SGF Conference 2021,
2021 Annual Meeting of the Swiss Society for Financial Market Research
SIX ConventionPoint, Zurich, Switzerland
March 25 & 26, 2021
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 |
Date: Thursday, 25/Mar/2021 | |||||
2:00pm - 3:20pm |
Track 1: AP 1 Chair: To be announced Real-time Price Discovery via Verbal Communication: Method and Application to Fedspeak London Business School, United Kingdom Imprecise and Informative: Lessons from Market Reactions to Imprecise Disclosure 1: University of Colorado Boulder, United States of America; 2: CaseWestern Reserve University, United States of America |
Track 2: FMG 1 Chair: To be announced Mortgage Prepayment, Race, and Monetary Policy 1: Federal Reserve Bank of Atlanta, United States of America; 2: Federal Reserve Bank of Boston, United States of America; 3: Harvard Business School, United States of America Inferring Expectations from Observables: Evidence from the Housing Market 1: Fisher College of Business, The Ohio State University, United States of America; 2: National Bureau of Economic Research, United States of America; 3: Swiss National Bank, Switzerland; 4: International Monetary Fund, United States of America |
Track 3: BHF 1 Chair: Andreas Fuster, Swiss National Bank Salience and Households' Flood Insurance Decisions London School of Economics and Political Science, United Kingdom Know Thyself: Free Credit Reports and the Retail Mortgage Market The Hong Kong University of Science and Technology, Hong Kong S.A.R. (China) |
Track 4: CFG 1 Chair: Philip Valta, University of Bern New Products 1: The Hong Kong University of Science and Technology, Hong Kong S.A.R. (China); 2: Shell Street Labs, Hong Kong S.A.R. (China) Online Reputation and Debt Capacity 1: HEC Paris, France; 2: Audencia Business School, France; 3: SKEMA Business School & Université Côte d'Azur, France; 4: Ecole hôtelière de Lausanne, Switzerland |
Track 5: FII 1 Chair: Karolin Kirschenmann, ZEW Banks and Firms: Evidence of a legal reform giving more power to firms 1: KU Leuven, and CEPR; 2: National Bank of Belgium, and Tilburg University; 3: Alliance Manchester Business School, and KU Leuven Population aging and bank risk-taking 1: University of Zurich & Swiss Finance Institute, Switzerland; 2: Bank for International Settlements, Switzerland; 3: University of Zurich & Swiss Finance Institute & KU Leuven & CEPR |
3:40pm - 5:00pm |
Track 1: AP 2 Chair: To be announced Deep Learning in Asset Pricing Stanford University, United States of America Single-step Portfolio Construction through Reinforcement Learning and Interpretable AI 1: Cornell University, United States of America; 2: Tsinghua University, China; 3: Beihang University, China |
Track 2: FMG 2 Chair: To be announced Increasing Corporate Bond Liquidity Premium in the Post-Crisis Period New York University, Stern School of Business, United States of America The Design of a Central Counterparty 1: Stockholm School of Economics, France; 2: INSEAD, France |
Track 3: BHF 2 Chair: Arna Olafsson, Copenhagen Business School (CBS) Necessary Evidence For A Risk Factor’s Relevance University of Chicago, United States of America Beliefs About the Stock Market and Investment Choices: Evidence from a Field Experiment 1: University of Bonn, Germany; 2: Goethe University Frankfurt am Main, Germany; 3: University of Copenhagen, Denmark |
Track 4: CFG 2 Chair: Thomas Schmid, University of Hong Kong The Advisory and Monitoring Roles of the Board: Evidence from Disruptive Events 1: Università Cattolica del Sacro Cuore, Italy; 2: ETH Zurich, Switzerland; 3: Singapore-ETH Centre, Switzerland; 4: National University of Singapore, Singapore The economic costs of climate change 1: University of Zurich, Switzerland; 2: Imperial College Business School, United Kingdom; 3: Nova School of Business and Economics, Portugal |
Track 5: FII 2 Chair: Tobias Berg, Frankfurt School of Finance & Management How Important Is Moral Hazard For Distressed Banks? 1: Fisher College of Business, The Ohio State University, United States of America; 2: The Federal Deposit Insurance Corporation, United States of America; 3: National Bureau of Economic Research (NBER), United States of America The Myth of the Lead Arranger’s Share 1: FED New York, United States of America; 2: New York University, Stern School of Business |
5:15pm - 6:30pm |
Keynote Session
|
Date: Friday, 26/Mar/2021 | |||||
2:00pm - 3:20pm |
Track 2: AP 3 Chair: To be announced Issuance and Valuation of Corporate Bonds with Quantitative Easing 1: University of Notre Dame, United States of America; 2: University of Toronto, Canada Predicting bond return predictability 1: Aarhus University, Denmark; 2: Kellogg School of Management, Northwestern University, United States of America |
Track 2: AP 4 Chair: To be announced Learning and the Anatomy of the Profitability Premium Hong Kong University of Science and Technology, Hong Kong S.A.R. (China) Momentum? What Momentum? University of Mannheim, Germany |
Track 3: BHF 3 Chair: Matthias Weber, University of St.Gallen Inflation and Investors’ Behavior: Evidence from the German Hyperinflation 1: Tilburg University; 2: University of St. Gallen; 3: WHU - Otto Beisheim School of Management, Germany Waiting for the gain to come: How variance and skewness shape retail investors’ trading behavior 1: University of Mannheim & Leibniz-Institut für Finanzmarktforschung SAFE, Germany; 2: Technical University of Munich, Germany |
Track 4: CFG 3 Chair: Sebastian Gryglewicz, Erasmus University Rotterdam Personal Taxes and Corporate Cash Holdings Copenhagen Business School, Denmark Direct democracy, corporate political strategy, and firm value 1: Ecole Polytechnique Fédérale de Lausanne; 2: Swiss Finance Institute; 3: HEC Paris; 4: University of Bern |
Track 5: FII 3 Chair: Falko Fecht, Frankfurt School of Finance & Management Banks, Maturity Transformation, and Monetary Policy Federal Reserve Bank of San Francisco, United States of America Bank Liquidity Provision Across the Firm Size Distribution 1: Columbia University, United States of America; 2: Harvard University, United States of America; 3: Federal Reserve Bank of New York |
3:30pm - 4:30pm |
PHD1 Presentations of 20 minutes at: 3:30pm, 3:50pm, 4:10pm Bond Implied Risks Around Macroeconomic Announcements Boston University, United States of America |
PHD2 Presentations of 20 minutes at: 3:30pm, 3:50pm, 4:10pm Do media follow up? Goethe University Frankfurt am Main, Germany |
PHD3 Presentations of 20 minutes at: 3:30pm, 3:50pm, 4:10pm Firm life-cycle in merges and acquisitions Swiss Finance Institute and USI Lugano, Switzerland |
PHD4 Presentations of 20 minutes at: 3:30pm; 3:50pm; 4:10pm CEO Turnover and Director Reputation University of St.Gallen (HSG), Switzerland |
PHD5 Presentations of 20 minutes at: 3:30pm, 3:50pm, 4:10pm Does Working from Home Decrease Profitability and Productivity? Evidence from the Mutual Fund Industry Pennsylvania State University, United States of America |
4:40pm - 6:00pm |
Track 2: AP 5 Chair: To be announced Uncertainty trends and asset prices 1: Johns Hopkins University, United States of America; 2: London Business School, United Kingdom; 3: Rutgers University, United States of America Optimistic & pessimistic disagreement and the cross section of stock returns 1: University of Siena, Italy; 2: Goethe University Frankfurt am Main, Germany; 3: Australian National University, Australia; 4: Leibniz Institute for Financial Research SAFE, Germany |
Track 2: AP 6 Chair: To be announced Automation and the Displacement of Labor by Capital: Asset Pricing Theory and Empirical Evidence Said Business School, University of Oxford, United Kingdom Building Trust Takes Time: Limits to Arbitrage in Blockchain-Based Markets 1: University of Copenhagen and Danish Finance Institute, Denmark; 2: University of Vienna, Vienna Graduate School of Finance, Data Science at Uni Vienna, Austria; 3: wikifolio Financial Technologies, Austria |
Track 3: BHF 4 Chair: Christoph Merkle, Aarhus University Are Investors Sensitive to Impact? 1: University of Zürich, Switzerland; 2: MIT Sloan School of Management, United States of America; 3: EBS University of Business and Law, Germany; 4: Radboud University Institute for Management Research, The Netherlands Sea Level Rise and Portfolio Choice Frankfurt School of Finance and Management, Germany |
Track 4: CFG 4 Chair: Daniel Metzger, Erasmus University Rotterdam Endogenous Operating Leverage: Foreign Labor Regulations and Firm Boundaries 1: Universidad de los Andes, Chile; 2: University of Colorado Boulder, United States of America Pirates without Borders: the Propagation of Cyberattacks through Firms’ Supply Chains 1: Federal Reserve Bank of New York, United States of America; 2: Board of Governors of the Federal Reserve System, United States of America; 3: Board of Governors of the Federal Reserve System, United States of America |
Track 5: FII 4 Chair: Alexander Braun, University of St.Gallen Life insurance convexity 1: University of Bonn, Germany; 2: Goethe University Frankfurt am Main, Germany Internal Models, Make Believe Prices, and Bond Market Cornering 1: Harvard Business School, United States of America; 2: London Business School, United Kingdom |
Contact and Legal Notice · Contact Address: Privacy Statement · Conference: SGF Conference 2021 |
Conference Software - ConfTool Pro 2.6.136+TC+CC © 2001 - 2021 by Dr. H. Weinreich, Hamburg, Germany |