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).

Please note that all times are shown in the time zone of the conference. The current conference time is: 6th May 2024, 06:01:38am CEST

 
 
Session Overview
Date: Monday, 27/May/2024
9:30am
-
10:00am
Coffee and registration
10:00am
-
10:15am
Introductory remarks
10:15am
-
11:30am
K1: Keynote Session with Anna Pavlova
Chair: Michał Dzieliński
Speaker: Anna Pavlova
“Retail investors in the age of zero-commission trading”
11:30am
-
12:00pm
P1: Poster session - short presentations
Chair: Michał Dzieliński
 

The Green Innovation Premium

Markus Leippold1,2, Tingyu Yu1

1: University of Zurich, Switzerland; 2: Swiss Finance Institute (SFI)



Animating Stock Markets

Kuntara Pukthuanthong1, Tomasz Kaczmarek2

1: University of Missouri, United States of America; 2: Poznan University



The Impact of Social Media Influencers on the Financial Market Performance of Firms

Zhengfa Zhang, Kevin Keasey, Costas Lambrinoudakis, Danilo V. Mascia

University of Leeds, United Kingdom



Weather Variance Risk Premia

Joon Woo Bae1, Yoontae Jeon2, Stephen Szaura3, Virgilio Zurita4

1: Case Western Reserve University; 2: McMaster University; 3: BI Norwegian School of Business, Norway; 4: Baylor University



Contextualized Sentiment Analysis using Large Language Models

Christian Breitung, Garvin Kruthof, Sebastian Müller

Technical University of Munich, Germany



Information cherry-picking: When confirmation bias met anchoring bias

Shiyang Huang1, Tse-Chun Lin1, Yan Luo2, Ningyu Zhou2

1: HKU Business School, The University of Hong Kong; 2: School of Management, Fudan University

12:00pm
-
1:00pm
P2: Poster session cont. - free discussion (with lunch)
1:00pm
-
2:30pm
1A: What can we learn by mining data?
Chair: Alejandro Lopez-Lira
 

What Drives Trading in Financial Markets? A Big Data Perspective

Anton Lines1, Shikun Ke2

1: Copenhagen Business School, Denmark; 2: Yale University

Discussant: Pedro Tremacoldi-Rossi (Columbia University)



How important is corporate governance? Evidence from machine learning

Ian Gow2, David Larcker3, Anastasia Zakolyukina1

1: University of Chicago Booth School of Business, United States of America; 2: University of Melbourne; 3: Stanford University

Discussant: Gerard Hoberg (University of Southern California)

1B: Can FinTech solve climate change?
Chair: Gustav Martinsson
 

Fighting Climate Change with FinTech

Antonio Gargano1, Alberto Rossi2

1: University of Houston, United States of America; 2: Georgetown University, United States of America

Discussant: Anastasia Buyalskaya (HEC Paris)



Money to Burn: Crowdfunding Wildfire Recovery

J. Anthony Cookson1, Emily Gallagher1, Philip Mulder2

1: University of Colorado at Boulder, United States of America; 2: University of Wisconsin, United States of America

Discussant: Anders Anderson (STOCKHOLM SCHOOL OF ECONOMICS)

2:30pm
-
3:00pm
Coffee
3:00pm
-
4:30pm
2A: Portfolio ex machina
Chair: Daniel Buncic
 

High-Throughput Asset Pricing

Andrew Chen1, Chukwuma Dim2

1: Federal Reserve Board; 2: George Washington University

Discussant: Julio Crego (Tilburg University)



The Anatomy of Machine Learning-Based Portfolio Performance

Philippe Goulet Coulombe1, David E. Rapach2, Christian Montes Schutte3, Sander Schwenk-Nebbe4

1: Universit´e du Quebec a Montreal; 2: Federal Reserve Bank of Atlanta; 3: Aarhus University; 4: Aarhus University

Discussant: Abalfazl Zareei (Stockholm University)

2B: Terms and conditions apply
Chair: Petri Jylhä
 

CovenantAI - New Insights into Covenant Violations

Vanessa S. Krockenberger1, Anthony Saunders2, Sascha Steffen1, Paulina Maria Verhoff1

1: Frankfurt School of Finance & Management, Germany; 2: NYU Stern School of Business

Discussant: Tom Griffin (Villanova University)



Anticipating Binding Constraints: An Analysis of Financial Covenants

Ken Teoh

International Monetary Fund, United States of America

Discussant: Kristine Hankins (University of Kentucky)

4:30pm
-
4:45pm
Short break
4:45pm
-
5:30pm
I1: Special session: TBA
6:00pm Conference dinner
Date: Tuesday, 28/May/2024
9:00am
-
9:30am
Coffee and registration
9:30am
-
11:00am
3A: Is Twitter the new Bloomberg?
Chair: Jarkko Peltomäki
 

Celebrity Tweets: This is not Financial Advice

Matteo Benetton1, William Mullins2, Marina Niessner3, Jan Toczynski4

1: UC Berkeley; 2: UC San Diego; 3: Indiana University; 4: EPFL

Discussant: Charles Martineau (University of Toronto)



X Bots and Earnings Announcements

Jan Hanousek1, Jan Hanousek2, Konstantin Sokolov1

1: University of Memphis; 2: Mendel University in Brno

Discussant: Olivier Dessaint (INSEAD)

3B: Facts and myths about retail trading
Chair: Lars Nordén
 

An Anatomy of Retail Option Trading

Vincent Bogousslavsky2, Dmitriy Muravyev1

1: Michigan State University; 2: Boston College

Discussant: Gregory Eaton (University of Georgia)



Insider Trading With Options

Matteo Vacca

Aalto University, Finland

Discussant: Hans K. Hvide (University of Bergen)

11:00am
-
11:30am
Coffee
11:30am
-
1:00pm
4A: Data makes the world go round
Chair: Håkan Jankensgård
 

Data Risk, Firm Growth and Innovation

Roxana Mihet1,2, Orlando Gomes3, Kumar Rishabh1,4

1: University of Lausanne, Switzerland; 2: Swiss Finance Institute, Switzerland; 3: Lisbon Accounting and Business School ISCAL, Portugal; 4: University of Basel, Switzerland

Discussant: Chi-Yang Tsou (University of Manchester)



Welfare Effects Of Open Banking; Data Versus Collateral

Mohammad Lashkar, Anastasios Dosis

ESSEC Business School, France

Discussant: Uday Rajan (University of Michigan)

4B: Market efficiency under the microscope
Chair: Björn Hagströmer
 

Does Market Efficiency Impact Capital Allocation Efficiency? The Case of Decentralized Exchanges

Evgeny Lyandres1, Alexander Zaidelson2

1: Tel Aviv University, Israel; 2: SCRT Labs

Discussant: Laurence Daures (ESSEC Business School)



Anticompetitive Price Referencing

Vincent van Kervel1, Bart Zhou Yueshen2

1: Pontificia universidad católica de Chile, Chile; 2: Singapore Management University

Discussant: Albert S. Kyle (University of Maryland)

1:00pm
-
2:00pm
Lunch
2:00pm
-
3:30pm
5A: Profiling information
 

People in cable news

Diego García1, Max Rohrer2, Ryan Lewis1

1: University of Colorado Boulder, United States of America; 2: Norwegian School of Economics

Discussant: Ryan Israelsen (Michigan State University)



Gender Bias and Crowd-Sourced Financial Information

Vineet Bhagwat1, Chukwuma Dim1, Sara E. Shirley2, Jeffrey R. Stark2

1: George Washington University; 2: Middle Tennessee State University

Discussant: Russell Jame (University of Kentucky)

5B: The making of information
Chair: Ran Xing
 

Information Technology, Competition for Attention, and Corporate Efficiency

Zhiqiang Ye

IESE Business School, Spain

Discussant: Gabriela Stockler (NYU Abu Dhabi)



Liquidity Transformation and Information Production: An Analysis of Mutual Funds’ Frozen Holdings

Clemens Sialm2, David Xu1

1: SMU, United States of America; 2: University of Texas at Austin and NBER

Discussant: Michela Verardo (London School of Economics)

3:30pm
-
4:00pm
Coffee
4:00pm
-
5:15pm
K2: Keynote Session with Markus Leippold
Chair: Michał Dzieliński
Speaker: Markus Leippold
“Facts and Fantasies of Generative AI”
5:15pm
-
5:30pm
Concluding remarks

 
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