance Pricing Covenants and Corporate Loan Spreads

Rodrigues Artur, J. Pereira Paulo
Email: artur.rodrigues@eeg.uminho.pt
Investment Decisions in Finite-lived Monopolies

Rottke Simon, Klos Alexander
Email: simon.rottke@qber.uni-kiel.de
Saving and Consumption When Children Move Out

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Sampagnaro Gabriele, Fiordelisi franco, monferra stefano
Email: gabriele.sampagnaro@uniparthenope.it
Relationship Lending and Credit Quality

Schroff Sebastian, Meyer Stephan
Email: schroff@uni-hohenheim.de
(Un)skilled Leveraged Trading of Retail Investors

Shapir Offer Moshe, Galil Koresh, Benzion Uri
Email: offer.shapir@gmail.com
CDS spreads and spread change determinants: A firm-specific and market-factors study

Sheu Her-Jiun , Lee Hsiang-Tai, Lai Yu-Sheng
Email: yushenglai@ncnu.edu.tw
A Markov Regime Switching GARCH Model with Realized Measures of Volatility for Optimal Futures Hedging

Shirasu Yoko
Email: shirasu@cc.aoyama.ac.jp
Market Evaluations And Strategic Factors: A Comparison From Asian Banks M&A And Alliances

Signori Andrea, Paleari Stefano, Vismara Silvio
Email: andrea.signori@unibg.it
How do underwriters select peers when valuing IPOs?

Silva Aldy,Vieira Afranio , Navarro Augusto , Parisi Claudio
Email: aldy.fsilva@gmail.com
Decisions On Investment And Profitability: An Empirical Study Using Generalized Linear Mixed Models In Non-financial Brazilian Companies

Simon David, Campasano Jim
Email: dsimon@bentley.edu
The VIX Futures Basis: Evidence and Trading Strategies

Singh Vivek, Datta Sudip, Datta Mai
Email: vatsmala@umich.edu
Product Market Power, Industry Structure, and Corporate Earnings Management

Simonyan Karen, Prezas Alexandros
Email: aprezas@suffolk.edu
Corporate Divestitures: Spin-Offs vs. Sell-Offs

Sinha Praveen, Chiu Hsin-Hui
Email: praveensinha@yahoo.com
Valuation and Initial Return of Initial Public Offerings: Role of Discretionary Accounting Accruals

Smith Peter, Clare Andrew, Seaton James, Thomas Stephen
Email: peter.smith@york.ac.uk
The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation

Sonika Rohit
Email: r.sonika@lancaster.ac.uk
Compensation Structure Shifts: Rationale and Likelihood of Introducing ‘New Components’

Sonnenburg Florian, Kempf Alexander, Puetz Alexander
Email: sonnenburg@wiso.uni-koeln.de
Fund Manager Duality: Impact on Performance and Investment Behavior

Sorhage Christoph, Cici Gjergji, Kempf Alexander
Email: sorhage@wiso.uni-koeln.de
Are Financial Advisors Useful? Evidence from Tax-Motivated Mutual Fund Flows

SOUSA RICARDO, ARMADA MANUEL
Email: mjrarmada@gmail.com
Risks for the Long-Run and the Time-Series of Asset Returns

Speck Christian
Email: CSpeck@uni-mannheim.de
Corporate Bond Risk Premia

SPENCER PETER, ADAM
Email: ps35@york.ac.uk
The Meiselman forward interest rate revision regression as an Affine Term Structure Model

Stanescu Silvia, Tunaru Radu
Email: S.Stanescu@kent.ac.uk
Investment Strategies with VIX and VSTOXX

Stolper Oscar, Baltzer Markus, Walter Andreas
Email: oscar.stolper@wirtschaft.uni-giessen.de
Is local bias a cross-border phenomenon? Evidence from individual investors’ international asset allocation

Suardi Sandy , Chou Hsin-I, Zhao Jing
Email: s.suardi@latrobe.edu.au
Factor Reversal in the Euro Zone Stock Returns: Evidence from the Crisis Period

Subramaniam Venkat, Kini Omesh, Shenoy Jaideep
Email: vencat@tulane.edu
Product Recalls, Resource Reallocation, and Contagion along the Supply Chain

Switzer Lorne, Sheahan-Lee Easton
Email: switz@jmsb.concordia.ca
"The Impact of Dodd-Frank Regulation of OTC Derivative Markets and the Volker Rule on International Versus US Banks: New Evidence"

Symeonidis Lazaros, Prokopczuk Marcel
Email: l.symeonidis@icmacentre.ac.uk
The Economic Drivers of Time-Varying Commodity Market Volatility

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Tabner Isaac , Campbell Kevin
Email: isaac.tabner@stir.ac.uk
Bonding, firm value and liquidity: An analysis of migrations between the AIM and the Official List of the London Stock Exchange

Taffler Richard, Kausar Asad, Kumar Alok
Email: akausar@ntu.edu.sg
Why the going-concern accounting anomaly: gambling in the market?

Tam Lewis H.K. , Chang Xin, Shekhar Chander, Yao Jiaquan
Email: lewistam@umac.mo
Hiring Merger-counterparty’s Ex-advisor as M&A Advisor:Causes and Consequences

Tarkovska Valentina
Email: v.tarkovska@liverpool.ac.uk
Busy Boards, Corporate Liquidity and Financial Risk: Evidence from UK Panel Data

Tastan Mesut , Falconieri Sonia, Filatotchev Igor
Email: mesut.tastan.1@cass.city.ac.uk
Does Venture Capital Syndicate Size Matter?

Taylor Nick
Email: TaylorN@cardiff.ac.uk
The economic value of volatility forecasts:\\A conditional approach

Taylor Stephen, Tzeng Ch-Feng, Widdicks Martin
Email: s.taylor@lancaster.ac.uk
Bankruptcy probabilities inferred from option prices

Tong Naqiong, Lin Shannon, Tucker Alan
Email: nqtong@phbs.pku.edu.cn
Endogenous Effective Tax Rates, Tax Aggression, and Debt

Thanassoulis John
Email: john.thanassoulis@economics.ox.ac.uk
Short-Term Shareholders, Bubbles, And CEO Myopia

Trzeciakiewicz Agnieszka, Ozkan Aydin
Email: a.ozkan@hull.ac.uk
The Informative Content of CEO and CFO Insider Trading: New Evidence from the Financial Crisis.

Tsekeris Athanasios, Hillier David, McColgan Patrick, Aksel Skancke Presthus
Email: athanasios.tsekeris@strath.ac.uk
Managerial Incentives and Corporate Acquisition Decisions

Tugkan
Email: tugkan.tuzun@frb.gov
Are Leveraged and Inverse ETFs the New Portfolio Insurers?

Tunaru Radu
Email: R.Tunaru@kent.ac.uk
Identifying the Fundamental Economic Trend of Commercial Real-Estate in UK: with Applications to Pricing Derivatives on IPD Index

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Ukhov Andrey, Ma Qingzhong
Email: andrey.ukhov@gmail.com
What is common among return anomalies? Evidence from insider trading decisions

V

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Vaihekoski Mika, Brunzell Tor, Liljeblom Eva, Loflund Anders
Email: mika.vaihekoski@utu.fi
Dividend Policy in Nordic Listed Firms

Volosovych Vadym, Han T.J. Smit
Email: volosovych@ese.eur.nl
Secondary Buyout Waves

Von Beschwitz Bastian, Foos Daniel
Email: bastian.vonbeschwitz@insead.edu
The causal effect of banks’ equity stakes on their lending

Vuillemey Guillaume, Peltonen Tuomas
Email: guillaume.vuillemey@sciences-po.org
Sovereign Credit Events and Their Spillovers to the European Banking System - The Interplay Between Sovereign Bonds and CDS Holdings

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Wang Baolian, Birru Justin
Email: birru_2@fisher.osu.edu
Nominal Price Illusion

Wang Jue, Svec Jiri, Peat Maurice
Email: j.wang@sydney.edu.au
The Relationship Between Fiscal Opacity and Credit Spreads: A Biased Information Model

Wang Pengguo
Email: p.wang@exeter.ac.uk
The Implied Risk Premium and Firm Risk Characteristics

Wang Rong, Ohad Kadan, Madureira Leonardo, Zach Tzachi
Email: rongwang@smu.edu.sg
What Are Analysts Really Good At?

Wang Yanbo
Email: yanbo.wang@insead.edu
Media and Google: The Impact of Information Supply and Demand on Stock Returns

Weitzel Utz, Kling Gerhard
Email: u.weitzel@fm.ru.nl
Sold below value? Why some targets accept very low and even negative takeover premiums.

Wese Simen Chardin, Prokopczuk Marcel
Email: c.wesesimen@icmacentre.ac.uk
Variance Risk Premia in Commodity Markets

Westheide Christian, Theissen Erik, Christian Voigt
Email: theissen@unimannheim.de
Designated Market Makers in Electronic Limit Order Books - A Closer Look

Whalley A Elizabeth, Henderson Vicky, Sun Jia
Email: elizabeth.whalley@wbs.ac.uk
Executive Stock Options: Portfolio Effects

Whelan Paul, Buraschi , Carnelli Andrea
Email: paul.whelan07@imperial.ac.uk
Monetary Policy and Treasury Risk Premia

Wojtowicz Marcin
Email: m.p.wojtowicz@vu.nl
CDOs and the Financial Crisis: Credit Ratings and Fair Premia

WONG YUEN MENG , AHMAD RUBI
Email: yuenmeng@siswa.um.edu.my
Foreign Exchange Market Efficiency Under Recent Crises: Evidence from the European Market

Wu Betty (H.T.), Mazur Mieszko
Email: Betty.Wu@glasgow.ac.uk
Founding Family CEO Pay Incentives and Investment Policy: Evidence from a Structural Model

Wu Ying
Email: yw263@cornell.edu
Asset Pricing with Extreme Liquidity Risk

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Xu Weidong
Email: weidong.xu@kuleuven.be
Chinese domestic IPO over-issuance

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Yamada Kazuo
Email: mukashin@gmail.com
Inter-firm Relationships and Leverage Adjustment

Yang Yung Chiang, Charoenwong Charlie, Ding David K.
Email: d.ding@massey.ac.nz
Liquidity and Crises in Asian Markets

Yang Joey Wenling, Allen David, Wee Marvin
Email: joeywenling.yang@uwa.edu.au
The evolution of informed liquidity provision and consumption: Evidence from an order driven market

Yasuda Yukihiro , Kim Hyonok
Email: yyasuda@tku.ac.jp
A new approach to identify the economic effects of disclosure: Information content of business risk disclosures in Japanese firms

Yawson Alfred , Aharony Yossi, Liu Chelsea
Email: chelsea.liu@adelaide.edu.au
Corporate Litigation and Board Restructuring

Yin Weiwei
Email: weiweiyin.phd@gmail.com
Macroeconomic Fundamentals and Exchange Rate Dynamics: A No-Arbitrage Multi-Country Model

Young Martin, Batten Jonathan, Lee Hwei Khaw
Email: m.young@massey.ac.nz
PRICING CONVERTIBLE BONDS

Yu Hsin-Yi, Chen Li-Wen
Email: hyyu@nuk.edu.tw
Investor Attention, Visual Price Pattern, and Momentum Investing

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Zalewska Ania, Petraki Anastasia
Email: a.zalewska@bath.ac.uk
With whom and in what is it better to save? Personal pensions in the UK

Zhang Cheng, Zhou Yang, Zhou Zhiping
Email: y.zhou@uvt.nl
Value at Risk Based Risk Management Using Options

Zhang Hairui, Annaert Jan, Claes Anouk, De Ceuster Marc
Email: hairui.zhang@ua.ac.be
The Estimation of Svensson Model Term Structures and Their Volatilities

Zhang Ruogu, Constantinos Antoniou, Richard Harris
Email: rgz201@ex.ac.uk
Ambiguity Aversion and Market Participation: Evidence from Fund Flows

Zhang Shage
Email: szhang@trinity.edu
Pay Gap among Executives and Firm Value

Ziegan Marius C., Dutordoir Marie, Strong Norman
Email: marius.ziegan@postgrad.mbs.ac.uk
Does corporate governance influence convertible bond issuance?

Zhu Hui (Julia)
Email: julia.hui.zhu@gmail.com
Implications of Limited Investor Attention to Economic Links