AFA PhD Student Poster Session at the 2023 Annual Meeting

New Orleans, LA

 

Summary of All Sessions

TitlePapers
2023 AFA PhD Student Poster Session87
 


 

AFA PhD Student Poster Session at the 2023 Annual Meeting

Detailed List of Sessions

 
Session: 2023 AFA PhD Student Poster Session
 
 

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 Barbosa; Universitat Autonoma de Barcelona & Barcelona GSE
   presented by: Gabriela Barbosa, 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
 

CEOs in Times of Uncertainty: Survival of the Powerful
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: Caroline Genc, Université Paris Dauphine
 

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
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 U.S. Public Firms Participate in Swap Markets?
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
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: Julian Winkler, 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 Effect of Round-Up Saving on 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
By Erika Berle; 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
By Sara Boni; Free University of Bolzano
Alex Schneider; Technical University of Munich
   presented by: Sara Boni, Free University of Bolzano
 

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 2022-09-29 11:41:02 EDT