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Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

Please note that all times are shown in the time zone of the conference. The current conference time is: 5th July 2026, 05:34:37am BST

Session

WED2-07: Asset Pricing II

Time:

Wednesday, 15/July/2026:

3:00pm - 5:00pm

Session Chair: Cathrin Reismann, TU Dortmund University, Germany

Presentations

A Momentum Tug-of-War: Overnight Sentiment and Intraday Signals

Shamim Ahmed, Finn Corbett, Rodrigo Hizmeri

The University of Liverpool, United Kingdom

GEOmetry of Information Across Carbon Markets

Xiangzhong Meng¹, Ying Liu²

¹Imperial College London, United Kingdom; ²World Federation of Exchanges, United Kingdom

Do Ministers’ Words Move the Markets? Evidence from French Finance Ministers’ Speeches

Wissam Abd El Wahad, Jean-Charles Bricongne, Jerome Coffinet, Thomas Renault

Banque de France, France

Does the Coskewness Premium Survive Lower-Tail Dependence?

Cathrin Reismann^1,2, Lutz Hahnenstein², Peter N. Posch¹

¹TU Dortmund University, Germany; ²Ampega Asset Management GmbH, Germany