Conference Agenda
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Session Overview |
Date: Saturday, 19/Aug/2023 | |||
9:30am - 11:00am |
AP 15: Bonds and Yields in Domestic and Global Financial Markets Location: KC-07 (ground floor) Chair: Mirela Sandulescu, University of Michigan US Interest Rate Surprises and Currency Returns 1: London Business School; 2: Fulcrum Asset Management; 3: University of Cambridge U.S. Monetary Policy and International Bond Markets 1: International Monetary Fund, United States of America; 2: Frankfurt School of Finance & Management Wealth Inequality, Aggregate Risk, and the Equity Term Structure Imperial College Business School, United Kingdom |
AP 16: Short Sales Location: Auditorium (floor 1) Chair: Adam Reed, Kenan-Flagler Business School - UNC Short Covering 1: Owen Graduate School of Management, Vanderbilt University, United States of America; 2: Zicklin School of Business, Baruch College - CUNY, United States of America; 3: University of Utah, United States of America, United States of America; 4: Driehaus College of Business, DePaul University, United States of America Geographic Proximity in Short Selling 1: Renmin University of China; 2: University of St.Gallen and Swiss Finance Institute Anomalies and Their Short-Sale Costs 1: University of Illinois at Urbana-Champaign; 2: Michigan State University; 3: Canadian Derivatives Institute |
AP 17: Government Bond Pricing Location: 1A-33 (floor 1) Chair: Christian Wagner, WU Vienna University of Economics and Business Is the bond market competitive? Evidence from the ECB's asset purchase programme 1: European Central Bank, Germany; 2: EPFL; 3: European Central Bank, Germany Robust Difference-in-differences Analysis when there is a Term Structure 1: BI Norwegian Business School, Norway; 2: University of Zurich; 3: Swiss Finance Institute; 4: CEPR Shrinking the Term Structure 1: Stanford, United States of America; 2: EPFL and Swiss Finance Institute |
FI 12: Collateral Cycles Location: 2A-00 (floor 2) Chair: Hans Degryse, KU Leuven The Shadow Cost of Collateral 1: University of Sydney, Australia; 2: Macquarie University, Australia; 3: Columbia University, United States Collateral Cycles 1: University of Nottingham; 2: Bank of England; 3: University of St. Gallen Bank Information Production Over the Business Cycle 1: Federal Reserve Board, United States of America; 2: McGill University |
HF 04: Inequalities Location: 2A-24 (floor 2) Chair: Giorgia Barboni, University of Warwick Financial Frictions and Human Capital Investments Northwestern University, United States of America Soft Negotiators or Modest Builders? Why Women Earn Lower Real Estate Returns 1: ESSEC Business School, France; 2: Stockholm School of Economics Shocking Wealth: The Long-Term Impact of Housing Wealth Taxation Erasmus University Rotterdam, Netherlands, The |
FI 13: Deposits and Lending Location: 2A-33 (floor 2) Chair: Larissa Schaefer, Frankfurt School of Finance and Management Payment Risk and Bank Lending: The Tension between the Monetary and Financing Roles of Deposits 1: University of Washington, United States of America; 2: Federal Reserve Board Running Out of Time (Deposits): Falling Interest Rates and the Decline of Business Lending, Investment and Firm Creation Columbia Business School, Columbia University The Impact of Fintech on Banking: Evidence from Banks' Partnering with Zelle 1: China Europe International Business School, China, People's Republic of; 2: Xi'an Jiaotong-Liverpool University, China, People's Republic of; 3: Xi'an Jiaotong-Liverpool University, China, People's Republic of |
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CF 14: Intersection of Corporate Financing with Capital Markets Location: 4A-00 (floor 4) Chair: Norman Schuerhoff, SFI at University of Lausanne Investor Demand, Firm Investment, and Capital Misallocation 1: University of Illinois Urbana-Champaign, United States of America; 2: University of Georgia Search and Pricing in Security Issues Markets 1: University of Central Florida, United States of America; 2: University of Wisconsin-Milwaukee, United States of America A Model of Informed Intermediation in the Market for Going Public University of Texas at Austin, United States of America |
CF 15: Debt, Financial Distress, and Bankruptcy Location: 4A-33 (floor 4) Chair: Hongda Zhong, The University of Texas at Dallas Risk Aversion with Nothing to Lose University of Notre Dame, United States of America Gambling for Redemption or Ripoff, and the Impact of Superpriority 1: Washington University in St. Louis, United States of America; 2: CERF Cambridge Judge Business School, United Kingdom Short-term debt overhang 1: University of York; 2: University of Rochester |
CF 16: Creditors Location: 6A-33 (floor 6) Chair: Daniel Urban, Erasmus University Rotterdam (Don’t) Feed the Mouth that Bites: Trade Credit Strategies among Rival Customers Sharing Suppliers 1: University of Toronto, Canada; 2: Terry College of Business at the University of Georgia; 3: Naveen Jindal School of Management at the University of Texas at Dallas Underwriter competition and institutional loan pricing 1: Department of Economics and Finance, City University of Hong Kong; 2: Paul Merage School of Business, University of California at Irvine; 3: Nanyang Business School, Nanyang Technological University Financial Shocks, Productivity, and Prices 1: NYU Stern School of Business, United States of America; 2: University of Western Ontraio; 3: National Bank of Belgium |
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11:00am - 11:30am |
Coffee Break |
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11:30am - 1:00pm |
AP 18: Advances in Empirical Asset Pricing Location: KC-07 (ground floor) Chair: Irina Zviadadze, HEC Paris Missing Financial Data 1: London Business School, United Kingdom; 2: Stanford University; 3: Berkeley Haas; 4: NBER; 5: CEPR When do cross-sectional asset pricing factors span the stochastic discount factor? 1: University of Maryland, United States of America; 2: University of Chicago, United States of America Non-Standard Errors in Portfolio Sorts 1: Vienna Graduate School of Finance, Austria; 2: Vienna University of Economics and Business, Austria; 3: Reykjavik University, Iceland |
AP 19: Asset Pricing Impacts of US Monetary Policy Location: Auditorium (floor 1) Chair: Harald Hau, University of Geneva Safe Asset Scarcity and Monetary Policy Transmission 1: Banque de France; 2: University of Virginia - Darden School of Business Monetary Policy and Financial Stability Wharton School, United States of America Can the Fed Control Inflation? Stock Market Implications 1: McGill University, Canada; 2: University of Texas at Dallas, United States of America |
AP 20: Bond Pricing in Credit Markets Location: 1A-33 (floor 1) Chair: Florian Nagler, Bocconi University Breaking the Correlation between Corporate Bonds and Stocks: The Role of Asset Variance 1: University of New South Wales, Australia; 2: Warwick Business School Pushing Bonds Over the Edge: Monetary Policy and Municipal Bond Liquidity 1: MSRB; 2: Federal Reserve Board; 3: Affiliation not Provided; 4: FRB Chicago Implementable Corporate Bond Portfolios 1: Nova School of Business and Economics, Portugal; 2: Independent; 3: Rady School of Management, University of California San Diego |
FI 14: Crimes, Leaks and Sanctions Location: 2A-00 (floor 2) Chair: Christian Julliard, LSE ``Crime and Punishment"? How Banks Anticipate and Propagate Global Financial Sanctions 1: CERGE-EI; 2: University of Zurich Tax Evasion and Information Production: Evidence from the FATCA 1: Syracuse University; 2: INSEAD; 3: Singapore Management University The Political Economy of Financial Regulation 1: Goethe University Frankfurt, Germany; 2: National University of Singapore; 3: Northwestern, Kellog; 4: London Buisness School |
MM 06: Man or Machine? Location: 2A-24 (floor 2) Chair: Andreas Park, University of Toronto HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading 1: Bank for International Settlements; 2: University of New South Wales; 3: University of St. Gallen; 4: Vrije Universiteit Amsterdam Algorithmic Pricing and Liquidity in Securities Markets HEC Paris, France Relationship Discounts in Corporate Bond Trading 1: Bank for International Settlements, Switzerland; 2: Bank of England |
FI 15: Gender Discrimination Location: 2A-33 (floor 2) Chair: Laurent Bach, ESSEC Business School Gender, performance, and promotion in the labor market for commercial bankers 1: VU Amsterdam; 2: Emory University, Goizueta Business School; 3: University of Zurich; 4: Swiss Finance Institute; 5: KU Leuven; 6: NTNU; 7: CEPR Crime and Punishment on Wall Street: Gender Stigmata in SEC Enforcements 1: UC Berkeley; 2: SFI at University of Lausanne, Switzerland Fintech and Gender Discrimination 1: UNC Charlotte, United States of America; 2: Renmin University; 3: CUHK Shenzhen |
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CF 17: Dynamic Corporate Finance Location: 4A-00 (floor 4) Chair: Theodosios Dimopoulos, University of Lausanne Optimal Managerial Authority Boston University, United States of America Covenant removal in corporate bonds 1: Norwegian School of Economics, Norway; 2: Michigan State University, USA Delegated Blocks 1: London School of Economics, United Kingdom; 2: University of Maryland, United States of America |
CF 18: Merger & Acquisitions Location: 4A-33 (floor 4) Chair: Claudia Custodio, Imperial College Business School Political Attitudes, Partisanship, and Merger Activity 1: Boston College, United States of America; 2: Indiana University, United States of America; 3: University of Washington, United States of America; 4: Southern Methodist University, United States of America The Rise of Anti-Activist Poison Pills 1: Duke University; 2: Drexel University; 3: Ohio State University Competitive approaches in mergers and acquisitions ESCP Business School |
CL 06: Carbon and Mitigation Location: 6A-33 (floor 6) Chair: Stefano Ramelli, University of St. Gallen Sustainability or Greenwashing: Evidence from the Asset Market for Industrial Pollution 1: University of Illinois Urbana Champaign, United States of America; 2: Boston College; 3: Georgetown University Too Levered for Pigou: Carbon Pricing, Financial Constraints and Leverage Regulation 1: Erasmus University Rotterdam; 2: Tilburg University Dynamic Carbon Emission Management 1: University of Maryland; 2: European Central Bank, Germany |
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1:30pm - 3:30pm |
Finance+Humor3: Finance Meets Comedy: A Talk Show Location: Aula (floor 1) |
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2:00pm - 4:30pm |
Tours |