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/2019). 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 efa2019@novasbe.pt.
Registration to the conference closes on August 1st, 2019: www.conftool.com/efa2019
|
|
|
Session Overview |
| Date: Wednesday, 21/Aug/2019 | |
| 18:30 - 20:30 |
WR: Welcome Reception Location: Nova SBE The official opening of the 46th EFA Annual Meeting will take place at the Nova School of Business and Economics campus. The Welcome Reception provides an excellent opportunity to network, meet old friends and colleagues, as well as to meet new people as the program begins. Snacks will be served during the event. |
| Date: Thursday, 22/Aug/2019 | ||||||||||
| 8:30 - 10:00 |
APE-2: Time-varying liquidity and risk premia Location: D -104 Chair: Rossen Valkanov |
APT-1: Equilibrium Models in Asset Pricing Location: D -105 Chair: Lorenzo Bretscher |
APE-10: Sovereign funding markets Location: D -106 Chair: Andrea Buraschi Chair: Melissa Prado |
CFGE-1: Human Capital and Firm Value Location: D -107 Chair: Moqi Groen-Xu |
CFGE-10: Entrepreneurial Finance Location: D -110 Chair: Juanita Gonzalez-Uribe |
CFGE-19: Information and disclosure Location: D -111 Chair: Stefan Zeume |
HH-5: Savings and Investments Location: D -112 Chair: Kim Peijnenburg |
FIIE-5: Bank Supervision Location: D -113 Chair: Dragana Cvijanovic |
FIIE-14: Delegated Portfolios Location: D -114 Chair: Veronika Pool |
|
| 10:00 - 10:30 |
Coffee break offered by BPI Gestão de Activos |
|||||||||
| 10:30 - 12:00 |
NBIM-1: Understanding the Long-run Drivers of Asset Prices Location: D -104 Chair: Dagfinn Rime |
APT-2: New Models in Macro-Finance Location: D -105 Chair: Ivan Shaliastovich |
MM-3: Private Information and Trade Informativeness Location: D -106 Chair: Jerome Dugast |
CFGE-2: What is new in Mergers and Acquisitions? Location: D -107 Chair: Daniel Metzger |
CFGE-11: Politics and the economy Location: D -110 Chair: Vikrant Vig |
CFGT-1: New Perspectives on Corporate Governance Theory Location: D -111 Chair: Doron Levit |
HH-6: Household Debt Location: D -112 Chair: Pedro Gete |
FIIE-6: Systemic risks and runs Location: D -113 Chair: Elena Carletti |
FIIE-15: Private Equity and Venture Capital Location: D -114 Chair: Oleg Gredil |
|
| 12:00 - 13:30 |
Lunch break |
|||||||||
| 13:30 - 15:00 |
APE-12: Empirical macro-finance Location: D -104 Chair: Michael Weber |
BIS-1: Exchange Rates and Financial Conditions Location: D -105 Chair: Boris Hofmann |
MM-4: Arbitrage and Informed Trading Location: D -106 Chair: Laurence Lescourret |
CFGE-3: Gender Equality Location: D -107 Chair: Mireia Gine |
CFGE-12: Debt and Investment Location: D -110 Chair: Ramin P Baghai |
CFGT-2: Capital Structure: Theory Location: D -111 Chair: Daniel Ferreira |
BF-1: Behavioral Factors in Valuation: Empirical Evidence Location: D -112 Chair: Francesco D'Acunto |
FIIE-7: Regulation, Credit and Hedge funds Location: D -113 Chair: Sascha Steffen |
FIIE-16: Credit standard and financial distress Location: D -114 Chair: Victoria Ivashina |
Panel 1: Fintech: Challenges to Regulation and Financial Stability Location: D 139 Organized in collaboration with the Banco de Portugal |
| 15:00 - 15:30 |
Coffee break |
|||||||||
| 15:30 - 17:00 |
APE-3: Expectations Management by Central Banks Location: D -104 Chair: Emanuel Moench |
APT-3: Equilibrium Models in Asset Pricing Location: D -105 Chair: Juliana Salomao |
IF-1: International Finance Location: D -106 Chair: Tony Zhang |
CFGE-4: Determinants and consequences of competition Location: D -107 Chair: Rui Albuquerque |
CFGE-13: Conflicts between Shareholders and Other Stakeholders Location: D -110 Chair: Mariassunta Giannetti |
CFGT-3: Blockholders and Investor Activism: Theory Location: D -111 Chair: Amil Dasgupta |
BF-2: Behavioral Factors in Valuation: Theory Location: D -112 Chair: Liyan Yang Chair: Fernando Anjos |
FIIE-8: Financing innovations and funding Location: D -113 Chair: Tobias Berg |
FIIE-17: Banking liquidity, solvency and regulation Location: D -114 Chair: Jason Roderick Donaldson |
|
| 18:30 | Bus Get Together: Check exact route time and book your ride on time! |
|||||||||
| 19:00 - 21:30 |
GT: Get Together and explore Lisbon on your own Location: Estufa Fria Participants are welcome to join the Get Together event, an informal gathering to enjoy a networking evening in the beautiful atmosphere of Estufa Fria. The Estufa Fria is a greenhouse located in the heart of Lisbon city. Participants who wish to visit Lisbon can explore the city on their own after the event. |
|||||||||
| Date: Friday, 23/Aug/2019 | ||||||||||
| 7:30 - 8:30 |
Women in Finance networking breakfast Location: Azure Restaurant (on Nova SBE campus) The session aims to encourage women working in finance to get to know each other and share their career experiences. The breakfast will be organized with round tables where senior and junior researchers can discuss and address current issues. We strongly encourage all women in finance to attend. |
|||||||||
| 8:30 - 10:00 |
APE-11: The cross-section of expected returns Location: D -104 Chair: Dacheng Xiu |
APT-5: Crash Risk Location: D -105 Chair: Anders Trolle |
MM-5: Market design and Liquidity Location: D -106 Chair: Elvira Sojli |
CFGE-5: New theory and evidence on IPOs Location: D -107 Chair: Per Strömberg |
CFGE-14: Labor and Finance Location: D -110 Chair: Ashwini Agrawal |
HH-1: Household Consumption-Debt Behavior Location: D -111 Chair: Adair Morse |
FIIE-1: Fund performance Location: D -112 Chair: Charlotte Christiansen |
FIIE-9: Exchange-Traded Funds and Fund Flows Location: D -113 Chair: Francesco Franzoni |
FIIT-1: Banks' responses to macroprudential policies Location: D -114 Chair: Leonardo Gambacorta |
|
| 10:00 - 10:30 |
Coffee break offered by WRDS |
|||||||||
| 10:30 - 12:00 |
APE-5: Economic Risk Factors Location: D -104 Chair: Francisco Gomes |
APT-4: Information and Entry Location: D -105 Chair: Bradyn Breon-Drish |
APE-9: Leverage Constraints and Liquidity in Equity Markets Location: D -106 Chair: Naveen Gondhi |
CFGE-6: Ownership and governance Location: D -107 Chair: Heitor Almeida |
CFGE-16: Spillover effects Location: D -110 Chair: Morten Bennedsen |
HH-2: Discrimination Location: D -111 Chair: Daniel Paravisini |
ECB-1: Interaction of monetary and macroprudential policies, impact of regulations and spillover across the financial sector Location: D -112 Chair: Angela Maria Maddaloni |
FIIE-10: Asset Management Location: D -113 Chair: Richard Evans |
FIIT-2: Designing bank regulation and supervision Location: D -114 Chair: Joao Santos |
|
| 12:00 - 13:30 |
Lunch break |
|||||||||
| 13:30 - 15:00 |
APE-6: Cross-section of stock returns: higher-order moments and mis-specification Location: D -104 Chair: Grigory Vilkov |
MM-1: The Speed and Transparency of Trading Location: D -105 Chair: Batchimeg Sambalaibat |
APE-4: Liquidity in Corporate Bond Market Location: D -106 Chair: Peter Feldhütter |
CFGE-7: Corporate Governance Location: D -107 Chair: Vyacheslav Fos |
CFGE-15: Contracts and Incentives Location: D -110 Chair: Isaac Hacamo |
HH-4: Labor Markets and Human Capital Location: D -111 Chair: Paolo Sodini |
FIIE-2: Reallocation of risk accross countries Location: D -112 Chair: Hans Degryse |
FIIE-11: International Capital Markets Location: D -113 Chair: Pedro Matos Chair: Richard Evans |
FIIT-3: Dealers and market power Location: D -114 Chair: Katrin Tinn |
Panel 2: The EC Sustainable Finance Action Plan: the potential of regulation to tackle climate change Location: D 139 Organized in collaboration with the European Commission – Joint Research Centre |
| 15:00 - 15:30 |
Coffee break |
|||||||||
| 15:30 - 17:10 |
KS.GA: Keynote Speech - Prize Ceremony - EFA General Assembly Location: Hovione Atrium Keynote Address by Professor Andrei Shleifer (Harvard University) EFA Paper Prizes, Review of Finance Prizes and the EFA Doctoral Tutorial Prizes |
|||||||||
| 18:30 | Bus Conference Dinner: Check exact route time and book your ride on time! |
|||||||||
| 19:00 - 23:00 |
CD: Conference Dinner Location: SUD Lisboa Participants are invited to join the highlight of the social program. The Conference Dinner will be held at the restaurant SUD Lisboa, which offers a wonderful view of the Tagus River and it is located close to the famous Belém area. |
|||||||||
| Date: Saturday, 24/Aug/2019 | |||||||||
| 9:00 - 10:30 |
APE-7: Alternative Asset Classes Location: D -104 Chair: Pedro Saffi |
MM-2: Market Microstructure: Liquidity and Volume Location: D -105 Chair: Anna Obizhaeva |
APE-1: News effects Location: D -106 Chair: Alberto G Rossi |
CFGE-8: Corporate Social Responsibility Location: D -107 Chair: Nuno Fernandes |
CFGE-17: Crime, politics, and firm value Location: D -110 Chair: Pat Akey |
CFGT-4: Dynamic Financing and Investment Location: D -111 Chair: Josef Zechner |
FIIE-3: Limits to Regulation Location: D -112 Chair: Ralf Meisenzahl |
FIIE-12: Empirical banking and insurance Location: D -113 Chair: Ishita Sen |
FIIT-4: Collateral and market fragility Location: D -114 Chair: John Chi-Fong Kuong Chair: Sergio Vicente |
| 10:30 - 11:00 |
Coffee break |
||||||||
| 11:00 - 12:30 |
APE-8: Aggregate Risk and Return Predictability Location: D -104 Chair: Frederico Belo |
APT-6: Money and Collateral Location: D -105 Chair: Stefano Corradin |
IF-2: International Macro Finance Location: D -106 Chair: Federico Gavazzoni |
CFGE-9: Collateral and Corporate Policy Location: D -107 Chair: Robert Prilmeier |
CFGE-18: Bankruptcy and uncertainty Location: D -110 Chair: Carola Schenone |
HH-3: Financial & Robo-Advising Location: D -111 Chair: Marcin Kacperczyk |
FIIE-4: Access to Credit Location: D -112 Chair: Andrea Polo |
FIIE-13: Incentives and Agency Conflicts Location: D -113 Chair: Xiaoyun Yu |
FIIT-5: Funding liquidity Location: D -114 Chair: Gyongyi Loranth |
| 12:30 - 13:00 |
Lunch (bag) |
||||||||
| 13:00 | Tours: Visit Lisbon-Cascais region Cityrama offers two tours on Saturday afternoon specifically designed for the conference participants: 1. Lisbon City tour – Cascais and Belém Registration to attend the tours is required! Informaiton here. |
||||||||
Contact and Legal Notice · Contact Address:  Conference: EFA 2019 |
Conference Software - ConfTool Pro 2.6.129+TC © 2001 - 2019 by Dr. H. Weinreich, Hamburg, Germany |
