AFA Poster Session at Annual Meeting

Chicago, Illinois

 

Summary of All Sessions

Date/TimeLocationTitlePapers
January 6, 2017
8:00-11:00
Sheraton Grand Chicago, Chicago Ballroom VII AFA Ph.D. Poster Session60
 


 

AFA Poster Session at Annual Meeting

Detailed List of Sessions

 
Session: AFA Ph.D. Poster Session
January 6, 2017 8:00 to 11:00
Sheraton Grand Chicago, Chicago Ballroom VII
 
 

1. A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices
By Farshid Abdi; University of St. Gallen
Angelo Ranaldo; University of St. Gallen
   presented by: Farshid Abdi, University of St. Gallen
 

2. Agency Issues in Corporate Bond Trading
By Alessio Ruzza; USI and SFI
   presented by: Alessio Ruzza, USI and SFI
 

3. Agency Trading and Principal Trading
By Jiacui Li; Stanford University
Wenhao Li; Stanford University
   presented by: Jiacui Li, Stanford University
 

4. Analyst Recommendations and International Stock Market Returns
By Henk Berkman; University of Auckland
Wanyi Yang; University of Auckland
   presented by: Wanyi Yang, University of Auckland
 

5. Are Open Market Share Repurchase Programs Really Flexible?
By Ruidi Huang; University of Illinois at Urbana-Champaign
   presented by: Ruidi Huang, University of Illinois at Urbana-Champaign
 

6. Bank Capital Regulation and Employment Effects: Evidence from the Valuation of Pension Plans
By Andrada Bilan; Swiss Finance Institute and University of Zurich
   presented by: Andrada Bilan, Swiss Finance Institute and University of Zurich
 

7. Board Independence and Cash Holdings
By Erik Lie; University of Iowa
Keyang Yang; University of Iowa
   presented by: Keyang Yang, University of Iowa
 

8. Bonds Buyback, Credit Risk and Liquidity Risk
By Hui Xu; University of Illinois
   presented by: Hui Xu, University of Illinois
 

9. CEO Turnover and Short-Selling
By Anja Kunzmann; University of Mannheim
Kristina Meier; University of Mannheim
   presented by: Kristina Meier, University of Mannheim
 

10. Choice of Order Size and Price Discovery The Last Digit Puzzle
By René Wells; University of Luxembourg
   presented by: René Wells, University of Luxembourg
 

11. CoCo Bonds and Risk: The Market View
By Henning Hesse; Goethe Universität Frankfurt
   presented by: Henning Hesse, Goethe Universität Frankfurt
 

12. Customer Friendly Finance
By Jordan Martel; University of Colorado Boulder
   presented by: Jordan Martel, University of Colorado Boulder
 

13. Do Venture Capital-Driven Management Turnovers Enhance Corporate Innovation in Private Firms?
By Qianqian Yu; Boston College
   presented by: Qianqian Yu, Boston College
 

14. Does History Repeat Itself? Business Cycle and Industry Returns
By Sudheer Chava; Georgia Institute of Technology
Alex Hsu; Georgia Institute of Technology
Linghang Zeng; Georgia Institute of Technology
   presented by: Linghang Zeng, Georgia Institute of Technology
 

15. Dollar Ahead of FOMC Target Changes
By Nina Karnaukh; University of Pennsylvania
   presented by: Nina Karnaukh, University of Pennsylvania
 

16. Dynamic-Agency Based Asset Pricing in a Production Economy
By Jincheng Tong; University of Minnesota
Chao Ying; University of Minnesota
   presented by: Jincheng Tong, University of Minnesota
 

17. Extrapolative Expectations and the Second-Hand Market for Ships
By Ioannis Moutzouris; Cass Business School
   presented by: Ioannis Moutzouris, Cass Business School
 

18. Feedback Loops in Industry Trade Networks and the Term Structure of Momentum
By Ali Sharifkhani; University of Toronto
Mikhail Simutin; University of Toronto
   presented by: Ali Sharifkhani, University of Toronto
 

19. Fighting Fire with Fire: Mitigating Information Asymmetry with Open-Market Repurchase Programs
By Alvin Chen; University of Washington
   presented by: Alvin Chen, University of Washington
 

20. Financial Innovation and Borrowers: Evidence from Peer-to-Peer Lending
By Tetyana Balyuk; University of Toronto
   presented by: Tetyana Balyuk, University of Toronto
 

21. Fire Buy of Central Bank Collateral Assets
By Calebe de Roure; Frankfurt School of Finance & Management
   presented by: Calebe de Roure, Frankfurt School of Finance & Management
 

22. Firm Boundaries and Political Uncertainty: Evidence Using State Elections in India
By Arkodipta Sarkar; London Business School
   presented by: Arkodipta Sarkar, London Business School
 

23. Golden Handcuffs and Corporate Innovation: Evidence from Defined Benefit Pension Plans
By Bin Qiu; University of Hawaii at Manoa
   presented by: Bin Qiu, University of Hawaii at Manoa
 

24. How Do Hurricanes Affect Life Insurance Premiums? -The Effect of Financial Constraints on Pricing
By Shan Ge; Ohio State University
   presented by: Shan Ge, Ohio State University
 

25. ‘I’ll Have What She’s Having’: Identifying Social Influence in Household Mortgage Decisions
By William McCartney; Duke University
Avni Shah; University of Toronto
   presented by: William McCartney, Duke University
 

26. Inalienable Skilled Labor and Capital Structure
By Ali Sanati; University of Minnesota
   presented by: Ali Sanati, University of Minnesota
 

27. Insider Ownership, Governance Mechanisms and International Corporate Bond Pricing
By Nora Pankratz; Maastricht University
   presented by: Nora Pankratz, Maastricht University
 

28. Interbank Connections and Financial Stability
By Shasta Shakya; Pennsylvania State University
   presented by: Shasta Shakya, Pennsylvania State University
 

29. Intermediary Asset Pricing and Short Term Risk Premia
By Wenhao Li; Stanford University
Jonathan Wallen; Stanford University
   presented by: Jonathan Wallen, Stanford University
 

30. Investment Timing with Costly Search for Financing
By Samuel Antill; Stanford University
   presented by: Samuel Antill, Stanford University
 

31. Leverage, Labor Commitment, and Employee Layoffs
By Balbinder Singh Gill; Temple University
   presented by: Balbinder Singh Gill, Temple University
 

32. Long-Term Finance and Economic Development: The Role of Liquidity in Corporate Debt Markets
By Julian Kozlowski; New York University
   presented by: Julian Kozlowski, New York University
 

33. Macro News, Micro News, and Stock Prices
By Jinfei Sheng; University of British Columbia
   presented by: Jinfei Sheng, University of British Columbia
 

34. Mandatory Compensation Disclosure, CFO Pay, and Corporate Financial Reporting Practices
By Hongyan Li; Virginia Tech
Jin Xu; Virginia Tech
   presented by: Hongyan Li, Virginia Tech
 

35. Measuring Trust in Institutions: An Experimental Study Using Time Preference Elicitation
By Stefan Penczynski; University of Mannheim
Maria Isabel Santana; University of Mannheim
   presented by: Maria Isabel Santana, University of Mannheim
 

36. Mutual Fund Objective Misclassification
By Dennis Bams; Maastricht University
Roger Otten; Maastricht University
Ehsan Ramezanifar; Maastricht University
   presented by: Ehsan Ramezanifar, Maastricht University
 

37. Payout Policy and Real Estate Prices
By Anil Kumar; IESE Business School
Carles Vergara-Alert; IESE Business School
   presented by: Anil Kumar, IESE Business School
 

38. Peer Effects across Firms: Evidence from Security Analysts
By Jacelly Cespedes; University of Texas at Austin
   presented by: Jacelly Cespedes, University of Texas at Austin
 

39. Real Interest Rates and Households Credit Uncertainty
By Pierre Mabille; New York University
   presented by: Pierre Mabille, New York University
 

40. Regulations in Two Lemon Markets: An Application in Cross-Border Listing
By Lin Shen; University of Pennsylvania
   presented by: Lin Shen, University of Pennsylvania
 

41. Social Connections and Information Production: Evidence from Mutual Fund Portfolios and Performance
By Yuyuan Zhu; Boston College
   presented by: Yuyuan Zhu, Boston College
 

42. Spillover Duration of Stock Returns and Systemic Risk
By Christian Kubitza; Goethe-University Frankfurt
Helmut Gründl; Goethe University Frankfurt
   presented by: Christian Kubitza, Goethe-University Frankfurt
 

43. Spillover Effects of Options Listing
By Ankit Kalda; Washington University in St. Louis
   presented by: Ankit Kalda, Washington University in St. Louis
 

44. Terrorist Attacks and Investor Risk Preference: Evidence from Mutual Fund Flows
By Yan Albert Wang; Auburn University
Michael Young; University of Alabama
   presented by: Michael Young, University of Alabama
 

45. Testing and Quantifying Irrationality in Representative Agent Equilibrium Models
By Luca Pezzo; Washington University in St. Louis
   presented by: Luca Pezzo, Washington University in St. Louis
 

46. The Information Content of Sudden Insider Silence
By Yurong Hong; Hong Kong University of Science and Techonology
Weikai Li; Hong Kong University of Science and Technology
   presented by: Weikai Li, Hong Kong University of Science and Technology
 

47. The Money Multiplier and Stock Market Returns
By Anna Stepashova; University of Oxford
   presented by: Anna Stepashova, University of Oxford
 

48. The Real Effects of Short Selling Constraints: Cross-Country Evidence
By Xiaohu Deng; University of Memphis
   presented by: Xiaohu Deng, University of Memphis
 

49. The Securitization Flash Flood
By Kandarp Srinivasan; Washington University in St. Louis
   presented by: Kandarp Srinivasan, Washington University in St. Louis
 

50. The Term Structure of CAPM Alphas and Betas
By Wayne Chang; University of Southern California
   presented by: Wayne Chang, University of Southern California
 

51. The Term Structure of Short Selling Costs
By Gregory Weitzner; University of Texas
   presented by: Gregory Weitzner, University of Texas
 

52. The Use of Operating Lease and the Concern about Credit Rating Change
By Meng Gao; Singapore Management University
   presented by: Meng Gao, Singapore Management University
 

53. Size Premium, Distress Risk and Distress Anomaly
By Daniel Kim; University of Pennsylvania
   presented by: Daniel Kim, University of Pennsylvania
 

54. Union Power and the Debt Maturity Structure
By Roberto Pinto; Vienna Graduate School of Finance
   presented by: Roberto Pinto, Vienna Graduate School of Finance
 

55. Value Creation of Independent Directors with STEM PhD: Evidence from Target Shareholder Gains
By Chaehyun Kim; UNIST
Hyeongsop Shim; UNIST
Choong-Yuel Yoo; KAIST
   presented by: Chaehyun Kim, UNIST
 

56. Variance Risk in Aggregate Stock Returns and the Time-Varying Return Predictability
By Sungjune Pyun; University of Southern California
   presented by: Sungjune Pyun, University of Southern California
 

57. What We Say is Who We Are - How Fund Manager Profiles and Their Strategies Predict Fund Investments
By Theresa Spickers; LMU Munich
Gesa Petersen; LMU Munich
   presented by: Theresa Spickers, LMU Munich
 

58. Why Don't General Counsels Stop Corporate Crime?
By Sureyya Avci; University of Michigan
Nejat Seyhun; University of Michigan
   presented by: Sureyya Avci, University of Michigan
 

59. Why is the VIX Index Related to the Liquidity Premium?
By Iman Honarvar; Maastricht University
   presented by: Iman Honarvar, Maastricht University
 

60. Ambiguous Market Making
By Nihad Aliyev; University of Technology Sydney
Xue-Zhong He; University of Technology, Sydney
   presented by: Nihad Aliyev, University of Technology Sydney

This program was last updated on 2016-12-16 10:26:08 EDT