Conference Agenda

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Only Sessions at Location/Venue 
Session Overview
Date: Thursday, 24/Aug/2017
FIIE-1: Hedge Funds
Location: O148
Chair: Elvira Sojli, University of New South Wales

Public Hedge Funds

Lin Sun, Melvyn Teo

Singapore Management University

How Smart is Institutional Trading?

Jingi Ha, Jianfeng Hu

Singapore Management University

Limits of Arbitrage under the Microscope: Evidence from detailed Hedge Fund Transaction Data

Bastian von Beschwitz1, Sandro Lunghi2, Daniel Schmidt3

1: Federal Reserve Board; 2: Inalytics; 3: HEC Paris

FIIE-3: VC, PE and Entrepreneurship
Location: O148
Chair: Carsten Bienz, NHH Norwegian School of Economics

VC Financing and the Entrepreneurship Gender Gap

Sahil Raina

University of Alberta

Adverse Selection and the Performance of Private Equity Co-Investments

Reiner Braun1, Tim Jenkinson2, Christoph Schemmerl1

1: Technical University Munich; 2: University of Oxford

Winning a Deal in Private Equity: Do Educational Networks Matter?

Florian Fuchs1, Roland Fuess1, Tim Jenkinson2, Stefan Morkoetter1

1: University of St. Gallen; 2: University of Oxford

FIIE-10: Liquidity Provision and Collateral
Location: O148
Chair: Peter Feldhütter, London Business School

Window-Dressing and Trading Relationships in the Tri-Party Repo Markets

Sriya Anbil, Zeynep Senyuz

Federal Reserve Board

Safe Asset Shortages: Evidence from the European Government Bond Lending Market

Reena Aggarwal1, Jennie Bai1, Luc Laeven2

1: Georgetown University; 2: European Central Bank

Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs

Jaewon Choi1, Yesol Huh2

1: University of Illinois at Urbana-Champaign; 2: Federal Reserve Board

Date: Friday, 25/Aug/2017
FIIE-5: Fund Performance
Location: O148
Chair: Stefan Ruenzi, University of Mannheim

Are Hedge Fund Capacity Constraints Binding? Evidence on Scale and Competition

Charles Cao1, Raisa Velthuis2

1: Penn State University; 2: Villanova University

Diseconomies of Scope and Mutual Fund Manager Performance

Richard Evans1, Javier Gil-Bazo2, Marc Lipson1

1: University of Virginia; 2: Pompeu Fabra University

Cheaper Is Not Always Better: On the Superior Performance of High-Fee Mutual Funds

Jinfei Sheng1, Mikhail Simutin2, Terry Zhang1

1: University of British Columbia; 2: University of Toronto

FIIE-11: Bank Governance
Location: O148
Chair: Stijn Claessens, Bank for International Settlements

Politics, Banks, and Sovereign Debt: Unholy Trinity or Divine Coincidence?

Alexander Popov1, Michael Koetter2

1: European Central Bank; 2: Halle Institute for Economic Research

Is the Fox Guarding the Henhouse? Regulatory Connections and Public Subsidies in Banks

Ivan Lim1, Jens Hagendorff2, Seth Armitage1

1: University of Edinburgh; 2: Cardiff University

Public Service or Private Benefits? Bankers in the Governance of the Federal Reserve System

Lamont Black1, Jennifer Dlugosz2

1: DePaul University; 2: Washington University in St. Louis

FIIE-9: Capital Regulation
Location: O148
Chair: Rainer Haselmann, Goethe University Frankfurt

Specialisation in Mortgage Risk under Basel II

Liam Patrick Kirwin1, Matteo Benneton2, Peter Eckley1, Nicola Garbarino1, Georgia Latsi3

1: Bank of England; 2: London School of Economics; 3: 4-most Europe

A Comprehensive View on Risk Reporting: Evidence from Supervisory Data

Michael Schmidt1, Puriya Abbassi2

1: Goethe University Frankfurt, SAFE; 2: Deutsche Bundesbank

Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?

Maria Chiara Iannino, Thomas Gehrig

University of Vienna

Date: Saturday, 26/Aug/2017
FIIE-4: Systemic Risk
Location: O148
Chair: Artem Neklyudov, University of Lausanne

Bank Networks and Systemic Risk: Evidence from the National Banking Acts

Mark Paddrik1, Haelim Park1, Jessie Jiaxu Wang2

1: U.S. Department of Treasury; 2: Arizona State University

The Failure of a Clearinghouse: Empirical Evidence

Guillaume Vuillemey1, Vincent Bignon2

1: HEC Paris, CEPR; 2: Bank of France

Credit Risk Hedging

Nina Boyarchenko1, Anna Costello2, Jennifer La'O3, Or Shachar1

1: Federal Reserve Bank of New York; 2: University of Michigan; 3: Columbia University

FIIE-6: Bank Risk
Location: O148
Chair: Reint E. Gropp, Halle Institute for Economic Research

Bank Use of Sovereign CDS in the Eurozone Crisis: Hedging and Risk Incentives

Viral Acharya1, Yalin Gündüz2, Timothy C. Johnson3

1: NYU Stern School of Business, CEPR, NBER; 2: Deutsche Bundesbank; 3: University of Illinois at Urbana-Champaign

Geographic Diversification and Banks’ Funding Costs

Ross Levine1, Chen Lin2, Wensi Xie3

1: UC Berkeley, NBER; 2: University of Hong Kong; 3: Chinese University of Hong Kong

Do Corporate Depositors Risk Everything for Nothing? The Importance of Deposit Relationships, Interest Rates and Bank Risk

Daniel Friedmann1, Bjorn Imbierowicz2, Anthony Saunders3, Sascha Steffen4

1: Goethe University Frankfurt; 2: Copenhagen Business School; 3: NYU Stern School of Business; 4: Frankfurt School of Finance and Management

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Conference: EFA 2017
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