AFA Ph.D. Poster Session at 2018 Annual Meeting

Philadelphia, PA

 

Summary of All Sessions

Date/TimeLocationTitlePapers
January 5, 2018
7:30-18:00
Loews Philadelphia Hotel, 2nd Floor Lobby 2018 AFA Ph.D. Student Poster Session78
 


 

AFA Ph.D. Poster Session at 2018 Annual Meeting

Detailed List of Sessions

 
 
Session: 2018 AFA Ph.D. Student Poster Session
January 5, 2018 7:30 to 18:00
Loews Philadelphia Hotel, 2nd Floor Lobby
 
Session Chairs:
1. Peter DeMarzo, Stanford University
2. David Hirshleifer, University of California, Irvine
 

1. An Anatomy of Arbitrageurs: Evidence from Open-End Structured Funds
By Jie Li; INSEAD
   presented by: Jie Li, INSEAD
 

2. An Equilibrium Model of Asymmetric Dependence
By Junya Jiang; University of North Carolina at Charlotte
   presented by: Junya Jiang, University of North Carolina at Charlotte
 

3. Are Mortgage Regulations Affecting Entrepreneurship?
By Stephanie Johnson; Northwestern University
   presented by: Stephanie Johnson, Northwestern University
 

4. As Uncertain as Taxes
By Peter Brok; Tilburg University
   presented by: Peter Brok, Tilburg University
 

5. Banking Competition Revisited: Shadow Banks vs. Commercial Banks
By Chong Shu; University of Southern California
   presented by: Chong Shu, University of Southern California
 

6. Bank's Macro-financing and Liquidity Creation Under Flexible Prices
By Xuan Wang; University of Oxford
   presented by: Xuan Wang, University of Oxford
 

7. Best Friend or Worst Enemy? --Dynamics and Multiple Equilibria with Arbitrage, Production and Collateral Constraints
By Ally Quan Zhang; Swiss Finance Institute and University of Zurich
   presented by: Ally Quan Zhang, Swiss Finance Institute and University of Zurich
 

8. Capital Intensity and Investment Shocks: Implications for Stock Returns
By Jiri Knesl; University of British Columbia
   presented by: Jiri Knesl, University of British Columbia
 

9. Cash and Connections: The Importance of CFO Networks
By Yaoyi Xi; University of Kansas
   presented by: Yaoyi Xi, University of Kansas
 

10. CEO Buying: Strategic News Tone Dispersion Around Purchasing Months
By Dewan Mostafizur Rahman; University of Queensland
   presented by: Dewan Mostafizur Rahman, University of Queensland
 

11. Cheap Products or Cheap Talk? Disclosed Markups and Ex-Post Performance of Structured Products
By Petra Vokatá; Aalto University
   presented by: Petra Vokatá, Aalto University
 

12. Cheaper Is Not Better: On the Superior Performance of High-Fee Mutual Funds
By Jinfei Sheng; University of British Columbia
Mikhail Simutin; University of Toronto
Terry Zhang; University of British Columbia
   presented by: Terry Zhang, University of British Columbia
 

13. Co-Maxing Out and Security Price
By Xin Liu; University of Hong Kong
   presented by: Xin Liu, University of Hong Kong
 

14. Competition and Adverse Selection in an Online Lending Market
By Don Carmichael; University of Houston
   presented by: Don Carmichael, University of Houston
 

15. Corporate Bond Dealers' Inventory Risk and FOMC
By Wojciech Zurowski; Duke University, Swiss Finance Institute and University of Lugano
Alessio Ruzza; University of Lugano, Swiss Finance Institute
   presented by: Wojciech Zurowski, Duke University, Swiss Finance Institute and University of Lugano
 

16. Corporate Inversions and Cost of Equity: A Tale of Two Strategies
By Tianpeng Zhou; Michigan State University
   presented by: Tianpeng Zhou, Michigan State University
 

17. Credit Spreads, Daily Business Cycle, and Corporate Bond Returns Predictability
By Alexey Ivashchenko; University of Lausanne
   presented by: Alexey Ivashchenko, University of Lausanne
 

18. December Doldrums, Investor Distraction, and Stock Market Reaction to Unscheduled News Events
By Nikhil Paradkar; Georgia Institute of Technology
   presented by: Nikhil Paradkar, Georgia Institute of Technology
 

19. Demand Shocks, Financial Integration, and Local Economic Conditions
By Minh Phan; Columbia University
   presented by: Minh Phan, Columbia University
 

20. Do Capital Controls Reduce the Firms' Exposure to the Exchange Rate? What are the Consequences on Employment?
By Lorena Keller; Northwestern University
   presented by: Lorena Keller, Northwestern University
 

21. Do Idiosyncratic Shocks to Large Firms Contain Systematic Information?
By Sima Jannati; University of Miami
   presented by: Sima Jannati, University of Miami
 

22. Do Peer Firms Affect Corporate Cash Saving Decisions?
By Yuan Zhuang; Singapore Managment University
   presented by: Yuan Zhuang, Singapore Managment University
 

23. Do Social Connections Mitigate Information Asymmetry and Improve Performance? Evidence from Angels Market
By Buvaneshwaran Venugopal; University of Houston
   presented by: Buvaneshwaran Venugopal, University of Houston
 

24. Do We Want These Two to Tango? On Zombie Firms and Stressed Banks in Europe
By Manuela Storz; Frankfurt School of Finance and Management
Michael Koetter; Halle Institute for Economic Research
Ralph Setzer; European Central Bank
Andreas Westphal; European Central Bank
   presented by: Manuela Storz, Frankfurt School of Finance and Management
 

25. Does Political Corruption Impede Firm Innovation? Evidence from the United States
By Qianqian Huang; City University of Hong Kong
Tao Yuan; City University of Hong Kong
   presented by: Tao Yuan, City University of Hong Kong
 

26. Does the Uniformity of the Conforming Loan Limit Lead to Distorted Bank Lending?
By Teng Zhang; Georgia Institute of Technology
   presented by: Teng Zhang, Georgia Institute of Technology
 

27. Effect of Financial Globalization on Bank Risk: Role of Rollover Risk
By Dan Su; University of Minnesota
Xiang Li; Peking University
   presented by: Dan Su, University of Minnesota
 

28. Endogenous Rare Disaster Risk: Solution for Counter-Cyclical Excess Return and Volatility?
By Ville Savolainen; Hanken School of Economics
   presented by: Ville Savolainen, Hanken School of Economics
 

29. Environmental Social (ES) Engagement and Stock Returns: A Dynamic Perspective
By Mark Shackleton; Lancaster University
Jiali YAN; Lancaster University
Yaqiong Yao; Lancaster University Management School
   presented by: Jiali YAN, Lancaster University
 

30. From Playground to Boardroom, CEO's Family Background and Managerial Style
By Fangfang Du; Arizona State University
   presented by: Fangfang Du, Arizona State University
 

31. Fundamental Risk and Capital Structure
By Jakub Hajda; University of Lausanne
   presented by: Jakub Hajda, University of Lausanne
 

32. Health Care Costs, Worker Mobility and Firm Leverage: Evidence from State Health Mandates
By S.Lakshmi Naaraayanan; Hong Kong University of Science and Technology
Manpreet Singh; Georgia Institute of Technology
   presented by: S.Lakshmi Naaraayanan, Hong Kong University of Science and Technology
 

33. Hedge Fund Activism and CEO Compensation
By Jana Fidrmuc; University of Warwick
Swati Kanoria; University of Warwick
   presented by: Swati Kanoria, University of Warwick
 

34. Hispanic Culture, Local Return Chasing, and Momentum Returns
By Carina Cuculiza; University of Miami
   presented by: Carina Cuculiza, University of Miami
 

35. How Does Investor Protection Affect Innovation? Historical Evidence from Blue Sky Laws
By Huseyin Akkoyun; Northwestern University
   presented by: Huseyin Akkoyun, Northwestern University
 

36. Illuminating the Dark Side of Financial Innovation: The Role of Investor Information
By Manuel Ammann; University of St.Gallen
Marc Arnold; University of St.Gallen
Simon Straumann; University of St.Gallen
   presented by: Simon Straumann, University of St.Gallen
 

37. Information Spillovers and Cross Monitoring between the Stock Market and Loan Market:Evidence from Reg SHO
By Matthew Billett; Indiana University
Fangzhou Liu; Indiana University
Xuan Tian; Tsinghua University
   presented by: Fangzhou Liu, Indiana University
 

38. Innovative CEO-Directors
By Ning Gao; University of Manchester, UK
Ian Garrett; University of Manchester, UK
Yan Xu; University of Manchester, UK
   presented by: Yan Xu, University of Manchester, UK
 

39. Institutional Investors and Loan Dynamics: Evidence from Loan Renegotiations
By Ca Nguyen; University of Texas at San Antonio
   presented by: Ca Nguyen, University of Texas at San Antonio
 

40. Internal Rating Based Model, Bank Regulatory Arbitrage and Eurozone Crisis
By Cai Liu; University of Reading
   presented by: Cai Liu, University of Reading
 

41. International Spillovers of Monetary Policy to Asset Prices
By Hsuan Fu; Imperial College London
   presented by: Hsuan Fu, Imperial College London
 

42. It’s Always Sunny in Finland: Investment and Extrapolation from Cash Flow Growth
By Mikael Paaso; Aalto University
   presented by: Mikael Paaso, Aalto University
 

43. Liquidity Constraints and Customer Capital: Evidence from International Trade
By Paul Beaumont; Paris Dauphine University
   presented by: Paul Beaumont, Paris Dauphine University
 

44. Long-Term Passive Investors and Long CEO Compensation Duration: Evidence from Russell Index Threshold
By In Ji Jang; Texas A&M University
   presented by: In Ji Jang, Texas A&M University
 

45. Mean-Swap Variance_Portfolio Theory and Prospect Asset Pricing
By Victor Chow; West Virginia University
Zhan Wang; West Virginia University
   presented by: Zhan Wang, West Virginia University
 

46. Media News and Cross Industry Information Diffusion
By Li GUO; Singapore Management University
   presented by: Li GUO, Singapore Management University
 

47. Mortgage Choices in Equilibrium
By Esben Christensen; London Business School
   presented by: Esben Christensen, London Business School
 

48. Multi-family Cofounders and Firm Value
By So-Yeon Lim; Nanyang Technological University
   presented by: So-Yeon Lim, Nanyang Technological University
 

49. Mutual Fund Flows, Delayed Arbitrage, and Common Factors in Stock Returns
By Jiacui Li; Stanford University
   presented by: Jiacui Li, Stanford University
 

50. On Bank Business Models, Credit Supply, and House Prices: The Real Effects of Funding Shocks in Banking
By Kristian Blickle; University of St. Gallen
   presented by: Kristian Blickle, University of St. Gallen
 

51. One Security, Two Prices: Evidence on Stock Market Bubbles from the Shanghai-Hong Kong Stock Connect Program
By Shantaram Hegde; University of Connecticut
Jin Peng; University of Connecticut
   presented by: Jin Peng, University of Connecticut
 

52. Optimal Contracting in a Principal-Agent-Subagent Model
By Qing Liu; Boston University
   presented by: Qing Liu, Boston University
 

53. Option-Implied Correlations, Factor Models, and Market Risk
By Adrian Buss; INSEAD
Lorenzo Schoenleber; Frankfurt School of Finance and Management
Grigory Vilkov; Frankfurt School of Finance and Management
   presented by: Lorenzo Schoenleber, Frankfurt School of Finance and Management
 

54. Peer Pressure in Corporate Earnings Management
By Constantin Charles; University of Southern California
Markus Schmid; University of St. Gallen
Felix von Meyerinck; University of St. Gallen
   presented by: Constantin Charles, University of Southern California
 

55. Performance, Persistence, and Pay: A New Perspective on CTAs
By Ingomar Krohn; University of Warwick
Alexander Mende; RPM Risk and Portfolio Management
Michael Moore; University of Warwick
Vikas Raman; University of Warwick
   presented by: Ingomar Krohn, University of Warwick
 

56. Portfolio Pumping in Mutual Fund Families
By Pingle Wang; University of Rochester
   presented by: Pingle Wang, University of Rochester
 

57. Price Response to Factor Index Additions and Deletions
By Georgi Kyosev; Erasmus University Rotterdam
   presented by: Georgi Kyosev, Erasmus University Rotterdam
 

58. Product Market Competition and the Profitability Premium
By Yao Deng; University of Minnesota
   presented by: Yao Deng, University of Minnesota
 

59. Public Pensions and State Government Debt Spreads
By Chuck Boyer; University of Chicago
   presented by: Chuck Boyer, University of Chicago
 

60. Quantitative Easing and Equity: Evidence from the ETF Program of the Bank of Japan
By Andrea Barbon; Swiss Finance Institute
Virginia Gianinazzi; Università della Svizzera italiana
   presented by: Andrea Barbon, Swiss Finance Institute
 

61. Relationship Lending in Shadow Banking: Impacts of Financial Firms' Cross-Holding Relation in Money Market Funds
By Ai He; Emory University
   presented by: Ai He, Emory University
 

62. Sentimental Noise Trades and Stock Return Comovement
By Haohan Ren; The Chinese University of Hong Kong
   presented by: Haohan Ren, The Chinese University of Hong Kong
 

63. Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins
By Thorsten Beck; Cass Business School and CEPR
Samuel Da-Rocha-Lopes; European Banking Authority and Nova SBE
Andre Silva; Cass Business School
   presented by: Andre Silva, Cass Business School
 

64. Should Corporate Pension Funds Invest in Risky Assets?
By Wei Li; University of Iowa
Tong Yao; University of Iowa
Jie Ying; University of Iowa
   presented by: Jie Ying, University of Iowa
 

65. Strategic Patenting and Debt Financing
By Ailin Dong; Hong Kong University of Science and Technology
   presented by: Ailin Dong, Hong Kong University of Science and Technology
 

66. Structural Breaks in the Variance Process and the Pricing Kernel Puzzle
By Tobias Sichert; Goethe University Frankfurt
   presented by: Tobias Sichert, Goethe University Frankfurt
 

67. Textual Disclosure in SEC Filings and Litigation Risk
By Arup Ganguly; University of Pittsburgh
   presented by: Arup Ganguly, University of Pittsburgh
 

68. The Anatomy of Information Hierarchies: Evidence from Employee Reviews
By Jinfei Sheng; University of British Columbia
   presented by: Jinfei Sheng, University of British Columbia
 

69. The First Time in Private Equity: A Closer Look on Management Teams
By Florian Fuchs; University of St.Gallen
   presented by: Florian Fuchs, University of St.Gallen
 

70. The Impact of Financial Markets on Payout Policy: Evidence from Short Selling
By Bill Francis; Rensselaer Polytechnic Institute
Gilna Samuel; Rensselaer Polytechnic Institute
Qiang Wu; Rensselaer Polytechnic Institute
   presented by: Gilna Samuel, Rensselaer Polytechnic Institute
 

71. The Impact of Passive Investment on Price Efficiency: Evidence from Quasi-Natural Experiment
By Youngmin Choi; Georgia Institute of Technology
   presented by: Youngmin Choi, Georgia Institute of Technology
 

72. The Shine of Star: The Effect of Star Analyst Title on Market Reaction to Financial Analysts' Stock Recommendations
By Runjing Lu; University of California, San Diego
   presented by: Runjing Lu, University of California, San Diego
 

73. The Term-Structure of Systematic Risk
By Nuno Clara; London Business School
   presented by: Nuno Clara, London Business School
 

74. Trade Induced Productivity Change and Asset Prices
By Ruchith Dissanayake; University of Alberta
   presented by: Ruchith Dissanayake, University of Alberta
 

75. Trading Complex Risks
By Felix Fattinger; University of Zurich
   presented by: Felix Fattinger, University of Zurich
 

76. What Causes Passive Hedge Funds to Become Activists?
By Marco Elia; Drexel University
   presented by: Marco Elia, Drexel University
 

77. When to Introduce Electronic Trading Platforms in Over-the-Counter Markets?
By Sebastian Vogel; Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
   presented by: Sebastian Vogel, Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
 

78. Why Can't CEOs Foresee a Crisis?
By Kaushalendra Kishore; University of Minnesota
   presented by: Kaushalendra Kishore, University of Minnesota

This program was last updated on 2017-11-07 10:46:03 EDT