Summary of All Sessions |
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| Title | Papers |
|---|---|
| 2023 AFA PhD Student Poster Session | 87 |
AFA PhD Student Poster Session at the 2023 Annual Meeting |
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Detailed List of Sessions |
| Session: 2023 AFA PhD Student Poster Session |
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| A Dynamic Model of Governmental Venture Capital |
| [slides] |
| By Hyun Joong Kim; University of Utah |
| presented by: Hyun Joong Kim, University of Utah |
| A Network Model of Capital Structure |
| By Carlos Nunez; Georgia State University |
| presented by: Carlos Nunez, Georgia State University |
| A Nonparametric Tail Risk Analysis of Global Equities |
| By Ajay Kirpekar; University of California-Irvine Vu Nguyen; University of California-Irvine |
| presented by: Vu Nguyen, University of California-Irvine |
| A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound |
| By Daan Opschoor; Erasmus University Rotterdam Michel van der Wel; Erasmus University Rotterdam |
| presented by: Daan Opschoor, Erasmus University Rotterdam |
| Across Industry Allocation Decisions in Private Equity |
| [slides] |
| By Teodor Duevski; HEC Paris |
| presented by: Teodor Duevski, HEC Paris |
| Asset Pricing and Re-sale in Networks |
| [slides] |
| By Gabriela Stockler; Universitat Autonoma de Barcelona & Barcelona GSE |
| presented by: Gabriela Stockler, Universitat Autonoma de Barcelona & Barcelona GSE |
| Asset Pricing with Complexity |
| By Mads Nielsen; Université de Lausanne (Swiss Finance Institute) |
| presented by: Mads Nielsen, Université de Lausanne (Swiss Finance Institute) |
| Banks as "Anchors": The Role of Banks in Funding Innovation |
| [slides] |
| By Cristian-Mihail Condrea; Frankfurt School of Finance and Management |
| presented by: Cristian-Mihail Condrea, Frankfurt School of Finance and Management |
| Banks, Fintech Disruptions and Labor Consequences |
| By Hieu Tran; University of Georgia |
| presented by: Hieu Tran, University of Georgia |
| Banks' Role as Liquidity Providers and Opacity in Financial Reporting |
| By Saeyeon Oh; Korea Advanced Institute of Science and Technology |
| presented by: Saeyeon Oh, Korea Advanced Institute of Science and Technology |
| Powerful CEOs in Uncertain Times: Survival of the Fittest |
| By Jiaqi Zheng; Oxford University |
| presented by: Jiaqi Zheng, Oxford University |
| Clientele Credit: Theories and Evidence |
| [slides] |
| By Chen-Ting Lien; University of Illinois- Urbana Champaign |
| presented by: Chen-Ting Lien, University of Illinois- Urbana Champaign |
| Climate-Induced Labor Risk and Firm Investments in Automation |
| By Rachel Xiao; Georgia State University |
| presented by: Rachel Xiao, Georgia State University |
| Common Ownership in Product Markets: The Role of Supply Chains |
| By Camillo Riva; ESSEC Business School |
| presented by: Camillo Riva, ESSEC Business School |
| Competition and the Value of Innovation |
| By Muhan Hu; University of Melbourne |
| presented by: Muhan Hu, University of Melbourne |
| Corporate Governance Networks and Financial Performance |
| By Annalisa Tonetto; EDHEC |
| presented by: Annalisa Tonetto, EDHEC |
| Corporate Social Payout Policy and Shareholder Value |
| By Jinyoung Kim; Boston College |
| presented by: Jinyoung Kim, Boston College |
| Crashes, Distorted Beliefs, and Retail Trades |
| By Qian Yang; Michigan State University |
| presented by: Qian Yang, Michigan State University |
| Credit Constraints and the Distributional Effects of the Refinancing Channel |
| By Louiza Bartzoka; Imperial College London |
| presented by: Louiza Bartzoka, Imperial College London |
| Crypto-CAPM: The Role of Speculative and Fundamental Demand in Cryptocurrency Pricing |
| By Mohammadhossein Lashkaripour; University of Calgary Motahhareh Moravvej-Hamedani; University of Calgary |
| presented by: Motahhareh Moravvej-Hamedani, University of Calgary |
| Distrust Spillover on Banks: The Impact of Financial Advisory Misconduct |
| By Jaejin Lee; University of Illinois at Urbana-Champaign |
| presented by: Jaejin Lee, University of Illinois at Urbana-Champaign |
| Do Industries' Political Profiles Affect their Portfolio Return Performance? |
| [slides] |
| By Shaddy Douidar; University of South Florida |
| presented by: Shaddy Douidar, University of South Florida |
| Do Mutual Fund Investors Really (Not) Learn? A Model-Free Learning Approach |
| By Jin Guo; Frankfurt School of Finance and Management |
| presented by: Jin Guo, Frankfurt School of Finance and Management |
| Do Product Market Considerations Shape Loan Terms? Evidence from Automobile Industry |
| By Jiadi Xu; University of Texas at Dallas |
| presented by: Jiadi Xu, University of Texas at Dallas |
| Environmental Risks and Loan Contract Terms |
| By Diwen Gao; City, University of London |
| presented by: Diwen Gao, City, University of London |
| ESG Investing: A Tale of Two Preferences |
| By Paul Yoo; University of North Carolina-Chapel Hill |
| presented by: Paul Yoo, University of North Carolina-Chapel Hill |
| Expected Growth and Stock Returns: A Machine Learning Approach |
| By Yuan Tian; University of Cincinnati |
| presented by: Yuan Tian, University of Cincinnati |
| Expected Macroeconomic Conditions and Expected Returns |
| By Yizhe Deng; Ping An Bank Yunqi Wang; Southern University of Science and Technology Ti Zhou; Southern University of Science and Technology |
| presented by: Yunqi Wang, Southern University of Science and Technology |
| Factor Extrapolation (Contrarianism): Evidence based on Mutual Fund Holdings |
| By Shimeng Wang; Purdue University |
| presented by: Shimeng Wang, Purdue University |
| Firm Investment, Costly Reversibility, and Stock Returns |
| By Yifan Zhu; BI Norwegian Business School |
| presented by: Yifan Zhu, BI Norwegian Business School |
| Foreign Investors' Industry Expertise and Firm Value |
| By Wei Yu Jiang; McGill University |
| presented by: Wei Yu Jiang, McGill University |
| From In-Person to Online: The New Shape of the VC Industry |
| By Liudmila Alekseeva; IESE Business School Silvia Dalla Fontana; University of Lugano and Swiss Finance Institute Caroline Genc; Université Paris Dauphine Hedieh Rashidi Ranjbar; University of Michigan |
| presented by: Silvia Dalla Fontana, University of Lugano and Swiss Finance Institute |
| Global Corporate Default Risk Factors: Frailty and Spillover Effects |
| By Yanru Lee; University of North Carolina at Chapel Hill |
| presented by: Yanru Lee, University of North Carolina at Chapel Hill |
| Global Portfolio Network and Currency Risk Premia |
| [slides] |
| By Jantke de Boer; TU Dresden |
| presented by: Jantke de Boer, TU Dresden |
| Guns and Kidneys: How Transplant Tourism Finances Global Conflict |
| [slides] |
| By Alison Schultz; University of Mannheim |
| presented by: Alison Schultz, University of Mannheim |
| Heterogeneous Investor Consideration, Mutual Fund Competition, and Fund Fees |
| By Richard Grice; INSEAD Ahmed Guecioueur; INSEAD |
| presented by: Ahmed Guecioueur, INSEAD |
| Heterogeneous Macro and Financial Effects of ECB Asset Purchase Programs |
| [slides] |
| By Terri van der Zwan; Erasmus University Rotterdam Erik Kole; Erasmus University Rotterdam Michel van der Wel; Erasmus University Rotterdam |
| presented by: Terri van der Zwan, Erasmus University Rotterdam |
| How and Why Do Operating Firms Participate in Swap Markets? |
| [slides] |
| By Ayla Kayhan; Commodities and Futures Trading Commission Michael Rand; George Washington University |
| presented by: Michael Rand, George Washington University |
| How do Managers' Expectations Affect Share Repurchases? |
| By Minsu Ko; Ohio State University |
| presented by: Minsu Ko, Ohio State University |
| How Robust are Empirical Factor Models to the Choice of Breakpoints? |
| By Fabian Hollstein; Saarland University Marcel Prokopczuk; Leibniz University Hannover Victoria Voigts; Leibniz University Hannover |
| presented by: Victoria Voigts, Leibniz University Hannover |
| Imperfect Banking Competition and the Propagation of Risk Shocks |
| By Tommaso Gasparini; University of Mannheim |
| presented by: Tommaso Gasparini, University of Mannheim |
| Indebted Corporate Portfolio Choice and the Transmission of Uncertainty Shocks |
| By Wentao Zhou; University of Wisconsin |
| presented by: Wentao Zhou, University of Wisconsin |
| Inflation Expectations and Households Portfolio Choice |
| By Qingyuan Yang; University of Lugano and Swiss Finance Institute |
| presented by: Qingyuan Yang, University of Lugano and Swiss Finance Institute |
| Information Asymmetry, Liquidity, and the Choice between Private and Public Bond Issuance |
| [slides] |
| By Loc Bui; University of Nebraska-Lincoln |
| presented by: Loc Bui, University of Nebraska-Lincoln |
| Investor Sentiment and Sell-side Research Quality |
| By Yangyang Chen; ByteDance Kaizhao Guo; University of Glasgow Jingshu Wen; Oxford University |
| presented by: Kaizhao Guo, University of Glasgow |
| Managerial Taxes, Co-ownership, and Risk-Taking Decisions |
| By Chia-Yi Yen; University of Mannheim Anna Buehrle; ZEW Mannheim |
| presented by: Chia-Yi Yen, University of Mannheim |
| Market Fragmentation and Price Impact |
| By Lewen Guo; University of Memphis Pankaj K. Jain; University of Memphis |
| presented by: Lewen Guo, University of Memphis |
| Market-Based Policy Promoting Diversity and Equity: Evidence from the Housing Market |
| [slides] |
| By Hana Nguyen; Georgia State University |
| presented by: Hana Nguyen, Georgia State University |
| Network Factors for Idiosyncratic Volatility Spillover |
| By Belinda Chen; University of Illinois at Urbana-Champaign |
| presented by: Belinda Chen, University of Illinois at Urbana-Champaign |
| Networks in the Board of Directors: A Choice Set Consideration Approach |
| By Basile Dubois; Toulouse School of Economics |
| presented by: Basile Dubois, Toulouse School of Economics |
| Non-dilutive CoCo Bonds: A Necessary Evil? |
| By Andrea Gamba; University of Warwick Yanxiong Gong; Warwick Business School Kebin Ma; University of Warwick |
| presented by: Yanxiong Gong, Warwick Business School |
| Non-Native Players in the Domestic League: Foreign Penetration and Domestic Banking Sector in an Emerging Market |
| By Nhan Huynh; Macquarie University |
| presented by: Nhan Huynh, Macquarie University |
| One-Sided Market Pressure and Interest Rate Differences: An Explanation for Covered Interest Rate Parity Deviations |
| By Fabienne Schneider; University of Bern |
| presented by: Fabienne Schneider, University of Bern |
| Option Liquidity and Gamma Imbalances |
| By Leander Gayda; University of Muenster Thomas Grünthaler; University of Muenster Jan Harren; University of Muenster |
| presented by: Jan Harren, University of Muenster |
| Private Interaction with Management: Evidence from Textual Analysis of Analyst Reports |
| By Yaping Zheng; McGill University |
| presented by: Yaping Zheng, McGill University |
| Public Information Impact on Cryptocurrency Trading Activity: Evidence from News Media |
| By Anamika Anamika; Indian Institute of Management Lucknow Sowmya Subramaniam; Indian Institute of Management Lucknow |
| presented by: Anamika Anamika, Indian Institute of Management Lucknow |
| Real Effects of Financial Innovation: How Corporate Bond ETFs Spur Research and Development |
| By Marco Rossi; Texas A&M University Yujie Ruan; Texas A&M University Shixiang Xia; Hong Kong Polytechnic University |
| presented by: Yujie Ruan, Texas A&M University |
| Reputation and Asset Prices: Evidence from Trump Real Estate |
| By Marlene Koch; University of Konstanz Simon Stehle; University of Konstanz |
| presented by: Marlene Koch, University of Konstanz |
| Resurrecting the Value Factor from its Redundancy |
| By Manuel Ammann; University of St. Gallen Tobias Hemauer; University of St. Gallen Simon Straumann; WHU - Otto Beisheim School of Management |
| presented by: Tobias Hemauer, University of St. Gallen |
| Risk Factors for Corporate Bond Returns in the Euro Area |
| By Gustav Finne; Hanken School of Economics |
| presented by: Gustav Finne, Hanken School of Economics |
| Selling Private Equity Fees |
| By Minmo Gahng; University of Florida Blake Jackson; University of Florida |
| presented by: Minmo Gahng, University of Florida |
| Silent Activism |
| By Tanja Kirmse; Drexel University |
| presented by: Tanja Kirmse, Drexel University |
| Smooth Ambiguity, Wealth Dynamics and Asset Prices with Heterogeneous Beliefs |
| By Bo Huang; University of Manchester |
| presented by: Bo Huang, University of Manchester |
| Social Contagion and Asset Prices: Reddit's Self-Organised Bull Runs |
| By Valentina Semenova; University of Oxford Julian Winkler; University of Oxford |
| presented by: Valentina Semenova, University of Oxford |
| Sovereign Risk Premium, Bond Liquidity and Foreign Reserve Accumulation |
| [slides] |
| By Chenyang Wang; University of California-Irvine |
| presented by: Chenyang Wang, University of California-Irvine |
| Strategic Firm Behavior Preceding S&P 500 Reconstitutions |
| [slides] |
| By Tommaso Tamburelli; Boston College |
| presented by: Tommaso Tamburelli, Boston College |
| Structure Changes in Autoregressive Conditional Skewness: Evidence from Digital Currency |
| By Yi-Ju Chien; University of Texas at Arlington |
| presented by: Yi-Ju Chien, University of Texas at Arlington |
| Superstar Firms and Market Power: The Role of Common Ownership and Spillovers |
| By Davide Sinno; University of Lugano and Swiss Finance Institute |
| presented by: Davide Sinno, University of Lugano and Swiss Finance Institute |
| The Debt Payment Puzzle: An Experimental Investigation |
| By Hakan Ozyilmaz; Toulouse School of Economics Guangli Zhang; Saint Louis University |
| presented by: Guangli Zhang, Saint Louis University |
| The Economics of ETF Redemptions |
| [slides] |
| By Han Xiao; Pennsylvania State University |
| presented by: Han Xiao, Pennsylvania State University |
| The Impossibility of Saving by Spending |
| By Bianca Putz; University of Georgia |
| presented by: Bianca Putz, University of Georgia |
| The Expected Returns of ESG Excluded Stocks. Shocks to Firms Costs of Capital? Evidence from the Worlds' Largest Fund |
| [slides] |
| By Erika Berle; University of Stavanger Wanwei He; University of Stavanger Bernt Odegaard; University of Stavanger |
| presented by: Erika Berle, University of Stavanger |
| The Human Capital Reallocation of M&A: Inventor-level Evidence |
| By Lucy Wang; University of Pittsburgh |
| presented by: Lucy Wang, University of Pittsburgh |
| The Impact of Financial Regulation on Bank Risk and Performance: The Basel III Spillover Experiment |
| By Apinyapon Seingyai; Insper Institute of Education and Research Klenio Barbosa; SKEMA Business School Rafael Matta; SKEMA Business School |
| presented by: Apinyapon Seingyai, Insper Institute of Education and Research |
| The Information Value of M&A Press Releases |
| By Yang Cao; Grenoble Ecole de Management, France |
| presented by: Yang Cao, Grenoble Ecole de Management, France |
| The Litigation Sensitivity Channel of Shareholder Rights |
| By Tural Karimli; Frankfurt School of Finance and Management |
| presented by: Tural Karimli, Frankfurt School of Finance and Management |
| The Post-ECB Announcement Drift |
| By Alexander Valentin; Goethe University |
| presented by: Alexander Valentin, Goethe University |
| The Real Economic Impact of Private Equity Buyouts on Productivity: A Narrative from Italy |
| [slides] |
| By Sara Boni; Free University of Bolzano Alex Schneider; Technical University of Munich |
| presented by: Sara Boni, Free University of Bolzano |
| Alex Schneider, Technical University of Munich |
| The Scope of OTC Relationships |
| [slides] |
| By Markus Bak-Hansen; HEC Paris David Sloth Pedersen; Danske Bank |
| presented by: Markus Bak-Hansen, HEC Paris |
| The Social Welfare of Marketplace Lending: Evidence from Natural Disasters |
| By Daniel Bradley; University of South Florida Matthew Henriksson; University of Mississippi Sarath Valsalan; University of Mississippi |
| presented by: Sarath Valsalan, University of Mississippi |
| The Undrawn Credit Line Premium |
| By Jun Yu; Hong Kong University of Science and Technology |
| presented by: Jun Yu, Hong Kong University of Science and Technology |
| The Usage of Credit Lines in Corporate Takeovers |
| By Trang Vu; Norwegian School of Economics |
| presented by: Trang Vu, Norwegian School of Economics |
| Toxic Emissions and Corporate Green Innovation |
| By Wenquan Li; University of Queensland Suman Neupane; University of Queensland Kelvin Jui Keng Tan; University of Queensland |
| presented by: Wenquan Li, University of Queensland |
| Turbulent Business Cycles |
| By Ding Dong; Hong Kong University of Science and Technology Zheng Liu; Federal Reserve Bank of San Francisco Pengfei Wang; Peking University |
| presented by: Ding Dong, Hong Kong University of Science and Technology |
| Uncovering the Hidden Profit: How the Fintech Platform Optimizes its Profit by Misleading Investors? |
| By Wenyao Hu; Saint Mary's University Jue Wang; University of Massachusetts Amherst |
| presented by: Jue Wang, University of Massachusetts Amherst |
| What Drives Beliefs about Climate Risks? Evidence from Financial Analysts |
| [slides] |
| By Matilde Faralli; Imperial College London |
| presented by: Matilde Faralli, Imperial College London |
| What Drives Stock Prices along Business Cycles? |
| By Dat Mai; University of Missouri-Columbia |
| presented by: Dat Mai, University of Missouri-Columbia |
This program was last updated on 2023-01-03 22:28:35 EDT