submitter email papertype PaperNumber subject suffix papertitle pdf A1FName A1MName A1LName A1Affil A2FName A2MName A2LName A2Affil A2Email A3FName A3MName A3LName A3Affil A3Email A4FName A4MName A4LName A4Affil A4Email A1Email PaperNumber Presenter PhD Agreement SubmitA1 SubmitA2 SubmitA3 SubmitA4 Problem Joseph M. Marks marksjos@shu.edu Complete 3300001 330 0001 Acceleration_Strategies Acceleration_Strategies.pdf Joseph M. Marks Seton Hall University Eric Gettleman University of Illinois at Urbana-Champaign gettlema@uiuc.edu marksjos@shu.edu 3300001 Joseph M. Marks Department of Finance and Legal Studies 400 South Orange Ave. "South Orange, NJ 07079" Yoon S. Shin yshin@loyola.edu Complete 3200002 320 0002 Analysis of Unsolicited Credit Ratings: New Evidence from Moody’s Analysis_of_Unsolicited_Credit_Ratings.pdf Yoon S. Shin Loyola College In Maryland Susan Flaherty Loyola College In Maryland sflaherty@loyola.edu Lisa Fairchild Loyola College in Maryland lfairchild@loyola.edu yshin@loyola.edu 3200002 Yoon S. Shin 37 Stridesham Ct. "Baltimore, MD 21209" Pieter J. de Jong paldejong@comcast.net Complete 8100003 810 0003 Does the Market Drive the Animal Spirit? A Cointegration Analysis Animal spirits.pdf Pieter J. de Jong University of Texas at Arlington paldejong@comcast.net 8100003 6300 Woolwich Drive "Arlington, TX, 76001" Marco Rummer marco.rummer@sowi.uni-bamberg.de Complete 3400004 340 0004 Are Investors Home Biased? – Evidence from Germany Are_Investors_Home_Biased–Evidence_from_Germany.pdf Andreas Oehler "Bamberg University, Germany" Marco Rummer Said Business School marco.rummer@sbs.ox.ac.uk Thomas Walker "John Molson School of Business, Concordia University, Montreal, Canada" twalker@jmsb.concordia.ca Stefan Wendt "Bamberg University, Germany" stefan.wendt@sowi.uni-bamberg.de andreas.oehler@sowi.uni-bamberg.de 3400004 Marco Rummer or Stefan Wendt Said Business School 1 Park End Street "OX1 1HP, Oxford, UK" UK Connie X. Mao cmao@temple.edu Complete 7200005 720 0005 "Locals, Foreigners, and Multi-market Trading of Equities: Some Intraday Evidence" Bailey Mao Sirodom II fma Warren Bailey Cornell University Connie X. Mao Temple University cmao@temple.edu Kulpatra Sirodom Thammasat University kulpatra@tu.ac.th wbb1@cornell.edu 7200005 Connie X. Mao "206B Speakman Hall, Department of Finance" Temple University "Philadelphia, PA 19122" "Laura Gonzalez, Christopher James" laura.gonzalez@cba.ufl.edu Complete 5100006 510 0006 Banks and Bubbles: How Good are Bankers at Spotting Winners? banks_and_bubbles Christopher James Eminent Scholar of Finance- Univ. of Florida Laura Gonzalez Finance PhD Candidate - Univ. of Florida laura.gonzalez@cba.ufl.edu christopher.james@cba.ufl.edu 5100006 Laura Gonzalez 1100 SW 8th Ave Apt 406 "Gainesville, Florida, 32601" Pieter J. de Jong paldejong@comcast.net Complete 2100007 210 0007 The Relationship between Capital Investment and R&D Spending: A Panel Cointegration Analysis Capital Investment-R&D.pdf Pieter J. de Jong University of Texas at Arlington paldejong@comcast.net 2100007 6300 Woolwich Drive "Arlington, TX, 76001" USA Eva R. Porras eva.porras@ie.edu Complete 7300008 730 0008 Does cointegration between markets exist? Does cointegration between markets exist Eva Raquel Porras Instituto de Empresa eva_porras@ie.edu 7300008 Instituto de Empresa Catellón de la Plana 8 28006 Madrid Spain João Pedro Vidal Nunes joao.nunes@iscte.pt Complete 5500009 550 0009 Barrier Options on Spot LIBOR Rates under Multi-Factor Gaussian HJM Models hjmbarriersrev.pdf João Pedro Vidal Nunes CEMAF/ISCTE joao.nunes@iscte.pt 5500009 João Pedro Vidal Nunes "CEMAF/ISCTE, Edificio INDEG/ISCTE" Av. Prof. Anibal Bettencourt 1600-189 Lisboa Portugal Ian Cooper icooper@london.edu Complete 7300010 730 0010 Excess comovement in international equity markets: Evidence from cross-border mergers INTERNATIONALMERGERSOCTOBER2005.pdf Richard Brealey London Business School Ian Cooper London Business School icooper@london.edu Evi Kaplanis evi@kaplanis.com rebrealey@london.edu 7300010 Ian Cooper London Business School "Sussex Place, Regent's Park" London NW1 4SA England NIKIFOROS LAOPODIS NLAOPODIS@MAIL.FAIRFIELD.EDU Complete 5700011 570 0011 DYNAMIC INTERACTIONS BETWEEN PRIVATE INVESTMENT AND THE STOCK MARKET INVEST&STOCKMARKET NIKIFOROS T. LAOPODIS FAIRFIELD UNIVERSITY NLAOPODIS@MAIL.FAIRFIELD.EDU 5700011 NIKIFOROS T. LAOPODIS "DEPT. OF FINANCE, DOLAN SCHOOL OF BUSINESS" FAIRFIELD UNIVERSITY "N. BENSON RD, FAIRFIELD, CT" USA Byron Hollowell bjh28@psu.edu Complete 1400012 140 0012 INSTITUTIONAL SHAREHOLDERS AND MANAGERIAL DISCIPLINING institutionalshareholders_FMA05submission.pdf Byron Joseph Hollowell Penn State University bjh28@psu.edu 1400012 Byron Hollowell 120 Ridge View Drive "Dunmore, PA 18512" James W. Kolari j-kolari@tamu.edu Complete 3300013 330 0013 Event-Study Methodology: Correction for Cross-Sectional Correlation in Standardized Abnormal Return Tests kolari_pynnonen_pdf James Kolari Texas A&M University Seppo Pynnonen "University of Vaasa, Finland" sjp@uwasa.fi j-kolari@tamu.edu 3300013 Seppo Pynnonen "Texas A&M Univ., TAMU-4218, Finance Dept." "College Station, Texas 77843-4218" Anne Zissu zissu@sprynet.com Complete 8300015 830 0015 Securitization of Senior Life Settlements: Capturing Value from Early Death Lifesettlements2005.dpf Charles Austin Stone Paris-Dauphine University Anne M. Zissu Temple University zissu@sprynet.com zfinance@interserv.com 8300015 220 Locust Street Suite 3E "Philadelphia, PA 19106" USA Connie X. Mao cmao@temple.edu Complete 7300016 730 0016 Stock Market Liberalization and the Information Environment Mao Liberalization Kee-Hong Bae Queen¡¯s University Warren Bailey Cornell University wbb1@cornell.edu Connie X. Mao Temple University cmao@temple.edu kbae@business.queensu.ca 7300016 Connie X. Mao "206B, Speakman Hall" "Department of Finance, Temple University" "Philadelphia, PA 19122-6083" USA Steven A. Dennis denniss@etsu.edu Complete 1100017 110 0017 The Maturity Structure of Private Placements of Debt MaturityStructureFMA.pdf Steven A. Dennis East Tennessee State University Weili Lu California State University - Fullerton wlu@fulleton.edu denniss@etsu.edu 1100017 Steve Dennis PO BOX 70700 - Center for Banking East Tennessee State University "Johnson City, TN 37614" Viviana Fernandez vfernand@dii.uchile.cl Complete 4400018 440 0018 STOCK MARKETS TURMOIL: WORLDWIDE EFFECTS OF MIDDLE EAST CONFLICTS meast.pdf Viviana Paulina Fernandez University of Chile vfernand@dii.uchile.cl 4400018 Viviana Fernandez Avenida Republica 701 Santiago 6521122 Chile Alexey Serednyakov aserednyakov@csom.umn.edu Complete 3500019 350 0019 A Model of the Components of the Bid-Ask Spread ModelofSpreadComponents.pdf Alexey S Serednyakov University of Minnesota aserednyakov@csom.umn.edu 3500019 Alexey Serednyakov 321 19th Ave S #3-122 "Minneapolis, MN, 55455" USA Li-Wen Chen liwenchen@mail2000.com.tw Complete 3600020 360 0020 Do portfolio managers moonlighting among mutual fund and hedge fund create conflicts of interest? Moonlighting_with author.pdf Li-Wen Chen "Department of Finance, National Chi Nan University" Fan Chen "Department of Finance, Louisiana State University" fchen4@lsu.edu liwenchen@mail2000.com.tw 3600020 Li-Wen Chen "1. University Rd., Department of Finance, National Chi Nan University" 3600020 "Puli, Nantou" Taiwan Li-Wen Chen liwenchen@mail2000.com.tw Complete 3600021 360 0021 Monitoring Mechanisms and Management Turnover in Mutual Fund Industry Mutual_fund_manager_turnover_conference_version.pdf Fan Chen "Department of Finance, Louisiana State University" Li-Wen Chen "Department of Finance, National Chi Nan University" liwenchen@mail2000.com.tw Ji-Chai Lin "Department of Finance, Louisiana State University" filin@lsu.edu fchen4@lsu.edu 3600021 "1. University Rd., Department of Finance, National Chi Nan University" "Puli, Nantou, 545" Taiwan Allan Grody agrody@stern.nyu.edu Complete 4400022 440 0022 "Operational Risk and Reference Data: Exploring Costs, Capital Requirements and Risk Mitigation" OpRisk&Reference_Data_11152005.pdf Allan Grody NYU (Stern) & Financial InterGroup Fotios Harmantzis Stevens Institute of Technology fharmant@stevens.edu Gregory Kaple Integrated Management Services gkaple@integratedmgt.com agrody@stern.nyu.edu 4400022 Allan D. Grody 169 East 69th Street "New York, New York 10021" Amber Anand aanand@bus.ucf.edu Complete 3500023 350 0023 Paying for Market Quality paying_for_market_quality.pdf Amber Anand University of Central Florida Carsten Tanggaard Aarhus School of Business cat@asb.dk Daniel G. Weaver Rutgers University daniel_weaver@rbsmail.rutgers.edu aanand@bus.ucf.edu 3500023 University of Central Florida-College of Business 4000 Central Florida Blvd "Orlando, FL 32814" Sergei Isaenko sisaenko@jmsb.concordia.ca Complete 4200024 420 0024 Dynamic Equilibrium with Overpriced Put Options PutsNew.pdf Sergei Isaenko 4200024 Sergei Isaenko 103 Des Ancolies "Ile Perrot, Quebec J7V9P3" Canada Lotfi Karoui lotfi.karoui@mcgill.ca Complete 5500025 550 0025 Modeling the Term Structure of Defaultable Bonds under Recovery Risk reco.pdf Lotfi Karoui "Faculty of Management, McGill University" lotfi.karoui@mcgill.ca 5500025 Lotfi Karoui " Faculty of Management, McGill University," "1001,Sherbrooke Street West" "Montreal, Quebec, H3A 1G5" Canada Sahn-Wook Huh shuh@brocku.ca Complete 8100026 810 0026 Order flow patterns around seasoned equity offerings and their implications for stock price movements seo3HUHall.pdf Avanidhar Subrahmanyam UCLA 8100026 Sahn-Wook Huh 500 Glenridge Avenue "Faculty of Business, Brock University" "St. Catharines, Ontario L2S3A1" Canada Konstantinos Stathopoulos k.stathopoulos@mbs.ac.uk Complete 1700027 170 0027 How does management compensation respond to exceptional performance? Stathopoulos_Tradeoff Konstantinos Stathopoulos Manchester Business School Susanne Espenlaub Manchester Business School susanne.espenlaub@mbs.ac.uk Martin Walker Manchester Business School martin.walker@mbs.ac.uk k.stathopoulos@mbs.ac.uk 1700027 Konstantinos Stathopoulos Manchester Business School "MBS Crawford, Mezzanine Floor, Oxford Road" "Manchester, M13 9PL" UK "Ako Doffou, Ph.D., CFA" doffoua@sacredheart.edu Complete 3100028 310 0028 Stochastic Interest Rates and Short Maturity Options stochasticinterestratesandshortmaturityoptions.pdf Ako Doffou Sacred Heart University doffoua@sacredheart.edu 3100028 Ako Doffou 91 Strawberry Hill Avenue Unit 838 "Stamford, CT 06902" United States wilson tong afwtong@inet.polyu.edu.hk Complete 7200029 720 0029 The choice of foreign primary listing: China’s share-issue privatization experience SunTongWu_listing Qian Sun Nanyang Technological University Wilson H.S. Tong Hong Kong Polytechnic University afwtong@inet.polyu.edu.hk Yujun Wu Fudan University yjwu@fudan.edu.cn aqsun@ntu.edu.sg 7200029 Qian Sun School of Accounting and Finance Hong Kong Polytechnic University "Hung Hom, Kowloon" Hong Kong SAR Pornsit Jiraporn pjiraporn@tamiu.edu Complete 1400030 140 0030 Too Busy To Show Up? An Analysis of Directors’ Absences Too_busy Pornsit Jiraporn pjiraporn@tamiu.edu 1400030 "Dept. of Accounting, Economics, and Finance" Texas A&M International University "Laredo, Texas 78041" Maria Pacurar maria.pacurar@dal.ca Complete 4400031 440 0031 Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange uhfvar.pdf Georges Dionne "HEC Montreal, Canada Research Chair in Risk Management" Pierre Duchesne Universite de Montreal duchesne@dms.umontreal.ca Maria Pacurar "Dalhousie University, School of Business Administration" maria.pacurar@dal.ca georges.dionne@hec.ca 4400031 Maria Pacurar "Dalhousie University, Kenneth C. Rowe Management Building" 6100 University Avenue "Halifax, Nova Scotia, B3H 3J5" Canada Natalya Delcoure ndelcoure@usouthal.edu Complete 1500032 150 0032 Value creation of cash mergers. Empirical investigation. Value creation of cash mergers. Empirical investigation. Natalya V Delcoure University of South Alabama Kenneth J Hunsader University of South Alabama khunsader@usouthal.edu ndelcoure@usouthal.edu 1500032 Natalya Delcoure MCOB 334 University of South Alabama "Mobile, AL 36688-0002" Larry J. Prather drprather@aol.com Complete 7300033 730 0033 Reactions to Announcements of Options Expensing: An Empirical Examination of Market Efficiency Reactions Larry J. Prather East Tennessee State University Ting-Heng Chu East Tennessee State University chut@etsu.edu Paul Bayes East Tennessee State University bayes@etsu.edu drprather@aol.com 7300033 Larry Prather 3414 Berkshire Circle "Johnson City, TN 37604" No PDF (12/9) Feng-Shun Bin Bin.Leo@uis.edu Abstract 1800034 180 0034 "Size versus Growth: The Listing, Delisting and Ranking Impact on Stockholder Wealth and Operating Performance for Forbes “500 Largest” and “200 Best Small” Companies" Forbes_size_vs_growth.pdf Feng-Shun Bin University of Illinois at Springfield Leonard Branson University of Illinois at Springfield Branson.Leonard@uis.edu Dar-Hsin Chen "National Chiao-Tung University, Taiwan (ROC)" dhchen@faculty.nctu.edu.tw Fang He Southern Illinois University at Carbondale Hefang@siu.edu Bin.Leo@uis.edu 1800034 Feng-Shun Bin "One University Plaza, MS-UHB-4054" University of Liinois at Springfield "Springfield, IL 62703-5407" Tim Loughran Loughran.9@nd.edu Complete 2000035 200 0035 The Impact of Location on Equity Issuance geoimpact.pdf Tim Loughran University of Notre Dame Paul Schultz University of Notre Dame Schultz.19@nd.edu Loughran.9@nd.edu 2000035 Tim Loughran Department of Finance 245 Mendoza College of Business "Notre Dame, IN 46556-5646" John M. Griffith jgriffit@odu.edu Complete 1500036 150 0036 An Examination of Hostile Bidders’ Gains HBGains John M. Griffith Old Dominion University Carolyn Carroll University of Alabama ccarroll@cba.ua.edu jgriffit@odu.edu 1500036 John Griffith 2152 Constant Hall Old Dominion University "Norfolk, VA, 23529" Feng-Shun (Leo) Bin Bin.Leo@uis.edu Complete 8800037 880 0037 LAS VEGAS AND GOVERNMENTS: FOR OR AGAINST ONLINE GAMING? AN EMPIRICAL STUDY OF STOCK MARKET REACTIONS TO LEGISLATION EVENTS Cybercasino_vs_Vegas.pdf Feng-Shun Bin University of Illinois at Springfield Mark Puclik University of Illinois at Springfield Puclik.Mark@uis.edu Fang He Southern Illinois University at Carbondale Hefang@siu.edu Bin.Leo@uis.edu 8800037 Feng-Shun Bin "One University Plaza, MS-UHB-4054" University of Illinois at Springfield "Springfield, IL 62703-5407" Xin Zhao xuz12@psu.edu Complete 3500038 350 0038 Information Disclosure and Market Quality - The Effect of SEC Rule 11AC1-5 on Trading Costs InformationDisclosureandMarketQuality.pdf Xin Zhao Penn State Erie Kee H xuz12@psu.edu 3500038 508 Rachel Ct. "Erie, PA 16509" USA Rafael Schiozer rschiozer@fgvsp.br Complete 7200039 720 0039 Why do Latin American Firms manage currency Risks? FX_Latin_America_rsrs.pdf Rafael Felipe Schiozer Fundacao Getulio Vargas/EAESP - Brazil Richard Saito Fundacao Getulio Vargas/EAESP - Brazil rsaito@fgvsp.br rschiozer@fgvsp.br 7200039 Rafael F. Schiozer Av Nove de Julho 2029 "Sao Paulo, SP, CEP 01313-902" Brazil Chanwit Phengpis pchanwit@yahoo.com Complete 3600040 360 0040 "Long-run information, short-run information and international diversification gains: Evidence from iShares" CPiShares.pdf Chanwit Phengpis "California State University, Stanislaus" Peggy E. Swanson University of Texas at Arlington swanson@uta.edu pchanwit@yahoo.com 3600040 Chanwit Phengpis "Department of Accounting and Finance, California State University, Stanislaus" "Turlock, CA 95382" Massimo Guidolin Massimo.Guidolin@stls.frb.org Complete 3600041 360 0041 "International Asset Allocation under Regime Switching, Skew and Kurtosis Preferences" skewkurt_HCB_Guidolin.PDF Massimo Guidolin Federal Reserve Bank of St. Louis Allan Timmermann "University of California San Diego, Rady School of Management" agtimmermann@ad.ucsd.edu Massimo.Guidolin@stls.frb.org 3600041 Massimo Guidolin Federal Reserve Bank of St. Louis PO Box 442 "St. Louis, MO 63166" United States J. Fred Weston jweston@anderson.ucla.edu Complete 1500042 150 0042 "M&As: The Good, the Bad, and the Ugly" "Weston Ahern_ M&As, Good, Bad, Ugly_2005_11_29.pdf" J. Fred Weston UCLA Kenneth R. Ahern UCLA ahern@ucla.edu jweston@anderson.ucla.edu 1500042 J. Fred Weston 258 Tavistock Avenue "Los Angeles, CA, 90049-3229" Stephen P. Ferris ferriss@missouri.edu Complete 1100043 110 0043 Agency conflicts in delegated portfolio management: evidence from namesake mutual funds NameSakeMutualFund.pdf Stephen P. Ferris University of Missouri-Columbia Xuemin (Sterling) Yan University of Missouri-Columbia yanx@missouri.edu ferriss@missouri.edu 1100043 Xuemin (Sterling) Yan 403 Cornell Hall University of Missouri-Columbia "Columbia, MO 65211" USA Atreya Chakraborty Atreya.Chakraborty@Umb.edu Complete 1400044 140 0044 Incetives and Turnover incentives_and_Turnover Atreya Chakraborty Shahbaz Sheikh ssheik2@uwo.ca Nari Subramanian NSubra@Brandeis.edu "Atreya,Chakraborty@UMB.edu" 1400044 Atreya Chakraborty Dept. of Finance Univ. Of Massachusetts "Boston, MA, 02125" Samir Saadi saadi@management.uottawa.ca Complete 1600045 160 0045 How Canadian Managers View Dividend Policy: New Survey Evidence How-CND-Managers-View-DP Kent H. Baker "American University, Kogod School of Business" Samir Saadi "University of Ottawa, School of Management" saadi@management.uottawa.ca Devinder Gandhi "University of Ottawa, School of Management" gandhi@management.uottawa.ca Shantanu Dutta "St. Francis Xavier University, Schwartz School of Business and Information Systems" sdutta@stfx.ca kbaker@american.edu 1600045 Samir Saadi 136 Jean Jacques Lussier St. "Ottawa, Onatario, K1N 6N5" Canada ELENA KALOTYCHOU E.KALOTYCHOU@CITY.AC.UK Complete 5300046 530 0046 DE FACTO VERSUS DE JURE BANK-INSURANCE VENTURES IN THE GREEK MARKET Kalotychou(FMA-DeJure).pdf ELENA KALOTYCHOU "CASS BUSINESS SCHOOL, CITY UNIVERSITY" SOTIRIS K. STAIKOURAS "CASS BUSINESS SCHOOL, CITY UNIVERSITY" SKS@CITY.AC.UK E.KALOTYCHOU@CITY.AC.UK 5300046 106 BUNHILL ROW "LONDON, EC1Y 8TZ" UK SOTIRIS K. STAIKOURAS SKS@CITY.AC.UK Complete 3500047 350 0047 "MARKET INFORMATION, FUTURES TRADING AND THE VOLATILITY OF THE UNDERLYING ASSET" Staikouras(FMA-Garch).pdf ELENA KALOTYCHOU "CASS BUSINESS SCHOOL, CITY UNIVERSITY" SOTIRIS K. STAIKOURAS "CASS BUSINESS SCHOOL, CITY UNIVERSITY" SKS@CITY.AC.UK E.KALOTYCHOU@CITY.AC.UK 3500047 SOTIRIS K. STAIKOURAS 106 BUNHILL ROW "LONDON, EC1Y 8TZ" UK James Chong james.chong@csun.edu Complete 7300048 730 0048 The Effects of Market Integration on Market Efficiency and Volatility Dynamics: Evidence from the A- and B-Share Markets in China china_B_shares_FMA.pdf Changjiang Lu Jilin University Haiwei Chen "California State University, San Bernardino" hchen@csusb.edu James Chong "California State University, Northridge" james.chong@csun.edu Kemin Wang Jilin University kmwang2005@yahoo.com Lchangjiang@yahoo.com 7300048 James Chong "Department of Finance, RE, & Ins" "California State University, Northridge, 18111 Nordhoff St" "Northridge, CA 91330-8379" Luis Garcia-Feijoo luisg@creighton.edu Complete 2000049 200 0049 Risk changes around calls of convertible debt RiskchangesBGJ Scott Beyer University of Wisconsin-Oshkosh Luis Garcia-Feijoo Creighton University luisg@creighton.edu Robert R. Johnson CFA Institute bob.johnson@cfainstitute.org beyers@uwosh.edu 2000049 Luis Garcia-Feijoo Creighton University-COBA 2500 California Plaza "Omaha, NE, 68178" Rupendra Paliwal paliwalr@sacredheart.edu Complete 1500050 150 0050 Intra-Industry Effects of Takeovers- A Study of the Operating Performance of Rival Firms Intra-Industry Effects of Takeovers- A Study of the Operating Performance of Rival Firms Rupendra Paliwal Sacred Heart University Shantaram P. Hegde University of Connecticut shantaram.hegde@uconn.edu paliwalr@sacredheart.edu 1500050 Rupendra Paliwal 5151 Park Avenue Sacred Heart University Fairfield CT Sean Reid sfreid@salisbury.edu Complete 8200051 820 0051 Perdue Farms Perdrms_Farms_Case_Study_FMA.pdf Sean Reid Salisbury University Danny Ervin Slisbury University dmervin@salisbury.edu Tylor Claggett Salisbury University etclaggett@salisbury.edu sfreid@salisbury.edu 8200051 Sean Reid 1101 Camden Ave Salisbury University "Salisbury, MD 21801" Rayna Brown rayna@unimelb.edu.au Complete 1400052 140 0052 "CEO Confidence, CEO Dominance and Corporate Acquisitions" Brownsarma Rayna Brown Neal Sarma sarma@melbpc.org.au rayna@unimelb.edu.au 1400052 Rayna Brown Department of Finance University of Melbourne Vic 3010 Australia George Kutner george.kutner@marquette.edu Complete 7200053 720 0053 The Impact of China’s Admission to the WTO on the International Equity Markets Kutner_Krause_China_Effect_FMA_2006.pdf George W. Kutner Marquette University David S. Krause Marquette University david.krause@marquette.edu george.kutner@marquette.edu 7200053 George Kutner "334 Straz Hall, P.O. Box 1881" College of Business Administration "Milwaukee, WI 53201" W. David Zhang david.zhang@asu.edu Complete 3500054 350 0054 Public disclosure and learning from order flow learninng from order flow_zhang W. David Zhang Arizona State University Chunchi Wu Syracuse University cwu@syr.edu david.zhang@asu.edu 3500054 W. David Zhang "School of Global Management, Arizona State University" PO box 37100 "Phoenix, Arizona, 85069" Wei David Zhang david.zhang@asu.edu Complete 5400055 530 0055 "Technological progress, inefficiency, and productivity growth in the US securities industry, 1980-2000" securities industry_wdzhang W. David Zhang Arizona State University Shuo Zhang Shuo.Zhang@css.gov.on.ca david.zhang@asu.edu 5400055 W. David Zhang "School of Global Management, Arizona State University" PO box 37100 "Phoenix, Arizona, 85069" Pinghsun Huang P.Huang@massey.ac.nz Complete 4400056 440 0056 "Discretionary accruals, hedging, and firm value" DAHF.pdf Yan Zhang Binghamton University Pinghsun Huang Massey University P.Huang@massey.ac.nz Donald R. Deis Texas A&M University – Corpus Christi ddeis@cob.tamucc.edu Jacquelyn Sue Moffitt Louisiana State University jsmoff22@lsu.edu yzhang@binghamton.edu 4400056 Pinghsun Huang "Department of Finance, Banking & Property" Palmerston North New Zealand Stuart Rosenstein rosensteins@cox.net Complete 3400057 340 0057 The Effect of Exchange Traded Fund Introductions on Closed-End Fund Trading Effect of Exchange Traded Fund Introductions.pdf Stuart Rosenstein East Carolina University Scott W. Barnhart Florida Atlantic Unversity sbarnhar@fau.edu rosensteins@cox.net 3400057 Stuart Rosenstein 603 Carnoustie Drive "Greenville, NC 27858" Mark Pyles PylesM@cofc.edu Complete 3300058 330 0058 The Impact of Bank Venture Capital on Initial Public Offerings BankVentureCapital.pdf Steven D. Dolvin Butler University Donald J. Mullineaux University of Kentucky mullinea@uky.edu Mark K. Pyles College of Charleston PylesM@cofc.edu sdolvin@butler.edu 3300058 Steven D. Dolvin College of Charleston "5 Liberty Street, Suite 400" "Charleston, SC 29401" Carl R Chen chen@udayton.edu Complete 8200059 820 0059 Ranking Finance Journals Using Author Affiliation Index Author_Affiliation_Index.pdf Carl R Chen University of Dayton Ying Huang Manhattan College chen@udayton.edu 8200059 "Dept. of Finance, University of Dayton, 300 College Park" "Dayton, OH 45469-2251" Carl R Chen chen@udayton.edu Complete 5500060 550 0060 An Analysis of the Japanese Yen Interest Rate Swap Spreads Japanese_Swap_Spreads.pdf Ying Huang Manhattan College Carl R Chen University of Dayton chen@udayton.edu 5500060 Ying Huang "Dept. of Finance, University of Dayton, 300 College Park" "Dayton, OH 45469-2251" urbi garay urbi.garay@iesa.edu.ve Complete 7200061 720 0061 Firm Performance and CEO Reputation Costs: New Evidence from the Venezuelan Banking Crisis Firm Performance and CEO Reputation Costs Nov23 2005 Urbi Alain Garay "Associate Professor of Finance, IESA" Maximiliano González "Associate Professor of Finance, IESA" maximiliano.gonzalez@iesa.edu.ve Carlos Alberto Molina "Associate Professor of Finance, IESA" carlos.molina@iesa.edu.ve urbi.garay@iesa.edu.ve 7200061 "IESA POBA International, #646" P.O. Box 02-5255 "Miami, Fl 33102" Atreya Chakraborty Atreya.Chakraborty@Umb.edu Complete 1400062 140 0062 Golden Parachutes and Shark Repellents and Shareholders' Interest: Some New Evidence GP_PP_and_Shareholders Atreya Chakraborty Atreya.Chakraborty@UMB.EdU 1400062 Atreya Chakraborty U. Mass.-Boston Boston Dr. Sunando Sengupta ssengupta@asu.edu Complete 7300063 730 0063 Implications of European Trading for the New York Stock Exchange Open NYSEOpen Sunando Sengupta Bowie State University ssengupta@bowiestate.edu 7300063 Dr. Sunando Sengupta "Department of Accounting, Finance and Economics" "School of Business, 14000 Jericho Park Road" "Bowie, MD 20715" Lucy F. Ackert lackert@kennesaw.edu Complete 3200064 320 0064 Information Accessibility and Yields on Bank Loans for Private and Public Firms AckertGilletteHuangRamirez-BankLoans-FMA Lucy F. Ackert Kennesaw State University Ann B. Gillette Kennesaw State University Rongbing Huang Kennesaw State University Gabriel G. Ramirez Kennesaw State University gramirez@kennesaw.edu lackert@kennesaw.edu 3200064 Gabriel Ramirez "Dept. of Economics and Finance, Coles College of Business" "1000 Chastain Road, Kennesaw State University" "Kennesaw, GA 30144" Julia Sawicki ajsawicki@ntu.edu.sg Complete 3500065 350 0065 Earnings Management and Insider Trading InsiderTradingEarningsManagement_FMA Julia Sawicki Nanyang Tech Univ 3500065 Julia Sawicki Nanyang Tech Univ Nanyang Business School Singapore 639798 Check for Payment? Mark H. Liu hlliu2@uky.edu Complete 1500066 150 0066 Information Content of Conglomerate Stock Breakups stockbreakup12142005 Mark H. Liu University of Kentucky hlliu2@uky.edu 1500066 Mark H. Liu 445J Gatton College of B&E University of Kentucky "Lexington, KY40506" U.S.A. Xiaoying Xie xxie@fullerton.edu Complete 1500067 150 0067 MERGERS & ACQUISITIONS IN THE U.S. PROPERTY-LIABILITY INSURANCE INDUSTRY: PRODUCTIVITY AND EFFICIENCY EFFECTS CumminsXie1205.pdf J. David Cummins "The Wharton School, University of Pennsylvania" Xiaoying Xie California State University at Fullerton Xxie@fullerton.edu Cummins@wharton.upenn.edu 1500067 Xiaoying Xie 2600 E. Nutwood Ave. #1060 "Fullerton, CA92831" Ying Huang ying.huang@manhattan.edu Complete 7100068 710 0068 The Role of Oil Price Shocks on China’s Real Exchange Rate China_Huang Ying Huang "Department of Economics and Finance,Manhattan College" Feng Guo The Conference Board feng.guo@conference-board.org ying.huang@manhattan.edu 7100068 "Department of Economics and Finance, Manhattan College" "Manhattan College Parkway, Riverdale, NY10471" Samuel Bulmash sbulmash@coba.usf.edu Complete 3300069 330 0069 The Stock Market Bubble of the 1990’s and the CAPM: Implications and lessons. The Stock Market Bubble of the 1990’s and the CAPM: Implications and lessons. Samuel B Bulmash University of South Florida sbulmash@coba.usf.edu 3300069 Samuel Bulmash "BSN 3403, COBA, USF," 4202 E. Fowler Ave "Tampa, FL 33620" USA Samuel Bulmash sbulmash@coba.usf.edu Complete 3400070 340 0070 Paradigm Shift in the co-directional movements of Nasdaq with respect to its previous returns. Paradigm Shift in the co-directional movements of Nasdaq with respect to its previous returns. Samuel B Bulmash University of South Florida sbulmash@coba.usf.edu 3400070 Samuel Bulmash "BSN 3403, COBA, USF," 4202 E. Fowler Ave "Tampa, FL 33620" USA Xiaoqing Eleanor Xu xuxe@shu.edu Complete 3700071 370 0071 The Performances of MBS Mutual Funds and Hedge Funds: Another Puzzle FMA2006_MBS Funds_Xu_Lo Xiaoqing Eleanor Xu Seton Hall University Anthony L. Loviscek Seton Hall University xuxe@shu.edu xuxe@shu.edu 3700071 Xiaoqing Eleanor Xu 400 South Orange Avenue "Stillman School of Business, Seton Hall University" "South Orange, NJ 07079" Robert Savickas savickas@gwu.edu Complete 3100072 310 0072 Is Value Premium a Proxy for Time-Varying Investment Opportunities: Some Time Series Evidence ValPremGSWY.pdf Hui Guo Federal Reserve Bank of St. Louis Robert Savickas George Washington University savickas@gwu.edu Zijun Wang Texas A&M University z-wang@neo.tamu.edu Jian Yang Prairie View A&M University jian1_yang@yahoo.com hui.guo@stls.frb.org 3100072 Robert Savickas "2201 G. Street, NW" "Funger Hall, Suite 501R" "Washington, DC 20052" Hung-Gay Fung fungh@msx.umsl.edu Complete 1600073 160 0073 Why Do Chinese Investors Prefer Stock Dividends to Cash Dividends? stockdiv20.pdf Louis T.W. Cheng Hong Kong Polytechnic University Hung-Gay Fung University of Missouri-St. Louis fungh@msx.umsl.edu Yan Leung City University of Hong Kong acyleung@cityu.edu.hk aflcheng@inet.polyu.edu.hk 1600073 Hung-Gay Fung "College of Business Administration, University of Missouri-St. Louis, One University Blvd" St. Louis Jing Yang jyang@fullerton.edu Complete 2000074 200 0074 A Sequential Search for IPO Pricing and Contracting sequentialsearchipo.pdf Ko Wang "Baruch College, City University of New York" Jing Yang "California State University, Fullerton" jyang@fullerton.edu kwang@fullerton.edu 2000074 Jing Yang 600 Langsdorf Dr. B34 "Fullerton, CA 92831" Sutthisit Jamdee sjamdee@stcloudstate.edu Complete 3100075 310 0075 Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate mmarvFMA2006.pdf Sutthisit Jamdee St. Cloud State University Cornelis Los Kazakh-British Technology University clos500@cs.com sjamdee@stcloudstate.edu 3100075 Sutthisit Jamdee 3600 W. St. Germain St. #343 "St. Cloud, MN 56301" Terry Walter t.walter@unsw.edu.au Complete 7200076 720 0076 Individual investors' behaviour and performance: Further evidence from online equity trading in Korea Oh_Parwada_Walter-Online_traders23Dec2005.pdf Natalie Y Oh Monash University Jerry T Parwada University of New South Wales j.parwada@unsw.edu.au Terry S Walter University of New South Wales t.walter@unsw.edu.au Natalie.oh@buseco.monash.edu.au 7200076 Terry S Walter School of Bnaking and Finance University of New South Wales "Kensington, NSW 2052" Australia Dr. Rajarshi (Raj) Aroskar aroskar@uwec.edu Complete 7300077 730 0077 Diversification Potential: Country Funds or iShares? DiversificationPotentialCountryFundsoriShares.pdf Rajarshi Aroskar University of Wisconsin - Eau Claire aroskar@uwec.edu 7300077 Raj Aroskar "UW-Eau Claire, Acct & Fin Dept." 105 Garfield Ave. Eau Claire WI 54702-4004 Pattanaporn Kitsabunnarat kpattana@tamiu.edu Complete 1300078 130 0078 The Impact of Leverage-Reducing Exchange Offers to Different Stakeholders fma_submission_Kitsabunnarat.pdf Pattanaporn Kitsabunnarat Texas A&M International University Peter Lung University of Dayton Peter.Lung@notes.udayton.edu Takeshi Nishikawa St. John's University nishikat@stjohns.edu Ramesh P. Rao Oklahoma State University ramesh.rao@okstate.edu kpattana@tamiu.edu 1300078 Pattanaporn Kitsabunnarat 5201 University Blvd "Department of Accounting, Economics & Finance" "Laredo, TX 78041" USA Wei Yu kellyyu@pegasus.rutgers.edu Complete 3500079 350 0079 Dispersed Trading and the Prevention of Market Failure: The Case of the Copenhagen Stock Exchange DispersedTrading David C. Porter University of Wisconsin-Whitewater Carsten Tanggaard Aarhus School of Business carsten@tanggaard.com Daniel G. Weaver Rutgers University daniel_weaver@rbsmail.rutgers.edu Wei Yu Rutgers University kellyyu@pegasus.rutgers.edu porterd@uww.edu 3500079 Wei Yu "16 Howard Place, Apt 12" "Belleville, NJ 07109" Dave Jackson dojackson@utpa.edu Complete 3300080 330 0080 The Impact of FOMC and ECB Interest Rate Announcements on European ADRs and their Underlying Stocks: Which Matters More? Grossmann_Jackson_FOMC_ECB Axel Grossmann University of Texas-Pan American Dave Jackson University of Texas-Pan American dojackson@utpa.edu agrossmann@utpa.edu 3300080 Axel Grossmann 1201 West University Drive "Edinburg, Texas 78541" Donna Paul donna_paul@wsu.edu Complete 7200081 720 0081 Strategic Investments by U.S. Firms in Transition Economies Investment_in_Transition_Economies.pdf Donna L. Paul Washington State University Rossitza B. Wooster "California State University, Sacramento" wooster@csus.edu donna_paul@wsu.edu 7200081 Donna Paul Department of Finance Washington State University "Pullman, WA 99164-4746" Suman Banerjee Suman.Banerjee@Tulane.edu Complete 1400082 140 0082 Dual-class share issues and mitigating the costs of corporate democracy DualClass05 Suman Banerjee Tulane University Suman.Banerjee@Tulane.edu 1400082 A. B. Freeman School of Business Tulane University "New Orleans, LA 70118" Sergey Isaenko sisaenko@jmsb.concordia.ca Complete 3600083 360 0083 Portfolio Choice under Convex Transaction Costs Liquid.pdf Sergey Isaenko Concordia University sisaenko@jmsb.concordia.ca 3600083 "The John Molson School of Business, Concordia University, 1455 de Maisonneuve Blvd. W." "Montreal, Quebec H3G1M8" Canada Pattanaporn Kitsabunnarat pkattana@tamiu.edu Complete 130 0084 Capital Structure and Corporate Governance Quality Capital_Structure_and_Corporate_Governance_Quality.pdf Chiraphol New Chiyachantana Lee Kong Chian School of Business Pornsit Jiraporn Texas A&M International University pjiraporn@tamiu.edu Pattanaporn Kitsabunnarat Texas A&M International University kpattana@tamiu.edu chiraphol@smu.edu.sg 5201 University Blvd "Department of Accounting, Economics & Finance" "Laredo, TX 78041" USA No PDF Fadi Zaher fadi.zaher@his.se Complete 310 0085 The Role of Market Frictions for the Consumption CAPM: A Bootstrap Investigation CCAPMFriction Fadi Zaher "University of Skövde, Box 408" 541 28 Skövde Sweden No PDF Armen Hovakimian armen_hovakimian@baruch.cuny.edu Complete 200 0086 The Last Issues Puzzle last_issues Armen Hovakimian Baruch College Irena Hutton Baruch College iyegor72@yahoo.com armen_hovakimian@baruch.cuny.edu Armen Hovakimian "One Bernard Baruch Way, Baruch College, Box B10-225" "New York, NY 10010" No PDF Ohannes Georgre Paskelian hovig1@bellsouth.net Complete 160 0087 How Norwegian Managers View Dividend Policy Norwegian Dividend Policy -12-28-05-FMA Tarun K Mukherjee University of New Orleans Kent Baker American University kbaker@american.edu Ohannes George Paskelian University of New Orleans hovig1@bellsouth.net tmukherj@uno.edu Tarun Mukherjee and Ohannes Paskelian 3728 W Esplanade Ave. #310 "Metairie, LA 70002" Yoon K. Choi ychoi@bus.ucf.edu Complete 150 0088 Internal Capital Markets and Bank Relationship JAPAN_FMA Yoon Choi University of Central Florida Seung Han University of Central Florida shan@bus.ucf.edu ychoi@bus.ucf.edu Yoon Choi "Department of FInance, CBA University of Central FLorida" "Orlando, FL 32816" Shih-Kuo Yeh seiko@nchu.edu.tw Complete 410 0089 Pricing Credit Default Swaps with the Extended Geske-Johnson Model extended_GJ_model Shih-Kuo Yeh "National Chun Hsing University, Taiwan" Ren-Raw Chen Rutgers Business School rchen@rci.rutgers.edu seiko@nchu.edu.tw Shih-Kuo Yeh "Department of Finance at National Chun Hsing University ,250 Kuo-Kuang Rd.," Taichung 402 Taiwan Jeffrey Ng teeyong@wharton.upenn.edu Complete 350 0090 Earnings Surprises and Changes in Market Liquidity Earnings Surprises and Liquidity Changes - FMA Jeffrey Ng "University of Pennsylvania, The Wharton School" teeyong@wharton.upenn.edu Jeffrey Ng 1303 Steinberg-Dietrich Hall 3620 Locust Walk "Philadelphia, PA, 19104-6365" Jeffrey Ng teeyong@wharton.upenn.edu Complete 350 0091 Earnings Surprises and Changes in Market Liquidity Earnings Surprises and Liquidity Changes - FMA Jeffrey Ng "University of Pennsylvania, The Wharton School" teeyong@wharton.upenn.edu Jeffrey Ng 1303 Steinberg-Dietrich Hall 3620 Locust Walk "Philadelphia, PA, 19104-6365" Andrew K. Prevost prevost@ohio.edu Complete 140 0092 The Effect of Non-Binding Board Recommendations: The Case of the Dey Report and Publicly Listed Canadian Firms DeyBoardCompFMA2006.pdf Philip C English Texas Tech University Andrew K Prevost Ohio University prevost@ohio.edu Christine Panasian Texas Tech University panasianc@ba.ttu.edu philip.english@ttu.edu Andrew K. Prevost Department of Finance 236 Copeland Hall "Athens, OH 45701" Su-Jane Chen chens@mscd.edu Complete 810 0093 An Examination of Lottery Premium in Taiwan Stock Market An_Examination_of_Lottery_Premium_in_Taiwan_Stock_Market-FMA Ming-Hsiang Chen "National Chung Cheng University, Taiwan" Su-Jane Chen Metropolitan State College of Denver chens@mscd.edu Yu-Chi Cho Land Bank of Taiwan youge@ms29.hinet.net finmhc@ccu.edu.tw Su-Jane Chen 7646 S. Hudson Way "Centennial, CO 80122" "Zhuoming ""Joe"" Peng" zpeng@oswego.edu Abstract 200 0094 INCOME DEPOSIT SECURITIES: IS IT HERE TO STAY? FMA06PengIDSsPaper Zhuoming Peng SUNY Oswego zpeng@oswego.edu Zhuoming Peng 29 Birch Lane Apt 12E "Oswego, NY 13126" "Zhuoming ""Joe"" Peng" zpeng@oswego.edu Abstract 200 0095 INCOME DEPOSIT SECURITIES: IS IT HERE TO STAY? FMA06PengIDSsPaper.pdf "Zhuoming ""Joe""" Peng SUNY Oswego zpeng@oswego.edu "Zhuoming ""Joe"" Peng" 29 Birch Lane Apt. 12E "Oswego, NY 13126" "Zhuoming ""Joe"" Peng" zpeng@oswego.edu Complete 820 0096 Applying Internet-based Technologies to Teaching Corporate Finance and Investments FMA06PengInternetPaper.pdf "Zhuoming ""Joe""" Peng SUNY Oswego zpeng@oswego.edu "Zhuoming ""Joe"" Peng" 29 Birch Lane Apt. 12E "Oswego, NY 13126" Xinlei Zhao xzhao@kent.edu Complete 160 0097 Analyst Coverage and Dividend Policy Dividend_LiZhao.pdf Kai Li University of British Columbia Xinlei Zhao Kent State University xzhao@kent.edu kai.li@sauder.ubc.ca Xinlei Zhao "Department of Finance, College of Business Administration" Kent State University "Kent, OH 44242" Xinlei Zhao xzhao@kent.edu Complete 160 0098 Analyst Coverage and Dividend Policy Dividend_LiZhao.pdf Kai Li University of British Columbia Xinlei Zhao Kent State University xzhao@kent.edu kai.li@sauder.ubc.ca Xinlei Zhao "Department of Finance, College of Business Administration" Kent State University "Kent, OH 44242" Herbert E. Phillips hep@temple.edu Complete Select One 0099 The Portfolio Implications of Adding Social Security Private Account Options to Ongoing Investments PrivateAccountsPortfolioImplicationsFMA.pdf Joseph Friedman Temple University Herbert E. Phillips Temple University hep@temple.edu jfried@temple.edu Herbert E. Phillips 601 Harvard Road "Bala Cynwyd, PA 19004" Chanwit Phengpis pchanwit@yahoo.com Complete 370 0100 Performance Stability and Predictability of Equity Styles: A Time Series Analysis of Equity Style Indices PP010206 Chanwit Phengpis "California State University, Stanislaus" Wikrom Prombutr University of Texas at Arlington wikromp@yahoo.com pchanwit@yahoo.com Chanwit Phengpis 907 Village Parkway "Coppell, TX 75019" Samuel Xin Liang sxliang@ust.hk Complete 310 0101 Global Liquidity Risk GlobalLiquidityRisk_Liang_06 Samuel Xin Liang Hong Kong University of Science and Technology K.C. John Wei Hong Kong University of Science and Technology johnwei@ust.hk sxliang@ust.hk Samuel Xin Liang "30A, Tower 18, Laguna Verde, Hung Hom" Kowloon Hong Kong Samuel Xin Liang sxliang@ust.hk Complete 810 0102 Investor Sentiment and CCAPM InvestorSentiment&CCAPM_LiangXinSamuel_05_11-21 Samuel Xin Liang Hong Kong University of Science and Technology K. C. John Wei Hong Kong University of Science and Technology johnwei@ust.hk sxliang@ust.hk Samuel Xin Liang "30A, Tower 18, Laguna Verde, Hung Hom" Kowloon Hong Kong Samuel Xin Liang sxliang@ust.hk Complete 330 0103 "CCAPM, Wealth Shock, and Stock Market Anomalies" CCAPM&WealthShock_LiangXinSamuel_05 Samuel Xin Liang Hong Kong University of Science and Technology K.C. John Wei Hong Kong University of Science and Technology johnwei@ust.hk sxliang@ust.hk Samuel Xin Liang "30A, Tower 18, Laguna Verde, Hung Hom" Kowloon Hong Kong Doug McManus douglas_mcmanus@freddiemac.com Complete 320 0104 The Value of Liquidity Services in the Mortgage Market Liquidity_Services_v4.pdf Douglas A McManus Freddie Mac Buchi Ramagopal Citigroup buchi.ramagopal@citigroup.com douglas_mcmanus@freddiemac.com Doug McManus Freddie Mac - MS-484 8200 Jones Branch Drive "McLean, VA 22102" Geoffrey Friesen gfriesen2@unl.edu Complete 850 0105 A Note on the Dangers of Analyzing Price-Normalized Earnings Forecasts pricenorm_danger.pdf Geoffrey C. Friesen University of Nebraska-Lincoln gfriesen2@unl.edu Geoffrey Friesen "237 CBA, PO Box 880490" "Lincoln, NE 68588-0490" John D. Knopf jknopf@business.uconn.edu Complete 160 0106 Inside Shareholders' Effective Tax Rates and Dividends InsideShareholdersEffectiveTaxRatesandDividends John D. Knopf University of Connecticut Martin Holmen Uppsala University martin.holmen@nek.uu.se Stefan Peterson Storebrand stefan.peterson@storebrand.com jknopf@business.uconn.edu John D. Knopf One University Place "Stamford, CT 06901" Hari Sharma hsharma@vsu.edu Complete 360 0107 Credit Union Portfolio Investment Decisions: A Fuzzy Goal Programming Approach CREDIT UNION SHARMA.PDF Hari P Sharma Virginia State University Dinesh K Sharma University of Maryland Eastern Shore dksharma@umes.edu hsharma@vsu.edu Hari Sharma Department of Accounting and Finance PO Box 9047 "Petersburg, VA, 23836" Mark Klock klock@gwu.edu Complete 840 0108 Is There Power Behind the Dead Hand? An Empirical Investigation of Deadhand Poison Pills deadhandpoisonpills.pdf Katherine I. Gleason University of New Orleans Mark Klock George Washington University klock@gwu.edu kigleaso@uno.edu Mark Klock "Department of Finance, 501 Funger Hall" George Washington University "Washington, D.C. 20052" Tung-Hsiao Yang tyang1@lsu.edu Complete 170 0109 Asymmetric Pay-for-Performance and Corporate Governance in the Market Downturn Asymmetric_Pay_for_Performance.pdf Tung-Hsiao Yang Louisiana State University tyang1@lsu.edu Tung-Hsiao Yang 2713D CEBA Louisiana State University "Baton Rouge, L.A., 70803" Tung-Hsiao Yang tyang1@lsu.edu Complete 170 0110 Cost-of-capital indexed options: An alternative of stock option compensation cost_of_capital_indexed_option.pdf Tung-Hsiao Yang Louisiana State University tyang1@lsu.edu Tung-Hsiao Yang 2173D CEBA Louisiana State University "Baton Rouge, LA, 70803" Ming-Yuan Leon Li lmyleon@mail.ncku.edu.tw Complete 420 0111 Asymmetric Co-movement Behaviors between Futures and Spot Positions and Dynamic Hedge Ratios under various Volatility Regime Combinations JIMF20051229 Ming-Yuan Leon Li "Department of Accountancy, National Cheng Kung University, Taiwan" lmyleon@mail.ncku.edu.tw Ming-Yuan Leon Li "Department of Accountancy, National Cheng Kung University, Taiwan" Tainan Taiwan Keng-Yu Ho kengyuho@cc.ncu.edu.tw Complete 370 0112 Value versus Growth: Stochastic Dominance Criteria Value-Growth-FMA Abhay Abhyankar "School of Management and Economics, University of Edinburgh" Keng-Yu Ho "Department of Finance, National Central University" kengyuho@cc.ncu.edu.tw Huainan Zhao "Durham Business School, University of Durham" huainan.zhao@durham.ac.uk A.Abhyankar@ed.ac.uk Keng-Yu Ho "Department of Finance, National Central University" "Jhongli, Taoyuan 320" Taiwan San-Lin Chung chungs@management.ntu.edu.tw Complete 420 0113 Bounds and Prices of Currency Cross-Rate Options cross-rate option price bounds-FMA.pdf San-Lin Chung National Taiwan University Yaw-Huei Wang National Central University ywang@cc.ncu.edu.tw chungs@management.ntu.edu.tw San-Lin Chung "Department of Finance, National Taiwan University, 85, Section 4, Roosevelt Road," Taipei 106 Taiwan Yaw-Huei Wang yhwang@mgt.ncu.edu.tw Complete 440 0114 "Short-memory, Long-memory and Jump Dynamics in Global Financial Markets" EGARCH_Volatility_20060103.pdf Yaw-Huei Jeffrey Wang National Central University Chih-Chiang Strong Hsu National Central University cchsu@mgt.ncu.edu.tw yhwang@mgt.ncu.edu.tw Yaw-Huei Wang "Department of Finance, NCU, 300 Chung-Da Rd.," Chung-Li 320 Taiwan Andreas Krause mnsak@bath.ac.uk Complete 810 0115 Behavioral Bias of Traders: Evidence for the Disposition and Reverse Disposition Effect Krause_Yang.pdf Andreas Krause University of Bath Zhishu Yang Tsinghua University yangzhsh@em.tsinghua.edu.cn mnsak@bath.ac.uk Zhishu Yang University of Bath School of Management Bath BA2 7AY Great Britain Natalia Scotto Piqueira npiqueira@uh.edu Complete 350 0116 Marketwide Liquidity and Another Look at Liquidity RIsk marketwide_liquidity_and_another_look_at_liquidity_risk.pdf Natalia Scotto Piqueira Natalia Scotto Piqueira 334 Melcher Hall "Houston, TX 77204" Keshab Shrestha akeshab@ntu.edu.sg Complete 420 0117 A New Information Share Measure and Its Application to Futures and Spot Markets New_IS_measure_Lien_Shrestha.pdf Donald Lien "University of Texas, San Antonio" Keshab Shrestha Nanyang Technological University akeshab@ntu.edu.sg Don.Lien@utsa.edu Nanyang Business School "Nanyang Technological University, Nanyang Avenue" Singapore Singapore 639798 brian lucey blucey@tcd.ie Complete 310 0118 A Power GARCH Examination of the Gold Market parchforfma brian m lucey edel tully tullye@tcd.ie blucey@tcd.ie lucey "school of business, trinity college," dublin 2 ireland Geoffrey Friesen gfriesen2@unl.edu Complete 810 0119 Mutual Fund Flows and Investor Returns: An Empirical Examination of Fund Investor Timing Ability mf_flows_and_rets.pdf Geoffrey C. Friesen University of Nebraska-Lincoln Travis R. A. Sapp Iowa State University trasapp@iastate.edu gfriesen2@unl.edu Geoffrey Friesen "237 CBA, PO Box 880490" "Lincoln, NE 68588-0490" Jung Chul Park jpark@coba.usf.edu Complete 150 0120 Corporate Use of Derivatives and Excess Value of Diversification Diversification_Hedging J Barry Lin University of South Florida-Sarasota Christos Pantzalis University of South Florida cpantzal@coba.usf.edu Jung Chul Park University of South Florida jpark@coba.usf.edu lin@sar.usf.edu Jung Chul Park "Department of Finance, COBA" "4202 E. Fowler Avenue, BSN 3403" "Tampa, FL 33620-5500" George Athanassakos gathanassakos@ivey.uwo.ca Complete 340 0121 Value vs. Glamour Stock Returns and the Value Premium: Errors in Expectations or Risk Differences? FMA_value_vs_glamour_7_8_Jan06-blind.pdf George Athanassakos "Richard Ivey School of Business, The University of Western Ontario" gathanassakos@ivey.uwo.ca "Richard Ivey School of Business, The University of Western Ontario, 1151 Richmond Street North" "London, Ontario, Canada N6A 3K7" Canada Jung Chul Park jpark@coba.usf.edu Complete 840 0122 Corruption and Valuation of Multinational Corporations Corruption_MNCs Christos Pantzalis University of South Florida "Department of Finance, COBA" "4202 E. Fowler Avenue, BSN 3403" "Tampa, FL 33620-5500" Jung Chul Park jpark@coba.usf.edu Complete 840 0123 Corruption and Valuation of Multinational Corporations Corruption_MNCs Christos Pantzalis University of South Florida Jung Chul Park University of South Florida jpark@coba.usf.edu Ninon Sutton University of South Florida nsutton@coba.usf.edu cpantzal@coba.usf.edu "Department of Finance, COBA" "4202 E. Fowler Avenue, BSN 3403" "Tampa, FL 33620-5500" Kent Hickman hickman@jepson.gonzaga.edu Complete 180 0124 Football matches and the value of winning paperdraft7.pdf Kent A. Hickman Gonzaga University Stuart M. Cooper Aston University s.m.cooper@aston.ac.uk hickman@jepson.gonzaga.edu Kent Hickman School of Business Administration Gonzaga University "Spokane, Washington 99258" Evangelos Pet. Koumanakos koumanak@upatras.gr Complete 340 0125 Calendar Anomaly in the Greek Stock Market: Stochastic Dominance Analysis Seasonality in the Athens Market.pdf Osamah M. Al-Khazali American University of Sharjah Evangelos Koumanakos National Bank of Greece koumanak@upatras.gr Chong Soo Pyun University of Memphis cspyun@memphis.e kazali@ausharjah.edu Evangelos Koumanakos Vrachneika 25005 Patras Greece Marcelo Eduardo eduardo@mc.edu Abstract 820 0126 Creating a Money Machine: A Class Exercise Explaining Arbitrage Strategies Money Machines.pdf Marcelo Eduardo Mississippi College Mike Cudd Mississippi College cudd@mc.edu eduardo@mc.edu Marcelo Eduardo P.O. Box 4014 "Clinton, MS 39058" Rahul Surana rsurana@lecg.com Complete 410 0127 A MATRIX-BASED LATTICE MODEL TO VALUE EMPLOYEE STOCK OPTIONS A MATRIX-BASED LATTICE MODEL TO VALUE EMPLOYEE STOCK OPTIONS Mukesh Bajaj LECG Sumon Mazumdar LECG smazumdar@lecg.com Rahul Surana LECG rsurana@lecg.com Sanjay Unni LECG sanjay_unni@lecg.com mbajaj@lecg.com Sumon Mazumdar 2000 Powell Street Suite 600 "Emeryville, CA 94608" Anna Agapova ania@gsu.edu Complete 360 0128 Cross-Sectional Differences between Money Market Mutual Funds and Their Role in the Mutual Fund Families. MMMFagapova Anna Agapova Georgia State University ania@gsu.edu 1443 Iroquois Path "Atlanta, GA 30319" USA Thomas Henker t.henker@unsw.edu.au Complete 340 0129 Buying the dividend: Dividend drop ratios and tax theory in the presence of tax exempt and tax indifferent investors Buyingthedividend_FMA06.pdf Thomas Henker University of New South Wales Vyas Balasubramaniam t.henker@unsw.edu.au Thomas Henker School of Banking and Finance University of New South Wales UNSW-Sydney NSW 2052 Australia Shaojun Zhang asjzhang@ntu.edu.sg Complete 330 0130 Forward-looking Information and Stock Price around Earnings Announcement zhangEarningsSurprisesFMA James S. Ang Florida State University Shaojun Zhang Nanyang Technological University asjzhang@ntu.edu.sg jang@cob.fsu.edu Shaojun Zhang Nanyang Business School S3-B1C-91 Nanyang Avenue "Singapore, 639798" Singapore Maria Schutte maria.schutte@missouri.edu Complete 360 0131 Does Fund Size Erode Mutual Fund Performance? Evidence From Bond Funds Economies of Scale in Bond Funds Maria Gabriela Schutte University of Missouri-Columbia Xuemin (Sterling) Yan University of Missouri-Columbia yanx@missouri.edu maria.schutte@missouri.edu 342 Cornell Hall University of Missouri-Columbia "Columbia, MO 65211" David Louton dlouton@bryant.edu Complete 360 0132 Individual Investors' Asset Allocation and Number of Mutual Fund Holdings asset_alloc_Louton_Saraoglu_010506.pdf David Louton Bryant University Hakan Saraoglu Bryant University saraoglu@bryant.edu dlouton@bryant.edu David Louton Bryant University 1150 Douglas Pike "Smithfield, RI 02917-1284" Jason Wei wei@rotman.utoronto.ca Complete 420 0133 Is Systematic Risk Priced in Options? SysRisk-Options_Duan&Wei.pdf Jin-Chuan Duan University of Toronto Jason Z Wei University of Toronto wei@rotman.utoronto.ca jcduan@rotman.utoronto.ca Jason Wei 105 St. George Street "Rotman School of Management, UofT" "Toronto, Ontario, M5S 3E6" Canada Susana Yu syu@iona.edu Complete 810 0134 Reexamining the Uncertain Information Hypothesis ReexaminingUIH Robert Ferguson AnswerToGo Consulting Firm Joel Rentzler Baruch College/CUNY joel_rentzler@baruch.cuny.edu Kishore Tandon Baruch College/CUNY kishore_tandon@baruch.cuny.edu Susana Yu Iona College syu@iona.edu bobferg13@comcast.net Susana Yu 160-15 77Th Road "Fresh Meadows, NY11365" USA David A. Walker walkerd@georgetown.edu Complete 720 0135 "Emerging Markets' Deficits, Privatization, and Interest Rates" walkerfmaipaper.pdf David A Walker Georgetown University walkerd@georgetown.edu David A. Walker School of Business Georgetown Univeristy "Washington, DC 20057" Jacqueline Garner jacqueline@drexel.edu Complete 140 0136 Democracy or Disruption: Majority versus plurality voting DisruptionDemocracyFMA.pdf Jay Cai Drexel University Jacqueline L Garner Drexel University jacqueline@drexel.edu Ralph A Walkling Drexel University rw@drexel.edu jc468@drexel.edu Ralph Walkling Drexel University Finance Department "101 N 33rd Street, Room 219" Philadelphia PA 19104 Hua (Julia) Fang hf101702@ohio.edu Complete 810 0137 Longitudinal Multilevel Mixed Modeling Approach to Contrarian Investment in Preferred Stocks fangfma Hua (Julia) Fang Hua (Julia) Fang 22 First Street "Athens, Ohio, 45701" Deanne Butchey Deanne.Butchey@fiu.edu Complete 340 0138 TRADER REACTIONS AND INVESTOR RATIONALITY - A PROSPECT THEORY EXEGESIS TRADER REACTIONS AND INVESTOR RATIONALITY FULL PAPER.pdf Deanne Butchey Florida International University Ali M. Parhizgari Florida International University parhiz@fiu.edu Deanne.Butchey@fiu.edu Deanne Butchey 15800 Surrey Circle "Davie, FL 33331" David S. North dnorth@richmond.edu Complete 140 0139 The Hiring of Accounting and Finance Officers from Audit Firms: How did the Market React? Audit_hires.pdf David Scott North University of Richmond Marshall A Geiger mgeiger@richmond.edu University of Richmond Clive S Lennox Hong Kong Univ of Science and Technology accl@ust.hk dnorth@richmond.edu Robins School of Business "University of Richmond, VA 23173" Melanie Cao mcao@schulich.yorku.ca Complete 170 0140 Stocks or Options? A Theoretical Justification for Using Stocks as a Compensation Tool stock_or_option.pdf Melanie Cao "Schulich School of Business, York University" Jason Wei "Rotman Faculty of Management, University of Toronto" wei@rotman.utoronto.ca mcao@schulich.yorku.ca Melanie Cao "Schulich School of Business, York University" 4700 Keele Street "Toronto, Ontario, M3J 1P3" Canada Breck Robinson robinsob@lerner.udel.edu Abstract 520 0141 CRA Agreements and Small Business Lending: Is There a “there” There? fma Raphael W Bostic Unviversity of Southern California Breck L Robinson University of Delaware robinsob@lerner.udel.edu bostic@usc.edu Breck Robinson School of Urban Affairs and Public Policy; 190A Graham Hall; University of Delaware "Newark, DE 19716" Woojin Kim wkim5@uiuc.edu Complete 420 0142 Analyst Recommendations and Option Market Reactions rec_options_D1.pdf Woojin Kim University of Illinois wkim5@uiuc.edu Woojin Kim "Dept. of Finance, 340 Wohlers Hall, MC 706" 1206 S. Sixth St. "Champaign, IL 61820" Keith Black kblack@stuart.iit.edu Complete 540 0143 The Impact of the 2004 Research Analyst Rules on Hedge Fund Research Reports black_mauldin_sec.pdf Keith Black Illinois Institute of Technology John Mauldin Millennium Wave Investments johnm@2000wave.com 565 W Adams #643 Chicago IL 60661 Woochan Kim wc_kim@kdischool.ac.kr Complete 140 0144 Does Corporate Governance Predict Firms' Market Values? Time Series Evidence from Korea Governace_Firm_Value_Time_Series.pdf Bernard Black University of Texas Law School Woochan Kim KDI School of Public Policy and Management wc_kim@kdischool.ac.kr Hasung Jang Korea University Business School jangya@chollian.net Kyung-Suh Park Korea University Business School kspark@korea.ac.kr bblack@law.utexas.edu Woochan Kim Chungrangri-Dong Dongdaemun-Ku Seoul Korea SOTIRIS K. STAIKOURAS SKS@CITY.AC.UK Complete 510 0145 RISK-RETURN ISSUES IN DEREGULATING THE BANKING FIRM Staikouras(FMA-Banc).pdf SOTIRIS K. STAIKOURAS CASS BUSINESS SCHOOL MOHAMED NURULLAH Glasgow Caledonian University mohamed.nurullah@gcal.ac.uk SKS@CITY.AC.UK 106 BUNHILL ROW LONDON W5 2HG UK ELENA KALOTYCHOU E.KALOTYCHOU@CITY.AC.UK Complete 720 0146 FACTORS UNDERLYING THE CREDIT RISK EXPOSURE OF SOVEREIGN LOANS Kalotychou(FMA-Sovereign).pdf ELENA KALOTYCHOU CASS BUSINESS SCHOOL SOTIRIS K. STAIKOURAS CASS BUSINESS SCHOOL SKS@CITY.AC.UK E.KALOTYCHOU@CITY.AC.UK ELENA KALOTYCHOU 106 BUNHILL ROW LONDON W5 2HG UK Thomas H. Thompson thomas.thompson@lamar.edu Complete 350 0147 Does When-issued Trading Influence Spin-off Ex-date Returns? When-issued.pdf Thomas H Thompson Lamar University Vince Apilado University of Texas at Arlington apilado@uta.edu thomas.thompson@lamar.edu Thomas H. Thompson PO Box 10045 "Beaumont, TX 77710" Fabrizio Ferri fferri@hbs.edu Complete 140 0148 Board of Directors’ Responsiveness to Shareholders: Evidence from Majority-Approved Shareholder Proposals ResponsivenessFF Fabrizio Ferri Harvard Business School Yonca Ertimur Stanford Graduate School of Business Ertimur_Yonca@gsb.stanford.edu Stephen Stubben Stanford Graduate School of Business sstubben@stanford.edu fferri@hbs.edu Fabrizio Ferri Morgan Hall 387 Harvard Business School Soldiers Field Cambridge MA 02163 Mei Qiu m.qiu@massey.ac.nz Complete 360 0149 A Superior International Asset Allocation Strategy QiuPinfoldRoseFMA06 Mei Qiu "Lecturer in Finance, Massey University" John Fraser Pinfold "Associate Professor, Massey University" J.F.Pinfold@massey.ac.nz Lawrence C. Rose "Professor, Massey University" L.C.Rose@massey.ac.nz m.Qiu@massey.ac.nz Mei Qiu "Dept. of Commerce, Private Bag 102 904, North Shore Mail Centre" Auckland New Zealand Wook Sohn wooksohn@kdischool.ac.kr Complete 510 0150 Banks¡¯ Lending Decisions After Loan Acquisitions: Do Banks Favor Pre-existing Relationships? Banks_Lending_Decisions Wook Sohn KDI School Hyo-soon Choi University of Michigan and KDIC hschoi@bus.umich.edu wooksohn@kdischool.ac.kr Wook Sohn "207-43 Cheongnyangri 2-dong, Dongdaemoon-gu" "Seoul, 130-868" Korea Stefan Hirth stefan.hirth@fbv.uni-karlsruhe.de Complete 110 0151 Investment Timing and Endogenous Default BlackCoxRO.pdf Stefan Hirth "Chair of Financial Engineering and Derivatives, Universität Karlsruhe (TH)" Marliese Uhrig-Homburg "Chair of Financial Engineering and Derivatives, Universität Karlsruhe (TH)" derivate@fbv.uni-karlsruhe.de stefan.hirth@fbv.uni-karlsruhe.de "Universität Karlsruhe (TH), Inst. FBV" Postfach 6980 Karlsruhe 76128 Germany thomas lagoarde-segot lagoardt@tcd.ie Complete 720 0152 Financial Contagion in Emerging Markets: Evidence from the Middle East and North Africa ContagionMENA thomas lagoarde-segot tcd dublin brian michael lucey tcd dublin blucey@tcd.ie lagoardt@tcd.ie "iiis, arts block, 6th floor, trinity college, college green" dublin 8 ireland Ted Moorman ted.moorman@unh.edu Complete 710 0153 Foreign Exchange Risk and the Cross Section of Stock Returns ForeignExchangeRiskandtheCrossSectionofStockReturns.pdf James W. Kolari Texas A&M University Ted C. Moorman University of New Hampshire ted.moorman@unh.edu Sorin M. Sorescu Texas A&M University ssorescu@mays.tamu.edu J-Kolari@tamu.edu 15 College Road McConnell Hall "Durham, NH 03824" Elizabeth Webb elizabeth.webb@phil.frb.org Complete 540 0154 Sarbanes-Oxley Compliance and Violation: An Emprical Study SOX_Compliance.pdf Elizabeth Webb Federal Reserve Bank of Philadelphia elizabeth.webb@phil.frb.org Elizabeth Webb SRC - 7th Floor Ten Independence Mall "Philadelphia, PA 19106" Ted Moorman ted.moorman@unh.edu Complete 140 0155 Large But Not Good LargeButNotGood.pdf Ted C Moorman University of New Hampshire ted.moorman@unh.edu 15 College Road McConnell Hall "Durham, NH 03824" thomas lagoarde-segot lagoardt@tcd.ie Complete 720 0156 Portfolio Allocations in the Middle Est and North Africa PortfolioMENA thomas lagoarde-segot tcd brian michael lucey tcd blucey@tcd.ie lagoardt@tcd.ie thomas lagoarde-segot "iiis, 6th floor, arts block, trinity college, college green" dublin 8 ireland Ted Moorman ted.moorman@unh.edu Complete 710 0157 Foreign Exchange Risk and the Cross Section of Stock Returns ForeignExchangeRiskandtheCrossSectionofStockReturns.pdf James W. Kolari Texas A&M University Ted C. Moorman University of New Hampshire ted.moorman@unh.edu Sorin M. Sorescu Texas A&M University ssorescu@mays.tamu.edu J-Kolari@tamu.edu 15 College Road McConnell Hall "Durham, NH 03824" Patrick Dennis pjd9v@virginia.edu Complete 420 0158 Microstructural Biases in Empirical Tests of Option Pricing Models MicrostructuralBiasesInOptionPrices-2006-01-09.pdf Patrick John Dennis University of Virginia Stewart Mayhew SEC MayhewS@SEC.GOV pjd9v@virginia.edu University of Virginia Monroe Hall "Charlottesville, VA 22903" Shekar Shetty sshetty@wnec.edu Complete 140 0159 Further Evidence on Insider Trading and Merits of Securities Class Action Insider Trading and Securities Class Action Zahid Iqbal Texas Southern University Shekar Shetty Western New England College sshetty@wnec.edu Kun Wang Texas Southern University wangk@tsu.edu iqbal_zx@tsu.edu "School of Business, Western New England College" 1215 Wilbraham Road "Springfield, MA 01119" Lei Lu lei.lu@mail.mcgill.ca Complete 330 0160 Asset Pricing in a Monetary Economy with Heterogeneous Beliefs Heterogeneous_Beliefs_Money Benjamin Croitoru McGill University Lei Lu McGill University lei.lu@mail.mcgill.ca benjamin.croitoru@mcgill.ca "1819 De Maisonneuve West, Apt. 201" "Montreal, Quebec, H3H 1K1" Canada Morris Knapp mknapp@mdc.edu Complete 510 0161 The Impact of Persistence and Mean Reversion of Bank Profitability on Post-Merger Performance in the Banking Industry Persistence and Mean Reversion in Bank Merger Results 12-11-05 WO tracking.pdf Morris Knapp Miami Dade College Alan Gart Indiana University of Pennsylvania agart@comcast.net Mukesh Chaudhry Indiana University of Pennsylvania chaudhry@iup.edu mknapp@mdc.edu Morris Knapp 300 NE 2nd Avenue Room 3704-30 "Miami, FL 33132" Anne Anderson ama6@lehigh.edu Complete 140 0162 A Cross Country Comparison of Corporate Governance and Firm Performance Nexus: Do Financial Structure and the Legal System of a Country Matter? CGfirm performance and legal system-FMA.pdf Anne Anderson Lehigh University Parveen Gupta Lehigh University ppg0@lehigh.edu ama6@lehigh.edu Anne Anderson 621 Taylor St "Bethlehem, PA 18015" Ben Branch branchb@som.umass.edu Complete 150 0163 Hostile Takeovers and Arbitrage Opportunities hostiletakeover Taewon Yang "California State University, San Bernardino" taewon@csusb.edu 121 Presidents Dr "Amherst, MA, 01003" Ben Branch branchb@som.umass.edu Complete 150 0164 Hostile Takeovers and Arbitrage Opportunities hostiletakeover Taewon Yang "California State University, San Bernardino" taewon@csusb.edu 121 Presidents Dr "Amherst, MA, 01003" Ben Branch branchb@som.umass.edu Complete 140 0165 Merger Deal Structure and Investment Strategy: Collar Mergers dealstructure Taewon Yang "California State University, San Bernardino" taewon@csusb.edu 121 Presidents Dr "Amherst, MA, 01003" Imen Tebourbi imen.tebourbi@hec.ca Complete 150 0166 Bidder’s Shareholder Wealth effects of Canadian cross-border and domestic acquisitions - the role of corporate governance differences cross_border_MA Imen Tebourbi Université Paris Dauphine imen.tebourbi@hec.ca Imen Tebourbi "Cereg, Université Paris IX Dauphine, Place du Maréchal de Lattre de Tassigny" 75776 Paris Cedex 16. France Kent Hickman hickman@jepson.gonzaga.edu Complete 820 0167 Conference Quality ConferenceQuality1.pdf Kent Hickman Gonzaga University Mark Shrader Gonzaga University shrader@jepson.gonzaga.edu Dan Friesner friesner@jepson.gonzaga.edu hickman@jepson.gonzaga.edu Kent Hickman School of Business Administration Gonzaga University "Spokane, Washington 99258" Timothy Burch tburch@miami.edu Complete 730 0168 Why Do US Firms List Abroad US-Abroad.pdf Timothy R Burch University of Miami Larry Fauver University of Miami lfauver@miami.edu tburch@miami.edu Larry Fauver P.O. Box 248094 "Coral Gables, FL 33124-6552" Brian Adams adamsbr@up.com Complete 540 0169 The Impact of the Quiet Period on IPO Volatility QPpaper_FMA.pdf Brian J Adams University of Portland Daniel A Rogers Portland State University danr@sba.pdx.edu Deepika Bagchee Northeastern Illinois University D-Bagchee@neiu.edu adamsbr@up.com Brian Adams 5000 N. Willamette Blvd. "University of Portland, Pamplin School of Business" "Portland, OR 97203" Thomas J. O'Brien thomas.obrien@uconn.edu Complete 440 0170 "FOREIGN EXCHANGE EXPOSURE, ELASTICITY OF DEMAND, AND MARGINAL COST" FX-Elasticity-1-06 Thomas J. O'Brien University of Connecticut thomas.obrien@uconn.edu Thomas J. O'Brien "School of Business, U-1041F" 2100 Hillside Rd "Storrs, CT 06269" Jason Fink finkjd@jmu.edu Complete 820 0171 Monte Carlo Simulation for Advanced Option Pricing: A Simplifying Approach Fink_&_Fink_-_Monte_Carlo_For_Advanced_Option_Pricing.pdf Jason Fink James Madison University Kristin E Fink James Madison University finkke@jmu.edu finkjd@jmu.edu James Madison University MSC 0203 "Harrisonburg, VA 22807" Ronald W. Spahr rspahr@memphis.edu Complete 180 0172 THE IMPACT OF TAX STRUCTURE FROM A FINANCIAL STAKEHOLDER PERSPECTIVE Tax Structure-Stakeholder Perspective FMA version 1-9-06.pdf Ronald W Spahr University of Memphis Pankaj Jain University of Memphis pjain@memphis.edu Fariz Huseynov University of Memphis fhuseynv@memphis.edu rspahr@memphis.edu Ronald W. Spahr "Department of Finance, Insurance and Real Estate" University of Memphis "Memphis, TN 38152-3120" Qingzhong Ma qingzhom@usc.edu Complete 150 0173 Mergers and Investment Banks: How Do Banks Help Targets? MaIBTarget Qingzhong Ma University of Southern California qingzhom@usc.edu 2617 Ellendale PL APT 3 "Los Angeles, CA 90007" Qingzhong Ma qingzhom@usc.edu Complete 150 0174 Seller Pressures and Buyer Returns in the Market for Corporate Assets MaAssetSale Qingzhong Ma University of Southern California qingzhom@usc.edu 2617 Ellendale PL APT 3 "Los Angeles, CA 90007" Yaqi Shi n_shi@jmsb.concordia.ca Complete 190 0175 Voluntary Disclosure and the Cost of Capital: Evidence from Management Earnings Forecasts ManagementForecast.pdf Joung Kim Concordia University Yaqi Shi Concordia University n_shi@jmsb.concordia.ca jkim@jmsb.concordia.ca Yaqi Shi "GM 600-22, 1455 de Maisonneuve Blvd. West" "John Molson School of Business, Concordia University" "Montreal, Quebec, H3H 2G6" Canada Thomas Henker t.henker@unsw.edu.au Complete 340 0176 The vanishing abnormal returns of momentum strategies and ‘front-running’ momentum strategies Frontrunning_FMA06.pdf Thomas Henker Martin Martens mmartens@few.eur.nl Robert Huynh t.henker@unsw.edu.au Thomas Henker School of Banking and Finance University of New South Wales UNSW-Sydney NSW2052 Australia Julia L.K. Henker j.henker@unsw.edu.au Complete 810 0177 Bursting bubbles: Linking experimental financial market results to field market data burstingbubbles_FMA06.pdf Julia L.K. Henker Sian Owen sian.owen@unsw.edu.au j.henker@unsw.edu.au Julia Henker School of Banking and Finance University of New South Wales UNSW-Sydney NSW2052 Australia asc sa@ue.edu Complete 560 0178 study sdd df sdfsdfa sdfas sdfds ytyrrtyr dd slkfa ksjd "fdjgis, TX 65478" Fabrizio Ferri fferri@hbs.edu Complete 170 0179 Stock Option Expensing: Evidence from Shareholder Votes FMAexpensing2006 Fabrizio Ferri Harvard Business School Tatiana Sandino University of Southern California sandino@marshall.usc.edu Garen Markarian Concordia University gmarkarian@jmsb.concordia.ca fferri@hbs.edu Fabrizio Ferri Morgan Hall 387 Harvard Business School Soldiers Field Boston MA 02163 Chendi Zhang c.zhang@uvt.nl Complete 360 0180 Is ethical money financially smart? ethical200601.pdf Luc Renneboog "CentER, Tilburg University and ECGI" Jenke ter Horst "CentER, Tilburg University" j.r.terhorst@uvt.nl Chendi Zhang Sheffield University Management School c.zhang@uvt.nl luc.renneboog@uvt.nl Chendi Zhang "Finance Department, Tilburg University, POBox 90153" "Tilburg, 5000 LE" Netherlands Hong Wan hwan@coba.usf.edu Complete 200 0181 stock market liquidity and long run stock performance of debt issuers stockmarketliquidityandlongrunstockperformanceofdebtissuers.pdf Alexander W. Butler The University of Texas at Dallas Hong Wan University of South Florida hwan@coba.usf.edu butler@utdallas.edu "College of Business Administration - University of South Florida,4202 E. Fowler Avenue, BSN 3403" "Tampa, FL 33612" USA Jong C. Rhim jrhim@usi.edu Complete 110 0182 "Interrelationships among Debt, Investment and Dividend Policies: Evidence from South Korea" FMA06_SKorea_3SLS.pdf Yong Hyun Kim Hansei University Jong Chul Rhim University of Southern Indiana jrhim@usi.edu yhk@hansei.ac.kr Yong H. Kim University of Southern Indiana 8600 University Blvd. "Evansville, IN 47712" RAVI RAVICHANDRAN Ravi@byu.edu Complete 140 0183 REPUTATIONAL BONDING WITH RESTRICTED GLOBAL DEPOSITARY RECEIPTS Reputational_Bonding.pdf MICHAEL PINEGAR BRIGHAM YOUNG UNIVERSITY RAVI RAVICHANDRAN BRIGHAM YOUNG UNIVERSITY Ravi@byu.edu jmp5@byu.edu MICHAEL PINEGAR Marriott School of Management 660 Tanner Building BRIGHAM YOUNG UNIVERSITY "PRPVO, UTAH 84602" David M. Smith ds693@albany.edu Complete 360 0184 An Empirical Analysis of Retail S&P 500 Index Funds with Diverse Expense Ratios IndexFunds-FMA2006-01-02-06.pdf John A. Haslem University of Maryland H. Kent Baker American University kbaker@american.edu David M. Smith University at Albany (SUNY) ds693@albany.edu jhaslem@rhsmith.umd.edu H. Kent Baker Business Administration 309 Finance Department / University at Albany "Albany, NY 12222" Ebru Reis ereis1@gsu.edu Complete 170 0185 Target Manager Incentives and Takeover Wealth Gains: An Empirical Investigation Target_Manager_Incentives.pdf Ebru Reis Georgia State University ereis1@gsu.edu 2117 Lake Park Dr. Apt L "Smyrna, GA, 30080" Michael King mking@bankofcanada.ca Complete 180 0186 "The Long-Term Effects of Cross-Listing, Investor Recognition, and Ownership Structure on Valuation" CrosslistInvestorRecognitionOwnership.pdf Michael R King Bank of Canada Dan Segal "Rotman School of Business, University of Toronto" mking@bankofcanada.ca Michael R. King Bank of Canada 234 Wellington "Ottawa, Ontario, K1A 0G9" Canada Rahul Ravi rravi@ualberta.ca Complete 350 0187 Opacity of a firm and information asymmetry in the financial market Opacity of a firm and information asymmetry in the financial market Rahul Ravi Rahul Ravi "Appt # 1907, 8515-112 street" "Edmonton, Alberta, T6G1K7" Canada L. Dwayne Barney ldbarney@boisestate.edu Abstract 860 0188 An Empirical Examination of Corporate vs. Personal Saving CorporateSaving.pdf Lloyd Dwayne Barney Boise State University Diane Schooley Boise State University dschoole@boisestate.edu ldbarney@boisestate.edu Lloyd Dwayne Barney Department of Marketing and Finance Boise State University "Boise, Idaho, 83725" Henrik Cronqvist henrik.cronqvist@cob.osu.edu Complete 140 0189 Do Entrenched Managers Pay Their Workers More? WAGE_12022005.pdf Henrik Cronqvist The Ohio State University Fredrik Heyman The Research Institute of Industrial Economics Mattias Nilsson Worcester Polytechnic Institute nilsson@wpi.edu Helena Svaleryd The Research Institute of Industrial Economics henrik.cronqvist@cob.osu.edu Henrik Cronqvist 840 Fisher Hall 2100 Neil Avenue "Columbus, OH 43210-1399" Sheen Liu sxliu@ysu.edu Complete 110 0190 " Performance Standards, CEO Compensation and Pay Sensitivity Estimates" Contract.pdf Peter Woodlock Youngstown State University Sheen Liu Youngstown State University sxliu@ysu.edu p_woodlock@yahoo.com Sheen Liu Dept. Accounting and Finance One University Plaza "Youngstown, Ohio 44555" Yi Wang towangyi@yahoo.com Complete 140 0191 "OWNERSHIP STRUCTURE, INVESTMENT DECISION AND MARKET VALUATION" ownership structure investment market valuation Yi Wang Cleveland State University Chenchu Bathala Cleveland State University cbathala@yahoo.com towangyi@yahoo.com Yi Wang "Cleveland State University, Department of Finance, Room BU215, Nance College of Business Administration," 2121 Euclid Avenue "Cleveland, OH 44115" Lorne Switzer switz@jmsb.concordia.ca Complete 140 0192 Small-Caps Firm Performance govlskkfma.pdf Lorne Switzer Concordia University Catherine Kelly Concordia University katie_kelly80@hotmail.com switz@jmsb.concordia.ca Lorne Switzer "Finance Department, John Molson School of Business, Concordia University" 1455 De Maisonneuve Blvd. W. "Montreal, Quebec H3G 1M8" Canada Xiaoquan Jiang xq.jiang@uni.edu Complete 200 0193 Equity Issues and Aggregate Market Returns under Information Asymmetry Sdraft_FMA Xiaoquan Jiang University of Northern Iowa Bong-Soo Lee Florida State University Blee2@garnet.acns.fsu.edu xq.jiang@uni.edu Xiaoquan Jiang 313 CBB College of Business Administration University of Northern Iowa "Cedar Falls, IA 50614" Na Dai ndai@ku.edu Complete 200 0194 Do Venture Capitalists Add Value to Public Firms? Evidence from VC-Led PIPEs VCPIPE Na Dai University of Kansas ndai@ku.edu Na Dai "School of Business, University of Kansas" "Lawrence, KS 66044" Youngsoo Kim ykim39@gmail.com Complete 350 0195 "Volatility, Market Structure, and Liquidity" Volatility_Market_Structure_and_LiquidityFMA2006.pdf Kee H. Chung "SUNY, Buffalo" Youngsoo Kim University of Regina ykim39@gmail.com keechung@buffalo.edu Youngsoo Kim 745 Massey Way "Edmonton, Alberta, T6R 3S6" Canada Onur Bayar bayar@bc.edu Complete 200 0196 IPOs or Acquisitions? A Theory of the Choice of Exit Strategy by Entrepreneurs and Venture Capitalists iposoracquisitionsfma2006.pdf Onur Bayar Boston College Thomas Chemmanur Boston College chemmanu@bc.edu bayar@bc.edu Thomas Chemmanur 270 Babcock Street Apt 17J "Boston, MA, 02215" Satish Thosar satish_thosar@redlands.edu Complete 200 0197 IPO pricing in the post-bubble era: Partial adjustment revisited Jaggia_Thosar_Partial.pdf Sanjiv Jaggia Suffolk University Satish Thosar University of Redlands satish_thosar@redlands.edu sjaggia@beaconhill.org Satish Thosar University of Redlands "School of Business, 1200 E Colton Ave, PO Box 3080" "Redlands, CA 92373" Chander Shekhar c.shekhar@unimelb.edu.au Complete 350 0198 "NET ORDER FLOW, INFORMATION ASYMMETRY, AND PRICE REACTIONS AROUND EARNINGS ANNOUNCEMENTS" NOF_Earnings_Announcements Murat Aydogdu Bryant University Chander Shekhar University of Melbourne c.shekhar@unimelb.edu.au maydogdu@bryant.edu Chander Shekhar "Dept. of Finance, University of Melbourne" "Parkville, VIC 3010" Australia Satish Thosar satish_thosar@redlands.edu Complete 200 0199 Auctions versus book-built IPOs: Further evidence Pettway_Auctions.pdf Richard Pettway University of Florida Satish Thosar University of Redlands satish_thosar@redlands.edu Scott Walker "University of Technology, Australia" scott.walker@uts.edu.au richard.pettway@cba.ufl.edu Satish Thosar University of Redlands "School of Business, 1200 E Colton Ave, PO Box 3080" "Redlands, CA 92373" Mark H. Liu hlliu2@uky.edu Complete 340 0200 Does more information in stock price lead to greater or smaller firm-specific return variation? FSRV01102006_Mark.pdf Dong Wook Lee University of Kentucky Mark H. Liu University of Kentucky hlliu2@uky.edu dong.lee@uky.edu Mark H. Liu 445J Gatton College of B&E University of Kentucky "Lexington, KY40506" U.S.A. Laura Yue Liu yueliu@uoregon.edu Complete Select One 0201 Does Institutional Investor Composition Influence Managerial Myopia? The Case of Accounting Restatements DoesInstitutionalInvestorCompositionInfluenceManagerialMyopiaTheCaseofAccountingRestatements.pdf Laura Yue Liu University of Oregon yueliu@uoregon.edu 2421 Madrona Dr "Eugene, OR 97403" Qiang Kang q.kang@miami.edu Complete 170 0202 Looking who's also minding your business: The impact of credit rating changes on ceo incentives rating_incentive_kang&Liu.pdf Qiang Kang University of Miami Qiao Liu University of Hong Kong qliu@hku.hk q.kang@miami.edu Qiang Kang 11092 Boston Drive "Cooper City, FL 33026" Wan-Jiun Paul Chiou wpchio@ship.edu Complete 360 0203 Who Benefits More From International Diversification? Who_Benefit_More_From_In_Diversification011006 Wan-Jiun Paul Chiou "Old Main Dr., Department of Finance" Shippensburg University "Shippensburg, PA 17257" Suluck Pattarathammas suluckp@tu.ac.th Complete 730 0204 World and Regional Factors in Stock Market Returns WorldRegion Suluck Pattarathammas Thammasat University Anya suluckp@tu.ac.th 2 Prachan Road Bangkok 10200 Thailand Suluck Pattarathammas suluckp@tu.ac.th Complete 730 0205 World and Regional Factors in Stock Market Returns WorldRegion Suluck Pattarathammas Thammasat University Anya Khanthavit Thammasat University akhantha@.tu.ac.th suluckp@tu.ac.th Suluck Pattarathammas 2 Prachan Road Bangkok 10200 Thailand Suluck Pattarathammas suluckp@tu.ac.th Complete 730 0206 World and Regional Factors in Stock Market Returns WorldRegion Suluck Pattarathammas Thammasat University Anya Khanthavit Thammasat University akhantha@.tu.ac.th suluckp@tu.ac.th Suluck Pattarathammas 2 Prachan Road Bangkok 10200 Thailand Narayanan Jayaraman narayanan.jayaraman@mgt.gatech.edu Complete 140 0207 The Market for Non-Executive Directors market_for_directors_10_30_2005 Rajesh Chakrabarti Georgia Institute of Technology Richard Fu Georgia Institute of Technology richard.fu@mgt.gatech.edu Narayanan Jayaraman Georgia Institute of Technology narayanan.jayaraman@mgt.gatech.edu Rasha Ashraf Georgia Institute of Technology rasha.ashraf@mgt.gatech.edu rajesh.chakrabarti@mgt.gatech.edu Narayanan Jayaraman "Georgia Institute of Technology, 800 West Peachtree Street" "Atlanta, GA 30332-0520" George S. Swales. Jr. georgeswales@missouristate.edu Abstract 370 0208 Characteristics and Performance of U.S. Sector Funds in Index Investing Sector_Index_Investing_FMA2006.pdf C. Edward Chang Missouri State University George S. Swales Missouri State University georgeswales@missouristate.edu edwardchang@missouristate.edu C. Edward Chang "FGB Department, Missouri State University" 901 S. National "Springfield, MO. 65897" George S. Swales. Jr. georgeswales@missouristate.edu Abstract 370 0209 Characteristics and Performance of U.S. Sector Funds in Index Investing Sector_Index_Investing_FMA2006.pdf C. Edward Chang Missouri State University George S. Swales Missouri State University georgeswales@missouristate.edu edwardchang@missouristate.edu "FGB Department, Missouri State University" 901 S. National "Springfield, MO. 65897" George S. Swales. Jr. georgeswales@missouristate.edu Abstract 370 0210 Characteristics and Performance of U.S. Sector Funds in Index Investing Sector_Index_Investing_FMA2006.pdf C. Edward Chang Missouri State University George S. Swales Missouri State University georgeswales@missouristate.edu edwardchang@missouristate.edu C. Edward Chang "FGB Department, Missouri State University" 901 S. National "Springfield, MO. 65897" George S. Swales. Jr. georgeswales@missouristate.edu Abstract 370 0211 How Do Socially Responsible Funds Stack Up? Socially_Resp_Funds_FMA2006.pdf C. Edward Chang Missouri State University George S. Swales Missouri State University georgeswales@missouristate.edu edwardchang@missouristate.edu C. Edward Chang "FGB Department, Missouri State University" 901 S. National "Springfield, MO. 65897" Xiaoli Wang prettypear@gmail.com Complete 850 0212 Inferring Underwriter Intervention on First Day IPO Market-- A Comparison of Two Methods of Gauging Price Support IPO_twomethods Emilio Venezian Rutgers University Xiaoli Wang Rutgers University prettypear@gmail.com emilio_venezian@yahoo.com Xiaoli Wang 300 N. Randolphville Rd. Apt 131 "Piscataway, NJ, 08854" Crystal Lin cylin@eiu.edu Complete 870 0213 Real Estate Mutual Funds: A Style Analysis remf011106.pdf Crystal Lin Eastern Illinois University Kenneth Yung Old Dominion University kyung@odu.edu cylin@eiu.edu Crystal Lin "3026 Lumpkin Hall, School of Business, Eastern IL University" "Charleston, IL 61920" April Knill aknill@cob.fsu.edu Complete 840 0214 "Securities Laws, Firm Size, and Capital Issuance" SecuritiesLaws_011106.pdf April Michele Knill Florida State University Nela Thomas Richardson Freddie Mac nela_richardson@freddiemac.com aknill@cob.fsu.edu April Knill 254 Rovetta Business Building Florida State University "Tallahassee, FL 32306" Dr. Suman Banerjee Suman.Banerjee@tulane.edu Complete 440 0215 Managing Operational Risk: Framework For Financial Institution OpRiskFrameworkSBKB.pdf Suman Banerjee "A.B Freeman School, Tulane University" Kulwinder Banipal "A.B Freeman School, Tulane University" kbanipal@tulane.edu suman.banerjee@tulane.edu Dr. Suman Banerjee M136 Goldring/Woldenburg Hall II "A.B Freeman School, Tulane University" "New Orleans, LA, 70118" H.A. Rijken hrijken@feweb.vu.nl Complete 120 0216 Are Outlooks and Rating Reviews capable to bridge the gap between the agencies through-the-cycle and short-term point-in-time perspectives? outlook_rating.pdf Edward I. Altman "New York University, Stern School of Business" Herbert A. Rijken Vrije University Amsterdam hrijken@feweb.vu.nl ealtman@stern.nyu.edu De Boelelaan 1105 "Amsterdam, 2202HW" The Netherlands Herbert Rijken hrijken@feweb.vu.nl Complete 340 0217 Calendar patterns in momentum profits calendar_momentum.pdf Herbert A. Rijken Vrije Unieversity Amsterdam De Boelelaan 1105 2202HW Amsterdam The Netherlands Keng-Yu Ho kengyuho@cc.ncu.edu.tw Complete 200 0218 Initial Public Offerings: An Asset Allocation Perspective IPOMV-FMA.pdf Hsuan-Chi Chen "Yuan Ze University, Taiwan" Keng-Yu Ho "National Central University, Taiwan" kengyuho@cc.ncu.edu.tw Cheng-Huan Wu "Yuan Ze University, Taiwan" chenghuanwu@yahoo.com.tw chenh@saturn.yzu.edu.tw Keng-Yu Ho "Department of Finance, National Central University" "Jhongli, Taoyuan 320" Taiwan Xiaoqing Eleanor Xu xuxe@shu.edu Complete 360 0219 What Drives the Return on Venture Capital Funds? VCDET_FMA Xiaoqing Eleanor Xu Seton Hall University xuxe@shu.edu Xiaoqing Eleanor Xu 400 South Orange Avenue "Stillman School of Business, Seton Hall University" "South Orange, NJ 07079" Unyong Pyo upyo@brocku.ca Complete 430 0220 Bounds on Real Options in Incomplete Markets with Risk Aversion Bounds FMA.pdf Antonio S. Mello University of Wisconsin - Madison Unyong Pyo Brock University upyo@brocku.ca amello@bus.wisc.edu Unyong Pyo "Brock University, Dept. of Finance, Operations, and Information Systmems" 500 Glenridge Ave. "St. Catharines, ON L2S3A1" Canada Antonio Camara acamara@umflint.edu Complete 170 0221 Compensation under Manipulation CUM-CH Antonio Camara Camara University of Michigan-Flint Vicky Henderson Princeton University vhenders@princeton.edu acamara@umflint.edu Antonio Camara University of Michigan-Flint "Management School, 3118 WSW building" "Flint, MI, 48502" Mark J. Perry mjperry@umich.edu Complete 340 0222 An Examination of Investor Reaction to Unexpected Political and Economic Events in Turkey InvestorReactionTurkeyFMA2006.pdf Mark J. Perry University of Michigan-Flint Seyed Mehdian University of Michigan-Flint seyed@umflint.edu Tevfik Nas University of Michigan-Flint tnas@umflint.edu mjperry@umich.edu Mark Perry University of Michigan-Flint School of Management "Flint, MI 48502" Qingzhong Ma qingzhom@usc.edu Complete 150 0223 Seller Pressures and Buyer Returns in the Market for Corporate Assets MaAssetSale Qingzhong Ma University of Southern California qingzhom@usc.edu 2617 Ellendale PL APT 3 "Los Angeles, CA 90007" Yintian Wang yintian.wang@mail.mcgill.ca Complete 370 0224 Volatility Components: Affine Restrictions and Non-normal Innovations CJW2.pdf Peter Christoffersen McGill University Kris Jacobs McGill University kris.jacobs@mcgill.ca yintian Wang McGill University yintian.wang@mcgill.ca peter.christoffersen@mcgill.ca Yintian Wang 3460 Durocher Apt 1105 "Montreal, Quebec, H2X 2E3" Canada Udomsak (Jeff) Wongchoti J.wongchoti@massey.ac.nz Complete 730 0225 Speed of learning about firms' profitability and their price multiples: A global Perspective speed of learning about firms' profitability Jain Wongchoti pankaj Jain University of Memphis udomsak wongchoti Massey University j.wongchoti@massey.ac.nz pjain@memphis.edu Udomsak Wongchoti "Department of Finance, Banking, and Property, Massey University, Private Bag 11222, Palmerston North, New Zealand" Palmerston North New Zealand Debra Drecnik Worden dworden@georgefox.edu Complete 810 0226 Understanding the Wealth Effect: New Evidence From Household Data UnderstandingWealthEffect.pdf Diane K Schooley Boise State University Debra Drecnik Worden George Fox University dworden@georgefox.edu dschoole@boisestate.edu Diane Schooley and Debra Drecnik George Fox University 414 N. Meridian St. Box 6243 "Newberg, OR 97132" Debra Drecnik Worden dworden@georgefox.edu Complete 810 0227 Understanding the Wealth Effect: New Evidence From Household Data UnderstandingWealthEffect.pdf Diane K Schooley Boise State University Debra Drecnik Worden George Fox University dworden@georgefox.edu dschoole@boisestate.edu Diane Schooley and Debra D. Worden George Fox University 414 N. Meridian St. Box 6243 "Newberg, OR 97132" Kyong Shik Eom kseom@ksri.org Complete 350 0228 "Traders' anonymity, market quality, and foreign traders' superior information: Evidence from the Korea Exchange" TradersAnonymityFMA.pdf Kyong Shik Eom Korea Securities Research Institute and UC Berkeley Sang Buhm Hahn Korea Securities Research Institute sbhahn@ksri.org Junghoon Seon Korea Securities Research Institute jhseon@ksri.org kseom@ksri.org Kyong Shik Eom "Korea Securities Research Institute, 33 Yoido-dong," "Youngdeungpo-gu," "Seoul, 150-977" Korea Dr Eliza Wu e.wu@unsw.edu.au Complete 530 0229 FOREIGN EXCHANGE EXPOSURE: EVIDENCE FROM THE UNITED STATES INSURANCE INDUSTRY Forex_exposure_in_Insurance.pdf DongHui Li University of NSW Fariborz Moshirian University of NSW f.moshirian@unsw.edu.au Timothy Wee JP Morgan Chase timothy.wee@gmail.com Eliza Wu University of NSW e.wu@unsw.edu.au donghui@unsw.edu.au Dr Eliza Wu "School of Banking and Finance, Faculty of Commerce and Economics, UNSW" NSW Australia Yibing Du yangziport@yahoo.com Complete 870 0230 "Information Asymmetry, Market Liquidity, and the Age of Residential Property" Information Asymmetry Residential Property - Yibing Du Yibing Du Andrew Hansz hansz@uta.edu yangziport@yahoo.com Yibing Du "Dept. of Finance and Real Estate, UTA BOX 19449, The University of Texas at Arlington, Arlington, TX76019, USA" "Arlington, TX76019" USA Yibing Du yangziport@yahoo.com Complete 420 0231 Forward Premium and Volatility in Natural Gas Futures ForwardPremiumNaturalGasYibing Du Yibing Du Yijun Du Yibing Du "Dept. of Finance and Real Estate, UTA BOX 19449, The University of Texas at Arlington, Arlington, TX76019, USA" "Arlington, TX76019" USA Paramita Bandyopadhyay Paramita.Bandyopadhyay@utsa.edu Complete 730 0232 Intraday Price Discovery in the DJIA Index Markets DJIAIndexMarkets.pdf Paramita Bandyopadhyay University of Texas at San Antonio Yang-Ping Shen Yuan Ze University finyps@saturn.yzu.edu.tw Paramita.Bandyopadhyay@utsa.edu Paramita Bandyopadhyay 9835 Fredericksburg Rd # 1023 "San Antonio, TX 78240" Zhenyu Wu zhenyu.wu@haskayne.ucalgary.ca Complete 890 0233 An Alternative View of Corporate Governance in Small Family Firms: Monitoring and Professionalization AnAlternativeViewOfCorporateGovernanceInSmallFamilyFirms Zhenyu Wu University of Calgary zhenyu.wu@haskayne.ucalgary.ca Zhenyu Wu "2500 University Drive, NW" "Calgary, AB, T2N 1N4" Canada Phillip J. McKnight phillip.mcknight@st-andrews.ac.uk Complete 570 0234 Forecasts Bias and Analysts Independence McKnightToddBiasPaper Phillip J. McKnight University of St. Andrews Steven K. Todd Loyola University Chicago stodd@luc.edu phillip.mcknight@st-andrews.ac.uk University of St. Andrews School of Management "St. Andrews, Scotland KY16 9SS" United Kingdom Phillip J. McKnight phillip.mcknight@st-andrews.ac.uk Complete 570 0235 Forecast Bias and Analyst Independence McKnightToddBiasPaper Phillip J. McKnight University of St. Andrews Steven K. Todd Loyola University Chicago stodd@luc.edu phillip.mcknight@st-andrews.ac.uk University of St. Andrews School of Management "St. Andrews, Scotland KY16 9SS" United Kingdom Ramon P. DeGennaro rdegenna@utk.edu Complete 350 0236 Seasonal Variation in Bid-Ask Spreads DeGennaroKamstraKramerFMA.pdf Ramon P. DeGennaro University of Tennessee and Federal Reserve Bank of Atlanta Mark J. Kamstra York University mkamstra@schulich.yorku.ca Lisa A. Kramer The University of Toronto Lisa.kramer@utoronto.ca rdegenna@utk.edu Ramon P. DeGennaro 423 Stokely Management Center The University of Tennessee "Knoxville, TN 37922" H. J. Smoluk hsmoluk@usm.maine.edu Complete 310 0237 Evaluating Stock Returns and the Consumption to Wealth Ratio Conditional on Income Evaluatingstock returns and consumption to wealth ratio.pdf H. J. Smoluk University of Southern Maine James Bennett University of Southern Maine jbennett@usm.maine.edu hsmoluk@usm.maine.edu H. J. Smoluk PO Box 9300 Portland ME 04104--9300 Peihwang Wei pwei@uno.edu Complete 150 0238 EXAMINING THE CHOICE BETWEEN TRACKING STOCKS AND MINORITY CARVE-OUTS AND THEIR RELATIVE PERORMANCES TRACKING STOCK-Jan0606-FMA.pdf Wei He University of Texas of the Permian Basin Tarun Mukherjee University of New Orleans tmukherj@uno.edu Peihwang Wei University of New Orleans pwei@uno.edu he_w@utpb.edu Peihwang Wei 2000 Lakeshore "New Orleans, LA 70148" Yixi ning ningy@uhv.edu Complete 170 0239 Large Chnages in Institutional Ownership and CEO Compensation Risk Large_Chnages_in_Institutional_Ownership_and_CEO_Compensation_Risk Yixi Ning ningy@uhv.edu UHV School of Business Administration 14000 University Blvd "Sugar Land, Texas 77479" USA Ray R. Sturm rsturm@bus.ucf.edu Complete 420 0240 The Pricing of Embedded Put Options in U.S. Air Fares Sturm.pdf Ray R Sturm University of Central Florida Drew B. Winters Texas Tech University drew.winters@ttu.edu rsturm@bus.ucf.edu Ray R. Sturm PO Box 161400 "Orlando, Fl 32816-1400" Peter Lung peter.lung@notes.udayton.edu Complete 420 0241 Do options contribute to price discovery in emerging markets? DoOptionsContributeToPriceDiscoveryInEmergingMarkets Pei Peter Lung University of Dayton Johnny Chan Western Kentucky University johnny.chan@wku.edu Yuan Cheng Chang "NCCU, Taiwan" yccchang@nccu.edu.tw peter.lung@notes.udayton.edu 300 College Park "Dayton, OH 45469-2251" Paramita Bandyopadhyay Paramita.Bandyopadhyay@utsa.edu Complete 730 0242 Intraday Price Discovery in the DJIA Index Markets DJIAIndexMarkets.pdf Paramita Bandyopadhyay University of Texas at San Antonio Yang-Pin Shen Yuan Ze University finyps@saturn.yzu.edu.tw Paramita.Bandyopadhyay@utsa.edu Paramita Bandyopadhyay 9835 Fredericksburg Rd # 1023 "San Antonio, TX, 78240" John Nofsinger john_nofsinger@wsu.edu Complete Select One 0243 The Normal Equivalent: Evaluating Non-Normal Portfolio Characteristics NormalEquivalent.pdf Matthew Hood University of Southern Mississippi John R. Nofsinger Washington State University john_nofsinger@wsu.edu mhood@cbe.wsu.edu Matthew Hood Departmen of Finance Washington State University "Pullman, WA 99164-4746" Shinhua Liu sliu@tamiu.edu Complete 730 0244 Why U.S. Firms Delist from the Tokyo Stock Exchange: An Empirical Analysis WhyU.S FirmsDelistfromtheTSE-fma.pdf Shinhua Liu Texas A&M International University 5201 University Blvd. "Laredo, TX 78041" Shinhua Liu sliu@tamiu.edu Complete 810 0245 Commission Deregulation and Price Volatility: New Evidence from Japan CommissionDeregulationandPriceVolatility-fma.pdf Zhen Zhu University of Central Oklahoma zzhu@ucok.edu Shinhua Liu Texas A&M International University 5201 University Blvd. "Laredo, TX 78041" Shinhua Liu sliu@tamiu.edu Complete 420 0246 Equity Options and Underlying Stocks’ Behavior: New Evidence from Japan EquityOptionsandUnderlyingStocks’Behavior-fma.pdf Shinhua Liu Texas A&M International University 5201 University Blvd. "Laredo, TX 78041" Stefan Ruenzi ruenzi@wiso.uni-koeln.de Complete 530 0247 Team Management and Mutual Funds Team_Management_2006.pdf Michaela Baer University of Cologne and Centre for Financial Research (CFR) Cologne Alexander Kempf University of Cologne and Centre for Financial Research (CFR) Cologne kempf@wiso.uni-koeln.de Stefan Ruenzi University of Cologne and Centre for Financial Research (CFR) Cologne ruenzi@wiso.uni-koeln.de baer@wiso.uni-koeln.de Stefan Ruenzi Albertus Magnus Platz University of Cologne - Department of Finance "Cologne, 50923" Germany Kam C Chan johnny.chan@wku.edu Complete 720 0248 Are credit ratings relevant to stock returns in China? China-credit-rating Winnie PH Poon Lingnan University Kam C Chan Western Kentucky University johnny.chan@wku.edu winpoon@LN.EDU.HK Kam C Chan 1 Big Red Way Bowling Green KY 42101 Stefan Ruenzi ruenzi@wiso.uni-koeln.de Complete 810 0249 Sex Matters: Gender and Mutual Funds SexMatters.pdf Alexandra Niessen Univeristy of Cologne - Department of Corporate Finance Stefan Ruenzi University of Cologne - Department of Finance and Centre for Financial Research (CFR) Cologne ruenzi@wiso.uni-koeln.de niessen@wiso.uni-koeln.de Alexandra Niessen University of Cologne Albertus-Magnus Platz "Cologne, 50923" Germany James S. Doran jsdoran@cob.fsu.edu Complete 420 0250 Is there Information in the Volatility Skew? Predicting Market Crashes VS_PC James S. Doran Florida State University David R. Peterson Florida State University dpeters@cob.fsu.edu Brian C. Tarrant Florida State University bct02@fsu.edu jsdoran@cob.fsu.edu Brain C. Tarrant College of Business Department of Finance "Tallahassee Fl, 32306" Christi Wann cwann@walton.uark.edu Complete 160 0251 "Liquidity Shock Induced Changes in Corporate Payout, Investment, and Financing Policies: Information Asymmetry or Agency?" LiquidityShock.pdf Christi Rebecca Wann University of Tennessee at Chattanooga cwann@walton.uark.edu Christi Wann "1803 W. Preservation Drive, #3" "Fayetteville, AR 72703" Edward R Lawrence elawrenc@fiu.edu Complete 310 0252 The_Structural_Changes_in_the_FF_three_factor_Model_and_its_Robustness_in the_Bear_Bull_Market_Periods The_Structural_Changes_in_the_FF_three_factor_Model_and_its_Robustness_in the_Bear_Bull_Market_Periods.pdf Edward Ronald Lawrence Gordon V. Karels Suchi Mishra Arun Prakash elawrenc@fiu.edu Edward R Lawrence "Department of Finance, CBA, FIU" "RB 205 A, 11200 SW 8th Street" "Miami, FL 33199" Husayn Shahrur hshahrur@bentley.edu Complete 120 0253 Relationship-specific investments and earnings management: evidence on suppliers and customers earningsmagtandstakeholders Kartik Raman Bentley College Husayn Shahrur Bentley College hshahrur@bentley.edu kraman@bentley.edu Husayn Shahrur 175 Forest Street "Waltham, MA 02452" US Yao-Min Chiang ymchiang@nccu.edu.tw Complete 870 0254 Options on Forwards – Purchase Discount Options on Pre-sold Homes 2006FMAYaoMinChiang.pdf Yao-Min Chiang National Chengchi Univeristy Chia-Hsin Huang National Yunlin University of Science and Technology sing@yuntech.edu.tw Jay Sa-Aadu The University of Iowa jsa-aadu@uiowa.edu ymchiang@nccu.edu.tw Yao-Min Chiang 64 Westside Dr. "Iowa City, IA 52246" Jon A. Garfinkel jon-garfinkel@uiowa.edu Complete 200 0255 Long-run Performance Following External Finance Issues? fma2006_submit_jan2006_menu.pdf Matthew T. Billett University of Iowa Mark J. Flannery University of Florida mark.flannery@cba.ufl.edu Jon A. Garfinkel University of Iowa jon-garfinkel@uiowa.edu matt-billett@uiowa.edu Jon A. Garfinkel "Dep't. of Finance, Henry B. Tippie College of Business, University of Iowa" 108 PBB "Iowa City, IA, 52242" Vilanova laurent.vilanova@wanadoo.fr Complete 120 0256 "Financial distress, lender passivity and project finance: the case of Eurotunnel" EurotunnelFMA.pdf Laurent Vilanova University of Toulouse laurent.vilanova@wanadoo.fr Laurent Vilanova 9 rue des Chardons 31400 Toulouse France George H. K. Wang gwang@cftc.gov Complete 420 0257 Liquidity and Price Discovery on Open-Outcry versus Electronic Trading Foreign Exchange FUtures Markets liquidity.pricediscoveryonopenout-cry.electronicFXFuturesmarket.pdf Aysegul Ates "Akdeniz University, Turkey" George H. K. Wang Commodity Futures Trading Commission gwang@cftc.gov Aysegul Ates 1155 21 street N. W. Washington DC Stephen Ciccone stephen.ciccone@unh.edu Complete 160 0258 Issuing Debt to Pay Dividends "debt, dividends - ang, ciccone.pdf" Stephen John Ciccone University of New Hampshire James S. Ang Florida State University jang@cob.fsu.edu stephen.ciccone@unh.edu Stephen Ciccone 38 Swaan Drive "Lee, NH 03824" USA Sherrill Shaffer shaffer@uwyo.edu Complete 330 0259 Equity Duration and Convexity when Firms can Fail equityduration.pdf Sherrill Shaffer University of Wyoming shaffer@uwyo.edu Sherrill Shaffer Department of Economics and Finance (Dept. 3985) "University of Wyoming, 1000 East University Avenue" "Laramie, WY 82071" George Comer gc45@georgetown.edu Complete 370 0260 Evaluation Bond Fund Sector Timing Skill sectorpaper9 George Comer Georgetown University gc45@georgetown.edu George Comer 417 Old North Georgetown University "Washington, DC 20057" Duong Nguyen dnguy005@fiu.edu Complete 350 0261 A Return-Volatility-Volume Analysis of Futures Contracts A_Return_Volatility_Volume_Analysis_of_Futures_Contracts.pdf Duong Duc Nguyen Florida International University Robert Daigler Florida International University daiglerr@fiu.edu dnguy005@fiu.edu Duong Nguyen "Department of Finance, College of Business Administration" "Florida International University, 11200 S.W. 8th Street" "Miami, FL 33199" "Richard A, Lord" lordr@mail.montclair.edu Complete 130 0262 "CEO Compensation, Equity Holdings and Financial Leverage: A Pooled Cross-Sectional Analysis" Lord-FMA06.pdf Richard A. Lord Montclair State University lordr@mail.montclair.edu Department of Economics & Finance Montclair State University "Upper Montclair, NJ 07043" Piman Limpaphayom piman.limpaphayom@sasin.edu Complete 720 0263 Determinants of Corporate Disclosure and Transparency: Evidence from Hong Kong and Thailand HKTHFMA2006 Stephen Yan Leung Cheung City University of Hong Kong J. Thomas Connelly Chulalongkorn University fcomtcn@acc.chula.ac.th Piman Limpaphayom Sasin GIBA of Chulalongkorn University Lynda Zhou City University of Hong Kong 50095430@student.cityu.edu.hk efsteven@cityu.edu.hk Piman Limpaphayom Sasin GIBA of Chulalongkorn University "Chula 12, Phyathai Road" Bangkok 10330 Thailand Christine Brown christine.brown@unimelb.edu.au Complete 440 0264 "Pasminci: Misjudgement, Misfortune and Miscalculation" pasminco06 Christine Ann Brown The University of Melbourne James Ma The University of Melbourne ]] christine.brown@unimelb.edu.au Christine Brown The University of Melbourne Parkville Victoria 3010 Australia ww ww@gmail.com Complete 340 0265 ww ww ww ww ww ww 33 Karen Simonyan ksimonya@suffolk.edu Complete 200 0266 Why Issue Putable Convertibles? An Empirical Analysis PutableConvertibles.pdf Thomas J. Chemmanur Boston College Karen Simonyan Suffolk University ksimonya@suffolk.edu chemmanu@bc.edu Karen Simonyan 8 Ashburton Place "Finance Department, Suffolk University" "Boston, MA 02108" Karen Simonyan ksimonya@suffolk.edu Complete 150 0267 The Dynamics of Takeover Premia: An Empirical Analysis TakeoverPremia.pdf Karen Simonyan Suffolk University ksimonya@suffolk.edu Karen Simonyan 8 Ashburton Place "Finance Department, Suffolk University" "Boston, MA 02108" Chuang-Chang Chang ccchang@cc.ncu.edu.tw Complete 430 0268 Re-Examining the Investment-Uncertainty in a Real Option Model investment-uncertainty Chuang-Chang Chang National Central University Miao-Ying Chen Chin-Yun University miao@chunyun.edu.tw ccchang@cc.ncu.edu.tw Chuang-Chang Chang "Department of Finance," Taoyuan county "Jhongli, 320" "R.O.C., Taiwan" Violet Torbey violet.torbey@qsuper.qld.gov.au Complete 890 0269 Shell companies as IPO alternatives: An analysis of trading activity around reverse mergers Shell_Companies_as_IPO_Alternatives.pdf Murat Aydogdu Bryant University Chander Shekhar University of Melbourne c.shekhar@unimelb.edu.au Violet Torbey Queensland Treasury violet.torbey@qsuper.qld.gov.au maydogdu@bryant.edu Murat Aydogdu QSuper - Investment Services GPO Box 200 Brisbane Qld 4001 Australia Carole Comerton-Forde c.comerton-forde@econ.usyd.edu.au Complete 350 0270 "Ownership concentration, insiders and illiquidity" illiquidity&ownership.pdf Carole Comerton-Forde University of Sydney James Rydge University of Sydney j.rydge@econ.usyd.edu.au c.comerton-forde@econ.usyd.edu.au Carole Comerton-Forde Economics and Business Building (H69) University of Sydney NSW 2006 Australia Robin K. Chou rchou@cc.ncu.edu.tw Complete 420 0271 Transaction Tax and Market Quality of the Taiwan Stock Index Futures TransactionTax_CW.pdf Robin K Chou National Central University George H. K. Wang Commodity Futures Trading Commission gwang@cftc.gov rchou@cc.ncu.edu.tw Robin K. Chou 300 Jhongda Road "Jhongli City, 320" Taiwan Young Sang Kim kimy1@nku.edu Complete 140 0272 Multiple directorships and corporate diversification: An empirical examination Busydivfma06 Pornsit Jiraporn Texas A&M International University Young Sang Kim Northern Kentucky University kimy1@nku.edu pjiraporn@tamiu.edu Young Sang Kim Northern Kentucky University College of Business Dept of Finance BEP422 "Highland Heights, KY, 41099" Javier Estrada jestrada@iese.edu Complete 360 0273 "The Fed Model: The Bad, the Worse, and the Ugly" Estrada-FedModel.pdf Javier Estrada IESE Business School jestrada@iese.edu IESE Av. Pearson 21 Barcelona USA Robin K. Chou rchou@cc.ncu.edu.tw Complete 340 0274 The Real Time Market Reactions to Earnings Warnings Announcements earnings_warning_CCC.pdf Sheng-Syan Chen National Taiwan University Robin K. Chou National Central University rchou@cc.ncu.edu.tw Chi-Min Chang National Central University fnschen@management.ntu.edu.tw 300 Jhongda Road "Jhongli City, 320" Taiwan Jo Danbolt J.Danbolt@accfin.gla.ac.uk Complete 190 0275 Required Rates of Return for Corporate Investment Appraisal in the Presence of Growth Opportunities c:\DanboltGrowthOpportunities.pdf Ian R. C. Hirst "Heriot-Watt University, Scotland" Jo Danbolt "University of Glasgow, Scotland" J.Danbolt@accfin.gla.ac.uk Edward A. E. Jones "University of Edinburgh, Scotland" Eddie.Jones@ed.ac.uk I.Hirst@hw.ac.uk Jo Danbolt "University of Glasgow, Department of Accounting and Finance" 65-73 Southpark Avenue Glasgow G12 8LE United Kingdom KALOTYCHOU ELENA E.KALOTYCHOU@CITY.AC.UK Complete 850 0276 OPTIMAL EARLY WARNING SYSTEMS FOR SOVEREIGN DEBT CRISES Optimal_EWS ELENA KALOTYCHOU CASS BUSINESS SCHOOL ANA MARIA FUERTES CASS BUSINESS SCHOOL A.FUERTES@CITY.AC.UK E.KALOTYCHOU@CITY.AC.UK ELENA KALOTYCHOU 106 BUNHILL ROW LONDON EC1Y 8TZ UK Robin K. Chou rchou@cc.ncu.edu.tw Complete 350 0277 "Decimalization, Market Liquidity, and Transaction Durations" Decimal_ACD_CHH Robin K. Chou National Central University Edward S. Hsieh National Central University 944408005@cc.ncu.edu.tw Chih-Chiang Hsu National Cental University ]] rchou@cc.ncu.edu.tw 300 Jhongda Road Jhongli 320 Taiwan Edward Nelling nelling@drexel.edu Complete 840 0278 Corporate Social Responsibility and Financial Performance: A Study of Causality CSR_and_Financial_Performance_FMA Ed Nelling Drexel University Elizabeth Webb Federal Reserve Bank of Philadelphia Elizabeth.Webb@phil.frb.org nelling@drexel.edu Ed Nelling 101 North 33rd Street "Philadelphia, PA 19104" Marco Navone marco.navone@unibocconi.it Complete 530 0279 The Real Cost of Asymmetric Incentive Fees The_real_cost_finale.pdf Danilo Drago Università della Calabria and SDA Bocconi Valter Lazzari Università Cattaneo and SDA Bocconi valter.lazzari@sdabocconi.it Marco Navone Università Bocconi and SDA Bocconi marco.navone@unibocconi.it danilo.drago@unibocconi.it Marco Navone IEMIF - Bocconi University "Viale Isonzo, 25" "Milano, MI, 20136" Italy Michael C. Ehrhardt mehrhard@utk.edu Complete 440 0280 Hedging a Liability with the After-Tax Cash-Flows of U.S. Treasury STRIPs Ehrhardt_Hedging_with_After_Tax_Strips Phillip R. Daves University of Tennessee Michael C. Ehrhardt University of Tennessee mehrhard@utk.edu pdaves@utk.edu Michael C. Ehrhardt "Finance Dept, SMC 424" Universit of Tennessee "Knoxville, TN 37996" Michael J Schill schill@virginia.edu Complete 710 0281 Foreign Currency Denominated Borrowing in the Absence of Operating Incentives Agencies (11-12-2005).pdf Matthew R McBrady Michael J Schill schill@virginia.edu mcbradym@darden.virginia.edu Michael J Schill Darden School "University of Virginia, Box 400321" "Charlottesville, VA 22906" Sean Finucane s.finucane@ex.ac.uk Complete 180 0282 Pensions and Corporate Performance: Effects of the Shift from Defined Benefit to Defined Contribution Pension Plans FinucaneFMA_DCDB.pdf James Brander University of British Columbia Sean Finucane University of Exeter s.finucane@ex.ac.uk james.brander@sauder.ubc.ca Sean Finucane "Xfi Building, Rennes Drive" University of Exeter "Exeter, EX4 4ST" UK Nancy D. Ursel ursel@uwindsor.ca Complete 200 0283 Competition in Seasoned Stock Underwriting Competitioninseasonedstockunderwriting.pdf Nancy D. Ursel University of Windsor ursel@uwindsor.ca Nancy D. Ursel "Odette School of Business, University of Windsor" P.O. Box 33830 "Detroit, MI 48126" H. Swint Friday sfriday@cob.tamucc.edu Complete 530 0284 "International Mutual Fund Economies of Scale: Evidence on expenses, subsidization," InternationalMutualFundEconomiesofScale H. Swint Friday Texas A&M University - Corpus Christi sfriday@cob.tamucc.edu Texas A&M University - Corpus Christi 6300 Ocean Drive "Corpus Christi, TX 78412" USA Laarni Bulan lbulan@brandeis.edu Complete 130 0285 Is There Room for Growth? Capital Structure and the Deregulation of U.S. Electric Utilities Paper_Growth_Capital_Structure_FMA_06.pdf Laarni Tobia Bulan "Brandeis University, International Business School" Paroma Sanyal "Brandeis University, Economics Department" psanyal@brandeis.edu lbulan@brandeis.edu Brandeis University International Business School 415 South Street MS 032 "Waltham, MA 02454" Frank E. Nothaft frank_nothaft@freddiemac.com Complete 870 0286 De-Mystifying the Refi-Share Mystery De-MystifyingtheRefi-ShareMystery.pdf Frank E Nothaft Freddie Mac Yan Chang Freddie Mac yan_chang@freddiemac.com frank_nothaft@freddiemac.com Yan Chang 8200 Jones Branch Drive MS 484 "McLean, VA 22102" Paroma Sanyal psanyal@brandeis.edu Complete 170 0287 CEO Incentives and Firm Productivity Paper_CEO_Productivity_FMA_06.pdf Paroma Sanyal "Brandeis University, Department of Economics" Laarni Bulan "Brandeis University, International Business School" lbulan@brandeis.edu Zhipeng Yan "Brandeis University, International Business School" yanzp@brandeis.edu psanyal@brandeis.edu "Brandeis University, Department of Economics" 415 South Street MS 021 "Waltham, MA 02454" Kenneth Yung kyung@odu.edu Complete 200 0288 IPO Accruals Management: A Re-examination KYSYIPOFMA.pdf Kenneth K Yung Old Dominion University Yong Sun Old Dominion University ysun@odu.edu kyung@odu.edu Yong Sun "Old Dominion University, College of Business" "Norfolk, VA 23529" Cheol S. Eun cheol.eun@mgt.gatech.edu Complete 730 0289 Mean-Variance Convergence around the World MV-Convergence Cheol S. Eun Georgia Tech Jinsoo Lee Georgia Tech jinsoo.lee@mgt.gatech.edu cheol.eun@mgt.gatech.edu Cheol S. Eun "college of management, Georgia Tech" 800 W. Peachtree Street "Atlanta, GA 30332-0520" Yan Chang yan_chang@freddiemac.com Complete 810 0290 Do Borrowers Make Rational Choices on Points and Refinancing? DoBorrowersMakeRationalChoicesonPointsandRefinancing.pdf Yan Chang Freddie Mac Abdullah Yavas Penn State University ayavas@psu.edu yan_chang@freddiemac.com Yan Chang 8200 Jones Branch Drive MS 484 "McLean, VA 22102" Marcia M. Cornett mcornett@cba.siu.edu Complete 510 0291 Earnings Management at Large U.S. Bank Holding Companies earnmgmt0106.pdf Marcia Millon Cornett Southern Illinois University Jamie John McNutt Rutgers University - Camden mcnuttz@camden.rutgers.edu Hassan Tehranian Boston College hassan.tehranian@bc.edu mcornett@cba.siu.edu Jamie John McNutt College of Business and Administration Southern Illinois University at Carbondale "Carbondale, IL 62901" Ian Glew iglew@business.queensu.ca Complete 150 0292 All Carve-outs are Not Equal: An Analysis of Divestitures Comparing Spin-offs and Carve-outs GlewSpinorCarve.pdf Ian Andrew Glew Queen's University at Kingston iglew@business.queensu.ca Ian Glew 486 McEwen Drive "Kingston, Ontario, K7M 3W5" Canada hui guo hui.guo@stls.frb.org Complete 310 0293 Equity Market Volatility and Expected Risk Premium ExpectedPremium-Guo.pdf Long Chen "Department of Finance, The Eli Broad College of Business, Michigan State University" Hui Guo "Research Division, The Federal Reserve Bank of St. Louis" hui.guo@stls.frb.org Lu Zhang "William E. Simon Graduate School of Business Administration, University of Rochester" zhanglu@simon.rochester.edu chen@bus.msu.edu P.O.Box 442 St.Louis MO 63166-0442 hui guo hui.guo@stls.frb.org Complete 340 0294 Data Revisions and Out-of-Sample Stock Return Predictability real-cay.pdf hui guo Federal Reserve Bank of St. Louis hui.guo@stls.frb.org Hui Guo P.O.Box 0442 St. Louis MO 63166-0442 Liu Yang LYANG@RHSMITH.UMD.EDU Complete 150 0295 The Real Determinants of Asset Sales TheRealDeterminantsOfAssetSales.pdf LIU YANG UNIVERSITY OF MARYLAND LYANG@RHSMITH.UMD.EDU LIU YANG 7526 Westlake Terrace "Bethesda, MD, 20817" Leonardo Madureira llm17@case.edu Complete 350 0296 "Information, Sell Side Research and Market Making" SSRN-id870270.pdf Leonardo Madureira Case Western Reserve University Shane Underwood Rice University shaneu@rice.edu llm17@case.edu Leonardo Madureira 364 Peter B Lewis Building 11119 Bellflower Rd "Cleveland, OH, 44106" nianyun cai kcai@umd.umich.edu Complete 330 0297 Underpricing of IPOs that Follow Private Placements Underpricing of IPOs that Follow Private Placements Hei-Wai Lee University of Michigan - Dearborn Nianyun Cai University of Michigan - Dearborn kcai@umd.umich.edu heiwail@umd.umich.edu 17041 Algonquin Dr. "Northville, MI 48168" William Trainor bill.trainor@wku.edu Complete 860 0298 High Yield Bonds in Optimally Efficient Portfolios Highyieldoptport.pdf William J Trainor Jr Western Kentucky University Edward R Wolfe Western Kentucky University edward.wolfe.wku.edu bill.trainor@wku.edu Bill Trainor 320 Scottsdale Drive "Bowling Green, KY 42103" Sanjay Ramchander sanjay.ramchander@colostate.edu Complete 870 0299 The Asymmetric Response of Equity REIT Returns to Inflation Reits&Inflation-Body(FMA2006).pdf Marc W. Simpson University of Texas - Pan American Sanjay Ramchander Colorado State University sanjay.ramchander@colostate.edu James R. Webb Cleveland State University j.webb@csuohio.edu mwsimpson@panam.edu Sanjay Ramchander Department of Finance & Real Estate Colorado State University "Fort Collins, CO 80523-1272" Pandher gpandher@depaul.edu Complete 320 0300 Bond Valuation under HJM Forward Rates with Diffusive Acceleration HJM-DATermStructure Gurupdesh Pandher DePaul University gpandher@depaul.edu Gurupdesh Pandher "DePaul University, Finance" 1 East Jackson Blvd. "Chicago, IL, 60604" Hayong Yun hy2003@columbia.edu Complete 140 0301 The Choice of Corporate Liquidity and Corporate Governance ChoiceOfCorporateLiquidity_FMA2007.pdf Hayong Yun "Graduate School of Business, Columbia University" hy2003@columbia.edu "Graduate School of Business, Columbia University" "3022 Broadway, Uris 311" "New York, NY 10025" United States Hayong Yun hy2003@columbia.edu Complete 140 0302 The Choice of Corporate Liquidity and Corporate Governance ChoiceOfCorporateLiquidity_FMA2006.pdf Hayong Yun "Graduate School of Business, Columbia University" hy2003@columbia.edu "Graduate School of Business, Columbia University" "3022 Broadway, Uris 311" "New York, NY 10025" United States Chuanhou Yang yang004@gannon.edu Complete 440 0303 Risk Sharing Efficiency Analysis on Weather Hedging risksharingweatherhedging Chuanhou Yang Gannon University Hong Zou "Lingnan University, HongKong" hzou@ln.edu.hk yang004@gannon.edu Chuanhou Yang 2806 Concordia Drive "Erie, PA 16506" Tareque Nasser tnasser@cba.ua.edu Complete 140 0304 Insider Trading and Large Chapter 11 Bankruptices: 1995 - 2005 Bankruptcy_and_Insider_Trading Tareque Nasser The University of Alabama Benton E. Gup The University of Alabama bgup@cba.ua.edu tnasser@cba.ua.edu "Department of Economics, Finance and Legal Studies" "University of Alabama, 200 Alston Hall, Box 870224" "Tuscaloosa, AL 35487" Kelly R. Brunarski brunarkr@muohio.edu Complete 110 0305 Heterogeneity in the Motivation for Antitakeover Charter Amendment Adoptions Heterogeneity_in_the_motivation_for_ATAs Kenneth A. Borokhovich Cleveland State University Kelly R. Brunarski Miami University brunarkr@muohio.edu Yvette S. Harman Miami University harmanys@muohio.edu kbor@worldnet.att.net Kelly R. Brunarski 120 Upham Hall "Department of Finance, Miami University" "Oxford, OH, 45056" James S. Doran jsdoran@cob.fsu.edu Complete 310 0306 Implied Volatility and Future Portfolio Returns IV_PR Prithviraj S. Banerjee Florida State University James S. Doran Florida State University jsdoran@cob.fsu.edu David R. Peterson Florida State University dpeters@cob.fsu.edu pb03@fsu.edu Prithviraj S. Banerjee College of Business Department of Finance "Tallahassee, Fl, 32306" Hany A. Shawky h.shawky@albany.edu Complete 520 0307 An Analysis of the Changing Risk Profile of Government Sponsored Enterprises GSEpaperFMA06.pdf Achla Marathe Verginia Tech Hany A. Shawky University at Albany h.shawky@albany.edu amarathe@vt.edu Hany A. Shawky University at Albany "School of Business, 311" "Albany, NY 12222" Karan Bhanot karan.bhanot@utsa.edu Complete 130 0308 How does uncertainty about the federal guarantee impact GSE debt and equity prices? GSE-FMA.pdf Karan Bhanot UTSA Donald Lien UTSA don.lien@utsa.edu Margot Quijano UTSA margot.quijano@utsa.edu karan.bhanot@utsa.edu Margot Quijano "Department of Finance, College of Business, UTSA" 6900 North Loop 1604 "San Antonio, TX 78249" Fang Zhao fzh002@latech.edu Complete 510 0309 Bank Lending and Derivatives BankLendingAndDerivatives Fang Zhao Louisiana Tech University fzh002@latech.edu Fang Zhao "Department of Economics and Finance, College of Administration and Business, P.O. Box 10318, Louisiana Tech University, Ruston, Louisiana, 71272-0046" "Ruston, Louisiana, 71272-0046" James S. Doran jsdoran@cob.fsu.edu Complete 360 0310 The Effect of SPIDERS on the Cash Flow of Funds of Index Mutual Funds FOF Vaneesha R. Boney Florida State University James S. Doran Florida State University jsdoran@cob.fsu.edu David R. Peterson Florida State University dpeters@cob.fsu.edu vrb03@fsu.edu Vaneesha R. Boney College of Business Department of Finance "Tallahassee, Fl, 32312" Karan Bhanot karan.bhanot@utsa.edu Complete 130 0311 Should production and trading activities be separated? TradeHedge-FMA.pdf Karan Bhanot UTSA Antonio S. Mello "University of Wisconsin, Madison" amello@bus.wisc.edu karan.bhanot@utsa.edu Karan Bhanot "Department of Finance, College of Business, UTSA" 6900 North Loop 1604 "San Antonio, TX 78249" Angela Morgan am@clemson.edu Complete 140 0312 Show Me the Money: Do Target Shareholders Care About Anything Else? Showmethemoneytargetshs.pdf Angela G Morgan Clemson University Jack G Wolf Clemson University jackw@clemson.edu am@clemson.edu Angela Morgan 324D Sirrine Hall Clemson University Clemson SC 29634 Ryan Davies rdavies@babson.edu Complete 350 0313 Portfolio cross-autocorrelation puzzles largesmall36.pdf Dan Bernhardt University of Illinois Ryan J Davies Babson College rdavies@babson.edu danber@ragnar.econ.uiuc.edu Ryan Davies 224 Tomasso Hall Babson College "Babson Park, MA 02457-0310" Akash Dania adania@utpa.edu Abstract 180 0314 R&D and market value of Biotech firms BiotechFMA2006.pdf Akash Dania The University of Texas-Pan American adania@utpa.edu Akash Dania 1201 W. University Drive Department of Economics and Finance "Edinburg, TX, 78539" Alfred Davis adavis@business.queensu.ca Complete 200 0315 Income Trust IPO Underpricing and Aftermarket Performance FMA2006_INCOME_TRUST_IPO.ADAVIS Alfred Henry R. Davis "Queen's School of Business, Queen's University" Marielle James "Queen's School of Business, Queen's University" adavis@business.queensu.ca Alfred Davis "Queen's School of Business, Queen's University" 143 Union Street "Kingston, Ontario, K7L 3N6" Canada Kenneth R. Ahern ahern@ucla.edu Complete 850 0316 Sample Selection and Event Study Estimation Event.Study.Methods.FMA.pdf Kenneth Robinson Ahern UCLA ahern@ucla.edu Kenneth R. Ahern 34 1/2 Sunset Avenue "Venice, CA, 90291" Leonard Nakamura leonard.nakamura@phil.frb.org Complete 520 0317 Credit Rating and Loan Monitoring NakamuraRoszbach106.pdf Leonard I. Nakamura Federal Reserve Bank of Philadelphia Kasper Roszbach Sveriges Riksbank Kasper.Roszbach@riksbank.se Leonard Nakamura 526 Westview Avenue Philadelphia PA 19119 Michael C. Ehrhardt mehrhard@utk.edu Complete 170 0318 Do Firms Grant Employee Stock Options to Avoid External Capital Markets? Ehrhardt_Do_firms_ grant_ESOs_to_avoid_ext_cap_mkts Phillip R. Daves University of Tennessee Victoria B. Javine University of Tennessee Michael C. Ehrhardt University of Tennessee mehrhard@utk.edu pdaves@utk.edu Michael C. Ehrhardt "Finance Dept., SMC 424" University of Tennessee "Knoxville, TN 37996" Jaesun Noh jaesunnoh@rogers.com Complete 440 0319 Long Run Probablity of Default and BASEL II Capital Allocation LongRunPD.pdf Jaesun Noh CIBC jaesunnoh@rogers.com Jaesun Noh "161 Bay Street, 11th Floor, CIBC" "Toronto, Ontario M5J 2S8" Canada Fred Hebein fhebein@csusb.edu Abstract 710 0320 An empirical investigation of the Brazilian spillovers effect between Stock Prices and Exchange Rates Brazilabstract.doc Francisca Beer California State University Fred Hebein California State University fhebein@csusb.edu fbeer@csusb.edu Fred Hebein "College of Business, California State University" 5500 University Parkway "San Bernardino, CA, 92407" Michael C. Ehrhardt mehrhard@utk.edu Complete 360 0321 Corporate Valuation and Asset Allocation for "Ehrhardt_Corporate_Valuation_and_Pension_Fund_Mgt,pdf" Phillip R. Daves University of Tennessee Michael C. Ehrhardt University of Tennessee mehrhard@utk.edu pdaves@utk.edu "Finance Dept., SMC 424" University of Tennessee "Knoxville, TN 37996" Hatice Uzun hatice.uzun@liu.edu Complete 510 0322 Securitizing Banks: Comparisons and Determinants SecuritizingBanks Hatice Uzun Long Island University Elizabeth Webb Federal Reserve Bank of Philadelphia elizabeth.webb@phil.frb.org hatice.uzun@liu.edu Elizabeth Webb "Long Island University, School of Business" "Brooklyn Campus,1 University Plaza" "Brooklyn, NY,11201-5372" Michael C. Ehrhardt mehrhard@utk.edu Complete 360 0323 Corporate Valuation and Asset Allocation for Defined Benefit Pension Funds Ehrhardt_Corporate_Valuation_and_Pension_Fund_Mgt.pdf Phillip R. Daves University of Tennessee Michael C. Ehrhardt University of Tennessee mehrhard@utk.edu pdaves@utk.edu Michael C. Ehrhardt "Finance Dept., SMC 424" University of Tennessee "Knoxville, TN 37996" R. Stafford Johnson JohnsonS@xu.edu Select One 420 0324 Pricing Stock Options Under Expected Increasing and Decreasing Price Cases JZGSkewpapFMA2006 Robert Stafford Johnson Xavier University Richard A. Zuber University of North Carolina at Charlotte RAZuber@email.uncc.edu John M. Gandar University of North Carolina at Charlotte JMGandar@email.uncc.edu JohnsonS@xu.edu Department of Finance Xavier University 3800 Victory Parkway "Cincinnati, Ohio 45207-1035" Zhaoxia Xu zhaoxia.xu02@rotman.utoronto.ca Complete 130 0325 Does Market Timing Affect Capital Structure? Does_Market_ Timing_Affect_ Capital_Structure Zhaoxia Xu University of Toronto zhaoxia.xu02@rotman.utoronto.ca Zhaoxia Xu 714C 60 Harbord Street "Toronto, ON, M5S 3L1" Canada "Prof. Richard Stehle, Ph.D." stehle@wiwi.hu-berlin.de Complete 340 0326 Abnormal Returns in the Vicinity of Insider Transactions: Unbiased Estimates for Germany Insider_germany_01_12_05.pdf Marco Klinge Udo Seifert seifert@wiwi.hu-berlin.de Richard Stehle stehle@wiwi.hu-berlin.de Marco_Klinge@de.rolandberger.com Richard Stehle "Humboldt University zu Berlin, Institut für Bank- und Börsenwesen," "Spandauer Str. 1, D-10178 Berlin" Berlin Germany Marco Pagani fncmppx@langate.gsu.edu Complete 360 0327 The Determinants of the Convexity in the Flow-Performance Relationship Determinants_Convexity Marco Pagani Georgia State University fncmppx@langate.gsu.edu Marco Pagani 2396F Lawrenceville HWY "Decatur, Ga, 30033" Marco Pagani fncmppx@langate.gsu.edu Complete 360 0328 Implicit Incentives and Tournament Behavior in the Mutual Fund Industry Implicit_Incentives Marco Pagani Georgia State University fncmppx@langate.gsu.edu Marco Pagani 2396F Lawrenceville HWY "Decatur, Ga, 30033" Kiseok Nam knam@panam.edu Complete 310 0329 Intertemporal Behavior of Expected Returns: Another Look KISEOK_NAM_FMA06 KISEOK NAM University of Texas-Pan American knam@panam.edu Kiseok Nam 300 TOUCAN AVE. "McALLEN, TEXAS 78504" Brett C. Olsen brett.olsen@missouri.edu Complete 140 0330 Security Choice and Corporate Governance SecurityChoiceAndCorporateGovernance.pdf John S Howe University of Missouri-Columbia Brett C Olsen University of Missouri-Columbia brett.olsen@missouri.edu howe@missouri.edu Brett C. Olsen 340 Cornell Hall University of Missouri "Columbia, MO 65211" Elizabeth S. Cooperman Elizabeth.Cooperman@cudenver.edu Abstract 510 0331 Director Tenure and the Compensation of Bank CEOs "Director Tenure and Bank Executive CompensationJanuary14,2005" John Byrd University of Colorado at Denver and Health Sciences Center Elizabeth S. Cooperman University of Colorado at Denver and Health Sciences Center Elizabeth.Cooperman@cudenver.edu Glenn A. Wolfe University of Toledo gwolfe@utnet.utoledo.edu John.Byrd@cudenver.edu "The Business School, University of Colorado at Denver and Health Sciences Center" "Campus Box 165, P.O. Box 173364" "Denver, Colorado 80217-3364" Sanjay Varshney varshney@csus.edu Complete 200 0332 Self-Underwritten IPOs: An Analysis of Underpricing and Market Liquidity VarshSelfIPO21.pdf Shantaram Hegde University of Connecticut Sanjay Varshney "California State University, Sacramento" varshney@csus.edu Linda Yu University of Wisconsin-Whitewater yuq@uww.edu Dan Zhou St. John Fisher College dzhou@sjfc.edu shantaram@sba.uconn.edu Shanta Hegde "College of Business Adminsitration, California State University, Sacramento" 6000 J Street "Sacramento, CA 95819" Nalinaksha Bhattacharyya nalinaksha@gmail.com Complete 170 0333 DIVIDEND PAYOUT AND EXECUTIVE COMPENSATION:THEORY AND EVIDENCE Bhattacharyya Mawani Morrill _Jan2006_FMA.pdf Nalinaksha Bhattacharyya University of Manitoba Amin Mawani York University amawani@schulich .yorku.ca Cameron Morrill University of Manitoba Cameron_Morrill@UManitoba.CA nalinaksha@gmail.com Nalinaksha Bhattacharyya 7 Hadley Place "Winnipeg, Manitoba, R3T 3T4" Canada Padma Kadiyala pkadiyala@pace.edu Complete 330 0334 What do Corporate Bonds know? Establishing the link between financial distress and book to market ratio distressandbm_122105 Padma Kadiyala Pace University Sugato Chakravarthy Purdue University sugato@purdue.edu pkadiyala@pace.edu Padma Kadiyala "Lubin School of Business, Pace University" " 861 Bedford Road, Pleasantville" NY 10570 Benjamas Jirasakuldech bjirasak@pacific.edu Complete 870 0335 THE IMPACT OF STRUCTURAL CHANGES IN THE REIT INDUSTRY ON REIT RETURNS AND VOLATILITY reit_bj011306 Benjamas Jirasakuldech University of the Pacific Riza Emekter Sakarya University remektar@sakarya.tr Robert D. Campbell Hofstra University finrdc@hofstra.edu bjirasak@pacific.edu Benjamas Jirasakuldech University of the Pacific "3601 Pacific Avenue," "Stockton, CA 95211" USA Xuemin (Sterling) Yan yanx@missouri.edu Complete 350 0336 Block Ownership and Price Informativeness blockr2.pdf Paul Brockman University of Missouri - Columbia Xuemin (Sterling) Yan University of Missouri - Columbia yanx@missouri.edu brockmanp@missouri.edu Xuemin (Sterling) Yan 427 Cornell University of Missouri - Columbia "Columbia, MO 65203" Benjamas Jirasakuldech bjirasak@pacific.edu Complete 710 0337 NON-LINEAR DYNAMICS IN FOREIGN EXCHANGE EXCESS RETURNS: TESTS OF ASYMMETRY exrate_bj011306 Benjamas Jirasakuldech University of the Pacific Riza Emekter Sakarya University remektar@sakarya.tr bjirasak@pacific.edu Benjamas Jirasakuldech University of the Pacific "3601 Pacific Avenue," "Stockton, CA 95211" USA Greg Nagel glnagel@aol.com Complete 170 0338 Automatic Ratcheting of CEO Pay Automatic_Ratcheting_of_CEO_Pay_ Ang_Nagel_FMA2006.pdf Gregory Leo Nagel Mississippi State University James S. Ang Florida State University jang@cob.fsu.edu glnagel@aol.com Gregory Leo Nagel P.O. Box 567 "Starkville, MS 39760" Gregory Leo Nagel glnagel@aol.com Complete 170 0339 Automatic Ratcheting of CEO Pay Automatic_Ratcheting_of_CEO_Pay_ Ang_Nagel_FMA2006.pdf Gregory Leo Nagel Mississippi State University James S. Ang Florida State University jang@cob.fsu.edu glnagel@aol.com Gregory Leo Nagel P.O. Box 567 "Starkville, MS 39760" Sehyun (Sean) Yoo syoo@mail.sdsu.edu Complete 720 0340 Family participation: choosing the next generation family_participation_fma06.pdf Sehyun (Sean) Yoo San Diego State University syoo@mail.sdsu.edu Sehyun (Sean) Yoo "Imperial Valley Campus, San Diego State University" 720 Heber Avenue "Calexico, CA 92231-2403" Frank E. Nothaft frank_nothaft@freddiemac.com Complete 870 0341 Reversion to the Mean Versus Sticking to Fundamentals: Looking to the Next Five Years of Housing Price Growth Cutts_Nothaft_FMA.pdf Amy Crews Cutts Freddie Mac Frank Emile Nothaft Freddie Mac frank_nothaft@freddiemac.com amy_crews_cutts@freddiemac.com Frank E. Nothaft Freddie Mac "8200 Jones Branch Drive, MS #484" "McLean, VA 22102-3110" Rong Qi qir@stjohns.edu Complete 340 0342 Information and Accruals Strategy: When does the market mis-price accruals? mispricing.pdf Qiao Liu University of Hong Kong Rong Qi St. John's University qir@stjohns.edu qliu@hku.hk Rong Qi 590 Willis Ave. Apt 2H "Williston Park, NY, 11596" USA Jianxin (Daniel) Chi daniel.chi@ndsu.edu Complete 170 0343 The Value of Vesting Restrictions on Executive Stock and Options vesting_restrictions.pdf Jianxin Daniel Chi North Dakota State University Shane A. Johnson Texas A&M University sjohnson@mays.tamu.edu daniel.chi@ndsu.edu Jianxin (Daniel) Chi "PO Box 5137, Putnam Hall, College o