Conference Agenda

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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

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Conference: EFA 2017
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