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: Friday, 31/Mar/2023 | |
8:15am - 9:00am | Registration and Coffee Location: Front Desk ConventionPoint |
9:00am - 10:45am | A1: Empirical Asset Pricing I Location: Room "Auditorium" Session Chair: Emmanouil Platanakis, University of Bath |
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Timing the factor zoo 1Vienna University of Economics and Business, Austria; 2Washington University in St. Louis ETFs, Anomalies and Market Efficiency 1Olin Business School, Washington University in St. Louis; 2Rutgers University Wisdom of the Institutional Crowd: Implications for Anomaly Returns University of Southern California, United States of America |
9:00am - 10:45am | B1: Theoretical Asset Pricing Location: Room "Link" Session Chair: Julian Thimme, Karlsruhe Institute of Technology |
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Volatility and the Pricing Kernel 1Stockholm School of Economics; 2Arizona State University, United States of America When Green Investors Are Green Consumers 1EDHEC Business School, France; 2Boston University, United States of America Conservative Holdings, Aggressive Trades: Ambiguity, Learning, and Equilibrium Flows 1Free University of Bozen-Bolzano, Italy; 2Sauder School of Business - University of British Columbia; 3TU Wien |
9:00am - 10:45am | C1: Corporate Transactions and Data Location: Room "Connect" Session Chair: Douglas Cook, University of Alabama |
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Monitoring Capital and the Decision to Go Public 1University of Denver; 2Virginia Tech; 3Hong Kong Polytechnic University; 4National University of Singapore What do market participants learn from share repurchases? Evidence from a return decomposition University of Bern, Switzerland Consumer Privacy and Value of Consumer Data 1EPFL, Switzerland; 2Smeal College of Business, Penn State, United States of America; 3University of Lausanne, Switzerland |
9:00am - 10:45am | D1: Banking I Location: Room "Venture" Session Chair: Sebastian Doerr, Bank for International Settlements |
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Creditor Control Rights and the Pricing of Private Loans 1University of St.Gallen; 2The University of Kansas School of Business, United States of America The colour of corporate loan securitization 1Halle Institute for Economic Research, Germany; 2University of Glasgow, United Kingdom; 3University of Jena, Germany Technology and privacy in credit markets 1Bank for International Settlements; 2Einaudi Institute for Economics and Finance (EIEF), Italy; 3European University Institute (EUI), Italy |
9:00am - 10:45am | E1: Behavioral Finance I Location: Room "Create" Session Chair: Marco Ceccarelli, Maastricht University |
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The impact of ETF index inclusion on stock prices 1University of Stavanger, Norway; 2UC Santa Cruz; 3UC Irvine Mortality Beliefs and Saving Decisions: The Role of Personal Experiences University of Mannheim, Germany |
10:45am - 11:20am | Coffee Break Location: Foyer ConventionPoint |
11:20am - 12:30pm | A2: Empirical Asset Pricing II Location: Room "Auditorium" Session Chair: Ines Chaieb, University of Geneva |
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Identification of Factor Risk Premia 1Arizona State University; 2Purdue University Crypto Carry 1Bank for International Settlements; 2Goethe University Frankfurt |
11:20am - 12:30pm | B2: International Finance Location: Room "Link" Session Chair: Rüdiger Weber, WU Vienna |
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Currency Network Risk 1Lancaster University Management School, United Kingdom; 2Charles University, Czechia Central Bank Swap Lines: Micro-Level Evidence 1Warwick Business School, United Kingdom; 2Bank of England, United Kingdom |
11:20am - 12:30pm | C2: Reputational Risk Location: Room "Connect" Session Chair: Shahram Amini, University of Denver |
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The Mitigation of Reputational Risk via Responsive CSR: Evidence from Securities Class Action Lawsuits 1Louisiana State University, Shreveport; 2University of Alabama; 3Kent State University; 4James Madison University CEO Personal Reputation and Financial Misconduct 1Durham University, United Kingdom; 2King's College London, United Kingdom; 3University of Cambridge, United Kingdom |
11:20am - 12:30pm | D2: Banking II Location: Room "Venture" Session Chair: Dominik Supera, Columbia Business School |
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Predicting Recessions 1Durham University Business School; 2Imperial College London; 3University of California, Los Angeles, United States of America Running Out of Time (Deposits): Falling Interest Rates and the Decline of Business Lending, Investment and Firm Creation Columbia Business School, United States of America |
11:20am - 12:30pm | E2: Behavioral Finance II Location: Room "Create" Session Chair: Sjoerd van Bekkum, Erasmus University |
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Gender, performance, and promotion in the labor market for commercial bankers 1Maastricht University, Germany; 2Emory University, Goizueta Business School; 3SFI; 4University of Zurich, Switzerland; 5KU Leuven, Belgium; 6Norwegian University of Science and Technology NTNU; 7CEPR |
12:30pm - 2:00pm | Lunch Break Location: Foyer ConventionPoint |
1:30pm - 2:00pm | P1: PhD Poster Session Location: Foyer ConventionPoint |
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Climate trailblazer or opportunistic profiteer: The role of bank branches as a channel for funding green renovation Goethe University Frankfurt, Germany |
1:30pm - 2:00pm | P2: PhD Poster Session Location: Foyer ConventionPoint |
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Director appointments from shareholder connections: Evidence from common ownership Grenoble Ecole de Management, France |
1:30pm - 2:00pm | P3: PhD Poster Session Location: Foyer ConventionPoint |
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Negative Sentiment and Retail Trading: Evidence from Mass Shootings University of Maryland, United States of America |
1:30pm - 2:00pm | P4: PhD Poster Session Location: Foyer ConventionPoint |
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The Value of Employee Morale in Mergers and Acquisitions University of Connecticut, United States of America |
1:30pm - 2:00pm | P5: PhD Poster Session Location: Foyer ConventionPoint |
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On-the-run Premia, Settlement Fails, and Central Bank Access University of Bern, Study Center Gerzensee, Switzerland |
1:30pm - 2:00pm | P6: PhD Poster Session Location: Foyer ConventionPoint |
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Does Knowledge Protection Spur Common Ownership? Evidence from the Inevitable Disclosure Doctrine City, University of London, United Kingdom |
2:00pm - 3:45pm | A3: Empirical Asset Pricing III Location: Room "Auditorium" Session Chair: Alex Weissensteiner, Free University of Bozen-Bolzano |
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Horizon effects in the pricing kernel: How investors price short-term versus long-term risks 1Rotterdam School of Management, Erasmus University, The Netherlands; 2Tilburg University, The Netherlands; 3Hamburg University, Germany Is there an Equity Duration Premium? 1Vienna Graduate School of Finance, Austria; 2Vienna University of Economics and Business, Austria Subjective expectations and house prices 1Aarhus University, Denmark; 2Norges Bank Investment Management, Norway |
2:00pm - 3:45pm | B3: Financial Econometrics Location: Room "Link" Session Chair: Olivier David Zerbib, EDHEC |
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The Value of Software London Business School, United Kingdom A Skeptical Appraisal of Robust Asset Pricing Tests 1Karlsruhe Institute of Technology, Germany; 2University of Neuchâtel, Switzerland Non-Standard Errors 1VU Amsterdam, The Netherlands; 2University of Innsbruck, Austria; 3Stockholm School of Economics, Sweden; 4No affiliation |
2:00pm - 3:45pm | C3: Labor Markets Location: Room "Connect" Session Chair: Philip Valta, University of Bern |
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The Financial Channels of Labor Rigidities: Evidence from Portugal. 1Università degli Studi Federico II, CSEF, SUERF, UECE-ISEG; 2Universidad Carlos III de Madrid, Northwestern University; 3Università di Bologna, CESifo, CEPR Non-Compete Agreements and Labor Allocation Across Product Markets University of Mannheim, Germany Which workers suffer (or benefit) from firm-level uncertainty shocks? 1Rotterdam School of Management, The Netherlands; 2Universitat Pompeu Fabra (UPF), Spain; 3LSE, United Kingdom |
2:00pm - 3:45pm | D3: Asset Management Location: Room "Venture" Session Chair: Christian Kubitza, European Central Bank |
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Foreign Talent and Hedge Funds 1City University of Hong Kong; 2Cox School of Business, Southern Methodist University; 3Lee Kong Chian School of Business, Singapore Management University; 4Renmin University of China Defining Greenwashing 1ESADE Business School, Ramon Llull University, Spain; 2University Pompeu Fabra, Spain Investor-Driven Corporate Finance: Evidence from Insurance Markets European Central Bank, Germany |
2:00pm - 3:45pm | E3: Household Finance I Location: Room "Create" Session Chair: Antonio Gargano, University of Houston |
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Interest Rates, Competition, and Complexity: Demand and Supply of Retail Financial Products 1Vienna University of Economics and Business & VGSF, Austria; 2University of Zurich, Switzerland; 3WHU Otto Beisheim School of Management, Germany Easy Screening: Inattention and Household Financial Distress Erasmus University Rotterdam, The Netherlands Do Investors Read the Fine Print? Salient Thinking and Security Design Ohio State University, United States of America |
3:45pm - 4:20pm | Coffee Break Location: Foyer ConventionPoint |
4:20pm - 5:30pm | A4: Market Microstructure Location: Room "Auditorium" Session Chair: Andrea Barbon, University of St.Gallen |
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Trades, Quotes, and Information Shares 1Stockholm Business School, Sweden; 2VU Amsterdam, The Netherlands The Information Content of Blockchain Fees Columbia University, United States of America |
4:20pm - 5:30pm | B4: Private Equity / Commodities Location: Room "Link" Session Chair: Joren Koëter, Rotterdam School of Management, Erasmus University |
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Conflicting Fiduciary Duties and Fire Sales of VC-backed Start-ups 1University of British Columbia Sauder School of Business, Canada; 2Goethe University Frankfurt, Foundations of Law and Finance, Germany Inflation Risk Premium for Commodity and Stock Market Returns 1University of Bath, United Kingdom; 2Stockholm University, Sweden; 3University of Liverpool, United Kingdom; 4Washington University in St. Louis, United States of America |
4:20pm - 5:30pm | D4: Banking III Location: Room "Venture" Session Chair: Apoorva Javadekar, Indian School of Business |
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The Role of Family Networks in First-Credit Access 1University of Pennsylvania, The Wharton School, United States of America; 2Universidad de Piura, Peru; 3Central Bank of Peru Financial Integration through Production Networks 1University of Miami; 2University of Colorado, Boulder; 3Indian School of Business; 4University of Southern California, United States of America |
4:20pm - 5:30pm | E4: Household Finance II Location: Room "Create" Session Chair: Vitaly Orlov, University of St. Gallen |
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Reinvesting Dividends 1Kiel University, Germany; 2University of Mannheim, Germany Individual Investors' Housing Income and Interest Rates Fluctuations 1University of Houston, United States of America; 2USC Marshall, United States of America |
5:45pm - 6:15pm | Award Ceremony Location: Room "Auditorium" |
6:15pm - 8:00pm | Reception Location: Foyer ConventionPoint |
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