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9:30am A3: Sustainable Finance 1 Location: Building 3, Room D 005 Chair: Olaf Korn
9:30am - 10:00am Flooded friends - peer effects in insurance decisions
Felix Dornseifer
Goethe University Frankfurt, Germany
Discussant: Olaf Korn (University of Göttingen)
10:00am - 10:30am Determinants and forecasting of corporate greenwashing behavior
Jens Eckberg 1 , Gregor Dorfleitner1,2,4 , Manuel Kathan3,4,5 , Sebastian Utz3,4
1: Department of Finance, University of Regensburg;
2: Centre for European Research in Microfinance (CERMi), Belgium;
3: Department of Climate Finance, University of Augsburg;
4: Centre for Climate Resilience, University of Augsburg;
5: Swiss Institute of Banking and Finance, University of St. Gallen
Discussant: Felix Dornseifer (Goethe University Frankfurt)
10:30am - 11:00am The influence of uncertain environmental impact on risk taking in asset allocation
Oliver Frensch, Olaf Korn , Holger A. Rau
University of Göttingen, Germany
Discussant: Jens Eckberg (University of Regensburg)
11:30am B3: Banking Supervision and Regulation Location: Building 3, Room D 005 Chair: Andrea Modena
11:30am - 12:00pm Bank dividend restrictions and banks' institutional investors
Christian Mücke
ESCP Business School, Spain
Discussant: Andrea Modena (-University of Mannheim)
12:00pm - 12:30pm Stock market responses to capital buffer announcements during the COVID pandemic: Evidence from a new global dataset
Mahmoud Metwally , Jens Klose
Technische Hochschule Mittelhessen
Discussant: Christian Mücke (ESCP Business School)
12:30pm - 1:00pm Coordinating dividend taxes and capital regulation
Andrea Modena 1 , Luca Regis2 , Salvatore Federico3
1: University of Mannheim;
2: University of Turin and Collegio Carlo Alberto;
3: University of Bologna
Discussant: Mahmoud Metwally (Technische Hochschule Mittelhessen/Justus Liebig Universität)
2:00pm C3: Information and Market Efficiency 1 Location: Building 3, Room D 005 Chair: Stefan Scharnowski
2:00pm - 2:30pm The expected returns on machine-learning strategies
Vitor Azevedo 1 , Christopher Hoegner2 , Mihail Velikov3
1: RPTU Kaiserslautern-Landau, Germany;
2: Technische Universität München;
3: Smeal College of Business, Penn State University
Discussant: Stefan Scharnowski (University of Mannheim)
2:30pm - 3:00pm Dealer quid pro quo in the municipal bond market
Casey Dougal2 , Daniel A Rettl 1 , Vasiliy Yakimenko1
1: University of Georgia;
2: Florida State University
Discussant: Vitor Azevedo (RPTU Kaiserslautern-Landau)
3:00pm - 3:30pm Hidden Liquidity - Evidence from the Introduction of Iceberg Orders
Stefan Scharnowski
University of Mannheim, Germany
Discussant: Daniel A Rettl (University of Georgia)
9:00am 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 Xiang 3
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 Meyerinck 1 , Zacharias Sautner1,2
1: Universität Zürich, Switzerland;
2: Swiss Finance Institute
Discussant: Max Riedel (Leibniz Institute for Financial Research SAFE)
11:00am E3: Information and Market Efficiency 2 Location: Building 3, Room D 005 Chair: Thomas Hartmann-Wendels
11:00am - 11:30am Proximity-powered attention: Exploring spatial spillover in investor attention
Kevin Rene Lehmann , Peter N. Posch
Technische Universität Dortmunnd, Germany
Discussant: Thomas Hartmann-Wendels (Forschungsinstitut für Leasing an der Universität zu Köln)
11:30am - 12:00pm Revisiting political event portfolios
Lukas Müller 1 , Moritz Heiß1 , Sebastian Winkler1 , Sebastian Stöckl2 , Dirk Schiereck1
1: Technical University of Darmstadt;
2: University of Liechtenstein
Discussant: Kevin Rene Lehmann (Technische Universität Dortmund)
12:00pm - 12:30pm Leasing vs. Debt: The Impact of IFRS 16 on Firm Financing Decisions and Managerial Incentives
Thomas Hartmann-Wendels , Mario Hendriock, Hendrik Kussmaul
Forschungsinstitut für Leasing an der Universität zu Köln, Germany
Discussant: Lukas Mueller (TU Darmstadt)
