Paper 1:

"House prices and bank distress: Should we also care if there's no bubble?"
(Upload date: Mar 04, 2008)

Michael Koetter, University of Groningen (Contact Author)
Tigran Poghosyan, University of Groningen
Discussant: Chiwon Yom, Federal Deposit Insurance Corporation

Paper 2:

"Losses and Real Estate Market Stress: A Porfolio Credit Risk Model Approach"
(Upload date: Mar 02, 2008)

Rosalind L. Bennett, Federal Deposit Insurance Corporation (Contact Author)
Daniel A. Nuxoll, Freddie Mac and Federal Deposit Insurance Corporation
Chiwon Yom, Federal Deposit Insurance Corporation
Discussant: Randy I Anderson, Howard Phillips Eminent Scholar Chair in Real Estate, University of Central Florida

Paper 3:

"Newly Chartered Banks' Portfolio Choice and Potential Losses under a Real Estate Market Stress"
(Upload date: Mar 03, 2008)

Chiwon Yom, Federal Deposit Insurance Corporation (Contact Author)
Discussant: Marcel Marekwica, University of Regensburg

Paper 1:

"What Happens to Value when Firms Choose to Repeal Classified Boards and Poison Pills?"
(Upload date: Feb 27, 2008)

Shawn D. Howton, Villanova University (Contact Author)
Shelly W. Howton, Villanova University
Paul Hanouna, Villanova university
Victoria McWilliams, Villanova University
Discussant: Raghavan Iyengar, North Carolina Central University

Paper 2:

"No More Share Classes: A Study of U.S. Dual Class Stock Unifications"
(Upload date: Mar 01, 2008)

Jason Howell, University of Georgia (Contact Author)
Discussant: Melissa B. Frye, University of Central Florida

Paper 3:

"Bargaining between Directors and CEOs: The SOX Effect"
(Upload date: Jul 18, 2008)

Minhua Yang, University of Central Florida (Contact Author)
Discussant: Bruce Rosser, Adelaide University

Paper 1:

"The Value Effect of Mergers and Acquisitions within the Construction Industry"
(Upload date: Mar 03, 2008)

Joachim Vogt, European Business School (Endowede Chair of Banking and Finance) (Contact Author)
Discussant: Huihua Li, St. Cloud State University

Paper 2:

"Short-term Performance, Deal Characteristics, and Corporate Governance: Canadian Evidence on M&As"
(Upload date: Mar 03, 2008)

H. Kent Baker, American University (Contact Author)
Shantanu Dutta, St. Francis Xavier University
Samir Saadi, Queen's University
Peng Cheng Zhu, Careleton University, Sprott School of Business
Discussant: Elaine Hutson, University College Dublin, Ireland

Paper 3:

"Implications of Early Versus Late-Mover Status For Bidders and Their Rivals in Cross-Border Acquisitions"
(Upload date: Mar 03, 2008)

Tanja Steigner, Emporia State University (Contact Author)
Ninon K. Sutton, University of South Florida
Discussant: Won Yong Kim, Drexel University

Paper 1:

"Risk, Uncertainty, and the Perceived Threat of Terrorist Attacks: The Advisory System that Cried Wolf?"
(Upload date: Mar 03, 2008)

Michael S. Pagano, Villanova University
T. Shawn Strother, CFA, University of Otago (Contact Author)
Discussant: Paul Zurek, Cornerstone Research and Wharton Financial Institutions Center

Paper 2:

"An Integrated Structural Model for Portfolio Market and Credit Risk"
(Upload date: Mar 03, 2008)

Paul H Kupiec, Director Center for Financial Research, Federal Deposit Insurance Corporation (Contact Author)
Discussant: Shu Yan, University of South Carolina

Paper 3:

"Natural Gas Futures and Spread Position Risk: Lessons from the Amaranth Collapse"
(Upload date: Mar 03, 2008)

Ludwig Chincarini, Pomona College (Contact Author)
Discussant: Raymond P. H. Fishe, University of Richmond

Paper 1:

"The Market Timing of Sector Funds over Business Cycles"
(Upload date: Mar 09, 2008)

Abhay Kaushik, Radford University (Contact Author)
Anita Pennathur, Florida Atlantic University
Scott W. Barnhart, Florida Atlantic University
Discussant: Fabio Moneta, Boston College Wallace E. Carroll School of Management

Paper 2:

"International Diversification and the Home Bias Puzzle: The Role of Multinational Companies (MNCs)"
(Upload date: Jul 11, 2008)

Jenny Berrill, Trinity College Dublin (Contact Author)
Colm Kearney, Trinity College, Dublin
Discussant: Hui He, George Washington University

Paper 3:

"Strategic Meeting Or Beating of Expectations Around Sarbanes-Oxley and Regulation FD"
(Upload date: Mar 03, 2008)

Peter J. DaDalt, University of Rhode Island (Contact Author)
Varda Yaari, Morgan State University
Huey-Lian Sun, Morgan State University
Jan Williams, University of Baltimore
Discussant: Adam Y.C. Lei, Midwestern State University

Paper 1:

"Green Design and the Market for Commercial Office Space"
(Upload date: Feb 23, 2008)

Jon Wiley, College of Charleston (Contact Author)
Justin D. Benefield, College of Charleston
Ken H. Johnson, Florida International University
Discussant: Karen Randall, Ursinus College

Paper 2:

"Leveraged Equity Return on Real Estate Investments"
(Upload date: Jul 14, 2008)

Amir Tavakkol, Mark R. Truitt Professor of Business, Kansas State University (Contact Author)
Discussant: Eli Beracha, East Carolina University

Paper 3:

"Do Loan Modifications Help Subprime Borrowers?"
(Upload date: Mar 08, 2008)

Breck L. Robinson, University of Delaware (Contact Author)
Eliana Balla, Federal Reserve Bank of Richmond
Discussant: William G Hardin, III, Knight Ridder Associate Professor, Florida International University

Paper 1:

"The Closed-End Fund Premium Puzzle and Portfolio/Fund Risk Differences"
(Upload date: Mar 01, 2008)

David Lee Manzler, CFA, Suffolk University (Contact Author)
Steve Slezak, University of Cincinnati
Discussant: Jeffrey M. Mercer, Texas Tech University

Paper 2:

"Do Index Fund Managers Trade Opportunistically Around Index Changes? An Empirical Examination of S&P 500 Index Funds"
(Upload date: Mar 07, 2008)

Lee M. Dunham, CFA, University of Nebraska - Lincoln (Contact Author)
Thuy Huong Simpson, University of Nebraska - Lincoln
Discussant: Leng Ling, Georgia College & State University

Paper 3:

"DETERMINANTS OF COST EFFICIENCIES IN THE CLOSED-END FUND INDUSTRY"
(Upload date: Mar 11, 2008)

Davinder K. Malhotra, Philadelphia University (Contact Author)
Rand Martin, Bloomsburg University
Robert W. McLeod, John Bickley Faculty Fellow in Finance and Insurance, University of Alabama and Financial Economics Consulting Group, Inc.
Discussant: Daniel M. Gropper, David and Meredith Luck Professor, Auburn University

Paper 1:

"Adjusting Multi-Factor Models for Basel II-consistent Economic Capital"
(Upload date: Mar 02, 2008)

Marc Gürtler, Chair, Technical University at Braunschweig - Institute of Finance
Martin Hibbeln, Technical University at Braunschweig - Institute of Finance (Contact Author)
Clemens Vöhringer, Technical University at Braunschweig - Institute of Finance
Discussant: James T. Lindley, University of Southern Mississippi

Paper 2:

"Stress Testing Banking Book Positions under Basel II"
(Upload date: Mar 07, 2008)

Paul H Kupiec, Director Center for Financial Research, Federal Deposit Insurance Corporation (Contact Author)
Discussant: Ken Cyree, Frank R. Day/MBA Chair of Banking, University of Mississippi

Paper 3:

"Bank Capital Ratios across Countries:"
(Upload date: Mar 03, 2008)

Elijah Brewer, III, DePaul University
George Kaufman, Loyola University of Chicago
Larry Wall, Federal Reserve Bank of Atlanta (Contact Author)
Discussant: John D. Wagster, Wayne State University

Paper 1:

"Venture Capitalist Monitoring: Evidence from Governance Structures"
(Upload date: Jul 08, 2008)

Terry L. Campbell, II, University of Delaware
Melissa B. Frye, University of Central Florida (Contact Author)
Discussant: Shawn D. Howton, Villanova University

Paper 2:

"Hedge funds as shareholder activists from 1994-2005"
(Upload date: Jul 03, 2008)

Robert Mooradian, Northeastern University (Contact Author)
Nicole Boyson, Northeastern University
Discussant: Jill Kirby, University of Kentucky

Paper 3:

"Agency Costs of Managerial Indiscretions: Sex, Lies and Firm Value"
(Upload date: Aug 04, 2008)

Adam Yore, Drexel University (Contact Author)
Discussant: Edward Dickersin Van Wesep, Kenan-Flagler Business School

Panelists:

Gerard T. Olson, Villanova University

Stanley G. Eakins, Associate Dean, East Carolina University

John C. Alexander, Clemson University

Paper 1:

"Volatility risk premium, risk aversion and the cross-section of stock returns"
(Upload date: Mar 03, 2008)

Peter Nyberg, Swedish School of Economics and Business Administration (Contact Author)
Anders Wilhelmsson, Lund University
Discussant: Steven Krull, Hofstra University

Paper 2:

"Predicting Stock Market Performance Using Size, Growth, and Momentum Portfolio Returns"
(Upload date: Feb 26, 2008)

Craig G. Rennie, Clete and Tammy Brewer Professor of Financial Markets, University of Arkansas
Yingying Shao, University of Arkansas (Contact Author)
Discussant: David Lee Manzler, CFA, Suffolk University

Paper 3:

"Arithmetic and Continuous Return Mean-Variance Efficient Frontiers"
(Upload date: Mar 03, 2008)

Robert Ferguson, Axiomatic Systems, Inc.
Dean Leistikow, Fordham University
Susana Yu, Montclair State University (Contact Author)
Discussant: David Nawrocki, Katherine M. and Richard J. Salisbury Jr. Professor of Finance, Villanova University

Paper 1:

"Foreign exchange exposure of U.S. firms and macroeconomic conditions: Is there a link?"
(Upload date: Feb 26, 2008)

Stefano Mazzotta, Kennesaw State University (Contact Author)
Ines Chaieb, University of Amsterdam
Discussant: Hui He, George Washington University

Paper 2:

"Openness and foreign exchange exposure: A firm-level multi-country study"
(Upload date: Jun 19, 2008)

Elaine Hutson, University College Dublin, Ireland (Contact Author)
Simon Stevenson, Cass Business School, City University
Discussant: Daniel Tompkins, Professor of Finance, Niagara University

Paper 3:

"Fundamentals of corporate currency exposure"
(Upload date: Jul 03, 2008)

Thomas J. O'Brien, University of Connecticut (Contact Author)
Discussant: Joachim Vogt, European Business School (Endowede Chair of Banking and Finance)

Paper 1:

"Do insiders practice what they preach? Informed option exercises around acquisitions"
(Upload date: Jun 24, 2008)

Brandon Cline, Clemson University (Contact Author)
Daniel J. Bradley, Clemson University
Qin Lian, North Dakota State University
Discussant: Lin Zheng, Cornell University, Economics Department

Paper 2:

"Firm Performance and Managerial Wealth Gains in LBOs"
(Upload date: Mar 02, 2008)

Irena Hutton, Florida State University
Mary Anne Majadillas, Florida State University (Contact Author)
Discussant: Wallace N. Davidson, III, Southern Illinois University - Carbondale

Paper 3:

"The Role Private Benefits Played in Institutional Holding Adjustment"
(Upload date: Mar 04, 2008)

Yong Wang, Fox Business School, Temple University (Contact Author)
Discussant: John Wald, University of Texas at San Antonio

Paper 1:

"Dynamic Liquidity Preferences of Mutual Funds"
(Upload date: Jun 18, 2008)

Jiekun Huang, Boston College (Contact Author)
Discussant: Jurica Susnjara, Florida Atlantic University

Paper 2:

"Does mutual fund window-dressing promote fund flows?"
(Upload date: Jun 20, 2008)

Gerald Gay, Georgia State University (Contact Author)
Leng Ling, Georgia College & State University
Discussant: Marcel Marekwica, University of Regensburg

Paper 3:

"Performance and Characteristics of Actively Managed Institutional Equity Mutual Funds"
(Upload date: Jul 09, 2008)

H. Kent Baker, American University (Contact Author)
John Haslem, University of Maryland
David Smith, State University of New York - Albany
Discussant: David A. Volkman, Chair, University of Nebraska - Omaha

Paper 1:

"Canadian-Bank Stability during the Great Depression: The Role of Banking Consolidation and Safety-Net Support"
(Upload date: Mar 03, 2008)

John D. Wagster, Wayne State University (Contact Author)
Discussant: Tih Koon (Alex) Tan, University of Central Florida

Paper 2:

"Does Distance Between Target and Acquirer Matter for Bank Mergers?"
(Upload date: Mar 03, 2008)

Timothy Yeager, Arkansas Bankers Association Chair in Banking, University of Arkansas (Contact Author)
Gary Ferrier, Lewis E. Epley, Jr. Professor of Economics / Acting Chair, University of Arkansas
Discussant: Robert DeYoung, University of Kansas

Paper 3:

"Issues in Global Bank Mergers and Acquisitions"
(Upload date: Mar 04, 2008)

James R. Barth, Auburn University
John S. Jahera, Colonial Bank Professor, Auburn University (Contact Author)
Triphon Phumiwasana, Milken Institute
Keven Yost, Auburn University
Discussant: Larry Wall, Federal Reserve Bank of Atlanta

Paper 1:

"The Monitoring and Advisory Functions of Corporate Boards: Theory and Evidence"
(Upload date: Mar 14, 2008)

Dong Chen, University of Baltimore (Contact Author)
Discussant: Morgan J. Rose, University of Maryland, Baltimore County

Paper 2:

"Does regulation substitute or complement governance?"
(Upload date: Jul 08, 2008)

David A. Becher, Drexel University
Melissa B. Frye, University of Central Florida (Contact Author)
Discussant: Jason Howell, University of Georgia

Paper 3:

"Board Meetings, Committee Structure, and Firm Performance"
(Upload date: Feb 26, 2008)

Ivan E. Brick, Rutgers University (Contact Author)
N. K. Chidambaran, Rutgers University
Discussant: Alan V. S. Douglas, University of Waterloo, Ontario

Panelists:

David Nawrocki, Katherine M. and Richard J. Salisbury Jr. Professor of Finance, Villanova University

Craig G. Rennie, Clete and Tammy Brewer Professor of Financial Markets, University of Arkansas

Jerry L. Stevens, University of Richmond

Paper 1:

"Trend Following Trading Strategies in Commodity Futures: A Re-Examination"
(Upload date: Mar 03, 2008)

Andrew C. Szakmary, University of Richmond (Contact Author)
Qian Shen, Alabama A&M University
Subhash C. Sharma, Southern Illinois University
Discussant: Gary C Sanger, Distinguished Chair of Finance, Louisiana State University

Paper 2:

"From Falling Angels to Shooting Stars: Was the NASDAQ Collapse an Overreaaction?"
(Upload date: Jul 14, 2008)

Jill Kirby, University of Kentucky (Contact Author)
Discussant: Jay White, Indiana University - Southeast

Paper 3:

"Evolution of Heterogeneous Beliefs and Asset Overvaluation"
(Upload date: Feb 13, 2008)

Dmitry Shapiro, UNC Charlotte (Contact Author)
Discussant: Min Zhao, CFA, FRM, Middle Tennessee State University

Paper 1:

"There's no place like home: cultural influences on international diversification by institutional investors"
(Upload date: Mar 03, 2008)

Christopher W. Anderson, University of Kansas (Contact Author)
Mark Fedenia, University of Wisconsin-Madison
Mark Hirschey, University of Kansas
Hilla Skiba, University of Wyoming
Discussant: Mary Anne Majadillas, Florida State University

Paper 2:

"The Tax Structure Challenge in an Interdependent Global Economy from a Firm's Financial Stakeholders’ Perspective"
(Upload date: Feb 26, 2008)

Ronald W. Spahr, Chair, Department of Finance, Insurance and Real Estate, University of Memphis (Contact Author)
Pankaj Jain, University of Memphis
Fariz Huseynov, University of Memphis
Discussant: Joachim Vogt, European Business School (Endowede Chair of Banking and Finance)

Paper 3:

"Minority stockholders protection in a new corporate control law: Market implications in an emerging economy"
(Upload date: Feb 12, 2008)

Lance A. Nail, CFA, Dean and Professor of Finance, University of Southern Mississippi (Contact Author)
Franco Parisi, University of Chile
Ike Mathur, Southern Illinois University
Discussant: Rebel Cole, DePaul University

Paper 1:

"Aggregate Volatility Risk: Explaining the Small Growth Anomaly and the New Issues Puzzle"
(Upload date: Jul 10, 2008)

Alexander Barinov, University of Georgia - Terry School of Business (Contact Author)
Discussant: Nancy L Beneda, Ph.D., CPA, Robert Page Professor, University of North Dakota

Paper 2:

"Employee Rewards and the Likelihood of a Successful Initial Public Offering"
(Upload date: Feb 29, 2008)

Greg Filbeck, CFA, FRM, CAIA, Sam and Irene Black Family Professor of Insurance and Risk Management, Pennsylvania State University - Erie (Contact Author)
Peg Thoms, Pennsylvania State University - Erie
Brian Boscaljon, Pennsylvania State University - Erie
Discussant: Michael Keefe, University of Texas - Dallas

Paper 3:

"Pseudo-market timing and benchmark returns"
(Upload date: Mar 03, 2008)

Walt Pohl, University of Texas at Dallas (Contact Author)
Discussant: Susana Yu, Montclair State University

Paper 1:

"Measuring Bond Mutual Fund Performance with Portfolio Characteristics"
(Upload date: Jul 14, 2008)

Fabio Moneta, Boston College Wallace E. Carroll School of Management (Contact Author)
Discussant: Ludwig Chincarini, Pomona College

Paper 2:

"Do Mutual Funds with Few Holdings Outperform the Market?"
(Upload date: Mar 03, 2008)

Abhay Kaushik, Radford University (Contact Author)
Scott W. Barnhart, Florida Atlantic University
Discussant: Lee M. Dunham, CFA, University of Nebraska - Lincoln

Paper 3:

"Survivorship Bias and Mutual Fund Performance: Relevance, Significance, and Methodical Differences"
(Upload date: Mar 03, 2008)

Martin Rohleder, Catholic University of Eichstaett-Ingolstadt, Germany
Hendrik Scholz, Catholic University of Eichstaett-Ingolstadt, Germany
Marco Wilkens, Catholic University of Eichstaett-Ingolstadt, Germany (Contact Author)
Discussant: Marcel Marekwica, University of Regensburg

Paper 1:

"Originator Performance, CMBS Structures and Yield Spreads of Commercial Mortgages"
(Upload date: Mar 03, 2008)

Sergey Tsyplakov, University of South Carolina (Contact Author)
Sheridan Titman, University of Texas at Austin
Discussant: Clay Moffett, University of North Carolina Wilmington

Paper 2:

"Securitizations as Financings or Sales? Financial Evidence for Accounting and Regulatory Balance Sheet Treatment in a World of Structured Finance"
(Upload date: Mar 03, 2008)

Eric J. Higgins, Kansas State University (Contact Author)
Joseph Mason, Drexel University
Adi Mordel, Drexel University
Discussant: Sergey Tsyplakov, University of South Carolina

Paper 3:

"Testing the 'quiet life' of U.S. banks with adjusted Lerner indices"
(Upload date: Mar 04, 2008)

Michael Koetter, University of Groningen (Contact Author)
James W. Kolari, Texas A&M University
Laura Spierdijk, University of Groningen
Discussant: Kelly Carter, University of South Florida

Paper 1:

"Compensation, Payout Policy and Financial Flexibility"
(Upload date: Mar 03, 2008)

Alan V. S. Douglas, University of Waterloo, Ontario (Contact Author)
Discussant: Yaron Leitner, Federal Reserve Bank of Philadelphia

Paper 2:

"Corporate capital structure and product warranties"
(Upload date: Feb 26, 2008)

Jayant Kale, Georgia State University
Husayn Shahrur, Bentley College (Contact Author)
Discussant: John D. Finnerty, Fordham University and Finnerty Economic Consulting, LLC

Paper 3:

"Does Hedging Reduce Economic Exposure? Hurricanes, Jet Fuel Prices, and Airlines"
(Upload date: Mar 02, 2008)

David A. Carter, Oklahoma State University
Daniel A. Rogers, Portland State University (Contact Author)
Betty J. Simkins, Oklahoma State University
Discussant: Craig G. Rennie, Clete and Tammy Brewer Professor of Financial Markets, University of Arkansas

Paper 1:

"Macroeconomic News and Risk Factor Innovations"
(Upload date: Jun 17, 2008)

Thomas F Gosnell, Jr., PhD, CFA, Oklahoma State University (Contact Author)
Ali Nejadmalayeri, Oklahoma State University
Discussant: Dean Leistikow, Fordham University

Paper 2:

"Volatility Forecasting in the US Money Markets"
(Upload date: Mar 03, 2008)

Scott Chaput, University of Otago, New Zealand (Contact Author)
Discussant: Shu Yan, University of South Carolina

Paper 3:

"Does Emerging Market Liberalization Help or Hinder Local Monetary Policy?"
(Upload date: Mar 03, 2008)

Bill Francis, Rensselaer Polytechnic Institute
Delroy M. Hunter, University of South Florida (Contact Author)
Patrick Kelly, University of South Florida
Discussant: Stefano Mazzotta, Kennesaw State University

Paper 1:

"Arbitrage in Dual Classes: The Case of Berkshire Hathaway"
(Upload date: Aug 12, 2008)

Adam Y.C. Lei, Midwestern State University (Contact Author)
Discussant: W. Brian Barrett, CFA, University of Miami

Paper 2:

"The Importance of Not Being Earnest: The case of share repurchases by low transparency firms"
(Upload date: Jan 24, 2008)

Yung Ling Lo, Western Kentucky University (Contact Author)
James S. Ang, Bank of America Eminent Scholar, Florida State University
Discussant: Keven Yost, Auburn University

Paper 3:

"Liquidity and Speculative Trading: Evidence from Stock Price Adjustments to Quarterly Earnings Announcements"
(Upload date: Feb 12, 2008)

J.C. Lin, Louisiana State University
Gary C Sanger, Distinguished Chair of Finance, Louisiana State University (Contact Author)
Hsiao-Fen Yang, Louisiana State University
Discussant: Lin Zou, The University of Texas at Dallas

Paper 1:

"Global Trends in Real Risk Free Rates"
(Upload date: Feb 29, 2008)

Hui He, George Washington University (Contact Author)
Peter R. Locke, Neeley School of Business, TCU
Discussant: Jerry L. Stevens, University of Richmond

Paper 2:

"The Relative Influence of the East and the West on Middle Eastern Emerging Markets"
(Upload date: Mar 04, 2008)

Richard Ajayi, University of Central Florida (Contact Author)
Seyed Mehdian, University of Michigan - Flint
Mark Perry, University of Michigan - Flint
Discussant: Peter R. Locke, Neeley School of Business, TCU

Paper 3:

"Common and local asymmetry and day-of-the-week effects among EU equity markets"
(Upload date: Jun 19, 2008)

Johan Knif, Swedish School of Economics and Business Administration (Contact Author)
Kenneth Hogholm, Swedish School of Economics and Business Administration
Seppo Pynnonen, University of Vaasa
Discussant: Seyed Mehdian, University of Michigan - Flint

Paper 1:

"Overreaction and Underreaction to REIT Dividend Announcements"
(Upload date: Feb 14, 2008)

Marc Simpson, Northern Illinois Univrsity (Contact Author)
John T. Emery, Dean, California State University, Bakersfield
Jose Francisco Moreno, University of Texas - Pan American
Discussant: Carmelo Giaccotto, University of Connecticut

Paper 2:

"REIT Capital Structure and Bank Credit"
(Upload date: Mar 03, 2008)

William G Hardin, III, Knight Ridder Associate Professor, Florida International University
Matthew David Hill, CTP, CFM, University of Mississippi (Contact Author)
Discussant: Rebel Cole, DePaul University

Paper 3:

"The Counter-cyclical Behavior of Global REITS"
(Upload date: Mar 05, 2008)

Ali M. Parhizgari, Ingersoll-Rand Professor, Florida International University (Contact Author)
Ivelina Pavlova, FIU
Discussant: Colm Kearney, Trinity College, Dublin

Paper 1:

"Portfolio Choice with Tax Loss Carry-Forward"
(Upload date: Jul 03, 2008)

Marcel Marekwica, University of Regensburg (Contact Author)
Discussant: Marc Gürtler, Chair, Technical University at Braunschweig - Institute of Finance

Paper 2:

"How Withdrawal Sequence Affects the Risk and Longevity of Retirees' Portfolios: Additional Evidence"
(Upload date: Mar 03, 2008)

Robert A. Weigand, Brenneman Professor of Business Strategy, Washburn University (Contact Author)
Robert Irons, Dominican University
Discussant: Kenneth Vetzal, School of Accounting and Finance, University of Waterloo

Paper 3:

"A Symmetric LPM Model for Mean-Semivariance Optimization"
(Upload date: Feb 29, 2008)

David Nawrocki, Katherine M. and Richard J. Salisbury Jr. Professor of Finance, Villanova University (Contact Author)
Denisa Cumova, Berenberg Bank, Hamburg Germany
Discussant: Jeffrey H. Harris, U. of Delaware & Commodity Futures Trading Commission

Paper 1:

"What's Driving Small Borrower-Lender Distance?"
(Upload date: Feb 29, 2008)

Robert DeYoung, University of Kansas
W. Scott Frame, Federal Reserve Bank of Atlanta (Contact Author)
Dennis Glennon, Office of the Comptroller of the Currency
Peter Nigro, Bryant University
Discussant: Rainer Jankowitsch, New York University

Paper 2:

"Effects of Revisions to the CRA in 1995 on Regulatory Enforcement"
(Upload date: Jul 03, 2008)

Michael F. Spivey, Professor of Finance, Clemson University (Contact Author)
Drew C. Dahl, Utah State University
John C. Alexander, Clemson University
Discussant: Breck L. Robinson, University of Delaware

Paper 3:

"Regulatory Uncertainty and Financial Contagion: Evidence from the Hybrid Capital Securities Market"
(Upload date: Mar 03, 2008)

John D. Finnerty, Fordham University and Finnerty Economic Consulting, LLC (Contact Author)
Jeffrey Turner, Finnerty Economic Consulting, LLC
Jack Chen, Finnerty Economic Consulting, LLC
Discussant: Jim Estes, California State University, San Bernardino

Paper 1:

"Blame Spillovers: Are Interlocked Firms Affected By the Corporate Distress of Firms in the Network?"
(Upload date: Mar 11, 2008)

Marina Murdock, Florida Atlantic University (Contact Author)
Kimberly C. Gleason, Florida Atlantic University
Abhay Kaushik, Radford University
Discussant: Dong Chen, University of Baltimore

Paper 2:

"Heterogenous Impacts of Staggered Boards by Ownership Concentration"
(Upload date: Mar 03, 2008)

Morgan J. Rose, University of Maryland, Baltimore County (Contact Author)
Discussant: Don M. Chance, CFA, William H. Wright, Jr. Endowed Chair for Financial Services, Louisiana State University

Paper 3:

"The Relation between Corporate Governance and Credit Risk, Bond Yields and Firm Valuation"
(Upload date: Mar 14, 2008)

Dong Chen, University of Baltimore (Contact Author)
Michael Bradley, Chair, Duke University
George Dallas, F&C Investments; European Corporate Governance Institute (ECGI)
Elizabeth SNYDERWINE, University of Notre Dame; Loyola University of Chicago
Discussant: Marina Murdock, Florida Atlantic University

Panelists:

John A. Helmuth, Niagara University

Ronald C. Anderson, American University

Greg Filbeck, CFA, FRM, CAIA, Sam and Irene Black Family Professor of Insurance and Risk Management, Pennsylvania State University - Erie

Paper 1:

"Pricing Currency Futures and Spot Options Under"
(Upload date: Feb 27, 2008)

Robert Stafford Johnson, Xavier University (Contact Author)
Richard A. Zuber, University of North Carolina at Charlotte
John M. Gandar, University of North Carolina - Charlotte
Amit Sen, Xavier University
Discussant: Kenneth Vetzal, School of Accounting and Finance, University of Waterloo

Paper 2:

"An Economic Analysis of the Japanese Reverse Exchangeable Market"
(Upload date: Feb 22, 2008)

Rodrigo Javier HERNANDEZ, Radford University (Contact Author)
Pu Liu, University of Arkansas
Wayne Y. Lee, Alice L. Walton Chair in Finance, University of Arkansas
Discussant: Oliver Entrop, Catholic University of Eichstaett-Ingolstadt, Germany

Paper 3:

"Cash Flow Volatility and Corporate Bond Yield Spreads"
(Upload date: Mar 03, 2008)

Alan Huang, University of Waterloo, Ontario
Alan V. S. Douglas, University of Waterloo, Ontario (Contact Author)
Kenneth Vetzal, School of Accounting and Finance, University of Waterloo
Discussant: Anders J. Löflund, Hanken, Swedish Sch. of Econ. and Bus.Adm.

Paper 1:

"Market Structure and Microstructure of NYSE.Euronext's LIFFE Short Term Interest Rate Futures"
(Upload date: Jul 15, 2008)

Frank McGroarty, University of Southampton (Contact Author)
Discussant: Naomi Boyd, West Virginia University and CFTC

Paper 2:

"Market Making in Options Markets: An Investigation of the Natural Gas Market"
(Upload date: Mar 02, 2008)

Naomi Elizabeth Boyd, U.S. Commodity Futures Trading Commission (Contact Author)
Peter R. Locke, Neeley School of Business, TCU
Discussant: Jay F. Coughenour, University of Delaware

Paper 3:

"Price Dynamics in the Regular and E-mini Futures Markets: Further Evidence"
(Upload date: Jan 15, 2008)

Sandip Dutta, Southern Connecticut State University (Contact Author)
Jim Musumeci, Southern Illinois University Carbondale
Subhash C. Sharma, Southern Illinois University
Discussant: Peter Alonzi, Dominican University

Paper 1:

"The monitoring role of stock liquidity and the demand for short-term debt"
(Upload date: Mar 01, 2008)

Sudarshan Jayaraman, Washington University in St. Louis (Contact Author)
Kartik Raman, Bentley College
Discussant: Jiekun Huang, Boston College

Paper 2:

"Partial Price Adjustments and Equity Carve-outs"
(Upload date: Feb 08, 2008)

Thomas H. Thompson, Lamar University (Contact Author)
Discussant: Steve Raymar, Fordham University

Paper 3:

"Ownership Structure and Debt Leverage: Empirical Test of a trade-off hypothesis"
(Upload date: Mar 28, 2008)

IMEN LATROUS, Universite du Quebec à Chicoutimi (Contact Author)
Hubert De La Bruslerie, Universite Paris 1 Sorbonne
Discussant: Thomas J. O'Brien, University of Connecticut

Paper 1:

"Heterogeneous Volatility of IPO Returns Across Variance Characteristics: Implications for Underpricing and Aftermarket Performance"
(Upload date: Jan 15, 2008)

Nancy L Beneda, Ph.D., CPA, Robert Page Professor, University of North Dakota (Contact Author)
Yilei Zhang, University of North Dakota
Discussant: Michael Keefe, University of Texas - Dallas

Paper 2:

"The Structure of Underwriting Syndicates and Expected Flotation Costs:"
(Upload date: Mar 03, 2008)

Jin Q Jeon, University of Alabama (Contact Author)
Discussant: Judson Russell, University of North Carolina-Charlotte

Paper 3:

"A Theory of an Intermediary with Nonexclusive Contracts"
(Upload date: Mar 06, 2008)

Yaron Leitner, Federal Reserve Bank of Philadelphia (Contact Author)
Discussant: Brooke Stanley, Winthrop University

Paper 1:

"Top Performing Banks: The Benefits to Investors"
(Upload date: Mar 03, 2008)

Greg Filbeck, CFA, FRM, CAIA, Sam and Irene Black Family Professor of Insurance and Risk Management, Pennsylvania State University - Erie
Dianna C. Preece, University of Louisville (Contact Author)
Xin Zhao, Pennsylvania State University - Erie
Discussant: Sandip Dutta, Southern Connecticut State University

Paper 2:

"The Reputation Puzzle"
(Upload date: Mar 03, 2008)

Glenn Williams, Florida Atlantic University (Contact Author)
Stanislava Nikolova, George Mason University
Discussant: Irv DeGraw, St. Petersburg College

Paper 3:

"Market Monitoring of Banks: Do short sellers monitor banks?"
(Upload date: Mar 03, 2008)

Bhanu Balasubramanian, Emporia State University
Ken Cyree, Frank R. Day/MBA Chair of Banking, University of Mississippi (Contact Author)
Discussant: Alexander Popov, European Central Bank