Conference Agenda

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 Agarwal, Prof. Juan-Pedro Gomez, Prof. Kasra Hosseini, Prof. Manish Jha
9:30am - 10:00am	Session 3.02: Political Influence on Green Innovation Location: Mikado Conference hall Political Influence on Green Innovation Prof. Hsiu-I Ting, Prof. Yun-Chi Lee, Prof. J. Jimmy Yang, Prof. Vincent F. Yu
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 Guo, Prof. Shawn Mobbs
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 Massa, Prof. Rabih Moussawi, Prof. Andrei Simonov
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
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
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
2:30pm - 3:00pm	Session 3.08: Intangible Liabilities Location: Mikado Conference hall Intangible Liabilities Prof. Hamid Boustanifar, Prof. Arnt Verriest
3:00pm - 3:30pm	Session 3.09: Operating Leverage and Risk Premium Location: Mikado Conference hall Operating Leverage and Risk Premium Prof. Leonid Kogan, Prof. Jun Li, Prof. Harold Zhang, Prof. Yifan Zhu
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. Emery, Prof. Chan Lim, Prof. Shiwei Ye
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 Hilt, Prof. Gustavo Schwenkler
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

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 Schoenleber, Prof. Andrew Papanicolaou, Prof. Tom Li, Prof. Siddharth Naik
9:30am - 10:00am	Session 3.14: Collateral Choice Location: Mikado Conference hall Collateral Choice Prof. Benedikt Fabian Ballensiefen
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
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 Salinas, Prof. Jelena Stankevičienė, Prof. Michael Christofi
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 Asparouhova, Prof. Milo Bianchi, Prof. Debrah Meloso
12:00pm - 12:30pm	Session 3.18: Parallel session Location: Mikado Conference hall
2:00pm - 2:30pm	Session 3.19: ETF (Mis)pricing Location: Mikado Conference hall ETF (Mis)pricing Prof. Andrei Kirilenko
2:30pm - 3:00pm	Session 3.20: Corporate Bond ETFs & Volatility Location: Mikado Conference hall Corporate Bond ETFs & Volatility Prof. Caitlin Dannhauser, Prof. Egle Karmaziene
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 Atanasov, Prof. John Merrick, Prof. Philipp Schuster
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
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
5:00pm - 5:30pm	Session 3.24: Forecasting of default risk: machine learning application on SMEs financial data Location: Mikado Conference hall Forecasting of default risk: machine learning application on SMEs financial data Prof. Michele Modina, Prof. Pasquale Palma, Prof. Giuliano Resce