72nd International Atlantic Economic Conference

October 20 - 23, 2011 | Washington, USA

304 G10-1 3795 Financial Indicators and Markets

Sunday, 23 October 2011: 9:00 AM-11:00 AM
Chair:
Maria Rosa Borges, Technical University of Lisbon - Instituto Superior de Economia e Gestao and UECE—Portugal
Portfolio frontiers with restrictions to tracking error volatility and value at risk
Giulio Palomba, Università Politecnica delle Marche—Italy; Luca Riccetti, Università Politecnica delle Marche—Italy
A re-examination of financial indicators of stock price performance
David T. Cadden, Quinnipiac University—USA; Mark Thompson, Quinnipiac University—USA; Vincent Driscoll, Quinnipiac University—USA; Andrew Merrick, Quinnipiac University—USA
The ability of valuation measures to explain the cross section of stock returns
Panagiotis G. Artikis, University of Piraeus—Greece
Does corporate rebranding affect stock market prices? A bootstrapping approach
Maria Rosa Borges, Technical University of Lisbon - Instituto Superior de Economia e Gestao and UECE—Portugal; Ana Sofia Branca, Technical University of Lisbon - IST/CEGIST—Portugal
The credibility and signaling effect of open market shares repurchases in Poland
Tomasz Slonski, Wroclaw University of Economics—Poland; Bartosz Marek Zawadzki, Wroclaw University of Economics—Poland
Discussants:
Leonard De Haan, De Nederlandsche Bank—Netherlands ; Panagiotis G. Artikis, University of Piraeus—Greece and Jozef Rudnicki, Wroclaw University of Economics—Poland