9:00am
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10:30am |
D1: Asset Pricing Theoretical 2
Location: Building 3, Room 2 EG
Chair: Julian Thimme
9:00am - 9:30am
Tracing the learning curve: On cryptocurrency prices, volatility, and eventual adoption
Michael Wulfsohn
University of Oxford, United Kingdom
Discussant: Julian Thimme (Karlsruher Institut für Technologie)
9:30am - 10:00am
Three reasons to price carbon under uncertainty: Accuracy of simple rules
Ton van den Bremer1, Christoph Hambel2, Frederick van der Ploeg3
1: Tilburg University, The Netherlands;
2: University of Oxford, United Kingdom;
3: University of Amsterdam, The Netherlands
Discussant: Michael Wulfsohn (University of Oxford)
10:00am - 10:30am
Understanding asset pricing factors
Viktoria Klaus, Julian Thimme
Karlsruher Institut für Technologie, Germany
Discussant: Christoph Hambel (Tilburg University)
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D2: Household Finance
Location: Building 3, Room 3 EG
Chair: Alexander Klos
9:00am - 9:30am
Divorce and Financial Well-Being
Marcel Fischer1,2, Natalia Khorunzhina2
1: University of Konstanz, Germany;
2: Copenhagen Business School, Denmark
Discussant: Alexander Klos (Kiel University)
9:30am - 10:00am
If I were you: Advisor gender and client risk tolerance
Dominik Scheld, Oscar Stolper
University of Marburg, Germany
Discussant: Marcel Fischer (University of Konstanz)
10:00am - 10:30am
Gambling with Dividends
Alexander Klos1, Jan Müller-Dethard2, Niklas Reinhardt1, Martin Weber2
1: Kiel University;
2: University of Mannheim
Discussant: Dominik Scheld (University of Marburg)
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D3: Sustainable Finance 2
Location: Building 3, Room D 005
Chair: Felix von Meyerinck
9:00am - 9:30am
The carbon cost of competitive pressure
Vesa Pursiainen1, Hanwen Sun2, Yue Xiang3
1: University of St.Gallen and Swiss Finance Institute;
2: University of Bath;
3: Durham University
Discussant: Felix von Meyerinck (Lake Lucerne Institute)
9:30am - 10:00am
Mutual funds’ appetite for sustainability in European Auto ABS
Carmelo Latino, Loriana Pelizzon, Max Riedel, Yue Wang
Leibniz Institute for Financial Research SAFE, Germany
Discussant: Yue Xiang (Durham University)
10:00am - 10:30am
Insurers' coal underwriting policies
Olimpia Carradori1,2, Felix von Meyerinck1, Zacharias Sautner1,2
1: Universität Zürich, Switzerland;
2: Swiss Finance Institute
Discussant: Max Riedel (Leibniz Institute for Financial Research SAFE)
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D4: Financial Intermediation 3
Location: Building 3, Room D 006
Chair: Valeriya Dinger
9:00am - 9:30am
Natural bank reliance
Hannah Lucy Winterberg
International Monetary Fund, Washington DC, USA
Discussant: Valeriya Dinger (Universität Osnabrück)
9:30am - 10:00am
Once a Trader, Always a Trader: The role of traders in fund management
Gjergji Cici1, Philipp Schuster2, Franziska Weishaupt2
1: University of Kansas, USA;
2: University of Stuttgart, Germany
Discussant: Hannah Lucy Winterberg (IMF)
10:00am - 10:30am
Covered but exposed: currency risk in collateralized bank funding
Valeriya Dinger1, Jin Cao2, Valentina Bruno3
1: Universität Osnabrück, Germany;
2: Norges Bank, Norway;
3: American University, US
Discussant: Franziska Weishaupt (Universität Stuttgart)
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D5: Behavioral Finance 2
Location: Building 3, Room F 009
Chair: Lukas Grahl
9:00am - 9:30am
Inside the mind of retail short sellers
Nina Klocke, Matthias Pelster
Duisburg-Essen University, Germany
Discussant: Lukas Grahl (Aarhus University)
9:30am - 10:00am
Investment decision biases in HNWIs
Maria Maas1, Theo Petersen1, Philipp Schreiber2, Marcel Tyrell1
1: Universtiät Witten/Herdecke, Germany;
2: Esslingen University, Germany
Discussant: Nina Klocke (Duisburg-Essen University)
10:00am - 10:30am
Ambiguity and earnings announcements
Lukas Grahl, Steffen Meyer, Charline Uhr
Aarhus University, Denmark
Discussant: Maria Maas (Universtiät Witten/Herdecke)
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D6: Derivatives 3
Location: Building 11, Room D 0002/3
Chair: Samia Badidi
9:00am - 9:30am
Arbitrage Opportunities
Tobias Lauter1,2, Marcel Prokopczuk1
1: Leibniz Universität Hannover, Germany;
2: Macquarie University Sydney, Australia
Discussant: Samia Badidi (Tilburg University)
9:30am - 10:00am
Inferring the trade direction in option auctions
Leander Gayda
Universität Münster, Germany
Discussant: Tobias Lauter (Leibniz Universität Hannover)
10:00am - 10:30am
Forecast dispersion and the price impact of macroeconomic news
Samia Badidi
Tilburg University, Netherlands, The
Discussant: Leander Gayda (Universität Münster)
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