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