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
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
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
Breakfast for women in finance
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
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: João 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
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
2. Sintra, Cabo da Roca and Estoril

Registration to attend the tours is required! Informaiton here.


 
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