AFA Ph.D. Student Poster Session at the 2021 Annual Meeting

Virtual Conference

 

Summary of All Sessions

TitlePapers
2021 AFA Ph.D. Student Poster Session96
 


 

AFA Ph.D. Student Poster Session at the 2021 Annual Meeting

Detailed List of Sessions

 
Session: 2021 AFA Ph.D. Student Poster Session
 
 

A Macroeconomic Model with Firm Debt Financing, Bank Lending and Banking Regulations
By Chao Huang; University of Edinburgh
   presented by: Chao Huang, University of Edinburgh
 

Access to Banks and Household Resilience
By Kim Cramer; Columbia University
   presented by: Kim Cramer, Columbia University
 

Are Green Investors Green-Inducing? A Demand System Approach
By Don Noh; Princeton University
   presented by: Don Noh, Princeton University
 

Banks with Diagnostic Expectations
By Arpit Parija; Indian Institute of Management, Calcutta
Vipul Mathur; Indian Institute of Management, Calcutta
   presented by: Arpit Parija, Indian Institute of Management, Calcutta
 

Benefiting from Bankrupt Firms: Evidence from Local Labor Movement
By Zhexu Ai; University of Connecticut
   presented by: Zhexu Ai, University of Connecticut
 

Better Be Careful: The Replenishment of ABS backed by SME Loans
By Arved Fenner; University of Muenster
Philipp Klein; University of Muenster
Carina Moessinger; University of Muenster
   presented by: Philipp Klein, University of Muenster
 

Boosting Portfolio Choice in the Big Data Era
By Hongwei Zhang; Tilburg University
Ben Jacobsen; TIAS Business School
Fuwei Jiang; Central University of Finance and Economics
   presented by: Hongwei Zhang, Tilburg University
 

Can Bank Capitalization Improve Local Resilience?
By Erica Jiang; University of Southern California
Will Liu; City University of Hong Kong
Lee Seltzer; University of Texas
   presented by: Lee Seltzer, University of Texas
 

CDS Central Counterparty Clearing Default Measures: Road to Recovery or Invitation to Predation?
By Magdalena Tywoniuk; University of Geneva
   presented by: Magdalena Tywoniuk, University of Geneva
 

Collateral, Haircuts and Rates: a Theory of Repo
By Dmitry Chebotarev; INSEAD
   presented by: Dmitry Chebotarev, INSEAD
 

Risky Financial Collateral, Firm Heterogeneity, and the Impact of Eligibility
By Matthias Kaldorf; University of Cologne
Florian Wicknig; University of Cologne
   presented by: Matthias Kaldorf, University of Cologne
 

Common Ownership along the Supply Chain and Supplier Innovations
By Xian Chen; University of Oregon
   presented by: Xian Chen, University of Oregon
 

Corporate Innovation in the Cyber Age
By Gabriele Lattanzio; Southern Methodist University
Yue Ma; University of Oklahoma
   presented by: Yue Ma, University of Oklahoma
 

Corporate Innovation Linkages and Firm Boundaries
By Ekaterina Gavrilova; Bocconi University
   presented by: Ekaterina Gavrilova, Bocconi University
 

Corporate Social Responsibility and Market Efficiency: Evidence from ESG and Misvaluation Measures
By Yannik Bofinger; Justus-Liebig University of Giessen
Kim Heyden; University of Giessen
Bjoern Rock; Justus-Liebig-University Giessen
   presented by: Yannik Bofinger, Justus-Liebig University of Giessen
 

Cost of Conscious Capitalism
By Jitendra Aswani; Fordham University
Alona Bilokha; Fordham University
Mingying Cheng; Fordham University
Benjamin Cole; Fordham University
   presented by: Mingying Cheng, Fordham University
 

Dark Trading and Financial Markets Stability
By Jorge Goncalves; University of Luxembourg
Roman Kräussl; University of Luxembourg
Vladimir Levin; University of Luxembourg
   presented by: Vladimir Levin, University of Luxembourg
 

Data Security and Merger Waves
By Yuan Sun; Lingnan University
Lai Wei; Lingnan University
Wensi Xie; Chinese University of Hong Kong
   presented by: Yuan Sun, Lingnan University
 

Decomposing Factor Momentum
By Hanlin Yang; University of Zurich
   presented by: Hanlin Yang, University of Zurich
 

Direct Listing or IPO? The Anatomy of the Going-Public Market
By Miles Zheng; University of Illinois at Urbana-Champaign
   presented by: Miles Zheng, University of Illinois at Urbana-Champaign
 

Directorship Returns by Corporate Boards and CEO Turnover
By Pang-Li Chen; Drexel University
   presented by: Pang-Li Chen, Drexel University
 

Distorted Beliefs and Exchange Rates
By Luis Carvalho Monteiro; Yale University
Joao Paulo Valente; Yale University
Tianhao Wu; Yale University
   presented by: Tianhao Wu, Yale University
 

Do Banks’ Partisan Affiliations Shape their Lending Decisions?
By Zhanbing Xiao; University of British Columbia
   presented by: Zhanbing Xiao, University of British Columbia
 

Do Mutual Funds Manipulate Star Ratings? Evidence from Portfolio Pumping
By Sanghyun (Hugh) Kim; University of Texas at Dallas
   presented by: Sanghyun (Hugh) Kim, University of Texas at Dallas
 

Do Sell-side Analysts Say “BUY” While Whispering “SELL”?
By Yushui Shi; University of California, Irvine
   presented by: Yushui Shi, University of California, Irvine
 

Does Corporate Diversification Retrench the Effects of Firm-Level Political Risk?
By M. Kabir Hassan; University of New Orleans
Mohammad Karim; University of New Orleans
Tarun Mukherjee; University of New Orleans
   presented by: Mohammad Karim, University of New Orleans
 

Does Forecasting Price Efficiency (FPE) Affect Revelatory Price Efficiency (RPE)?
By Bharat Parajuli; University of Utah
   presented by: Bharat Parajuli, University of Utah
 

Does Limited Liability Matter? Evidence from a Quasi-Natural Experiment
By Yrjo Koskinen; University of Calgary
Nga Nguyen; University of Calgary
J. Ari Pandes; University of Calgary
   presented by: Nga Nguyen, University of Calgary
 

Does Private Equity Ownership Make Firms Cleaner? The Role Of Environmental Liability Risks
By Aymeric Bellon; University of Pennsylvania
   presented by: Aymeric Bellon, University of Pennsylvania
 

Does Social Connectedness affect Stock Market Participation?
By Chih-Ching Hung; Baruch College
   presented by: Chih-Ching Hung, Baruch College
 

Does the CDS Market Reflect Regulatory Climate Risk Disclosures?
By Julian Koelbel; University of Zurich
Markus Leippold; University of Zurich
Jordy Rillaerts; University of Zurich & Swiss Finance Institute
Qian Wang; University of Zurich
   presented by: Jordy Rillaerts, University of Zurich & Swiss Finance Institute
 

Does the Internet Replace Brick-and-Mortar Bank Branches?
By Minhae Kim; Ohio State University
   presented by: Minhae Kim, Ohio State University
 

Does Trading Spur Specialization? Evidence From Patenting
By Pengfei Han; Peking University
Chunrui Liu; Tsinghua University
Xuan Tian; Tsinghua University
   presented by: Chunrui Liu, Tsinghua University
 

Endogenous Timing in Equity Crowdfunding Platforms
By Sedat Ersoy; University of Toronto
   presented by: Sedat Ersoy, University of Toronto
 

Exchange-Traded Funds and Municipal Bond Market
By Viet-Dung Doan; Purdue University
   presented by: Viet-Dung Doan, Purdue University
 

Extracting Statistical Factors When Betas Are Time-Varying
By Hao Ma; USI Lugano & Swiss Finance Institute
   presented by: Hao Ma, USI Lugano & Swiss Finance Institute
 

Financial Statement Complexity and Syndicated Loan Structure
By AJ Yuan Chen; University of Southern California
Fan Zhang; University of Southern California
   presented by: AJ Yuan Chen, University of Southern California
 

Fintech Lending and Sales Manipulation
By Jorma Schäublin; University of Basel
Kumar Rishabh; University of Basel
   presented by: Kumar Rishabh, University of Basel
 

Firm Life-Cycle in Mergers and Acquisitions
By Tina Oreski; Swiss Finance Institute and USI Lugano
   presented by: Tina Oreski, Swiss Finance Institute and USI Lugano
 

Group Identity and Agency Frictions: Evidence using Big Data
By Jitendra Aswani; Fordham University
   presented by: Jitendra Aswani, Fordham University
 

Heterogeneity in CDS Coverage
By Suman Banerjee; Stevens Institute of Technology
Stefano Bonini; Stevens Institute of Technology
Meghana Vaidya; Stevens Institute of Technology
   presented by: Meghana Vaidya, Stevens Institute of Technology
 

Heterogeneous Asset Pricing Model Preferences by Investor Type: Evidence from Separate Accounts
By Valeria Fedyk; London Business School
   presented by: Valeria Fedyk, London Business School
 

Heterogeneous Investor Response to New Risks in Financial Markets: Evidence from Climate Change Litigation
By Alison Taylor; University of Toronto
   presented by: Alison Taylor, University of Toronto
 

Incentivization or Expropriation? All ESOPs are not Created Equal
By Jingshu Wen; SKEMA Business School
   presented by: Jingshu Wen, SKEMA Business School
 

Industrial Policy and Asset Prices: Evidence from the Made in China 2025 Policy
By Xia Liu; University of Oklahoma
William Megginson; University of Oklahoma
Junjie Xia; Peking University
   presented by: Xia Liu, University of Oklahoma
 

Industry Dynamics and Capital Structure (Non)Commitment
By Shiqi Chen; University of Cambridge
Hui Xu; Lancaster University
   presented by: Shiqi Chen, University of Cambridge
 

Initial Endowments and External Finance: the Role of Neolithic Transformation
By Wenxuan Hou; University of Edinburgh
Ruoran Zhao; University of Edinburgh
   presented by: Ruoran Zhao, University of Edinburgh
 

Institutional Herding and Corporate Debt Issuance
By Xu Li; University of Warwick
   presented by: Xu Li, University of Warwick
 

Intellectual Property Protection in M&A Negotiations
By Richard Schubert; Karlsruhe Institute of Technology (KIT)
Jan-Oliver Strych; Karlsruhe Institute of Technology
   presented by: Richard Schubert, Karlsruhe Institute of Technology (KIT)
 

Vertical Integration and Mortgage Risk
By Zhao Zhang; University of Southern California
   presented by: Zhao Zhang, University of Southern California
 

Is Mutual Fund Family Retirement Money Smart?
By Pramodkumar Yadav; Drexel University
   presented by: Pramodkumar Yadav, Drexel University
 

Is there a Trade-Off Between Protecting Investors and Promoting Entrepreneurial Activity? Evidence from Angel Financing
By Jiajie Xu; Boston College
   presented by: Jiajie Xu, Boston College
 

Know Thyself: Free Credit Reports and the Retail Mortgage Market
By Amit Kumar; Hong Kong University of Science and Technology
   presented by: Amit Kumar, Hong Kong University of Science and Technology
 

Labor Mobility and Capital Misallocation in the Mutual Fund Industry
By Maxime Bonelli; HEC Paris
   presented by: Maxime Bonelli, HEC Paris
 

Language Skills and Stock Market Participation: Evidence from Immigrants
By Xu Gan; Wuhan University
   presented by: Xu Gan, Wuhan University
 

Machine Learning Classification Methods and Portfolio Allocation: An Examination of Market Efficiency
By Yang Bai; University of Missouri
Kuntara Pukthuanthong; University of Missouri
   presented by: Yang Bai, University of Missouri
 

Uncovering Sparsity and Heterogeneity in Firm-level Return Predictability using Machine Learning
By Theodoros Evgeniou; INSEAD
Ahmed Guecioueur; INSEAD
Rodolfo Prieto; INSEAD
   presented by: Ahmed Guecioueur, INSEAD
 

Monetary Surprises, Debt Structure and Financing Decisions
By Yuchen Chen; University of Minnesota
   presented by: Yuchen Chen, University of Minnesota
 

Opioid Prescription Rates and Asset Prices—Assessment of Causal Effects
By Steven Wei Ho; Columbia University
Jiahao Jiang; University of Virginia
   presented by: Jiahao Jiang, University of Virginia
 

Political Corruption and Firm Access to the Initial Public Offering Market
By Chen Huang; University of Bath
   presented by: Chen Huang, University of Bath
 

Present Bias, Asset Allocation and the Yield Curve
By Jorgo Goossens; Tilburg University
Bas Werker; Tilburg University
   presented by: Jorgo Goossens, Tilburg University
 

Pricing Climate Change Risk in Corporate Bonds
By Elsa Allman; Baruch College
   presented by: Elsa Allman, Baruch College
 

Pricing Information: Experimental Evidence
By Dmitry Chebotarev; INSEAD
Dmitrii Pugachev; INSEAD
   presented by: Dmitrii Pugachev, INSEAD
 

Propagating Trade Protectionism
By René Flacke; University of Muenster
   presented by: René Flacke, University of Muenster
 

Reading Tea Leaves: Benefits and Costs of Learning about Future Demand Shocks
By Ran Liu; Columbia University
   presented by: Ran Liu, Columbia University
 

Funding Stability and Bank Liquidity
By Thomas Flanagan; University of Michigan
   presented by: Thomas Flanagan, University of Michigan
 

Safe Asset Carry Trade
By Benedikt Ballensiefen; University of St.Gallen and World Bank Group
Angelo Ranaldo; University of St. Gallen
   presented by: Benedikt Ballensiefen, University of St.Gallen and World Bank Group
 

Separating Retail and Investment Banking: Evidence from the UK
By Matthieu Chavaz; Bank of England
David Elliott; Bank of England and Imperial College London
   presented by: David Elliott, Bank of England and Imperial College London
 

Shaped by Public Attention: Gender Equality, Female Executives and Product Market Performance
By Shikong (Scott) Luo; University of Alabama
Douglas Cook; University of Alabama
   presented by: Shikong (Scott) Luo, University of Alabama
 

Short-Termist CEO Compensation in Speculative Markets: A Controlled Experiment
By Yen-Cheng Chang; National Taiwan University
Minjie Huang; University of Louisville
Kevin Tseng; Federal Reserve Bank of Richmond
Yu-Siang Su; National Taiwan University
   presented by: Yu-Siang Su, National Taiwan University
 

Social Inflation
By Sangmin Oh; University of Chicago
   presented by: Sangmin Oh, University of Chicago
 

Does Interaction on Social Media Drive Extremeness or Moderation?
By Annie Wang; University of California, Irvine
Shijia Wu; University of California at Irvine
   presented by: Shijia Wu, University of California at Irvine
 

Speaking With One Voice: Shareholder Collaboration on Activism
By Shaoting Pi; University of Utah
   presented by: Shaoting Pi, University of Utah
 

Specialization Effect of Non-Technological Strategic Alliances on Innovation
By Nur Al Faisal; Louisiana State University
Miaomiao Yu; Louisiana State University
   presented by: Nur Al Faisal, Louisiana State University
 

Externalities of the Sharing Economy: Evidence from Ridesharing and the Local Housing Market
By Rachel Xiao; Georgia State University
   presented by: Rachel Xiao, Georgia State University
 

Splitting and Shuffling: Institutional Trading Motives and Order Submissions Across Brokers
By Munhee Han; Hong Kong Polytechnic University
Sanghyun (Hugh) Kim; University of Texas at Dallas
   presented by: Munhee Han, Hong Kong Polytechnic University
 

Voluntary Disclosure, Price Informativeness, and EffIcient Investment
By Matthias Lassak; Frankfurt School of Finance & Management
   presented by: Matthias Lassak, Frankfurt School of Finance & Management
 

Capitol Ratios and Systemic Risk: Regulating non-banks in the syndicated lending market
By Louis Belisle; University of Toronto
   presented by: Louis Belisle, University of Toronto
 

Surfing the Cycle: Cyclical Investment Opportunities and Firms' Risky Financial Assets
By Teng Huang; IESE Business School
   presented by: Teng Huang, IESE Business School
 

Taking No Chances: Bank Mergers, Lender Concentration, and Corporate Acquisitions
By Luca Xianran Lin; IESE Business School
   presented by: Luca Xianran Lin, IESE Business School
 

Testing Disagreement Models
By Pei-Jie Hsiao; National Taiwan University
   presented by: Pei-Jie Hsiao, National Taiwan University
 

Textual Ambiguity in Financial Disclosures and Information Asymmetry among Investors
By Jeffrey Black; University of Memphis
Rasheek Irtisam; University of Memphis
Pankaj Jain; University of Memphis
   presented by: Rasheek Irtisam, University of Memphis
 

Mispricing and Anomalies: An Exogenous Shock to Short Selling from the Dividend Tax Law Change
By Yufeng Han; University of North Carolina at Charlotte
Yueliang Lu; University of North Carolina at Charlotte
Weike Xu; Clemson University
Guofu Zhou; Washington University in St. Louis
   presented by: Yueliang Lu, University of North Carolina at Charlotte
 

The Economics of Non-competition Clauses
By Adam Feher; University of Amsterdam
   presented by: Adam Feher, University of Amsterdam
 

The Effect of Eliminating Cross-Shareholdings on Firm Value: Evidence from Korean Business Groups
By Suhee Kim; University of Edinburgh
   presented by: Suhee Kim, University of Edinburgh
 

The Game Changer: Regulatory Reform and Multiple Credit Ratings
By He Huang; University of Sydney
Jiri Svec; University of Sydney
Eliza Wu; University of Sydney
   presented by: He Huang, University of Sydney
 

The Impact of Product Market Characteristics on Firms’ Strategies in Patent Litigation
By Danmo Lin; University of Warwick
Du Liu; University of Warwick
A. Elizabeth Whalley; University of Warwick
   presented by: Du Liu, University of Warwick
 

The Impact of Social Media on Venture Capital Financing: Evidence from Twitter Interactions
By Onur Bayar; University of Texas at San Antonio
Emre Kesici; University of Texas at San Antonio
   presented by: Emre Kesici, University of Texas at San Antonio
 

The Portfolio Composition Effect
By Jan Müller-Dethard; University of Mannheim
Martin Weber; University of Mannheim
   presented by: Jan Müller-Dethard, University of Mannheim
 

The Safety Demand in a Diverse Monetary Union and the Effect of a Common Safe Asset
By Oscar Soons; University of Amsterdam
   presented by: Oscar Soons, University of Amsterdam
 

The Technical Default Spread
By Emilio Bisetti; Hong Kong University of Science and Technology
Kai Li; Hong Kong University of Science and Technology
Jun Yu; Hong Kong University of Science and Technology
   presented by: Jun Yu, Hong Kong University of Science and Technology
 

Trend Factor in China: The Role of Large Individual Trading
By Yang Liu; Tsinghua University
Guofu Zhou; Washington University in St. Louis
Yingzi Zhu; Tsinghua University
   presented by: Yang Liu, Tsinghua University
 

U.S. Populist Rhetoric and Currency Returns
By My Nguyen; University of Warwick
   presented by: My Nguyen, University of Warwick
 

Volatility Uncertainty and Jumps
By Thomas Grünthaler; University of Muenster
Hendrik Huelsbusch; University of Muenster
   presented by: Thomas Grünthaler, University of Muenster
 

When Financial Advice Leads to Positive Performance: Evidence from Repeated Client-Advisor Interactions
By Charline Uhr; Goethe University Frankfurt
   presented by: Charline Uhr, Goethe University Frankfurt
 

Which Factors with Price-Impact Costs?
By Sicong (Allen) Li; London Business School
Victor DeMiguel; London Business School
Alberto Martin-Utrera; New Jersey Institute of Technology
   presented by: Sicong (Allen) Li, London Business School

This program was last updated on 2021-05-28 14:31:11 EDT