|Friday 14 September
12:45 - 14:15
Vitor Leone (Nottingham Trent University) "Multiple Changes in Persistence vs. Explosive Behaviour: The Dotcom Bubble" (with Otavio Ribeiro de Medeiros, Universidade de Brasília)
Thanos Verousis (Bangor University) "Liquidity and Trading Activity of Equity Options: Time Series and Hedging Cost Effects" (with Owain ap Gwilym, Bangor University)
Vladimir Prelov (Russian Academy of Sciences) "Tick-by-Tick Analysis and the Return Efficiency Theory for Financial Markets"
Olga Lebedeva (University of Mannheim) "Trading Aggressiveness and Its Implications for Market Efficiency"
Gregor Weiss (TU Dortmund) "Systemic Risk and Bank Consolidation: International Evidence" (with Sascha Neumann and Denefa Bostandzic, Ruhr-Universität Bochum)
Vladimir Yankov (Boston University and the Federal Reserve Bank of Boston) "In Search of a Risk-free Asset"
Diama K Abulabn (Birzeit UniversityPalestine) "Managing of Treasury in the Banking System within a Multi Currency Economy" (with Nidal Rashid Sabri and Dima W Hanyia, Birzeit University Palestine)
Andrej Gill (Goethe University Frankfurt) "Basel III and CEO Compensation in Banks: A New Regulatory Attempt After the Crisis" (with Christian Eufinger, Goethe University Frankfurt)
Cândida Ferreira (Technical University of Lisbon) "European Banking Efficiency: A Panel Cost Frontier Approach"
Panagiotis Couzoff (Lancaster University) "External Monitoring, Managerial Entrenchment and Corporate Cash Holdings" (with Shantanu Banerjee and Grzegorz Pawlina, Lancaster University)