Conference Agenda

Probability of Default, Leverage and Dynamics

Günter Franke¹, Peter Bednarek², Daniel te Kaat³

1: Universität Konstanz, Germany; 2: European Central Bank, Frankfurt; 3: University of Groningen, Netherlands

Discussant: Oliver Rehbein (Vienna University of Economics and Business)

Taxation and bank liquidity creation

Allen Berger¹, Dimitris Chronopoulos², Anna Lucia Sobiech^2,3, John OS Wilson²

1: University of South Carolina, USA; 2: University of St Andrews, United Kingdom; 3: University of Cologne, Germany

Discussant: Günter Franke (Univesität Konstanz)

When the Dam almost Breaks: Disasters and Credit Risk

Sophia Arlt^2,3, Christian Gross², Oliver Rehbein¹, Iliriana Shala^2,3

1: Vienna University of Economics and Business, Austria; 2: Deutsche Bundesbank; 3: Goethe University

Discussant: Anna Lucia Sobiech (University of Cologne)

Relative visibility and attraction in asset pricing

Matthias Bank

Banken und Finanzen, University of Innsbruck, Austria

Discussant: Hannes Mohrschladt (University of Potsdam)

Satispricing

Clemens Mueller, Patrick Verwijmeren

Erasmus University Rotterdam, Netherlands, The

Discussant: Matthias Bank (Universität Innsbruck)

Strategic communication with a myopically loss averse investor

Thomas Langer¹, Nils Lohmeier¹, Hannes Mohrschladt^1,2

1: University of Münster; 2: University of Potsdam

Discussant: Clemens Mueller (Erasmus University Rotterdam)

Same same but different: The risk profile of corporate bond ETFs

Johannes Dinger¹, Marcel Müller¹, Marliese Uhrig-Homburg¹, Aleksandra Rzeźnik²

1: Karlsruhe Institute of Technology, Germany; 2: Schulich School of Business York University, Canada

Discussant: Matthias Muck (Universität Bamberg)

ESG favoritism in mutual fund families

Anna Zsofia Csiky¹, Rainer Jankowitsch^1,2, Alexander Pasler¹, Marti G. Subrahmanyam^3,4

1: WU (Vienna University of Economics and Business), Austria; 2: Vienna Graduate School of Finance; 3: NYU Stern; 4: NYU Shanghai

Discussant: Johannes Dinger (Karlsruhe Institute of Technology)

Unmasking global investors: An examination of the shifting dynamics in sovereign bond trading

Nicole Branger¹, Matthias Muck², Alexander Pütz³

1: Universität Münster; 2: Universität Bamberg; 3: Deutsche Finanzagentur

Discussant: Alexander Pasler (WU (Vienna University of Economics and Business))

Natural bank reliance

Hannah Lucy Winterberg

International Monetary Fund, Washington DC, USA

Discussant: Valeriya Dinger (Universität Osnabrück)

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)

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)

What could have been - counterfactual thinking among retail investors

Lukas Mertes¹, Marcel Quint²

1: University of Mannheim, Germany; 2: LMU Munich, Germany

Discussant: Mathis Moerke (University of St.Gallen)

Evaluating the Effectiveness of EU Securitization Regulation on the Performance of the SME Securitization Market

Aida Cehajic, Wangzhen Xia

Technical University of Munich, Germany

Discussant: Lukas Mertes (University of Mannheim)

Do ESG ratings provide novel information? Evidence from Machine Learning

Mathis Moerke, Jonas Romer, Markus Schmid

University of St.Gallen, Switzerland

Discussant: Wangzhen Xia (Technical University of Munich)