Summary of All Sessions |
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Title | Papers |
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2023 AFA PhD Student Poster Session | 87 |
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AFA PhD Student Poster Session at the 2023 Annual Meeting |
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