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 efa2017@uni-mannheim.de.

 
Session Overview
Date: Wednesday, 23/Aug/2017
5:00pm - 8:00pmReg: Conference Check-in

Conference attendees may check in for the EFA 2017 before attending the Welcome Reception, to receive their participant badge and other conference material.

On Thursday, Friday, and Saturday, the registration desk will be located in the East Wing (where sessions take place).

Mannheim Palace 
6:30pm - 8:30pmWR: Welcome Reception

Conference check-in
Conference attendees may check-in for the Annual Meeting in order to receive their participant badge and other conference material.
The registration desk will be open 17:00-20:00 at the Mannheim Palace.

Mannheim Palace 
Date: Thursday, 24/Aug/2017
8:00am - 8:30amCoffee & Snacks - Conference check-in
East Wing (Conference Venue) 
8:30am - 10:00amFIIE-8: Investment and Information
Session Chair: Jennifer Dlugosz, Washington University in St. Louis
O151 
8:30am - 10:00amFIIE-1: Hedge Funds
Session Chair: Elvira Sojli, University of New South Wales
O148 
8:30am - 10:00amFMG-7: Finance and Institutions
Session Chair: Gyongyi Loranth, University of Vienna
O145 
8:30am - 10:00amAPE-1: Derivatives
Session Chair: Christian Wagner, Copenhagen Business School
O142 
8:30am - 10:00amAPE-11: Asset Price Predictability I
Session Chair: Angelo Ranaldo, University of St. Gallen
SN163 
8:30am - 10:00amBH-7: Herding and Externalities
Session Chair: Markku Kaustia, Aalto University
SN169 
8:30am - 10:00amAPT-5: Politics and Policy
Session Chair: Francesco Sangiorgi, Stockholm School of Economics
O135 
8:30am - 10:00amCGE-2: The Value of Networks
Session Chair: Bang Nguyen, University of Cambridge
O133 
8:30am - 10:00amCFE-3: Dynamic Models in Corporate Finance
Session Chair: Enrique Schroth, Cass Business School
O131 
8:30am - 10:00amCFGT-1: Shareholder Activism
Session Chair: Amil Dasgupta, London School of Economics
O129 
10:00am - 10:30amCoffee break
East Wing (Conference Venue) 
10:30am - 12:00pmFIIT-3: Financial Institutions: Risks & Profit Sharing
Session Chair: Sergey Zhuk, University of Vienna
O151 
10:30am - 12:00pmFIIE-3: VC, PE and Entrepreneurship
Session Chair: Carsten Bienz, NHH Norwegian School of Economics
O148 
10:30am - 12:00pmFMG-2: Fast Trading
Session Chair: Marios Panayides, University of Pittsburgh
O145 
10:30am - 12:00pmAPE-6: Term Structure I
Session Chair: Christian Heyerdahl-Larsen, London Business School
O142 
10:30am - 12:00pmAPE-5: News
Session Chair: Roberto Marfè, Collegio Carlo Alberto
SN163 
10:30am - 12:00pmBH-6: Time Consistency and Dynamic Decisions
Session Chair: Alexandra Niessen-Ruenzi, University of Mannheim
SN169 
10:30am - 12:00pmAPT-1: Networks and Learning
Session Chair: Irina Zviadadze, Stockholm School of Economics
O135 
10:30am - 12:00pmCGE-5: Politics and Finance
Session Chair: Pat Akey, University of Toronto
O133 
10:30am - 12:00pmCFE-7: Law and Finance
Session Chair: Brandon Julio, University of Oregon
O131 
10:30am - 12:00pmCFGT-2: Disclosure and News
Session Chair: Chong Huang, UC Irvine
O129 
12:00pm - 1:30pmLunch break
Mensa 
1:30pm - 3:00pmPanel Session

Renationalization of Western Countries: Impact on the Real and Financial Sectors of Economies
The latest uncompromising "me first" attitudes of some western governments provoke interesting questions on the future of international banking, monetary policy, and the system of internationally coordinated regulatory rules. Developments have wide-ranging implications for financial markets and firms' investment decisions.

The panel will be chaired by Prof. Franklin Allen from Imperial College London and includes the following top speakers:

- Prof. Clemens Fuest, President ifo Institute, Munich
- Dr. Alan Hippe, CFO / CIO Roche, Basel
- Jean-Pierre Landau, SciencesPo, Paris
- Prof. Frank Smets, Director General Economics European Central Bank, Frankfurt

SO108 
3:00pm - 3:30pmCoffee break
East Wing (Conference Venue) 
3:30pm - 5:00pmFIIE-12: Bank Lending
Session Chair: Hans Degryse, KU Leuven
O151 
3:30pm - 5:00pmFIIE-10: Liquidity Provision and Collateral
Session Chair: Peter Feldhütter, London Business School
O148 
3:30pm - 5:00pmFMG-3: Information and Price Discovery
Session Chair: Thierry Foucault, HEC Paris
O145 
3:30pm - 5:00pmAPE-2: Term Structure II
Session Chair: Claudio Tebaldi, Bocconi University
O142 
3:30pm - 5:00pmAPE-3: Aggregate Risk
Session Chair: Paolo Sodini, Stockholm School of Economics
SN163 
3:30pm - 5:00pmBH-4: Finance and the Family
Session Chair: Henrik Cronqvist, University of Miami
SN169 
3:30pm - 5:00pmAPT-2: Preferences and Portfolios
Session Chair: Howard Kung, London Business School
O135 
3:30pm - 5:00pmCGE-7: CEO Incentives
Session Chair: Oliver Spalt, Tilburg University
O133 
3:30pm - 5:00pmCFE-5: Investment
Session Chair: Nickolay Gantchev, Southern Methodist University
O131 
3:30pm - 5:00pmCFGT-3: Corporate Cash Policy
Session Chair: Boris Nikolov, University of Lausanne, Swiss Finance Institute
O129 
5:15pm - 5:45pmEFA General Assembly
SN169 
6:00pm - 11:00pmHC: Heidelberg Cruise

Meeting point - Bus

- Buses for the cruise will leave from the university courtyard between 18.00-18.20
- Access will be given only with a Heidelberg Cruise ticket (in your badge).

Mannheim - Ladenburg - Heidelberg 
Date: Friday, 25/Aug/2017
8:00am - 8:30amCoffee & Snacks - Conference check-in
East Wing (Conference Venue) 
8:30am - 10:00amFL-2: Finance and Human Capital Investments
Session Chair: Andrew Ellul, Indiana University
O151 
8:30am - 10:00amFIIE-5: Fund Performance
Session Chair: Stefan Ruenzi, University of Mannheim
O148 
8:30am - 10:00amFMG-1: Financial Crises
Session Chair: Elena Carletti, Bocconi University
O145 
8:30am - 10:00amBIS-1: Financial Innovation and Changes in Markets' Infrastructure
Session Chair: Leonardo Gambacorta, Bank for International Settlements
O142 
8:30am - 10:00amAPE-7: Testing Asset Pricing Models
Session Chair: Raman Uppal, EDHEC
SN163 
8:30am - 10:00amBH-2: Consumer Credit
Session Chair: Jose Maria Liberti, Northwestern University
SN169 
8:30am - 10:00amAPT-3: Market Structure, Information, and Learning
Session Chair: Ioanid Rosu, HEC Paris
O135 
8:30am - 10:00amCFGT-4: Uncertainty and Ambiguity
Session Chair: David L. Dicks, Baylor University
O133 
8:30am - 10:00amCFE-8: Private Firms and IPOs
Session Chair: Francois Degeorge, USI Università della Svizzera italiana, Swiss Finance Institute
O131 
10:00am - 10:30amCoffee break
East Wing (Conference Venue) 
10:30am - 12:00pmFL-3: Credit Markets and Human Capital
Session Chair: Ramin P. Baghai, Stockholm School of Economics
O151 
10:30am - 12:00pmFIIE-11: Bank Governance
Session Chair: Stijn Claessens, Bank for International Settlements
O148 
10:30am - 12:00pmFE-1: Econometric Modeling of Risk and Risk Premia
Session Chair: Alberto G. Rossi, University of Maryland
O145 
10:30am - 12:00pmNBIM-1: Risk and the Macroeconomy
Session Chair: Fredrik Willumsen, Norges Bank Investment Management
O142 
10:30am - 12:00pmAPE-12: Asset Price Predictability II
Session Chair: Loriana Pelizzon, Goethe University Frankfurt
SN163 
10:30am - 12:00pmBH-3: Behavior and Investment
Session Chair: Martin Weber, University of Mannheim
SN169 
10:30am - 12:00pmCGE-3: CEO Turnover
Session Chair: Dirk Jenter, London School of Economics
O135 
10:30am - 12:00pmCFGT-6: M&A and Product Markets
Session Chair: Andrey Malenko, Massachusetts Institute of Technology
O133 
10:30am - 12:00pmCFE-2: Corporate Debt
Session Chair: S. Abraham Ravid, Yeshiva University
O131 
12:00pm - 1:30pmLunch break
Mensa 
1:30pm - 3:00pmFL-1: Entrepreneurship and Human Capital Risk
Session Chair: Margarita Tsoutsoura, University of Chicago
O151 
1:30pm - 3:00pmFIIE-9: Capital Regulation
Session Chair: Rainer Haselmann, Goethe University Frankfurt
O148 
1:30pm - 3:00pmIF-2: Monetary Policy and Currencies
Session Chair: Andreas Stathopoulos, University of Washington
O145 
1:30pm - 3:00pmECB-1: The Impact of Negative Interest Rate Policy
Session Chair: Simone Manganelli, European Central Bank
O142 
1:30pm - 3:00pmAPE-9: Momentum
Session Chair: Jennie Bai, Georgetown University
SN163 
1:30pm - 3:00pmBH-8: Economics of Households
Session Chair: Daniel Dorn, Drexel University
Session Chair: Terrance Odean, UC Berkeley
SN169 
1:30pm - 3:00pmFIIE-13: Fire-Sales and Panic
Session Chair: Oren Sussman, University of Oxford
O135 
1:30pm - 3:00pmCFGT-5: Risk Taking and Risk Management
Session Chair: Dirk Hackbarth, Boston University
O133 
1:30pm - 3:00pmCFE-1: Boundaries of the Firm
Session Chair: Marco Rossi, Texas A&M University
O131 
3:30pm - 4:40pmKeynote Speech & Conference Paper Prizes

by Prof. Campbell R. Harvey

Presentation title: "Hacking Finance".

SO108 
6:00pm - 11:00pmCD: Deutsche Bundesbank Conference Dinner

Train station from Mannheim main station

- Train leaves at 18:00, platform 8B (to board this train you don't need to buy a ticket)
- Access only with the conference dinner ticket, in your badge

Program
The opening address will be held by Prof. Dr. Joachim Wuermeling from the Executive Board of the Deutsche Bundesbank.

During the evening distinguished members of the association will be honored for their outstanding contributions to the EFA.

Mannheim - Schwetzingen 
Date: Saturday, 26/Aug/2017
8:00am - 9:00amCoffee & Snacks - Conference check-in
East Wing (Conference Venue) 
9:00am - 10:30amFIIT-1: Bank Capital
Session Chair: Jan Pieter Krahnen, Goethe University Frankfurt
O151 
9:00am - 10:30amFIIE-4: Systemic Risk
Session Chair: Artem Neklyudov, University of Lausanne
O148 
9:00am - 10:30amFMG-4: Market Design
Session Chair: Erik Theissen, University of Mannheim
O145 
9:00am - 10:30amAPE-13: Corporate Finance and Asset Pricing
Session Chair: Evgeny Lyandres, Boston University
O142 
9:00am - 10:30amAPE-4: Factor Models
Session Chair: Andrea Gamba, University of Warwick
SN169 
9:00am - 10:30amAPT-4: Cross-Sectional Asset Pricing
Session Chair: Paul Ehling, BI Norwegian Business School
O135 
9:00am - 10:30amCGE-6: Institutional Investors and Shareholder Voting
Session Chair: Ruediger Fahlenbrach, École Polytechnique Fédérale de Lausanne (EPFL)
O133 
9:00am - 10:30amFL-4: Careers and Compensation
Session Chair: Kasper Meisner Nielsen, Hong Kong University of Science and Technology
O131 
9:00am - 10:30amIF-1: CIRP & Carry
Session Chair: Wenxin Du, Federal Reserve Board
O129 
10:30am - 11:00amCoffee break
East Wing (Conference Venue) 
11:00am - 12:30pmFIIT-2: Monetary Policy and Financial Regulation
Session Chair: Sascha Steffen, Frankfurt School of Finance & Management gemeinnützige GmbH
O151 
11:00am - 12:30pmFIIE-6: Bank Risk
Session Chair: Reint E. Gropp, Halle Institute for Economic Research
O148 
11:00am - 12:30pmFMG-5: OTC Markets
Session Chair: Peter Hoffmann, European Central Bank
O145 
11:00am - 12:30pmAPE-10: Idiosyncratic Risk
Session Chair: Andrea Tamoni, London School of Economics
O142 
11:00am - 12:30pmAPE-8: Short Selling Restrictions and Incentives
Session Chair: Pasquale Della Corte, Imperial College Business School
SN169 
11:00am - 12:30pmFIIE-2: Credit Ratings
Session Chair: Zhihua (Cissy) Chen, Shanghai University of Finance and Economics
O135 
11:00am - 12:30pmCGE-1: Boards of Directors
Session Chair: Markus Schmid, University of St. Gallen
O133 
11:00am - 12:30pmCFE-4: Innovation
Session Chair: Jan Bena, University of British Columbia
O131 
11:00am - 12:30pmBH-5: Attention and Information
Session Chair: Matti Keloharju, Aalto University
O129 
12:30pm - 1:30pmLunch break
East Wing (Conference Venue) 

 
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