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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
Location: Building 11, Room D 0002/3

Date: Friday, 19/Sept/2025
9:30am - 11:00am	A6: Derivatives 1 Location: Building 11, Room D 0002/3 Chair: Fabian Hollstein 9:30am - 10:00am Measuring Option Liquidity Alexander Götz¹, Ryan Riordan², Philipp Schuster¹, Marliese Uhrig-Homburg³ 1: Universität Stuttgart, Germany; 2: LMU Munich School of Management, Germany; 3: Karlsruhe Institute of Technology, Germany Discussant: Fabian Hollstein (Saarland University) 10:00am - 10:30am Good and bad variance premia and expected carbon returns Nicole Branger, Jan Harren, Stefan Menze University of Münster, Germany Discussant: Alexander Götz (Universität Stuttgart) 10:30am - 11:00am How do investors trade option anomalies? Fabian Hollstein¹, Chardin Wese Simen² 1: Saarland University, Germany; 2: University of Liverpool, UK Discussant: Stefan Menze (University of Münster)
11:30am - 1:00pm	B6: Market Microstructure Location: Building 11, Room D 0002/3 Chair: Lennart Sperling 11:30am - 12:00pm Liquidity mechanisms in decentralized finance: Design, fragmentation, and arbitrage in real-world asset markets Ralf Laschinger¹, Heiko Leonhard², Gregor Dorfleitner³, Wolfgang Schäfers⁴ 1: LMU Munich School of Management, Germany; 2: International Real Estate Business School, University of Regensburg; 3: Department of Finance, University of Regensburg; 4: International Real Estate Business School, University of Regensburg Discussant: Lennart Sperling (FernUniversität in Hagen) 12:00pm - 12:30pm SOFR so good: Transaction costs and resilience in the post-Libor swap market Jan Gabriel Roth, Anders Bjerre Trolle Copenhagen Business School, Denmark Discussant: Heiko Leonhard (University of Regensburg)
2:00pm - 3:30pm	C6: Derivatives 2 Location: Building 11, Room D 0002/3 Chair: Fanchen Meng 2:00pm - 2:30pm Pieces of the index option return puzzle: Some new evidence Rainer Baule, Florian Borchard FernUniversität in Hagen, Germany Discussant: Fanchen Meng (Karlsruhe Institut für Technologie) 2:30pm - 3:00pm Long-run and short-run idiosyncratic stock volatilities and cross-section of option returns Quan Gan, Van Quoc Thinh Nguyen University of Sydney, Australia Discussant: Florian Borchard (FernUniversität in Hagen) 3:00pm - 3:30pm How option traders take sides on return predictability Julian Böll, Fanchen Meng, Julian Thimme, Marliese Uhrig-Homburg Karlsruhe Institut für Technologie, Germany Discussant: Van Quoc Thinh Nguyen (University of Sydney)

Date: Saturday, 20/Sept/2025

9:00am
-
10:30am

D6: Derivatives 3
Location: Building 11, Room D 0002/3
Chair: Samia Badidi

9:00am - 9:30am

Arbitrage Opportunities

Tobias Lauter^1,2, 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)

11:00am
-
12:30pm

E6: Experimental Finance
Location: Building 11, Room D 0002/3
Chair: David Jia-Hui Streich

11:00am - 11:30am

Ranking concerns or reference points: The impact of communicating expected payoffs in experimental studies

Sebastian Krull, Matthias Pelster

Universität Duisburg-Essen, Germany

Discussant: David Jia-Hui Streich (Catholic University Eichstaett-Ingolstadt)

11:30am - 12:00pm

Will AI replace or enhance human intelligence in investment management?

Vikram Nanda¹, Sanghyun Hugh Kim²

1: University of Texas at Dallas, United States of America; 2: Wilfrid Laurier University, Canada

Discussant: Sebastian Krull (Universität Duisburg-Essen)

12:00pm - 12:30pm

Making GenAI smarter: Evidence from a portfolio allocation experiment

Lars Hornuf¹, David Streich², Niklas Töllich²

1: Dresden University of Technology; 2: Catholic University Eichstaett-Ingolstadt

Discussant: Vikram Nanda (University of Texas at Dallas)