|
Eleni Avaritsioti (Imperial
College, London): A wavelet-based approach of the Athens
stock market predictability
|
|
George Bezerianos (CASS
Business School,
City University): An empirical
investigation of the theory of contingent claims for corporate debt
|
|
Melisso Boschi (University
of Perugia, Italy,
and University of Essex): Foreign capital in Latin
America: a long run structural global VAR perspective
|
|
Jian Chen (University of Essex): Risk neutral and physical jumps in option pricing
|
|
Christian Conrad (ETH, KOF, Zurich):The high-frequency response of the EUR-US dollar
exchange rate to ECB monetary policy announcements
|
|
Hayette Gatfaoui (Rouen School of Management,
France): Are
credit default swap spreads market driven?
|
|
Yixin Hou (University of Birmingham):
The non-performing loans: some bank-level evidences
|
|
Stavroula Iliopoulou (Royal Holloway, University of London):
Equity based compensation and old boy networks in
the UK
|
|
Krassas Ioannis (University of Exeter): Investor reactions to voluntary corporate
disclosures in an experimental asset market
|
|
Silvia Lui (Queen Mary, University of London):
Empirical factor analysis of stock volatility using
stochastic volatility factor model: evidence from five Asian stock indexes
|
|
Manolis Kavoussanos (Athens University of
Economics and Business, Greece): Merger
announcements and insider trading activity: the London
and Athens
stock exchanges
|
|
Jacinta Nwachukwu (University
of Manchester): Foreign
capital inflows and the real exchange rate in sub-saharan Africa
|
|
Konstantinos Papadopoulos (Aristotle
University of Thessaloniki, Greece): Interest rates
and currency prices in a two country strategic market game model
|
|
George Petropoulos (Eurobank, Greece):
On credit spreads, credit spread options and implied
probabilities of default
|
|
Anna Thorsell (Umeå University, Sweden): Coersion, copy-cats, and colleagues: staffing the board
of the IPO company
|
|
Fuyu Yang (University of Leicester):
Bayesian inferences of a generalized stochastic unit
root model
|