Programme

Authors / discussant

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Welcome and Introduction from Director of the Centre for Banking Research: Cass Business School

Barbara Casu
(Cass Business School)

Philipp Hartmann
(European Central Bank)

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A Market-Based Measure of Credit Quality and Banks' Performance During the Subprime Crisis

Martin Knaup
(CentER and Tilburg University)
Olivier De Jonghe
(Ghent University)

Securitization and Credit Risk Taking: Empirical Evidence from US Bank Holding Companies

Anna Sarkisyan
(Cass Business School)
Mascia Bedendo
(Bocconi University)

A Model of Bank Price and non-price competition with Endogenous Expected Loan Losses

Filipa Lima
(Banco de Portugal)
Alessandra Ferrari
(University of Reading)

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Does Liquidity Affect the Price Discovery Process in Credit Derivatives Markets?

Sergio Mayordomo
(Universidad Carlos III de Madrid)
Neil Kellard
(University of Essex)

Financial Deepening and Bank Productivity in Latin America

Jesus G. Garza-Garcia
(University of the West of England)
Franco Fiordelisi
(University of Roma Tre)

What are the Efficiency Gains of Bancassurance? A two-side Analysis: The Banking and The Insurance Standpoint

Ornella Ricci
(University of Roma Tre)
Francesca Arnaboldi
(University of Milan)

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Finding Bernie Madoff: Detecting Fraud by Investment Managers

William Gerken
(Auburn University)
Philip Hamill
(University of Ulster)

Islamic Mutual Funds' Financial Performance and Investment Style: Evidence from 20 Countries

Andreas Hoepner
(University of St Andrews)
M Iqbal Asaria
(Cass Business School)

Return Reversals and the Compass Rose: Insights from High Frequency Options Data

Thanos Verousis
(Swansea University)
David McMillan
(University of St Andrews)

Panel Discussion: "New directions for research in financial markets and institutions".

Philip Molyneux
(Bangor University)
Jerry Coakley
(University of Essex)
Andrew Clare
(Cass Business School)
Steve Thomas
(Cass Business School)
John O.S.Wilson
(University of St Andrews)

Best Paper Award and Concluding Remarks from the Chair of the SIG Financial Markets and Institutions

Shelagh Heffernan

(Cass Business School)
John O.S. Wilson
(University of St Andrews)

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