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 Measuring Option Liquidity 1: Universität Stuttgart, Germany; 2: LMU Munich School of Management, Germany; 3: Karlsruhe Institute of Technology, Germany 10:00am - 10:30am Good and bad variance premia and expected carbon returns University of Münster, Germany 10:30am - 11:00am How do investors trade option anomalies? 1: Saarland University, Germany; 2: University of Liverpool, UK |
| 11:30am - 1:00pm |
B6: Market Microstructure Location: Building 11, Room D 0002/3 Chair: Lennart Sperling Liquidity mechanisms in decentralized finance: Design, fragmentation, and arbitrage in real-world asset markets 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 12:00pm - 12:30pm SOFR so good: Transaction costs and resilience in the post-Libor swap market Copenhagen Business School, Denmark |
| 2:00pm - 3:30pm |
C6: Derivatives 2 Location: Building 11, Room D 0002/3 Chair: Fanchen Meng Pieces of the index option return puzzle: Some new evidence FernUniversität in Hagen, Germany 2:30pm - 3:00pm Long-run and short-run idiosyncratic stock volatilities and cross-section of option returns University of Sydney, Australia 3:00pm - 3:30pm How option traders take sides on return predictability Karlsruhe Institut für Technologie, Germany |
| Date: Saturday, 20/Sept/2025 | |
| 9:00am - 10:30am |
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 |
| 11:00am - 12:30pm |
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 |