Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).
Session Overview
Location: Mikado Conference hall Meeting hall “Mikado”, which can accommodate up to 50 people
9:00am Session 3.01: ESG Metrics in Executive Compensation: a Multitasking Approach Location: Mikado Conference hall
ESG Metrics in Executive Compensation: a Multitasking Approach
Prof. Vikas Agarwal 1 , Prof. Juan-Pedro Gomez2 , Prof. Kasra Hosseini3 , Prof. Manish Jha1
1: Georgia State University, United States of America;
2: IE Business School, IE University, Madrid, Spain;
3: School of Industrial Engineering, Eindhoven University of Technology, Netherlands
9:30am Session 3.02: Political Influence on Green Innovation Location: Mikado Conference hall
Political Influence on Green Innovation
Prof. Hsiu-I Ting 1 , Prof. Yun-Chi Lee2 , Prof. J. Jimmy Yang3 , Prof. Vincent F. Yu4
1: National Taipei University of Technology;
2: Soochow University;
3: Oregon State University;
4: National Taiwan University of Seince and Technology
10:00am Session 3.03: Does Social Media Help Level the Playing Field in Director Labor Markets? Evidence from Twitter Location: Mikado Conference hall
Does Social Media Help Level the Playing Field in Director Labor Markets? Evidence from Twitter
Prof. Lixiong Guo 1 , Prof. Shawn Mobbs2
1: University of Mississippi, United States of America;
2: University of Alabama, United States of America
11:00am Session 3.04: The Unintended Consequences of Investing for the Long Run: Evidence from Target Date Funds Location: Mikado Conference hall
The Unintended Consequences of Investing for the Long Run: Evidence from Target Date Funds
Prof. Massimo Massa2,4 , Prof. Rabih Moussawi3 , Prof. Andrei Simonov 1,4
1: Michigan State University, United States of America;
2: INSEAD;
3: Villanova U;
4: CEPR
11:30am Session 3.05: A Hierarchical State-Based Asset Pricing Model Location: Mikado Conference hall
A Hierarchical State-Based Asset Pricing Model
Prof. Yulia Malitsky
Université Toulouse Capitole, Toulouse Business School Research Centre
12:00pm Session 3.06: Forecasting Stock Prices with a News-Based Model Location: Mikado Conference hall
Forecasting Stock Prices with a News-Based Model
Prof. Anatoly Schmidt
NYU Tandon School, United States of America
2:00pm Session 3.07: An Analytical Model for Loan Commitments Facing the Material Adverse Change Location: Mikado Conference hall
An Analytical Model for Loan Commitments Facing the Material Adverse Change
Prof. Dan Galai, Prof. Zvi Wiener
The Hebrew University of Jerusalem, Israel
2:30pm Session 3.08: Intangible Liabilities Location: Mikado Conference hall
Intangible Liabilities
Prof. Hamid Boustanifar1 , Prof. Arnt Verriest 2
1: EDHEC Business School, France;
2: KU Leuven
3:00pm Session 3.09: Operating Leverage and Risk Premium Location: Mikado Conference hall
Operating Leverage and Risk Premium
Prof. Leonid Kogan1 , Prof. Jun Li2 , Prof. Harold Zhang1 , Prof. Yifan Zhu 3
1: MIT;
2: UT Dallas, United States of America;
3: BI Norwegian Business School
4:00pm Session 3.10: The Private Value of Open-Source Innovation Location: Mikado Conference hall
The Private Value of Open-Source Innovation
Prof. Logan P. Emery 1 , Prof. Chan Lim2 , Prof. Shiwei Ye1
1: Rotterdam School of Management, Erasmus University;
2: School of Management, University at Buffalo
4:30pm Session 3.11: The Different Networks Of Firms Implied By The News Location: Mikado Conference hall
The Different Networks Of Firms Implied By The News
Prof. Victor Hilt2 , Prof. Gustavo Schwenkler 1
1: Santa Clara University, United States of America;
2: Wellington Management, United States of America
5:00pm Session 3.12: Economic Drivers of Investor Search Behavior in Financial Information Markets Location: Mikado Conference hall
Economic Drivers of Investor Search Behavior in Financial Information Markets
Prof. José Gabriel Astaiza-Gómez
Universidad EAFIT, Colombia
9:00am Session 3.13: Implied Impermanent Loss: A Cross-Sectional Analysis of Decentralized Liquidity Pools Location: Mikado Conference hall
Implied Impermanent Loss: A Cross-Sectional Analysis of Decentralized Liquidity Pools
Prof. Lorenzo Schoenleber1 , Prof. Andrew Papanicolaou 2 , Prof. Tom Li3 , Prof. Siddharth Naik4
1: Collegio Carlo Alberto, Italy;
2: North Carolina State University;
3: NYU - Courant Institute of Mathematical Science;
4: Independent Portfolio Managers
9:30am Session 3.14: Collateral Choice Location: Mikado Conference hall
Collateral Choice
Prof. Benedikt Fabian Ballensiefen 1,2
1: University of Cologne;
2: Centre of Financial Research
10:00am Session 3.15: Hidden Liquidity - Evidence from the Introduction of Iceberg Orders Location: Mikado Conference hall
Hidden Liquidity - Evidence from the Introduction of Iceberg Orders
Prof. Stefan Scharnowski
University of Mannheim, Germany
11:00am Session 3.16: Smart Advice? A Case-Based Analysis of Robo-Advisory Efficiency Location: Mikado Conference hall
Smart Advice? A Case-Based Analysis of Robo-Advisory Efficiency
Prof. Gustavo Adolfo Mota Salinas 1 , Prof. Jelena Stankevičienė1 , Prof. Michael Christofi2,1
1: Vilnius University, Lithuania;
2: Cyprus University of Technology
11:30am Session 3.17: Human preferences and frequency of interaction with algorithmic advisers Location: Mikado Conference hall
Human preferences and frequency of interaction with algorithmic advisers
Prof. Elena Asparouhova1 , Prof. Milo Bianchi2 , Prof. Debrah Meloso 3
1: University of Utah, USA;
2: Toulouse School of Economics, France;
3: TBS Business School, France
12:00pm Session 3.18: Minimal dynamic equilibria Location: Mikado Conference hall
Minimal dynamic equilibria
Prof. David Feldman 1 , Prof. Dietmar Leisen2
1: UNSW Sydney, Australia;
2: University of Meinz, Germany
2:00pm Session 3.19: ETF (Mis)pricing Location: Mikado Conference hall
ETF (Mis)pricing
Prof. Andrei Kirilenko
Cambridge Judge Business School, United Kingdom
2:30pm Session 3.20: Corporate Bond ETFs & Volatility Location: Mikado Conference hall
Corporate Bond ETFs & Volatility
Prof. Caitlin Dannhauser1 , Prof. Egle Karmaziene 2
1: Villanova University, The USA;
2: VU Amsterdam, The Netherlands
3:00pm Session 3.21: Drawing the Line between Bond Dealer and Bandit Location: Mikado Conference hall
Drawing the Line between Bond Dealer and Bandit
Prof. Vladimir Atanasov1 , Prof. John Merrick1 , Prof. Philipp Schuster2
1: William & Mary, United States of America;
2: University of Stuttgart
4:00pm Session 3.22: Another Look at the Tail Risk Premium Anomaly Location: Mikado Conference hall
Another Look at the Tail Risk Premium Anomaly
Prof. Evarist Stoja
University of Bristol, United Kingdom
4:30pm Session 3.23: Do Lenders Price Firms’ Cybersecurity Risks? Location: Mikado Conference hall
Do Lenders Price Firms’ Cybersecurity Risks?
Prof. BOK MIN CHOI , Prof. Hans Degryse, Prof. Kristien Smedts
KU Leuven, Belgium
5:00pm Session 3.24: AI Boost and Demographic Bust: Is “Hi-Tech Feudalism” inevitable? Location: Mikado Conference hall
AI Boost and Demographic Bust: Is “Hi-Tech Feudalism” inevitable?
Haim Kedar-Levy
Ben Gurion University of the Negev, Israel
