EWFS 2006

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Invited Keynote Speakers

Ron Anderson, London School of Economics
Jonathan Berk, UC Berkeley
Peter Bossaerts, Caltech

Program

Name of presenting author is capitalized.

Wednesday
Keynote presentation Jonathan Berk Human Capital, Bankruptcy, and Capital Structure
Morning session Martin DIERKER The Value of Private and Public Information in Firms: An Agency View
Discussant:Tommy Stamland
Egil MATSEN Portfolio Choice when Managers Control Returns
Discussant:Jøril Mæland
Afternoon session Pegaret Pichler and Alex STOMPER Primary Market Design: Mechanisms and Markets
Wolfgang BÜHLER and Tim Thabe Credit Risk and Optimal Capital Structure under Incomplete Accounting Information and Liquidity Risk
Ken L. BECHMANN and Toke L. Hjortshøj The Accounting Values of Option Based Compensation: A Study of Values Reported by Danish Listed Companies
Carsten SØRENSEN Interest Rate Uncertainty and Strategic Asset Allocation with Borrowing and Short Sales Constraints
Fred Espen Benth and Steen KOEKEBAKKER Stochastic Modeling of Financial Electricity Contracts
Masaaki KIJIMA and Takashi SHIBATA An Option-Pricing Approach for the Valuation of Intangible Assets
Peter Løchte JØRGENSEN Traffic Light Options
Thursday
Keynote presentation Ron Anderson Liquidity and Capital Structure
Morning session Jan BUDEK, Peter C. Schotman and Rolf Tschernig Long Memory and the Term Structure of Risk
Discussant:Jonas Andersson
Thomas DANGL, Michael HALLING and Otto Randl Equity Return Prediction: Are Coefficients Time Varying?
Discussant:Frode Steen
Afternoon session Alex Edmans, Diego García and Øyvind NORLI Sports Sentiment and Stock Returns
Rajkamal Iyer and José Luis PEYDRÓ-ALCALDE Interbank Contagion: Evidence from Real Transactions
Jan-Magnus MOBERG and Genaro Sucarrat What Determines the Values of the Oslo Stock Exchange
Andreas KRAUSE, K. C. John Wei and Zhishu Yang Behavioral Bias of Traders: Evidence for the Disposition and Reverse Disposition Effect
Markku KAUSTIA and Sami Torstila Ownership Society? Evidence on Investors as Voters
Isaac T. TABNER Benchmark Concentration: Value Weights versus Equal Weights
José S. Penalva ZUASTI An Experimental Insurance Market: First Run
Friday
Keynote presentation Peter Bossaerts Are Cognitive Biases Relevant for Asset Pricing?
Morning session Michel A. Habib and Pierre MELLA-BARRAL Which Way to Grow? Merging, Buying Assets, or Partnering
Discussant:Kristian R. Miltersen
Michael HALLING, Marco Pagano, Otto Randl and Josef ZECHNER Where is the Market? Evidence from Cross-Listings
Discussant:Bernt Arne Ødegaard