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).
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Session Overview |
| Date: Thursday, 25/Mar/2021 | |||||
| 1:45pm - 2:00pm |
Zoom Welcome Desk opens |
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| 2:00pm - 3:20pm |
Room A: AP 1 Chair: Katie Moon, University of Colorado 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 |
Room B: FMG 1 Chair: Pascal Towbin, Swiss National Bank 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 |
Room C: 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) |
Room D: 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 |
Room E: 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 |
Room A: AP 2 Chair: Jens Dick-Nielsen, Copenhagen Business School 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 |
Room B: FMG 2 Chair: Thomas Gehrig, University of Vienna Increasing Corporate Bond Liquidity Premium and Post-Crisis Regulations 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 |
Room C: 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 |
Room D: 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 |
Room E: 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 (Chair: Martin Brown)
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| Date: Friday, 26/Mar/2021 | |||||
| 1:45pm - 2:00pm |
Zoom Welcome Desk opens |
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| 2:00pm - 3:20pm |
Room A: AP 3 Chair: Loriana Pelizzon, SAFE Goethe University Frankfurt 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 |
Room B: AP 4 Chair: Chi-Yang Tsou, Hong Kong University of Science and Technology 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 |
Room C: 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; 3: University of Mannheim |
Room D: 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 |
Room E: 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 |
Room A: PHD1 Presentations of 20 minutes at: 3:30pm, 3:50pm, 4:10pm Bond Implied Risks Around Macroeconomic Announcements Boston University, United States of America |
Room B: PHD2 Presentations of 20 minutes at: 3:30pm, 3:50pm, 4:10pm Do media follow up? Goethe University Frankfurt am Main, Germany |
Room C: 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 |
Room D: PHD4 Presentations of 20 minutes at: 3:30pm; 3:50pm; 4:10pm CEO Turnover and Director Reputation University of St.Gallen (HSG), Switzerland |
Room E: 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 |
Room A: AP 5 Chair: Christian Schlag, Goethe University Frankfurt am Main 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 |
Room B: AP 6 Chair: Andrea Barbon, University of St.Gallen 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 |
Room C: 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 |
Room D: 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 |
Room E: 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 |
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