Summary of All Sessions |
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Date/Time | Location | Title | Papers |
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January 6, 2017 8:00-11:00 | Sheraton Grand Chicago, Chicago Ballroom VII | AFA Ph.D. Poster Session | 60 |
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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 |
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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