| July 7, 2022 | ||
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| Time | Location | Event |
| 09:00 to 20:00 | July 7, Faculty of Economics and Business Administration University of Santiago de Compostela (Spain) | |
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| July 8, 2022 | ||
| Time | Location | Event |
| 08:30 to 20:00 | July 8, Faculty of Economics and Business Administration University of Santiago de Compostela (Spain) | |
| | ||
| July 7, Faculty of Economics and Business Administration
University of Santiago de Compostela (Spain) July 7, 2022 09:00 to 20:00 |
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| July 8, Faculty of Economics and Business Administration
University of Santiago de Compostela (Spain) July 8, 2022 08:30 to 20:00 |
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Summary of All Sessions |
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Click here for an index of all participants |
| # | Date/Time | Type | Title/Location | Papers | Organizer |
|---|---|---|---|---|---|
| 1 | July 7, 2022 9:30-11:30 | invited | ASSET PRICING: EMPIRICAL I Location: 23 | 2 | AEFIN 29th Finance Forum |
| 2 | July 7, 2022 9:30-11:30 | invited | Banking Empirical I Location: 22 | 4 | AEFIN 29th Finance Forum |
| 3 | July 7, 2022 9:30-11:30 | invited | Banking Theoretical I Location: 25 | 4 | AEFIN 29th Finance Forum |
| 4 | July 7, 2022 9:30-11:30 | invited | CORPORATE FINANCE: EMPIRICAL I Location: 21 | 3 | AEFIN 29th Finance Forum |
| 5 | July 7, 2022 9:30-11:30 | invited | Risk and Financial Stability I Location: 24 | 3 | AEFIN 29th Finance Forum |
| 6 | July 7, 2022 15:00-17:00 | invited | ASSET PRICING: EMPIRICAL II Location: 23 | 4 | AEFIN 29th Finance Forum |
| 7 | July 7, 2022 15:00-17:00 | invited | CORPORATE FINANCE: EMPIRICAL II Location: 21 | 4 | AEFIN 29th Finance Forum |
| 8 | July 7, 2022 15:00-17:00 | invited | CORPORATE FINANCE: THEORETICAL & EMPIRICAL Location: 25 | 4 | AEFIN 29th Finance Forum |
| 9 | July 7, 2022 15:00-17:00 | invited | Risk and Financial Stability II Location: 24 | 4 | AEFIN 29th Finance Forum |
| 10 | July 7, 2022 17:30-19:30 | invited | ASSET PRICING: EMPIRICAL III Location: 23 | 4 | AEFIN 29th Finance Forum |
| 11 | July 7, 2022 17:30-19:30 | invited | Banking Empirical II Location: 26 | 3 | AEFIN 29th Finance Forum |
| 12 | July 7, 2022 17:30-19:30 | invited | Banking Empirical III Location: 22 | 3 | AEFIN 29th Finance Forum |
| 13 | July 7, 2022 17:30-19:30 | invited | CORPORATE FINANCE: EMPIRICAL III Location: 21 | 3 | AEFIN 29th Finance Forum |
| 14 | July 7, 2022 17:30-19:30 | invited | Institutional Investors and Portfolio management I Location: 24 | 3 | AEFIN 29th Finance Forum |
| 15 | July 7, 2022 17:30-19:30 | invited | International Finance I Location: 25 | 4 | AEFIN 29th Finance Forum |
| 16 | July 8, 2022 8:45-10:45 | invited | ASSET PRICING: EMPIRICAL IV Location: 23 | 4 | AEFIN 29th Finance Forum |
| 17 | July 8, 2022 8:45-10:45 | invited | Banking Empirical IV Location: 22 | 3 | AEFIN 29th Finance Forum |
| 18 | July 8, 2022 8:45-10:45 | invited | Banking Theoretical II Location: 25 | 3 | AEFIN 29th Finance Forum |
| 19 | July 8, 2022 8:45-10:45 | invited | CORPORATE FINANCE: EMPIRICAL IV Location: 21 | 4 | AEFIN 29th Finance Forum |
| 20 | July 8, 2022 8:45-10:45 | invited | Institutional Investors and Portfolio management II Location: 24 | 3 | AEFIN 29th Finance Forum |
| 21 | July 8, 2022 11:15-13:15 | invited | Asset Pricing Theoretical & Derivatives Location: 23 | 4 | AEFIN 29th Finance Forum |
| 22 | July 8, 2022 11:15-13:15 | invited | CORPORATE FINANCE: EMPIRICAL V Location: 21 | 4 | AEFIN 29th Finance Forum |
| 23 | July 8, 2022 11:15-13:15 | invited | Market Microstructure Location: 25 | 3 | AEFIN 29th Finance Forum |
| 24 | July 8, 2022 11:15-13:15 | invited | Risk and Financial Stability III Location: 24 | 4 | AEFIN 29th Finance Forum |
| 25 | July 8, 2022 15:30-17:30 | invited | CORPORATE FINANCE: EMPIRICAL VI Location: 21 | 4 | AEFIN 29th Finance Forum |
| 26 | July 8, 2022 15:30-17:30 | invited | CORPORATE FINANCE: EMPIRICAL VII Location: 22 | 3 | AEFIN 29th Finance Forum |
| 27 | July 8, 2022 15:30-17:30 | invited | Derivatives Location: 24 | 4 | AEFIN 29th Finance Forum |
| 28 | July 8, 2022 15:30-17:30 | invited | International FInance II Location: 25 | 3 | AEFIN 29th Finance Forum |
28 sessions, 98 papers, and 0 presentations with no associated papers |
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29th Finance Forum |
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Detailed List of Sessions |
| Session 1: ASSET PRICING: EMPIRICAL I July 7, 2022 9:30 to 11:30 Location: 23 |
|---|
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: Alvaro Remesal, CUNEF |
| Session type: invited |
| Overlapping Momentum Portfolios |
| presented by: Alvaro Remesal, CUNEF |
| Discussant: Dante Amengual, CEMFI |
| Normal but skewed? |
| presented by: Dante Amengual, CEMFI |
| Discussant: Alvaro Remesal, CUNEF |
| Session 2: Banking Empirical I July 7, 2022 9:30 to 11:30 Location: 22 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chairs: |
| 1. Paolo Emilio Mistrulli, Bank of Italy |
| 2. Maddalena Galardo, Banca d'Italia |
| Session type: invited |
| Informational Asymmetries and Interbank Competition: Evidence from Branch Pruning |
| presented by: Maddalena Galardo, Banca d'Italia |
| Discussant: Roman Goncharenko, KU Leuven |
| Quo Vadis? Evidence on New Firm-Bank Matching and Firm Performance Following "Sin" Bank Closures |
| presented by: Roman Goncharenko, KU Leuven |
| Discussant: Mathieu Simoens, Ghent University |
| European bank margins at the zero lower bound |
| presented by: Mathieu Simoens, Ghent University |
| Discussant: Alfredo Martin-Oliver, University Balearic Islands |
| Do bank branches matter? Evidence from mandatory branch closures |
| presented by: Alfredo Martin-Oliver, University Balearic Islands |
| Discussant: Maddalena Galardo, Banca d'Italia |
| Session 3: Banking Theoretical I July 7, 2022 9:30 to 11:30 Location: 25 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: Florian Exler, University of Vienna |
| Session type: invited |
| To Cut or Not to Cut: a Model of Bank Dividend Restrictions |
| presented by: Tamas Vadasz, KU Leuven |
| Discussant: Federico Mandelman, Federal Reserve Bank of Atlanta |
| Fintech Entry, Firm Financial Inclusion, and Macroeconomic Dynamics in Emerging Economies |
| presented by: Federico Mandelman, Federal Reserve Bank of Atlanta |
| Discussant: Florian Exler, University of Vienna |
| Consumer Credit with Over-Optimistic Borrowers* |
| presented by: Florian Exler, University of Vienna |
| Discussant: Marcos Torres, (Paper realmente de Alejandro Casado) |
| How did the banks finance the PPP loans in 2020? - Michal Kowalik & Scott Schueller |
| presented by: Marcos Torres, (Paper realmente de Alejandro Casado) |
| Discussant: Tamas Vadasz, KU Leuven |
| Session 4: CORPORATE FINANCE: EMPIRICAL I July 7, 2022 9:30 to 11:30 Location: 21 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: Maria Gutierrez, Universidad Carlos III de Madrid |
| Session type: invited |
| Bribes and Firm Value |
| presented by: Maria Gutierrez, Universidad Carlos III de Madrid |
| Discussant: Yehuda Izhakian, Baruch College, City University of New York |
| Real Investment Under Ambiguity: Evidence from Mergers and Acquisitions |
| presented by: Yehuda Izhakian, Baruch College, City University of New York |
| Discussant: Isabel Abinzano, Universidad Publica de Navarra and INARBE |
| Women in power with power: The influence of meaningful board representation on default risk |
| presented by: Isabel Abinzano, Universidad Publica de Navarra and INARBE |
| Discussant: Maria Gutierrez, Universidad Carlos III de Madrid |
| Session 5: Risk and Financial Stability I July 7, 2022 9:30 to 11:30 Location: 24 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: Zary Aftab, Northumbria University |
| Session type: invited |
| Response of the money market fund industry to loss of its cash-like nature |
| presented by: Zary Aftab, Northumbria University |
| Discussant: Javier Ojea Ferreiro, Joint Research Centre of the European Commission |
| The impact of climate transition risks on financial stability. A systemic risk approach |
| presented by: Javier Ojea Ferreiro, Joint Research Centre of the European Commission |
| Discussant: Na Wang, Hofstra University |
| Daily Growth at Risk: financial or real drivers? The answer is not always the same |
| presented by: Ignacio Garrón, Universitat de Barcelona |
| Discussant: Zary Aftab, Northumbria University |
| Session 6: ASSET PRICING: EMPIRICAL II July 7, 2022 15:00 to 17:00 Location: 23 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: Dmitry Kuvshinov, Universitat Pompeu Fabra |
| Session type: invited |
| The Expected Return on Risky Assets: International Long-run Evidence |
| presented by: Dmitry Kuvshinov, Universitat Pompeu Fabra |
| Discussant: Jose Faias, Universidade Catolica Portuguesa |
| Price elasticity of demand and risk-bearing capacity in sovereign bond auctions |
| presented by: Jose Faias, Universidade Catolica Portuguesa |
| Discussant: Luca Del Viva, ESADE Business School |
| Directional Signal, Stock Returns and Momentum |
| presented by: Luca Del Viva, ESADE Business School |
| Discussant: Pedro Garcia Ares, Instituto Tecnológico Autónomo de México |
| Betting on the Likelihood of a Short Squeeze |
| presented by: Pedro Garcia Ares, Instituto Tecnológico Autónomo de México |
| Discussant: Dmitry Kuvshinov, Universitat Pompeu Fabra |
| Session 7: CORPORATE FINANCE: EMPIRICAL II July 7, 2022 15:00 to 17:00 Location: 21 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: Rafael Palmeira, Universidad de Salamanca |
| Session type: invited |
| How do legal form and firm size influence the impact of financial flexibility on employment? |
| presented by: Rafael Palmeira, Universidad de Salamanca |
| Discussant: Thi Thuy Dung Nguyen, Universidad Carlos III de Madrid |
| Audit materiality and debt contracting |
| presented by: Thi Thuy Dung Nguyen, Universidad Carlos III de Madrid |
| Discussant: Marc Goergen, IE Business School |
| Between Scylla and Charybdis: CEO Political Ideology, Dividends and Downsizing During the Pandemic |
| presented by: Marc Goergen, IE Business School |
| Discussant: Jordan Neyland, University of Melbourne |
| Do Lawyers Matter in Initial Public Offerings? |
| presented by: Jordan Neyland, University of Melbourne |
| Discussant: Rafael Palmeira, Universidad de Salamanca |
| Session 8: CORPORATE FINANCE: THEORETICAL & EMPIRICAL July 7, 2022 15:00 to 17:00 Location: 25 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: Fernando Zapatero, Boston University |
| Session type: invited |
| Clinging Onto the Cliff: A Model of Financial Misconduct |
| presented by: Fernando Zapatero, Boston University |
| Discussant: Kasper Meisner Nielsen, Copenhagen Business School |
| Stakes and Mistakes |
| presented by: Kasper Meisner Nielsen, Copenhagen Business School |
| Discussant: gregory weitzner, McGill University |
| Information Externalities in Opaque Credit Markets |
| presented by: gregory weitzner, McGill University |
| Discussant: Yufei Deng, Universidad Carlos III de Madrid |
| Index Investing, the Distribution of Ownership, and Product Market Outcomes |
| presented by: Yufei Deng, Universidad Carlos III de Madrid |
| Discussant: Fernando Zapatero, Boston University |
| Session 9: Risk and Financial Stability II July 7, 2022 15:00 to 17:00 Location: 24 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: Rajdeep Chakraborti, IE University |
| Session type: invited |
| Climate Risks in Housing Markets: Evidence from News Shocks |
| presented by: Rajdeep Chakraborti, IE University |
| Discussant: Björn Richter, Universitat Pompeu Fabra |
| The Shifts and the Shocks: Bank Risk, Leverage, and the Macroeconomy |
| presented by: Björn Richter, Universitat Pompeu Fabra |
| Discussant: Cristian Corrales, Universidade de Santiago de Compostela |
| Estimation of Default and Pricing for Invoice Trading (P2B) in Crowdlending Platforms |
| presented by: Cristian Corrales, Universidade de Santiago de Compostela |
| Discussant: Antoni Vaello-Sebastià, University of Balearic Islands |
| The global spillovers of unconventional monetary policies on tail risk |
| presented by: Antoni Vaello-Sebastià, University of Balearic Islands |
| Discussant: Rajdeep Chakraborti, IE University |
| Session 10: ASSET PRICING: EMPIRICAL III July 7, 2022 17:30 to 19:30 Location: 23 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: Isabel Figuerola Ferretti, ICADE |
| Session type: invited |
| Mispricings in Global Energy Markets |
| presented by: Isabel Figuerola Ferretti, ICADE |
| Discussant: Yufeng Han, University of North Carolina at Charlotte |
| Liquidity Shocks and the Firm Fundamentals |
| presented by: Yufeng Han, University of North Carolina at Charlotte |
| Discussant: Antonia Kirilova, CUNEF Universidad |
| Retail Trading on Anomalies |
| presented by: Antonia Kirilova, CUNEF Universidad |
| Discussant: Tomas Jankauskas, Tilburg University |
| The Implied Equity Term Structure |
| presented by: Tomas Jankauskas, Tilburg University |
| Discussant: Isabel Figuerola Ferretti, ICADE |
| Session 11: Banking Empirical II July 7, 2022 17:30 to 19:30 Location: 26 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: gregory weitzner, McGill University |
| Session type: invited |
| Bank Information Production Over the Business Cycle |
| presented by: gregory weitzner, McGill University |
| Discussant: Mariela Dal Borgo, Banco de México |
| Raising household leverage: Evidence from co-financed mortgages |
| presented by: Mariela Dal Borgo, Banco de México |
| Discussant: Alejandro Casado, Universidad Carlos III de Madrid |
| Local Lending Specialization and Monetary Policy |
| presented by: Alejandro Casado, Universidad Carlos III de Madrid |
| Discussant: gregory weitzner, McGill University |
| Session 12: Banking Empirical III July 7, 2022 17:30 to 19:30 Location: 22 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: David Martinez-Miera, Universidad Carlos III |
| Session type: invited |
| Public Guarantees, Relationship Lending and Bank Credit: Evidence from the COVID-19 Crisis |
| presented by: David Martinez-Miera, Universidad Carlos III |
| Discussant: Benedikt Ballensiefen, University of St. Gallen and World Bank Group |
| Collateral choice |
| presented by: Benedikt Ballensiefen, University of St. Gallen and World Bank Group |
| Discussant: Kumar Rishabh, University of Basel |
| Can Open Banking Substitute Credit Bureaus? |
| presented by: Kumar Rishabh, University of Basel |
| Discussant: David Martinez-Miera, Universidad Carlos III |
| Session 13: CORPORATE FINANCE: EMPIRICAL III July 7, 2022 17:30 to 19:30 Location: 21 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: Kasper Meisner Nielsen, Copenhagen Business School |
| Session type: invited |
| Executive Labor Market Frictions, Corporate Bankruptcy and CEO Careers |
| presented by: Morten Grindaker, BI Norwegian Business School |
| Discussant: Kasper Meisner Nielsen, Copenhagen Business School |
| Flying below the radar: Insider trading by executives below the top |
| presented by: Kasper Meisner Nielsen, Copenhagen Business School |
| Discussant: Donghyun Kang, Copenhagen Business School |
| Biased Judges? Judge Characteristics and Bankruptcy Outcomes |
| presented by: Donghyun Kang, Copenhagen Business School |
| Discussant: Morten Grindaker, BI Norwegian Business School |
| Session 14: Institutional Investors and Portfolio management I July 7, 2022 17:30 to 19:30 Location: 24 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: Rafael Zambrana, Mendoza College of Business |
| Session type: invited |
| The complex materiality of ESG ratings: Evidence from ESG funds |
| presented by: Rafael Zambrana, Mendoza College of Business |
| Discussant: Ruth Gimeno, University of Zaragoza |
| Fund trading divergence and performance contribution |
| presented by: Ruth Gimeno, University of Zaragoza |
| Discussant: Fernando Muñoz, Universidad de Zaragoza |
| Ethical Window Dressing: SRI Funds are as Good as their Word |
| presented by: Luis Vicente, Universidad de Zaragoza |
| Discussant: Rafael Zambrana, Mendoza College of Business |
| Session 15: International Finance I July 7, 2022 17:30 to 19:30 Location: 25 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: Louis Bertucci, Institut Louis Bachelier |
| Session type: invited |
| Economic Modelling of the Bitcoin Mining Industry |
| presented by: Louis Bertucci, Institut Louis Bachelier |
| Discussant: My Nguyen, University of Warwick |
| The Information Content of Trump Tweets and the Currency Market |
| presented by: My Nguyen, University of Warwick |
| Discussant: Vicente Bermejo, ESADE Business School |
| Blaming Your Predecessor: Government Turnover and External Financial Assistance |
| presented by: Vicente Bermejo, ESADE Business School |
| Illiquidity linkages between individual stocks and corporate bonds |
| presented by: Belen Nieto, ES-Q0332001G |
| Discussant: Louis Bertucci, Institut Louis Bachelier |
| Session 16: ASSET PRICING: EMPIRICAL IV July 8, 2022 8:45 to 10:45 Location: 23 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: Javier Rojo Suárez, Rey Juan Carlos University |
| Session type: invited |
| Short-run and long-run effects of ESG policies on value creation and the cost of equity of firms |
| presented by: Javier Rojo Suárez, Rey Juan Carlos University |
| Discussant: Bharat Parajuli, Monash University |
| Uncertain firm profits and (indirectly) priced idiosyncratic volatility |
| presented by: Bharat Parajuli, Monash University |
| Discussant: Belen Nieto, ES-Q0332001G |
| Market-Wide Illiquidity and the Distribution of Non-parametric Stochastic Discount Factors |
| presented by: Gonzalo Rubio, Universidad CEU Cardenal Herrera |
| Discussant: Ricardo Gimeno, Banco de España |
| THE ROLE OF A GREEN FACTOR IN STOCK PRICES. WHEN FAMA & FRENCH GO GREEN |
| presented by: Ricardo Gimeno, Banco de España |
| Discussant: Javier Rojo Suárez, Rey Juan Carlos University |
| Session 17: Banking Empirical IV July 8, 2022 8:45 to 10:45 Location: 22 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: Pia Huettl, Humboldt University, Berlin |
| Session type: invited |
| Flight Abroad within the Euro Area: Evidence From an ECB Collateral Framework Change |
| presented by: Pia Huettl, Humboldt University, Berlin |
| Discussant: Jung Sakong, Federal Reserve Bank of Chicago |
| Bank Access Across America |
| presented by: Jung Sakong, Federal Reserve Bank of Chicago |
| Discussant: Luciana Orozco, BI Norwegian Business School |
| Earnings management around CRA examination |
| presented by: Luciana Orozco, BI Norwegian Business School |
| Discussant: Pia Huettl, Humboldt University, Berlin |
| Session 18: Banking Theoretical II July 8, 2022 8:45 to 10:45 Location: 25 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: David Rivero-Leiva, IESE Business School |
| Session type: invited |
| Banking and inside money: Revisiting the efficiency of demand deposits |
| presented by: David Rivero-Leiva, IESE Business School |
| Discussant: Gyoengyi Dr Loranth, University of Vienna |
| Voluntary Support and Ring-Fencing in Cross-Border Banks |
| presented by: Gyoengyi Dr Loranth, University of Vienna |
| Discussant: Zhiqiang Ye, IESE Business School |
| Information Technology and Bank Competition |
| presented by: Zhiqiang Ye, IESE Business School |
| Discussant: David Rivero-Leiva, IESE Business School |
| Session 19: CORPORATE FINANCE: EMPIRICAL IV July 8, 2022 8:45 to 10:45 Location: 21 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: Thomas Kaspereit, Universite du Luxembourg |
| Session type: invited |
| The relevance of ratings for investors of (semi-)open-end real estate funds: Evidence from Germany |
| presented by: Thomas Kaspereit, Universite du Luxembourg |
| Discussant: Maria Gutierrez, Universidad Carlos III de Madrid |
| When Employees have their Say on Capital Structure: Evidence from a Quasi-natural Experiment |
| presented by: Maria Gutierrez, Universidad Carlos III de Madrid |
| Discussant: Jose M. Martin-Flores, CUNEF |
| Institutional investors and the governance spillovers of financial regulations: Evidence from a natural experiment |
| presented by: Jose M. Martin-Flores, CUNEF |
| Discussants: 1 , 2 Oskar Kowalewski, IESEG School of Management |
| Corporate governance and corporate misconduct |
| presented by: Oskar Kowalewski, IESEG School of Management |
| Discussant: Thomas Kaspereit, Universite du Luxembourg |
| Session 20: Institutional Investors and Portfolio management II July 8, 2022 8:45 to 10:45 Location: 24 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: Darine Maarouf, Universidad de Santiago de compostela |
| Session type: invited |
| The effect of Ratings on performance, risk and net flows, and on the performance persistence of mutual funds in Global Emerging Markets |
| presented by: Darine Maarouf, Universidad de Santiago de compostela |
| Discussant: José Luis Sarto, Universidad de Zaragoza |
| In Search of Inclusive ESG Ratings: Solving the CSR-Financial Performance Link |
| presented by: José Luis Sarto, Universidad de Zaragoza |
| Discussant: Janko Heineken, University of Bonn |
| How do Expected Returns Affect Turnover? |
| presented by: Janko Heineken, University of Bonn |
| Discussant: Darine Maarouf, Universidad de Santiago de compostela |
| Session 21: Asset Pricing Theoretical & Derivatives July 8, 2022 11:15 to 13:15 Location: 23 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: Marco Francischello, Imperial College London |
| Session type: invited |
| Wealth Inequality, Aggregate Risk, and the Equity Term Structure |
| presented by: Marco Francischello, Imperial College London |
| Discussant: Federico Severino, Université Laval |
| On time-consistent multi-horizon portfolio allocation |
| presented by: Federico Severino, Université Laval |
| Discussant: Marco Francischello, Imperial College London |
| Pricing of futures on CO2 emission allowances: empirical analysis and forecasting performance |
| presented by: Manuel Moreno, University of Castilla-La Mancha |
| Discussant: Yujing Gong, Systemic Risk Centre, LSE |
| Risk-Corrected Probabilities of a Binary Event |
| presented by: Yujing Gong, Systemic Risk Centre, LSE |
| Discussant: Manuel Moreno, University of Castilla-La Mancha |
| Session 22: CORPORATE FINANCE: EMPIRICAL V July 8, 2022 11:15 to 13:15 Location: 21 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: Ignacio Requejo, University of Salamanca |
| Session type: invited |
| Economic policy uncertainty and the founding family firm premium |
| presented by: Ignacio Requejo, University of Salamanca |
| Discussant: Jurica Zrnc, Croatian National Bank |
| The Trade Credit Clearinghouse: Liquidity and Coordination |
| presented by: Jurica Zrnc, Croatian National Bank |
| Discussant: Gabriel Rodriguez-Garnica, University Carlos III Madrid (UC3M) |
| Signaling and herding in reward-based crowdfunding: Complements or substitutes? |
| presented by: Gabriel Rodriguez-Garnica, University Carlos III Madrid (UC3M) |
| Discussant: Carlo Chiarella, CUNEF Universidad |
| Do shareholders really matter for firm performance? Evidence from the ownership characteristics of Italian listed companies. |
| presented by: Carlo Chiarella, CUNEF Universidad |
| Discussant: Ignacio Requejo, University of Salamanca |
| Session 23: Market Microstructure July 8, 2022 11:15 to 13:15 Location: 25 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: Roberto Pascual, Universidad de las Islas Baleares |
| Session type: invited |
| Identifying High Frequency Trading activity without proprietary data |
| presented by: Roberto Pascual, Universidad de las Islas Baleares |
| Discussant: Andriy Shkilko, Wilfrid Laurier University |
| The Conduits of Price Discovery: A Machine Learning Approach |
| presented by: Andriy Shkilko, Wilfrid Laurier University |
| Discussant: Tim Baumgartner, Ulm University |
| What did really happen on May 19, 2021 on Binance? |
| presented by: Tim Baumgartner, Ulm University |
| Discussant: Roberto Pascual, Universidad de las Islas Baleares |
| Session 24: Risk and Financial Stability III July 8, 2022 11:15 to 13:15 Location: 24 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: MATIAS LAMAS, Banco de España |
| Session type: invited |
| Roots and Recourse Mortgages: Handing back the keys |
| presented by: MATIAS LAMAS, Banco de España |
| Discussant: Carlos Ramirez, Federal Reserve Board |
| REGULATING FINANCIAL NETWORKS: A FLYING BLIND PROBLEM |
| presented by: Carlos Ramirez, Federal Reserve Board |
| Discussant: Javier Suarez, CEMFI |
| Growth-at-risk and macroprudential policy design |
| presented by: Javier Suarez, CEMFI |
| Discussant: Victoria Liu, FRB Boston |
| Downside Risk and Fund Flow |
| presented by: Victoria Liu, FRB Boston |
| Discussant: MATIAS LAMAS, Banco de España |
| Session 25: CORPORATE FINANCE: EMPIRICAL VI July 8, 2022 15:30 to 17:30 Location: 21 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: Duy Tan Do, Universidad Carlos III de Madrid |
| Session type: invited |
| Shareholder voting and disclosure in M&As |
| presented by: Duy Tan Do, Universidad Carlos III de Madrid |
| Discussant: Ali Recayi Ogcem, Limoges University |
| Trust and Financial Development: Forms of Trust and Ethnic Fractionalization Matter |
| presented by: Ali Recayi Ogcem, Limoges University |
| Discussant: Silvina Rubio, University of Bristol |
| ES Votes That Matter |
| presented by: Silvina Rubio, University of Bristol |
| Discussant: Wenxia Tang, University of Lausanne |
| Short-term Finance, Long-term Effects: Evidence from a Loan Guarantee Program in Morocco |
| presented by: Wenxia Tang, University of Lausanne |
| Discussant: Duy Tan Do, Universidad Carlos III de Madrid |
| Session 26: CORPORATE FINANCE: EMPIRICAL VII July 8, 2022 15:30 to 17:30 Location: 22 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: Maximilian Mayer, Goethe University Frankfurt |
| Session type: invited |
| The Right Director in the Right Firm: Director Heterogeneity, Sorting and Firm Performance |
| presented by: Maximilian Mayer, Goethe University Frankfurt |
| Discussant: Marta Alonso, University of Navarra |
| Elite compensation: Political connections and pay in China |
| presented by: Marta Alonso, University of Navarra |
| Discussant: Victor Saint-Jean, Sciences Po |
| Stay or Sell? Divestment, Activism and Corporate Social Responsibility |
| presented by: Victor Saint-Jean, Sciences Po |
| Discussant: Maximilian Mayer, Goethe University Frankfurt |
| Session 27: Derivatives July 8, 2022 15:30 to 17:30 Location: 24 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: Carme Frau, UCM |
| Session type: invited |
| Spread Options on Commodity Prices |
| presented by: Carme Frau, UCM |
| Discussant: Carlo Sala, ESADE Business School |
| The forecasting power of short-term options |
| presented by: Carlo Sala, ESADE Business School |
| Discussant: Santiago Forte, Univ. Ramon Llull - ESADE |
| A Simple No-Arbitrage Approach to Pricing Single-Name Credit Risky Securities |
| presented by: Santiago Forte, Univ. Ramon Llull - ESADE |
| Discussant: Christine Bangsgaard, Aarhus University |
| The Stock Market Impact of Volatility Hedging: Evidence from End-of-Day Trading by VIX ETPs |
| presented by: Christine Bangsgaard, Aarhus University |
| Discussant: Carme Frau, UCM |
| Session 28: International FInance II July 8, 2022 15:30 to 17:30 Location: 25 |
| Session Organizer: AEFIN 29th Finance Forum, |
| Session Chair: Hannah Winterberg, University of St. Gallen |
| Session type: invited |
| How would European firms fund themselves in the United States? |
| presented by: Hannah Winterberg, University of St. Gallen |
| Discussant: Daniel Rabetti, Tel Aviv University |
| Tax-Loss Harvesting with Cryptocurrencies |
| presented by: Daniel Rabetti, Tel Aviv University |
| Discussant: Dmitry Erokhin, Vienna University of Economics and Business |
| To what extent does taxation explain indirect FDI? |
| presented by: Dmitry Erokhin, Vienna University of Economics and Business |
| Discussant: Hannah Winterberg, University of St. Gallen |
| # | Participant | Roles in Conference |
|---|---|---|
| 2 | Abinzano, Isabel | P4, D4 |
| 3 | Aftab, Zary | P5, D5, C5 |
| 4 | Alonso, Marta | P26, D26 |
| 5 | Amengual, Dante | P1, D1 |
| 6 | Ballensiefen, Benedikt | P12, D12 |
| 7 | Bangsgaard, Christine | P27, D27 |
| 8 | Baumgartner, Tim | P23, D23 |
| 9 | Bermejo, Vicente | P15, D15 |
| 10 | Bertucci, Louis | P15, D15, C15 |
| 11 | Casado, Alejandro | P11, D11 |
| 12 | Chakraborti, Rajdeep | P9, D9, C9 |
| 13 | Chiarella, Carlo | P22, D22 |
| 14 | Corrales, Cristian | P9, D9 |
| 15 | Dal Borgo, Mariela | P11, D11 |
| 16 | Del Viva, Luca | P6, D6 |
| 17 | Deng, Yufei | P8, D8 |
| 18 | Do, Duy Tan | P25, D25, C25 |
| 19 | Erokhin, Dmitry | P28, D28 |
| 20 | Exler, Florian | P3, D3, C3 |
| 21 | Faias, Jose | P6, D6 |
| 22 | Figuerola Ferretti, Isabel | P10, D10, C10 |
| 23 | Forte, Santiago | P27, D27 |
| 24 | Francischello, Marco | P21, D21, C21 |
| 25 | Frau, Carme | P27, D27, C27 |
| 26 | Galardo, Maddalena | P2, D2, C2 |
| 27 | Garcia Ares, Pedro | P6, D6 |
| 28 | Garrón, Ignacio | P5 |
| 29 | Gimeno, Ruth | P14, D14 |
| 30 | Gimeno, Ricardo | P16, D16 |
| 31 | Goergen, Marc | P7, D7 |
| 32 | Goncharenko, Roman | P2, D2 |
| 33 | Gong, Yujing | P21, D21 |
| 34 | Grindaker, Morten | P13, D13 |
| 35 | Gutierrez, Maria | P4, D4, C4, P19, D19 |
| 36 | Han, Yufeng | P10, D10 |
| 37 | Heineken, Janko | P20, D20 |
| 38 | Huettl, Pia | P17, D17, C17 |
| 39 | Izhakian, Yehuda | P4, D4 |
| 40 | Jankauskas, Tomas | P10, D10 |
| 41 | Kang, Donghyun | P13, D13 |
| 42 | Kaspereit, Thomas | P19, D19, C19 |
| 43 | Kirilova, Antonia | P10, D10 |
| 44 | Kowalewski, Oskar | P19, D19 |
| 45 | Kuvshinov, Dmitry | P6, D6, C6 |
| 46 | LAMAS, MATIAS | P24, D24, C24 |
| 47 | Liu, Victoria | P24, D24 |
| 48 | Loranth, Gyoengyi Dr | P18, D18 |
| 49 | Maarouf, Darine | P20, D20, C20 |
| 50 | Mandelman, Federico | P3, D3 |
| 51 | Martin-Flores, Jose M. | P19, D19 |
| 52 | Martin-Oliver, Alfredo | P2, D2 |
| 53 | Martinez-Miera, David | P12, D12, C12 |
| 54 | Mayer, Maximilian | P26, D26, C26 |
| 55 | Mistrulli, Paolo Emilio | C2 |
| 56 | Moreno, Manuel | P21, D21 |
| 57 | Muñoz, Fernando | D14 |
| 58 | Neyland, Jordan | P7, D7 |
| 59 | Nguyen, Thi Thuy Dung | P7, D7 |
| 60 | Nguyen, My | P15, D15 |
| 61 | Nielsen, Kasper Meisner | P8, D8, P13, D13, C13 |
| 62 | Nieto, Belen | P15, D16 |
| 63 | Ogcem, Ali Recayi | P25, D25 |
| 64 | Ojea Ferreiro, Javier | P5, D5 |
| 65 | Orozco, Luciana | P17, D17 |
| 66 | Palmeira, Rafael | P7, D7, C7 |
| 67 | Parajuli, Bharat | P16, D16 |
| 68 | Pascual, Roberto | P23, D23, C23 |
| 69 | Rabetti, Daniel | P28, D28 |
| 70 | Ramirez, Carlos | P24, D24 |
| 71 | Remesal, Alvaro | P1, D1, C1 |
| 72 | Requejo, Ignacio | P22, D22, C22 |
| 73 | Richter, Björn | P9, D9 |
| 74 | Rishabh, Kumar | P12, D12 |
| 75 | Rivero-Leiva, David | P18, D18, C18 |
| 76 | Rodriguez-Garnica, Gabriel | P22, D22 |
| 77 | Rojo Suárez, Javier | P16, D16, C16 |
| 78 | Rubio, Silvina | P25, D25 |
| 79 | Rubio, Gonzalo | P16 |
| 80 | Saint-Jean, Victor | P26, D26 |
| 81 | Sakong, Jung | P17, D17 |
| 82 | Sala, Carlo | P27, D27 |
| 83 | Sarto, José Luis | P20, D20 |
| 84 | Severino, Federico | P21, D21 |
| 85 | Shkilko, Andriy | P23, D23 |
| 86 | Simoens, Mathieu | P2, D2 |
| 87 | Suarez, Javier | P24, D24 |
| 88 | Tang, Wenxia | P25, D25 |
| 89 | Torres, Marcos | P3, D3 |
| 90 | Vadasz, Tamas | P3, D3 |
| 91 | Vaello-Sebastià, Antoni | P9, D9 |
| 92 | Vicente, Luis | P14 |
| 93 | Wang, Na | D5 |
| 94 | weitzner, gregory | P8, D8, P11, D11, C11 |
| 95 | Winterberg, Hannah | P28, D28, C28 |
| 96 | Ye, Zhiqiang | P18, D18 |
| 97 | Zambrana, Rafael | P14, D14, C14 |
| 98 | Zapatero, Fernando | P8, D8, C8 |
| 99 | Zrnc, Jurica | P22, D22 |
This program was last updated on 2022-10-19 13:41:01 EDT