Conference Agenda

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
Date: Tuesday, 26/Aug/2025
9:00am
-
9:30am
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 Agarwal1, 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
-
10:00am
Session 3.02: Political Influence on Green Innovation
Location: Mikado Conference hall
 

Political Influence on Green Innovation

Prof. Hsiu-I Ting1, 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
-
10:30am
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 Guo1, Prof. Shawn Mobbs2

1: University of Mississippi, United States of America; 2: University of Alabama, United States of America

11:00am
-
11:30am
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 Simonov1,4

1: Michigan State University, United States of America; 2: INSEAD; 3: Villanova U; 4: CEPR

11:30am
-
12:00pm
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
-
12:30pm
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
-
2:30pm
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
-
3:00pm
Session 3.08: Intangible Liabilities
Location: Mikado Conference hall
 

Intangible Liabilities

Prof. Hamid Boustanifar1, Prof. Arnt Verriest2

1: EDHEC Business School, France; 2: KU Leuven

3:00pm
-
3:30pm
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 Zhu3

1: MIT; 2: UT Dallas, United States of America; 3: BI Norwegian Business School

4:00pm
-
4:30pm
Session 3.10: The Private Value of Open-Source Innovation
Location: Mikado Conference hall
 

The Private Value of Open-Source Innovation

Prof. Logan P. Emery1, Prof. Chan Lim2, Prof. Shiwei Ye1

1: Rotterdam School of Management, Erasmus University; 2: School of Management, University at Buffalo

4:30pm
-
5:00pm
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 Schwenkler1

1: Santa Clara University, United States of America; 2: Wellington Management, United States of America

5:00pm
-
5:30pm
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

Date: Wednesday, 27/Aug/2025
9:00am
-
9:30am
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 Papanicolaou2, 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
-
10:00am
Session 3.14: Collateral Choice
Location: Mikado Conference hall
 

Collateral Choice

Prof. Benedikt Fabian Ballensiefen1,2

1: University of Cologne; 2: Centre of Financial Research

10:00am
-
10:30am
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
-
11:30am
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 Salinas1, Prof. Jelena Stankevičienė1, Prof. Michael Christofi2,1

1: Vilnius University, Lithuania; 2: Cyprus University of Technology

11:30am
-
12:00pm
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 Meloso3

1: University of Utah, USA; 2: Toulouse School of Economics, France; 3: TBS Business School, France

12:00pm
-
12:30pm
Session 3.18: Minimal dynamic equilibria
Location: Mikado Conference hall
 

Minimal dynamic equilibria

Prof. David Feldman1, Prof. Dietmar Leisen2

1: UNSW Sydney, Australia; 2: University of Meinz, Germany

2:00pm
-
2:30pm
Session 3.19: ETF (Mis)pricing
Location: Mikado Conference hall
 

ETF (Mis)pricing

Prof. Andrei Kirilenko

Cambridge Judge Business School, United Kingdom

2:30pm
-
3:00pm
Session 3.20: Corporate Bond ETFs & Volatility
Location: Mikado Conference hall
 

Corporate Bond ETFs & Volatility

Prof. Caitlin Dannhauser1, Prof. Egle Karmaziene2

1: Villanova University, The USA; 2: VU Amsterdam, The Netherlands

3:00pm
-
3:30pm
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
-
4:30pm
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
-
5:00pm
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
-
5:30pm
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