AFA Poster Session at Annual Meeting

Chicago, Illinois


Summary of All Sessions

January 6, 2017
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