Conference Agenda

Tips to navigate the program:

  • Overview of all papers on a specific day: click on the day (e.g. Date: Thursday, 24/Aug/2017). To download papers, you will need to access the session by clicking on its title first.
  • Program index: click on the Authors tab below.
  • Location name: to display all sessions taking place in that room
  • Search box: to search for authors, papers and sessions.

Please notes that changes in the program might occur.

If your name is not displayed in the program, please register in our conference system.

If your paper information is not up to date, please send us an email at

Only Sessions at Location/Venue 
Session Overview
Date: Thursday, 24/Aug/2017
BH-7: Herding and Externalities
Location: SN169
Chair: Markku Kaustia, Aalto University

Information Cascades and Investment Efficiency in Peer-to-Peer Markets

Oleg Chuprinin1, Chang-Mo Kang1, Maggie Hu2

1: University of New South Wales; 2: Chinese University of Hong Kong

Evidence about Bubble Mechanisms: Precipitating Event, Feedback Trading, and Social Contagion

Neil D. Pearson1, Zhishu Yang2, Qi Zhang3

1: University of Illinois at Urbana-Champaign; 2: Tsinghua University; 3: University of Durham

Financial Literacy Externalities

Michael Haliassos1, Thomas Jansson2, Yigitcan Karabulut3

1: Goethe University Frankfurt, CEPR; 2: Sveriges Riksbank; 3: Erasmus University Rotterdam, CEPR

BH-6: Time Consistency and Dynamic Decisions
Location: SN169
Chair: Alexandra Niessen-Ruenzi, University of Mannheim

Weighted Discounting - On Group Diversity, Time-Inconsistency, and Consequences for Investment

Sebastian Ebert1, Wei Wei2, Xunyu Zhou3

1: Tilburg University; 2: University of Oxford; 3: Columbia University

Probability Weighting, Stop-Loss and the Disposition Effect

Vicky Henderson1,2, David Hobson1, Alex Sing Lam Tse3

1: University of Warwick; 2: University of Oxford; 3: University of Cambridge

Impulsive Consumption and Financial Wellbeing: Evidence from an Increase in the Availability of Alcohol

Marieke Bos1, Itzhak Ben-David2

1: Swedish House of Finance; 2: The Ohio State University, NBER

BH-4: Finance and the Family
Location: SN169
Chair: Henrik Cronqvist, University of Miami

Does Being An Only Child Matter for Entrepreneurship and Innovation?

Weixing Cai1, Feng Hu2, Laurence Van Lent3, Jingzhou Pan4, Cheng Zeng5

1: Guangdong University of Finance and Economics; 2: University of Science and Technology Beijing; 3: Tilburg University; 4: Tianjin University; 5: University of Manchester

Savvy Parent, Savvy Child? Intergenerational Correlations in Returns to Financial Wealth

Samuli Knüpfer1, Elias Rantapuska2, Matti Sarvimäki2

1: BI Norwegian Business School; 2: Aalto University

How Important Are Bequest Motives? Evidence Based on Shocks to Mortality

Jens Kvaerner

BI Norwegian Business School

EFA General Assembly
Location: SN169
Date: Friday, 25/Aug/2017
BH-2: Consumer Credit
Location: SN169
Chair: Jose Maria Liberti, Northwestern University

Politicizing Consumer Credit

Pat Akey1, Rawley Heimer2, Stefan Lewellen3

1: University of Toronto; 2: Federal Reserve Bank of Cleveland; 3: London Business School

Costly Mistakes in Credit Markets: Evidence from Consumer Credit

Jacelly Carolina Cespedes

University of Texas at Austin

Economic Scarcity and Consumers' Credit Choice

Marieke Bos1, Chloe le Coq2, Peter van Santen3

1: Swedish House of Finance; 2: Stockholm School of Economics; 3: Sveriges Riksbank

BH-3: Behavior and Investment
Location: SN169
Chair: Martin Weber, University of Mannheim

Anomalies Across the Globe: Once Public, No Longer Existent?

Heiko Jacobs1, Sebastian Mueller2

1: University of Mannheim; 2: German Graduate School of Management and Law

The Dividend Disconnect

Samuel Hartzmark1, David Howard Solomon2

1: University of Chicago; 2: University of Southern California

Purging Investor Sentiment Index from Too Much Fundamental Information

Liya Chu1, Qianqian Du2, Jun Tu1

1: Singapore Management University; 2: Southwestern University of Finance and Economics

BH-8: Economics of Households
Location: SN169
Chair: Daniel Dorn, Drexel University
Chair: Terrance Odean, UC Berkeley

Homeownership and the American Dream - An Analysis of Intergenerational Mobility Effects

Ulrike Malmendier1, Nirupama Kulkarni2

1: UC Berkeley; 2: Reserve Bank of India

Putting the Pension Back in 401(k) Plans: Optimal Versus Default Longevity Income Annuities

Vanya Horneff1, Raimond Maurer1, Olivia Mitchell2

1: Goethe University Frankfurt; 2: University of Pennsylvania

Financial Innovation and Stock Market Participation

Laurent Calvet1, Claire Celerier2, Paolo Sodini3, Boris Vallee4

1: EDHEC; 2: University of Toronto; 3: Stockholm School of Economics; 4: Harvard Business School

Date: Saturday, 26/Aug/2017
APE-4: Factor Models
Location: SN169
Chair: Andrea Gamba, University of Warwick

One-Factor Asset Pricing

Stefanos Delikouras1, Alexandros Kostakis2

1: University of Miami; 2: University of Manchester

A Diagnostic Criterion for Approximate Factor Structure

Elisa Ossola1, Patrick Gagliardini2, Olivier Scaillet3

1: European Commission Joint Research Centre; 2: Università della Svizzera italiana, Swiss Finance Institute; 3: University of Geneve, Swiss Finance Institute

A Portfolio Perspective on the Multitude of Firm Characteristics

Victor DeMiguel1, Alberto Martin-Utrera2, Francisco J. Nogales3, Raman Uppal4

1: London Business School; 2: Lancaster University; 3: Universidad Carlos III de Madrid; 4: EDHEC

APE-8: Short Selling Restrictions and Incentives
Location: SN169
Chair: Pasquale Della Corte, Imperial College Business School

Short Selling ETFs

Weikai Li1, Qifei Zhu2

1: Singapore Management University; 2: University of Texas at Austin

Do Institutional Incentives Distort Asset Prices?

Anton Lines

London Business School

The Limits to (Short) Arbitrage

Matthew Ringgenberg1, Jesse Blocher2

1: University of Utah; 2: Vanderbilt University

Contact and Legal Notice · Contact Address:
Conference: EFA 2017
Conference Software - ConfTool Pro 2.6.113+TC
© 2001 - 2017 by H. Weinreich, Hamburg, Germany