Conference Agenda
Overview and details of the sessions of this conference. Please select a date or room to show only sessions at that day or location. Please select "Show Presentations" and "List View" or a single session for detailed view (with abstracts, discussants, downloads). PDF downloads are accessible to registered participants only (after Login).
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Session Overview |
| Date: Saturday, 20/Sept/2025 | ||||||
| 8:30am - 11:00am |
Registration Saturday Location: Building 2 |
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| 9:00am - 10:30am |
D1: Asset Pricing Theoretical 2 Location: Building 3, Room 2 EG Chair: Julian Thimme Tracing the learning curve: On cryptocurrency prices, volatility, and eventual adoption University of Oxford, United Kingdom 9:30am - 10:00am Three reasons to price carbon under uncertainty: Accuracy of simple rules 1: Tilburg University, The Netherlands; 2: University of Oxford, United Kingdom; 3: University of Amsterdam, The Netherlands 10:00am - 10:30am Understanding asset pricing factors Karlsruher Institut für Technologie, Germany |
D2: Household Finance Location: Building 3, Room 3 EG Chair: Alexander Klos Divorce and Financial Well-Being 1: University of Konstanz, Germany; 2: Copenhagen Business School, Denmark 9:30am - 10:00am If I were you: Advisor gender and client risk tolerance University of Marburg, Germany 10:00am - 10:30am Gambling with Dividends 1: Kiel University; 2: University of Mannheim |
D3: Sustainable Finance 2 Location: Building 3, Room D 005 Chair: Felix von Meyerinck The carbon cost of competitive pressure 1: University of St.Gallen and Swiss Finance Institute; 2: University of Bath; 3: Durham University 9:30am - 10:00am Mutual funds’ appetite for sustainability in European Auto ABS Leibniz Institute for Financial Research SAFE, Germany 10:00am - 10:30am Insurers' coal underwriting policies 1: Universität Zürich, Switzerland; 2: Swiss Finance Institute |
D4: Financial Intermediation 3 Location: Building 3, Room D 006 Chair: Valeriya Dinger Natural bank reliance International Monetary Fund, Washington DC, USA 9:30am - 10:00am Once a Trader, Always a Trader: The role of traders in fund management 1: University of Kansas, USA; 2: University of Stuttgart, Germany 10:00am - 10:30am Covered but exposed: currency risk in collateralized bank funding 1: Universität Osnabrück, Germany; 2: Norges Bank, Norway; 3: American University, US |
D5: Behavioral Finance 2 Location: Building 3, Room F 009 Chair: Lukas Grahl Inside the mind of retail short sellers Duisburg-Essen University, Germany 9:30am - 10:00am Investment decision biases in HNWIs 1: Universtiät Witten/Herdecke, Germany; 2: Esslingen University, Germany 10:00am - 10:30am Ambiguity and earnings announcements Aarhus University, Denmark |
D6: Derivatives 3 Location: Building 11, Room D 0002/3 Chair: Samia Badidi Arbitrage Opportunities 1: Leibniz Universität Hannover, Germany; 2: Macquarie University Sydney, Australia 9:30am - 10:00am Inferring the trade direction in option auctions Universität Münster, Germany 10:00am - 10:30am Forecast dispersion and the price impact of macroeconomic news Tilburg University, Netherlands, The |
| 10:30am - 11:00am |
Coffee Break 3 Location: Building 2 |
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| 11:00am - 12:30pm |
E1: International Finance Location: Building 3, Room 2 EG Chair: Ingomar Krohn FX dealer constraints and external imbalances 1: Ruhr University Bochum, Germany; 2: TU Dresden, Germany 11:30am - 12:00pm Swap line dollar supply University of St.Gallen, Switzerland 12:00pm - 12:30pm Uncovered interest parity in high frequency 1: Bank of Canada, Canada; 2: Warwick Business School; 3: Chinese University of Hong Kong |
E2: Corporate Finance Empirical 2 Location: Building 3, Room 3 EG Chair: Alexander Schandlbauer Exporting carbon emissions? Evidence from space 1: Aarhus University, Denmark; 2: University of Mannheim, Germany 11:30am - 12:00pm Venture capital and scientists' selection into entrepreneurship Imperial College London, United Kingdom 12:00pm - 12:30pm Who worries about the stock market: Evidence from hospitalizations 1: University of Southern Denmark, Denmark; 2: Terry College of Business, University of Georgia; 3: Rockwool Foundation Research Unit and IZA Institute of Labor Economics |
E3: Information and Market Efficiency 2 Location: Building 3, Room D 005 Chair: Thomas Hartmann-Wendels Proximity-powered attention: Exploring spatial spillover in investor attention Technische Universität Dortmunnd, Germany 11:30am - 12:00pm Revisiting political event portfolios 1: Technical University of Darmstadt; 2: University of Liechtenstein 12:00pm - 12:30pm Leasing vs. Debt: The Impact of IFRS 16 on Firm Financing Decisions and Managerial Incentives Forschungsinstitut für Leasing an der Universität zu Köln, Germany |
E4: Empirical Finance 2 Location: Building 3, Room D 006 Chair: Mathis Moerke What could have been - counterfactual thinking among retail investors 1: University of Mannheim, Germany; 2: LMU Munich, Germany 11:30am - 12:00pm Evaluating the Effectiveness of EU Securitization Regulation on the Performance of the SME Securitization Market Technical University of Munich, Germany 12:00pm - 12:30pm Do ESG ratings provide novel information? Evidence from Machine Learning University of St.Gallen, Switzerland |
E5: Risk Management Location: Building 3, Room F 009 Chair: Elissa Ana Maria Iorgulescu From Silicon Valleys to Risky Peaks: the Impact of Tech Mergers on the Risk Commonality in US Capital Markets Osnabrueck University, Germany 11:30am - 12:00pm Does options trading matter for risk management? Insights from the 1936 options ban on US futures markets University of Münster, Germany |
E6: Experimental Finance Location: Building 11, Room D 0002/3 Chair: David Jia-Hui Streich Ranking concerns or reference points: The impact of communicating expected payoffs in experimental studies Universität Duisburg-Essen, Germany 11:30am - 12:00pm Will AI replace or enhance human intelligence in investment management? 1: University of Texas at Dallas, United States of America; 2: Wilfrid Laurier University, Canada 12:00pm - 12:30pm Making GenAI smarter: Evidence from a portfolio allocation experiment 1: Dresden University of Technology; 2: Catholic University Eichstaett-Ingolstadt |
| 12:30pm | Takeaway lunch Location: Building 2 |
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