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THE
INAUGURAL INTERNATIONAL CONFERENCE ON BUSINESS,
BANKING AND FINANCE
The University of the West Indies
St. Augustine
CONFERENCE
PROGRAMME |
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DAY
2 |
8:30 – 10:00 a.m.
EDITOR'S FORUM |
10:00
– 10:15 a.m.
COFFEE BREAK
10:15
– 11:45 a.m.
Sessions 13 - 15
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Session
Thirteen
Sovereign Debt, Contagion and Financial Distress |
Chair: Krishnan Dandapani
“Fundamentals,
Expectations and Spread of Banking Crises,”
Victor Vaugirard. 
“Volatility
Risks, Contagion and Returns in Latin American
Markets,” Amitava Chatterjee, O. Felix
Ayadi and Lloyd P. Blenman.
“Post
Asian Financial Crisis: Day-of-the-week Effect
and Volatility in Stock Returns: Evidence form
East Asian Financial Markets: 1998-2003,”
Chaiku C. Ndu
Discussants:
Lloyd P. Blenman
Ephraim Clark
Roger Hosein
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Session
Fourteen
Corporate Decision Making |
Chair: Surendra
Arjoon “Corporate
Governance and Dividends Payout in India,”
Jayesh Kumar.
“Dividend
Tax and U.S. Equity Market,” A.M. Parhizgari
and Shahid Hamid.
“Stockholder
Wealth Implications of the Firm’s Choice
Between Dividends and Stock Repurchases,”
Noel R. Reynolds.
Discussants:
Melise Huggins
Davinder K. Malhotra
Ram Ramesh
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Session
Fifteen
Market Dynamics |
Chair: Terrence
Brunton “Assessing
the Significance of the Objective Economic Factor
in the Movement of Exchange Rates,” Abraham
Mulugetta and Yoko Mulugetta.
“Stock
Market Dynamics in a Regime Switching Asymmetric
Power GARCH Model,” Thierry Ané
and Loredana Ureche-Rangau.
“Effects
of Credit Rating Announcement on Shares in the
Swedish Stock Market,” Puspakaran Kesavan,
Visaltanachoti Wuttawat and Wei Chang.
Discussants:
Roger Hosein
Augustine Arize
CMMB
top
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| 12:00
– 2:00
LUNCH AND KEYNOTE SPEECH
2:00 – 3:30
Sessions 16-18
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Session
Sixteen
Corporate Management Issues |
Chair: Dennis
Gayle Determinants
of Corporate Conversions to Cash Balance Pension
Plan, Arnold R. Cowan.
A
Study on the Determinants of Executives’
Remuneration Before and After Demutualisation
of Building Societies in the UK, Radha K. Shiwakoti.
Factors
that Influence the Corporate Governance: The
Portuguese Reality, Elisio Brandao and Pedro
Vaz.
Discussants:
Davinder Malhotra
Rolph Balgobin
Surendra Arjoon
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Session
Seventeen
Growth and Restructuring |
Chair: Manuel
Jose da Rocha Armada
“Growth
and Reform of the Financial Markets in the Caribbean,”
Trevor Farrell.
“Future
of Banks in Jamaica – Prospects for Recurrence,”
Archibald Campbell and Lou Anne Barclay.
“Performance
of Telecommunication Firms Following Ownership
Restructuring via Privatization,” Mohamed
Ariff.
Discussants:
Lloyd P. Blenman
Errol A. Simms
Ronald Ramkissoon
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Session
Eighteen
Stocks and Bonds: Issues and Analysis |
Chair: Roland G. Baptiste
“Bond
Return Predictability: An Examination of the
European Market,” Manuel José da
Rocha Armada.
“Performance
Evaluation of CARICOM Stock and Bond,”
Patrick Watson, Victor Vaugirard and Cecile
Pemberton.
“A
Stock Market Reaction following Convertible
Bond Issuance: Evidence from Japan,” Puspakaran
Kesavan, Visaltanachoti Wuttawat and Wei Cheng.
Discussants:
Edgar Ortiz
Ali Parhizgari
Loredana Ureche-Rangau
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3:30
– 3:45 p.m.
COFFEE BREAK
3:45
– 5:15 p.m.
Sessions 19 - 21
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Session
Nineteen
Speculation, Hedging and Money Management |
Chair: Leslie-Ann Jordan
“The
TSX Technology Company Listing Standards as
a Response to the ‘Hot Issue’ Market
of 1995-2000,” A. Douglas Harris.
“The
Determinants of Foreign Currency Hedging by
UK Non-Financial Firms,” Amrit Judge.
“Money
Management from an Auctioneer’s Viewpoint,”
John Malindretos.
Discussants:
Richard Ajayi
Gianni Romani Cocce
CMMB
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Session
Twenty
Fixed Income and Variable Income Securities |
Chair: Shahid
Hamid “An
Empirical Examination of the Systematic Risk
of Multiple Listed Common Stocks,” Arun
J. Prakash, You Leyuan and Chun Hao Chang.
“The
Effect of Credit Rating Actions on Bond Yields
in the Caribbean,” Ram Ramesh, Raan Maharaj
and Dereck Rajack.
“A
Test of U.S. Equity Market Reaction to Surprises
in an Era of High Volatility,” Richard
A. Ajayi and Seyed Mehdian.
Discussants:
Diana Thorburn
Dennis Gayle
Zamri Ahmad
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Session
Twenty-One
Theoretical Issues in Finance |
Chair: Moolchand
Raghunandan “A
Simple Procedure of Portfolio Allocation in
Present Systematic Positive Skewness,”
Arun J. Prakash, Joel Barber and Chun Hao Chang.
“Constancy
and Perpetuity: Simplifying or Camouflaging?”
Shyamasri Ghosh, Gilles Duteil and Dilip Ghosh.
“Weather
Derivatives: A New Tool for Risk Management,”
Arvind Mahendru.
Discussants:
Victor Vaugirard
Richard Ajayi
Jwala Rambarran
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Session
Twenty-Two
Capital Markets, Integration and Abritiage |
Chair:
Anthony Bowrin "Financial
Market Integration, Abritiage and INterest Rate
Parity in teh Caribbean," Dave Seerattan
and Anthony Birchwood.
"Sustainable
Capital Market and Regional Integration, "
Sir K. Dwight Venner and Baljit Vohra.
"A
Holistic Perspective on Corporate Turnaround,
" Rolph Balgobin
Discussants:Lloyd
P. Blenman
Abraham Mulugetta
Yoko Mulugetta
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