SGF Conference 2023,
2023 Annual Meeting of the Swiss Society for Financial Market Research

March 31, 2023

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Index of Authors

A list of all persons who contribute to the sessions of this conference. Please select a letter below to list all persons with the corresponding surname. Select the presentation in the right-hand column to access session and presentation details.

List by Initial Letter: A B C D E F G H I J K L M N O P Q R S T U V W X Y Z All Authors

List Options: Authors and Sessions · Authors and Sessions (Short Titles) · Authors and Presentations

Author(s)	Organization(s)	Contribution Title
Acabbi, Edoardo Maria	Universidad Carlos III de Madrid, Northwestern University	The Financial Channels of Labor Rigidities: Evidence from Portugal.
Adams, Zeno	University of St.Gallen	Inflation Risk Premium for Commodity and Stock Market Returns Discussant
Amini, Shahram	University of Denver	Monitoring Capital and the Decision to Go Public Presenter What do market participants learn from share repurchases? Evidence from a return decomposition Discussant
Arnold, Marc	University of St.Gallen	Creditor Control Rights and the Pricing of Private Loans
Babiak, Mykola	Lancaster University Management School, United Kingdom	Currency Network Risk
Barbon, Andrea	University of St.Gallen	The Information Content of Blockchain Fees Discussant
Barunik, Jozef	Institute of Economic Studies, Charles University in Prague	Central Bank Swap Lines: Micro-Level Evidence Discussant
Barunik, Jozef	Charles University, Czechia	Currency Network Risk Presenter
Bian, Bo	University of British Columbia Sauder School of Business, Canada	Conflicting Fiduciary Duties and Fire Sales of VC-backed Start-ups
Bro, Jeppe	Norges Bank Investment Management, Norway	Subjective expectations and house prices
Caggese, Andrea	Universitat Pompeu Fabra (UPF), Spain	Which workers suffer (or benefit) from firm-level uncertainty shocks?
Canayaz, Mehmet	Smeal College of Business, Penn State, United States of America	Consumer Privacy and Value of Consumer Data
Cao, Yang	Grenoble Ecole de Management, France	Director appointments from shareholder connections: Evidence from common ownership Presenter
Capponi, Agostino	Columbia University, United States of America	The Information Content of Blockchain Fees
Carpio, Miguel Angel	Universidad de Piura, Peru	The Role of Family Networks in First-Credit Access
Ceccarelli, Marco	Maastricht University, Germany	Gender, performance, and promotion in the labor market for commercial bankers Presenter
Chaieb, Ines	University of Geneva	Conservative Holdings, Aggressive Trades: Ambiguity, Learning, and Equilibrium Flows Discussant
Chakraborty, Indraneel	University of Miami	Financial Integration through Production Networks
Chen, AJ	University of Southern California, United States of America	Wisdom of the Institutional Crowd: Implications for Anomaly Returns
Chen, Jun	Renmin University of China	Foreign Talent and Hedge Funds
Chesney, Marc	University of Zurich, Switzerland	Interest Rates, Competition, and Complexity: Demand and Supply of Retail Financial Products
Chityala, Saketh	University of Colorado, Boulder	Financial Integration through Production Networks
Choi, Daewoung	Louisiana State University, Shreveport	The Mitigation of Reputational Risk via Responsive CSR: Evidence from Securities Class Action Lawsuits
Christensen, Jens H. E.	Federal Reserve Bank of San Francisco	Volatility and the Pricing Kernel Discussant
Cook, Douglas	University of Alabama	Consumer Privacy and Value of Consumer Data Discussant The Mitigation of Reputational Risk via Responsive CSR: Evidence from Securities Class Action Lawsuits Presenter
Cunat, Vicente	LSE, United Kingdom	Which workers suffer (or benefit) from firm-level uncertainty shocks?
Dangl, Thomas	TU Wien	Conservative Holdings, Aggressive Trades: Ambiguity, Learning, and Equilibrium Flows
Doerr, Sebastian	Bank for International Settlements	Easy Screening: Inattention and Household Financial Distress Discussant Technology and privacy in credit markets Presenter
Dreber, Anna	Stockholm School of Economics, Sweden	Non-Standard Errors
Driessen, Joost	Tilburg University, The Netherlands	Horizon effects in the pricing kernel: How investors price short-term versus long-term risks
Duffy, John	UC Irvine	The impact of ETF index inclusion on stock prices
Dumitrescu, Ariadna	ESADE Business School, Ramon Llull University, Spain	Defining Greenwashing
Dursteler, Collin	London Business School, United Kingdom	The Value of Software
Eriksen, Jonas Nygaard	Aarhus University	Horizon effects in the pricing kernel: How investors price short-term versus long-term risks Discussant Subjective expectations and house prices Presenter
Fattinger, Felix	Vienna University of Economics and Business	Individual Investors' Housing Income and Interest Rates Fluctuations Discussant Interest Rates, Competition, and Complexity: Demand and Supply of Retail Financial Products Presenter
Ferrara, Gerardo	Bank of England, United Kingdom	Central Bank Swap Lines: Micro-Level Evidence
Filippou, Ilias	Olin Business School, Washington University in St. Louis	ETFs, Anomalies and Market Efficiency
Friedman, Dan	UC Santa Cruz	The impact of ETF index inclusion on stock prices
Gambacorta, Leonardo	Bank for International Settlements	Technology and privacy in credit markets
Garcia-Appendini, Emilia	Norges Bank and University of Zurich	The Financial Channels of Labor Rigidities: Evidence from Portugal. Discussant
Gargano, Antonio	University of Houston, United States of America	Individual Investors' Housing Income and Interest Rates Fluctuations Presenter
Garpappi, Lorenzo	Sauder School of Business - University of British Columbia	Conservative Holdings, Aggressive Trades: Ambiguity, Learning, and Equilibrium Flows
Gemmi, Luca	University of Lausanne	Predicting Recessions Discussant
Giacoletti, Marco	USC Marshall, United States of America	Individual Investors' Housing Income and Interest Rates Fluctuations
Gil-Bazo, Javier	University Pompeu Fabra, Spain	Defining Greenwashing Presenter
Gomez Cram, Roberto	London Business School	Conflicting Fiduciary Duties and Fire Sales of VC-backed Start-ups Discussant The Value of Software Presenter
Grossmann, Max	Goethe University Frankfurt, Germany	Climate trailblazer or opportunistic profiteer: The role of bank branches as a channel for funding green renovation Presenter
Guiso, Luigi	Einaudi Institute for Economics and Finance (EIEF), Italy	Technology and privacy in credit markets
Hagströmer, Björn	Stockholm Business School, Sweden	Trades, Quotes, and Information Shares
Hansen, Peter	Purdue University	Identification of Factor Risk Premia
Hanspal, Tobin	WU Vienna University of Economics and Business	Reinvesting Dividends Discussant
He, Songrun	Olin Business School, Washington University in St. Louis	ETFs, Anomalies and Market Efficiency
Herpfer, Christoph	Emory University, Goizueta Business School	Gender, performance, and promotion in the labor market for commercial bankers
Hoberg, Gerard	University of Southern California, United States of America	Wisdom of the Institutional Crowd: Implications for Anomaly Returns
Holzmeister, Felix	University of Innsbruck, Austria	Non-Standard Errors
Horn, Frederik	University of Mannheim, Germany	Mortality Beliefs and Saving Decisions: The Role of Personal Experiences Presenter
Hou, Ai Jun	Stockholm University, Sweden	Inflation Risk Premium for Commodity and Stock Market Returns
Hshieh, Shenje	City University of Hong Kong	Foreign Talent and Hedge Funds Presenter
Hueber, Juergen	University of Innsbruck, Austria	Non-Standard Errors
Iyer, Rajkamal	Imperial College London	Predicting Recessions
Jakob, Sascha	University of Bern, Switzerland	What do market participants learn from share repurchases? Evidence from a return decomposition
Javadekar, Apoorva	Indian School of Business	Financial Integration through Production Networks Presenter
Jia, Ruizhe	Columbia University, United States of America	The Information Content of Blockchain Fees
Johannesson, Magnus	Stockholm School of Economics, Sweden	Non-Standard Errors
Kantorovitch, Ilja	EPFL, Switzerland	Consumer Privacy and Value of Consumer Data Presenter
Kartasheva, Anastasia	University of St. Gallen	Investor-Driven Corporate Finance: Evidence from Insurance Markets Discussant
Kazemi, Maziar Mahdavi	Arizona State University	Identification of Factor Risk Premia Presenter Non-Standard Errors Discussant
Keller, Lorena	University of Pennsylvania, The Wharton School	Running Out of Time (Deposits): Falling Interest Rates and the Decline of Business Lending, Investment and Firm Creation Discussant The Role of Family Networks in First-Credit Access Presenter
Kirchler, Michael	University of Innsbruck, Austria	Non-Standard Errors
Koëter, Joren	Rotterdam School of Management, Erasmus University, The Netherlands	Horizon effects in the pricing kernel: How investors price short-term versus long-term risks Presenter Wisdom of the Institutional Crowd: Implications for Anomaly Returns Discussant
Kölbel, Julian	University of St.Gallen	Defining Greenwashing Discussant
Kollmann, Nicola	University of St.Gallen	Creditor Control Rights and the Pricing of Private Loans Presenter
Krakow, Jonathan	University of Zurich, Switzerland	Interest Rates, Competition, and Complexity: Demand and Supply of Retail Financial Products
Kroencke, Tim	University of Neuchâtel, Switzerland	A Skeptical Appraisal of Robust Asset Pricing Tests
Kubitza, Christian	European Central Bank	Creditor Control Rights and the Pricing of Private Loans Discussant Investor-Driven Corporate Finance: Evidence from Insurance Markets Presenter
Kundu, Santanu	University of Mannheim	The Mitigation of Reputational Risk via Responsive CSR: Evidence from Securities Class Action Lawsuits Discussant
Kundu, Shohini	University of California, Los Angeles, United States of America	Predicting Recessions
Lalova, Kristina	University of Connecticut, United States of America	The Value of Employee Morale in Mergers and Acquisitions Presenter
Lawrence, Alastair	London Business School, United Kingdom	The Value of Software
Lei, Zicheng	King's College London, United Kingdom	CEO Personal Reputation and Financial Misconduct
Li, Jiaying	City, University of London, United Kingdom	Does Knowledge Protection Spur Common Ownership? Evidence from the Inevitable Disclosure Doctrine
Li, Yingxiang	University of British Columbia Sauder School of Business, Canada	Conflicting Fiduciary Duties and Fire Sales of VC-backed Start-ups Presenter
Lin, Tse-Chun	University of Hong Kong	Gender, performance, and promotion in the labor market for commercial bankers Discussant
MacKinlay, Andrew	Virginia Tech	Monitoring Capital and the Decision to Go Public
Meinerding, Christoph	Deutsche Bundesbank	Subjective expectations and house prices Discussant
Menkveld, Albert J.	VU Amsterdam, The Netherlands	Non-Standard Errors Presenter Trades, Quotes, and Information Shares Presenter
Merrouche, Ouarda	Universite Paris Nanterre	Financial Integration through Production Networks Discussant
Metzger, Daniel	Rotterdam School of Management	Non-Compete Agreements and Labor Allocation Across Product Markets Discussant Which workers suffer (or benefit) from firm-level uncertainty shocks? Presenter
Mihet, Roxana	University of Lausanne, Switzerland	Consumer Privacy and Value of Consumer Data
Mueller, Clemens	University of Mannheim, Germany	Non-Compete Agreements and Labor Allocation Across Product Markets Presenter
Mueller, Isabella	Halle Institute for Economic Research, Germany	The colour of corporate loan securitization
Mueller, Philippe	Warwick Business School, United Kingdom	Central Bank Swap Lines: Micro-Level Evidence
Müller-Dethard, Jan	University of Mannheim, Germany	Reinvesting Dividends
Nam, Rachel J.	Goethe University Frankfurt/Leibniz Institute for Financial Research SAFE	Technology and privacy in credit markets Discussant
Nerlinger, Martin	University of St.Gallen	When Green Investors Are Green Consumers Discussant
Neuhierl, Andreas	Washington University in St. Louis	Timing the factor zoo
Neusuess, Sebastian	No affiliation	Non-Standard Errors
Nguyen, Huyen	Halle Institute for Economic Research, Germany; University of Jena, Germany	The colour of corporate loan securitization Presenter
Nguyen, Trang	University of Glasgow, United Kingdom	The colour of corporate loan securitization
Nigro, Casimiro A.	Goethe University Frankfurt, Foundations of Law and Finance, Germany	Conflicting Fiduciary Duties and Fire Sales of VC-backed Start-ups
Ongena, Steven	SFI; University of Zurich, Switzerland; KU Leuven, Belgium; Norwegian University of Science and Technology NTNU; CEPR	Gender, performance, and promotion in the labor market for commercial bankers
Orlov, Vitaly	University of St.Gallen	The impact of ETF index inclusion on stock prices Discussant
Paltalidis, Nikos	Durham University Business School	Predicting Recessions Presenter
Panetti, Ettore	Università degli Studi Federico II, CSEF, SUERF, UECE-ISEG	The Financial Channels of Labor Rigidities: Evidence from Portugal. Presenter
Pauls, Thomas	Goethe University Frankfurt, Germany	Climate trailblazer or opportunistic profiteer: The role of bank branches as a channel for funding green renovation
Petmezas, Dimitris	Durham University, United Kingdom	CEO Personal Reputation and Financial Misconduct
Platanakis, Emmanouil	University of Bath, United Kingdom	Inflation Risk Premium for Commodity and Stock Market Returns Presenter Is there an Equity Duration Premium? Discussant
Rabanal, Jean Paul	University of Stavanger	Interest Rates, Competition, and Complexity: Demand and Supply of Retail Financial Products Discussant The impact of ETF index inclusion on stock prices Presenter
Ramcharan, Rodney	University of Southern California, United States of America	Financial Integration through Production Networks
Ramelli, Stefano	University of St.Gallen	The colour of corporate loan securitization Discussant
Randl, Otto	Vienna University of Economics and Business, Austria	Timing the factor zoo
Rau, P. Raghavendra	University of Cambridge, United Kingdom	CEO Personal Reputation and Financial Misconduct
Razen, Michael	University of Innsbruck, Austria	Non-Standard Errors
Reinhardt, Niklas	Kiel University, Germany	Reinvesting Dividends Presenter
Reschenhofer, Christoph	Vienna University of Economics and Business	ETFs, Anomalies and Market Efficiency Discussant Timing the factor zoo Presenter
Rud, Olga	University of Stavanger, Norway	The impact of ETF index inclusion on stock prices
Sanchez del Villar, Marina	European University Institute (EUI), Italy	Technology and privacy in credit markets
Sauzet, Maxime	Boston University, United States of America	When Green Investors Are Green Consumers
Schmeling, Maik	Goethe University Frankfurt	Crypto Carry
Schneider, Fabienne	University of Bern, Study Center Gerzensee, Switzerland	On-the-run Premia, Settlement Fails, and Central Bank Access Presenter
Schreindorfer, David	Arizona State University, United States of America	Volatility and the Pricing Kernel
Schrimpf, Andreas	Bank for International Settlements	Crypto Carry
Sforza, Alessandro	Università di Bologna, CESifo, CEPR	The Financial Channels of Labor Rigidities: Evidence from Portugal.
Sichert, Tobias	Stockholm School of Economics	A Skeptical Appraisal of Robust Asset Pricing Tests Discussant Volatility and the Pricing Kernel Presenter
Straumann, Simon	WHU Otto Beisheim School of Management, Germany	Interest Rates, Competition, and Complexity: Demand and Supply of Retail Financial Products
Sulaeman, Johan	National University of Singapore	Monitoring Capital and the Decision to Go Public
Supera, Dominik	Columbia Business School, United States of America	Running Out of Time (Deposits): Falling Interest Rates and the Decline of Business Lending, Investment and Firm Creation Presenter The Role of Family Networks in First-Credit Access Discussant
Tao, Jiajun	City, University of London, United Kingdom	Does Knowledge Protection Spur Common Ownership? Evidence from the Inevitable Disclosure Doctrine Presenter
Tengulov, Angel	The University of Kansas School of Business, United States of America	Creditor Control Rights and the Pricing of Private Loans
Teo, Melvyn	Lee Kong Chian School of Business, Singapore Management University	Foreign Talent and Hedge Funds
Thimme, Julian	Karlsruhe Institute of Technology, Germany	A Skeptical Appraisal of Robust Asset Pricing Tests Presenter Identification of Factor Risk Premia Discussant
Todorov, Karamfil	Bank for International Settlements	Crypto Carry Presenter The Value of Software Discussant
Tomarchio, Alessandro	Central Bank of Peru	The Role of Family Networks in First-Credit Access
Tubaldi, Roberto	BI Norwegian Business School	Monitoring Capital and the Decision to Go Public Discussant
Valta, Philip	University of Bern, Switzerland	What do market participants learn from share repurchases? Evidence from a return decomposition Presenter
van Bekkum, Sjoerd	Erasmus University Rotterdam, The Netherlands	Easy Screening: Inattention and Household Financial Distress Presenter
Via, Tony	Kent State University	The Mitigation of Reputational Risk via Responsive CSR: Evidence from Securities Class Action Lawsuits
Viswanath Natraj, Ganesh	Warwick Business School, United Kingdom	Central Bank Swap Lines: Micro-Level Evidence Presenter Trades, Quotes, and Information Shares Discussant
Vokata, Petra	Ohio State University, United States of America	Do Investors Read the Fine Print? Salient Thinking and Security Design Presenter Mortality Beliefs and Saving Decisions: The Role of Personal Experiences Discussant
von Meyerinck, Felix	University of Zurich	CEO Personal Reputation and Financial Misconduct Discussant
Walter, Dominik Rudolf	Vienna Graduate School of Finance, Austria	Is there an Equity Duration Premium? Presenter
Wang, Junxuan	Warwick Business School, United Kingdom	Central Bank Swap Lines: Micro-Level Evidence
Weber, Martin	University of Mannheim, Germany	Reinvesting Dividends
Weber, Rüdiger	Vienna University of Economics and Business, Austria	Is there an Equity Duration Premium?
Wei, Chishen	Hong Kong Polytechnic University	Monitoring Capital and the Decision to Go Public
Weigert, Florian	University of Neuchâtel	Foreign Talent and Hedge Funds Discussant
Weissensteiner, Alex	Free University of Bozen-Bolzano, Italy	Conservative Holdings, Aggressive Trades: Ambiguity, Learning, and Equilibrium Flows Presenter
Weitzel, Utz	VU Amsterdam, The Netherlands	Non-Standard Errors
Wilms, Ole	Hamburg University, Germany	Horizon effects in the pricing kernel: How investors price short-term versus long-term risks
Yang, Chen	Durham University, United Kingdom; Durham University Business School	CEO Personal Reputation and Financial Misconduct Presenter Which workers suffer (or benefit) from firm-level uncertainty shocks? Discussant
Ye, Xiaoxia	University of Liverpool, United Kingdom	Inflation Risk Premium for Commodity and Stock Market Returns
Yu, Shihao	Columbia University, United States of America	The Information Content of Blockchain Fees Presenter Crypto Carry Discussant
Zechner, Josef	Vienna University of Economics and Business, Austria	Timing the factor zoo
Zerbib, Olivier David	EDHEC Business School, France	When Green Investors Are Green Consumers Presenter
Zhang, Feng	Cox School of Business, Southern Methodist University	Foreign Talent and Hedge Funds
Zhang, Miao	University of Southern California	Timing the factor zoo Discussant Wisdom of the Institutional Crowd: Implications for Anomaly Returns Presenter
Zhang, Weiwei	James Madison University	The Mitigation of Reputational Risk via Responsive CSR: Evidence from Securities Class Action Lawsuits
Zhao, Tianchen {Hugo}	University of Maryland, United States of America	Negative Sentiment and Retail Trading: Evidence from Mass Shootings Presenter
Zhengzi Li, Sophia	Rutgers University	ETFs, Anomalies and Market Efficiency
Zhou, Feng	University Pompeu Fabra, Spain	Defining Greenwashing
Zhou, Guofu	Washington University in St. Louis	Currency Network Risk Discussant ETFs, Anomalies and Market Efficiency Presenter Inflation Risk Premium for Commodity and Stock Market Returns
Zhu, Haikun	Erasmus University Rotterdam, The Netherlands	Easy Screening: Inattention and Household Financial Distress

SGF Conference 2023, 2023 Annual Meeting of the Swiss Society for Financial Market Research

March 31, 2023

Index of Authors

SGF Conference 2023,
2023 Annual Meeting of the Swiss Society for Financial Market Research