Summary of All Sessions |
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| Date/Time | Location | Title | Papers |
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| January 4, 2019 7:30-18:00 | Hilton Atlanta, Grand Ballroom Pre-Function North | AFA 2019 Ph.D. Student Poster Session | 94 |
AFA Ph.D. Student Poster Session at the 2019 Annual Meeting |
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Detailed List of Sessions |
| Session: AFA 2019 Ph.D. Student Poster Session January 4, 2019 7:30 to 18:00 Hilton Atlanta, Grand Ballroom Pre-Function North |
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| Session Chairs: |
| 1. David Hirshleifer, University of California, Irvine |
| 2. Kenneth Singleton, Stanford University |
| 1. A High Frequency Analysis of the Information Content of Trading Volume |
| By Khaladdin Rzayev; The University of Edinburgh Gbenga Ibikunle; University of Edinburgh |
| presented by: Khaladdin Rzayev, The University of Edinburgh |
| 2. A Rationale for the Clientele Effect in Money Management |
| By Qiaozhi Hu; Boston University Marcel Rindisbacher; Boston University |
| presented by: Qiaozhi Hu, Boston University |
| 3. A Theory on the Market Response to Macroeconomic News under Bounded Rationality |
| By Yu Wang; Boston College |
| presented by: Yu Wang, Boston College |
| 4. Acquisitions, Common Ownership, and the Cournot Merger Paradox |
| By Miguel Anton; IESE Business School Jose Azar; IESE Business School Mireia Gine; University of Navarra & Wharton WRDS Luca Xianran Lin; IESE Business School |
| presented by: Luca Xianran Lin, IESE Business School |
| 5. Aggregating Information for Optimal Portfolio Weights |
| By Xiao Li; University of Arizona |
| presented by: Xiao Li, University of Arizona |
| 6. Allocation Incentives of Marketplace Lending Platforms during the IPO of Debt Securities |
| By Li Ting Chiu; University at Buffalo-SUNY Brian Wolfe; University at Buffalo - SUNY Woongsun Yoo; Saginaw Valley State University |
| presented by: Li Ting Chiu, University at Buffalo-SUNY |
| 7. An Alternative Behavioral Explanation for the MAX Effect |
| By Hannes Mohrschladt; University of Muenster Maren Baars; University of Muenster |
| presented by: Maren Baars, University of Muenster |
| 8. An Economic Model of Blockchain Based Cryptocurrencies |
| By Engin Iyidogan; Imperial College Business School |
| presented by: Engin Iyidogan, Imperial College Business School |
| 9. Are Financial Information Technologies Making the Rich Richer? |
| By Roxana Mihet; New York University |
| presented by: Roxana Mihet, New York University |
| 10. Are Government Policies to Reduce Non-Performing Loans Effective? Bank-Level Evidence |
| By Alexander Plekhanov; European Bank for Reconstruction and Development Marta Skrzypinska; University of Bristol |
| presented by: Marta Skrzypinska, University of Bristol |
| 11. Avoiding the Fall into the Loop: Isolating Bank-to-Sovereign Risk Transmissions in the Euro Area and their Drivers |
| By Hannes Boehm; Halle Institute for Economic Research Stefan Eichler; Technische Universitaet Dresden |
| presented by: Hannes Boehm, Halle Institute for Economic Research |
| 12. Bank Leverage, Capital Requirements and Bank's Implied Cost of (Equity) Capital |
| By Christian Schmidt; University of Mannheim |
| presented by: Christian Schmidt, University of Mannheim |
| 13. Bank Liquidity Supply and Corporate Investment in the 2008-2009 Financial Crisis |
| By Wei Zhang; University of Minnesota |
| presented by: Wei Zhang, University of Minnesota |
| 14. Beta Ambiguity and Security Return Characteristics |
| By Zhe Geng; Shanghai Jiao Tong University Tan Wang; Shanghai Jiao Tong University |
| presented by: Zhe Geng, Shanghai Jiao Tong University |
| 15. Beyond Distress Risk |
| By Altan Pazarbasi; Frankfurt School of Finance and Management |
| presented by: Altan Pazarbasi, Frankfurt School of Finance and Management |
| 16. Bond Mutual Fund Winners and Losers: an Examination of Manager Risk-Shifting |
| By Matthew Faulkner; Florida Atlantic University |
| presented by: Matthew Faulkner, Florida Atlantic University |
| 17. But Wait, There’s More... Debt: The Effects of Pension Overhang on Corporate Policies |
| By Emmanuel Alanis; Texas State University Sudheer Chava; Georgia Institute of Technology Peter Simasek; Georgia Institute of Technology |
| presented by: Peter Simasek, Georgia Institute of Technology |
| 18. Capital Adjustment Costs And The Value Premium: A General Equilibrium Perspective |
| By Hengjie Ai; University of Minnesota Anmol Bhandari; University of Minnesota Jincheng Tong; University of Minnesota Chao Ying; University of Minnesota |
| presented by: Chao Ying, University of Minnesota |
| 19. Capital Structure under Uncertainty in Foreign Competition |
| By Rachel Szymanski; Carnegie Mellon University |
| presented by: Rachel Szymanski, Carnegie Mellon University |
| 20. CDS Central Counterparty Clearing Liquidation: Road to Recovery or Invitation to Predation? |
| By Magdalena Tywoniuk; University of Geneva |
| presented by: Magdalena Tywoniuk, University of Geneva |
| 21. Clustered IPOs as a Commitment Device |
| By Matthias Lassak; Frankfurt School of Finance and Management |
| presented by: Matthias Lassak, Frankfurt School of Finance and Management |
| 22. Collateral and Asymmetric Information in Lending Markets |
| By Vasso Ioannidou; Lancaster University Nicola Pavanini; Tilburg University Yushi Peng; University of Zürich |
| presented by: Yushi Peng, University of Zürich |
| 23. Collateral Value and Strategic Default: Evidence from Auto Loans |
| By Dimuthu Ratnadiwakara; University of Houston |
| presented by: Dimuthu Ratnadiwakara, University of Houston |
| 24. Countercyclical Risks and Portfolio Choice over the Life Cycle: Evidence and Theory |
| By Jialu Shen; Imperial College Business School |
| presented by: Jialu Shen, Imperial College Business School |
| 25. Credit-Induced Moral Hazard in Insurance |
| By Francis Annan; Columbia University |
| presented by: Francis Annan, Columbia University |
| 26. Currency Carry, Momentum, and US Monetary Policy Uncertainty |
| By Ming Zeng; Singapore Management University |
| presented by: Ming Zeng, Singapore Management University |
| 27. Debt Holder Monitoring and Implicit Guarantees: Did the BRRD Improve Market Discipline? |
| By Jannic Alexander Cutura; Goethe University |
| presented by: Jannic Alexander Cutura, Goethe University |
| 28. Depositors Disciplining Banks: The Impact of Scandals |
| By Mikael Homanen; Cass Business School |
| presented by: Mikael Homanen, Cass Business School |
| 29. Disaster Risk and International Capital Flows |
| By Mihir Gandhi; University of Chicago |
| presented by: Mihir Gandhi, University of Chicago |
| 30. Does Loose Monetary Policy Encourage Zombie Lending in Germany? |
| By Talina Sondershaus; Halle Institute for Economic Research |
| presented by: Talina Sondershaus, Halle Institute for Economic Research |
| 31. Does Public News Mitigate The Markets' Underreaction to Liquidity Shocks |
| By Mengming Dong; Rice University |
| presented by: Mengming Dong, Rice University |
| 32. Effectiveness and (In)Efficiencies of Compensation Regulation: Evidence from the EU Banker Bonus Cap |
| By Stefano Colonnello; Halle Institute for Economic Research Michael Koetter; Halle Institute for Economic Research Konstantin Wagner; Halle Institute for Economic Research |
| presented by: Konstantin Wagner, Halle Institute for Economic Research |
| 33. Explaining the Pre-Announcement Drift |
| By Paula Cocoma; INSEAD |
| presented by: Paula Cocoma, INSEAD |
| 34. Flight to “Futures” During the Financial Crisis: Deliverability Through Central Counterparties |
| By Takahiro Hattori; Hitotsubashi University |
| presented by: Takahiro Hattori, Hitotsubashi University |
| 35. Founder CEO Effect: Is It There? |
| By Masud Karim; Temple University |
| presented by: Masud Karim, Temple University |
| 36. FX Premia Around The Clock |
| By Ingomar Krohn; University of Warwick Philippe Mueller; University of Warwick Paul Whelan; Copenhagen Business School |
| presented by: Ingomar Krohn, University of Warwick |
| 37. Hedge Fund Activism and Capital Structure |
| By Abhishek Ganguly; Indiana University Lin Ge; University of Pittsburgh |
| presented by: Lin Ge, University of Pittsburgh |
| 38. Heterogeneous Intermediary Capital and the Cross-Section of Stock Returns |
| By Sang-Ook (Simon) Shin; Texas A&M University |
| presented by: Sang-Ook (Simon) Shin, Texas A&M University |
| 39. Heterogeneous Information Content of Global FX Trading |
| By Angelo Ranaldo; University of St. Gallen Fabricius Somogyi; University of St. Gallen |
| presented by: Fabricius Somogyi, University of St. Gallen |
| 40. Hidden Predictability |
| By Tomas Fiala; University of Lugano (USI), Swiss Finance Institute |
| presented by: Tomas Fiala, University of Lugano (USI), Swiss Finance Institute |
| 41. How Do Firms Assess Project Risks? |
| By Paul Decaire; University of Pennsylvania |
| presented by: Paul Decaire, University of Pennsylvania |
| 42. How Reverse Merger Firms Raise Capital in PIPEs: The Role of Placement Agent Reputation and Stage Financing |
| By Yini Liu; University of Texas at San Antonio |
| presented by: Yini Liu, University of Texas at San Antonio |
| 43. Immigration Policy and Equity Returns: Evidence from the H-1B Visa Program |
| By Ali Sharifkhani; University of Toronto |
| presented by: Ali Sharifkhani, University of Toronto |
| 44. Implied Volatility Spread, Options’ Greeks and the Cross-Section of Stock Returns |
| By Boris Fays; HEC Liège |
| presented by: Boris Fays, HEC Liège |
| 45. Information Choice, Uncertainty, and Expected Returns |
| By David Gempesaw; Pennsylvania State University |
| presented by: David Gempesaw, Pennsylvania State University |
| 46. (In)frequently Traded Corporate Bonds |
| By Alexey Ivashchenko; University of Lausanne Artem Neklyudov; University of Lausanne and Swiss Finance |
| presented by: Alexey Ivashchenko, University of Lausanne |
| 47. Innovation-Product Connection: R&D 100 Awards, Product Segmentation, and Stock Returns |
| By Po-Hsuan Hsu; The University of Hong Kong Yiming Yang; The University of Hong Kong Tong Zhou; Sun Yat-Sen University |
| presented by: Yiming Yang, The University of Hong Kong |
| 48. Institutional Ownership and Time-series Predictability of Stock Returns |
| By Rüdiger Weber; University of Michigan |
| presented by: Rüdiger Weber, University of Michigan |
| 49. Interdealer Networks in Corporate Bond Trading and Market Liquidity |
| By Monica Petrescu; University of Cambridge |
| presented by: Monica Petrescu, University of Cambridge |
| 50. Investment Tax Credits and Innovation |
| By Shaowei Ke; University of Michigan Yao Lu; Tsinghua University Xinzheng Shi; Tsinghua University Yeqing Zhang; Tsinghua University |
| presented by: Yeqing Zhang, Tsinghua University |
| 51. Investor Behavior at the 52 Week High |
| By Josh Della Vedova; University of Sydney Business School Andrew Grant; University of Sydney Business School P. Joakim Westerholm; Discipline of Finance |
| presented by: Josh Della Vedova, University of Sydney Business School |
| 52. Is There a Green Bond Premium? The Yield Differential Between Green and Conventional Bonds |
| By Olivier David Zerbib; Tilburg University |
| presented by: Olivier David Zerbib, Tilburg University |
| 53. Learning and the Capital Age Premium |
| By Kai Li; Hong Kong University of Science and Technology Chi-Yang Tsou; University of Hong Kong Chenjie Xu; Hong Kong University of Science and Technology |
| presented by: Chi-Yang Tsou, Hong Kong University of Science and Technology |
| 54. Managerial Short-Termism and Market Competition |
| By Yan Xiong; University of Toronto |
| presented by: Yan Xiong, University of Toronto |
| 55. Managers' Gender Norms and the Gender Gap |
| By Maddalena Ronchi; Queen Mary University of London |
| presented by: Maddalena Ronchi, Queen Mary University of London |
| 56. Media and Shareholder Activism |
| By Abhishek Ganguly; Indiana University |
| presented by: Abhishek Ganguly, Indiana University |
| 57. Monetary Policy and Corporate Bond Fund Fragility |
| By Jinyuan Zhang; INSEAD |
| presented by: Jinyuan Zhang, INSEAD |
| 58. Mutual Fund Redemptions in Kind |
| By Honglin Ren; Georgia State University |
| presented by: Honglin Ren, Georgia State University |
| 59. On the Stock Market Variance-Return or Price Relations: A Tale of Two Variances |
| By Hui Guo; University of Cincinnati Qian Lin; Wuhan University Abby Pai; University of Cincinnati |
| presented by: Abby Pai, University of Cincinnati |
| 60. On the Stock Return and Investment Return Correlation Puzzle |
| By Yao Deng; University of Minnesota Frederico Belo; INSEAD, University of Minnesota and NBER |
| presented by: Yao Deng, University of Minnesota |
| 61. Partial Moment Momentum |
| By Yang Gao; University of Sydney Business School Henry Leung; Sydney University Stephen Satchell; University of Cambridge |
| presented by: Yang Gao, University of Sydney Business School |
| 62. Peer Information on the Cost of Debt |
| By Yangming Bao; SAFE and Goethe Univsersity Frankfurt |
| presented by: Yangming Bao, SAFE and Goethe Univsersity Frankfurt |
| 63. Pension Funds Interconnections and Herd Behavior |
| By Matteo Bonetti; Maastricht University |
| presented by: Matteo Bonetti, Maastricht University |
| 64. Policy Uncertainty and Household Credit Access: Evidence from Peer-to-Peer Crowdfunding |
| By Xiang Li; Tsinghua University Bibo Liu; Tsinghua University Xuan Tian; Tsinghua University |
| presented by: Xiang Li, Tsinghua University |
| 65. Predictable Downturns |
| By Carter Davis; University of Chicago |
| presented by: Carter Davis, University of Chicago |
| 66. Predicting the Equity Premium with Implied Volatility Spreads |
| By Charles Cao; Pennsylvania State University Tim Simin; Pennsylvania State University Han Xiao; Pennsylvania State University |
| presented by: Han Xiao, Pennsylvania State University |
| 67. Pricing Kernel Elasticity |
| By Alexander Kontoghiorghes; Queen Mary University of London |
| presented by: Alexander Kontoghiorghes, Queen Mary University of London |
| 68. Problem of Causal Inference without Balance Checking in Natural Experiment Design: an Entropy Balancing analysis |
| By Chen Wang; Australian National University |
| presented by: Chen Wang, Australian National University |
| 69. Product Market Competition and Corporate Governance: Substitutes or Complements? Evidence from CEO Duality |
| By Haofei Zhang; University of Toronto |
| presented by: Haofei Zhang, University of Toronto |
| 70. Quantitative Easing, Bank Reserves, and Deposit Rates |
| By Gursharan Bhue; University of Chicago |
| presented by: Gursharan Bhue, University of Chicago |
| 71. Real Effects of Non-bank Lending |
| By Junyang Yin; University of Bristol |
| presented by: Junyang Yin, University of Bristol |
| 72. Reference-Dependent Return Chasing |
| By Fabian Brunner; University of Mannheim |
| presented by: Fabian Brunner, University of Mannheim |
| 73. Regulatory Cliff Effects and Systemic Risk |
| By Andreas Brøgger; Copenhagen Business School Graeme Cokayne; Danmarks Nationalbank |
| presented by: Andreas Brøgger, Copenhagen Business School |
| 74. Reshaping the Financial Network: Externalities of Central Clearing and Systemic Risk |
| By Olga Briukhova; University of Zurich, Swiss Finance Institute Marco D'Errico; European Systemic Risk Board Stefano Battiston; University of Zurich |
| presented by: Olga Briukhova, University of Zurich, Swiss Finance Institute |
| 75. Retirement Plan Conflicts of Interest in Mutual Fund Management |
| By William Beggs; University of Arizona |
| presented by: William Beggs, University of Arizona |
| 76. Rollover Risk and Bank Lending Behavior |
| By Martina Jasova; Barnard College, Columbia University Caterina Mendicino; European Central Bank Dominik Supera; University of Pennsylvania |
| presented by: Dominik Supera, University of Pennsylvania |
| 77. Skewed Servicing and Monitoring for Securitized Commercial Mortgages |
| By Luis Lopez; Pennsylvania State University |
| presented by: Luis Lopez, Pennsylvania State University |
| 78. Stakeholder Orientation and Shareholders’ Required Rate of Return: Evidence from the Passage of Constituency Statutes |
| By Zhihong Chen; Hong Kong University of Science and Technology Sichen Shen; University of Hong Kong Hong Zou; University of Hong Kong |
| presented by: Sichen Shen, University of Hong Kong |
| 79. The "15 Days" Debate: The Value of an Early Release of Information (Evidence from 10-K Submissions) |
| By Khaled Alsabah; University of Colorado |
| presented by: Khaled Alsabah, University of Colorado |
| 80. The Costs of Better Lending Technology: the Decline of Small Businesses Lending |
| By Haiyan Pang; Arizona State University |
| presented by: Haiyan Pang, Arizona State University |
| 81. The Good The Bad and The Trending: Microblogging Sentiment and Short Term Momentum |
| By Austin Hill-Kleespie; University of Utah |
| presented by: Austin Hill-Kleespie, University of Utah |
| 82. The Impact of Equity Tail Risk on Bond Risk Premia: Evidence of Flight-to-Safety in the U.S. Term Structure |
| By Dario Ruzzi; University of Bristol |
| presented by: Dario Ruzzi, University of Bristol |
| 83. The Information in Index Returns and the Cross-Section of Options |
| By Yuguo Liu; University of Houston Kris Jacobs; University of Houston |
| presented by: Yuguo Liu, University of Houston |
| 84. The Pricing of Market and Idiosyncratic Jump and Volatility Risks |
| By Frederik Middelhoff; University of Muenster |
| presented by: Frederik Middelhoff, University of Muenster |
| 85. The Spillover Effect of Earnings Management |
| By Yibin Liu; University of California, San Diego |
| presented by: Yibin Liu, University of California, San Diego |
| 86. The Term Structure and Time-Series Variation of the Pricing Kernel |
| By Joost Driessen; Tilburg University Joren Koëter; Tilburg University Ole Wilms; Tilburg University |
| presented by: Joren Koëter, Tilburg University |
| 87. The Value of ETF Liquidity |
| By Marta Khomyn; University of Technology Sydney Talis Putnins; University of Technology Sydney |
| presented by: Marta Khomyn, University of Technology Sydney |
| 88. Trademarks in Entrepreneurial Finance: Empirical Evidence from Venture Capital Investments in Private Firms and Venture-Backed IPOs |
| By Thomas Chemmanur; Boston College Harshit Rajaiya; Boston College Xuan Tian; Tsinghua University Qianqian Yu; Lehigh University |
| presented by: Harshit Rajaiya, Boston College |
| 89. Unrealistic Optimism and Asymmetry in the Pricing of Equity Tail Risk |
| By K. Victor Chow; West Virgina University Jingrui Li; West Virginia University Ben Sopranzetti; Rutgers University |
| presented by: Jingrui Li, West Virginia University |
| 90. What Does the Value of Corporate Votes Tell us About Future Stock Returns? |
| By In Ji Jang; Texas A&M University Hwagyun (Hagen) Kim; Texas A&M University Mahdi Mohseni; Texas A&M University |
| presented by: In Ji Jang, Texas A&M University |
| 91. When is the Price of Dispersion Risk Positive? |
| By Alexander David; Haskayne School of Business Amel Farhat; Haskayne School of Business |
| presented by: Amel Farhat, Haskayne School of Business |
| 92. Who are the Cryptocurrency Investors |
| By Dominique Lammer; Goethe University Frankfurt Tobin Hanspal; Goethe University Frankfurt Andreas Hackethal; Goethe University |
| presented by: Dominique Lammer, Goethe University Frankfurt |
| 93. Why Blockholdings Can Increase Cash Holdings |
| By Shaoting Pi; University of Utah |
| presented by: Shaoting Pi, University of Utah |
| 94. Why Don't Issuers Get Upset about IPO Underpricing: Evidence from the Loan Market |
| By Xiaoyu Zhang; Norwegian School of Economics Xunhua Su; Norwegian School of Economics |
| presented by: Xiaoyu Zhang, Norwegian School of Economics |
This program was last updated on 2018-12-27 23:36:12 EDT