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31st Annual Global Finance Conference Program

Sessions

Wednesday 19th of June 2024

Session B15

Session Chair: Menglong Na

Investor Over Optimism and ESG Stock Volatility

Menglong Na

Volatility of Price-Earnings Ratio and Return Predictability

Xiaoquan Jiang, Chen Li

Global Stock Market Interconnectedness: Assessing Return and Volatility Spillovers across Major Economies

Arundhathi KB, Pushpa Trivedi

Session B16

Session Chair: Cosimo Paccione, Pina Murè, Lucilla Bittucci, Saverio Giorgio

'Volatility to know vulnerability': Tensor decomposition and bank default likelihood

Cosimo Paccione, Pina Murè, Lucilla Bittucci, Saverio Giorgio

Stablecoins Volatility Amidst Turbulence: Key Events Analysis and Forecasting Techniques

Saker Sabkha

Return and volatility spillover among the global private equity markets

Antonio Díaz, Carlos Esparcia, Lars Tegtmeier

Session B17:  

Session Chair: Joshua Cave

Deposit Supply and Bank Payout Policy

Joshua Cave

Are open and eco-innovation drivers of export performance? The case of Polish companies

Yochanan Shachmurove, Grzegorz Tchorek, Marco Pini, Paweł Gajewski

Factors affecting the technology business incubator in promoting entrepreneurship and innovation

Mohd Tabrej Alam, Rudra Prakash Pradhan

Session B18: 

Session Chair: Hilmi Songur

Does Geopolitical Risk Deter FDI Outflows: Evidence from Türkiye

Hilmi Songur

A Structural Var Analysis of Geopolitical Risk and Macroeconomics Variables: Evidence From Turkey

Figen Tombak

 

Fund Flows, Performance, and Exit Under Dynamic Unobservable Managing Ability

David Feldman, Jingrui Xu

Bank Stability: Does Institutional Ownership has a role to play?

Mehak Khanna, Abhijeet Chandra

Session B19: 

Session Chair: Mustafa Kocoglu, Xuan-Hoa Nghiem, Ehsan Nikbakht

Twitter-based Economic Uncertainties and Time-Frequency Connectedness Among Cryptocurrencies

Mustafa Kocoglu, Xuan-Hoa Nghiem, Ehsan Nikbakht

Does News Have A Causal Effect On Clean And Dirty Energy Etfs? Evidences From A Cable News Based Economic Policy Uncertainty Index

Sumeyra Gazel

Does competitive pressure play a role during periods of policy uncertainty? Evidence from corporate investment

Khadija Almaghrabi

Firm Investment, Financial Constraints and Its Determinants: Evidence from a Panel of Indian Firms

Meera Vincent, Samaresh Bardhan, Pranab Kumar Das

Session B20: 

Session Chair: Anita Mendiratta, Shveta Singh, Surendra Yadav, Arvind Mahajan

Is there any Bi-directional Relationship between Firm Value, Corporate Social Irresponsibility and Corporate Social Responsibility?

Anita Mendiratta, Shveta Singh, Surendra Yadav, Arvind Mahajan

Herding Behavior in Equity Crowdfunding Markets: Assessing the Role of Sentiment and Topics in Comments and Updates Using Natural Language Processing

Carmen Gallucci, Riccardo Tipaldi

Does Large Language Model–Based Artificial Intelligence Impact on Listed Firms’ Social Responsibility Performance?

Yu Jiang

CFO Characteristics and Investment Decision in Non-Financial Firms

Sara Bassiouny, Cristiana Cerqueira Leal

Session B21: 

Session Chair: Helen Popper, David Parsley

Climate Change Salience and International Equity Returns

Helen Popper, David Parsley

The Curvilinear Relationship Between Business Sustainability Performance and the Cost of Equity

Karishma Salian, Sapar Narayan Rao, Trupti Mishra

Long-Term Mean-Variance Optimization Under Mean-Reverting Equity Returns

Michael Preisel

Selection Neglect and the Cross-Section of Wine Returns

Robbe Van Tillo, Gertjan Verdickt

Session B22: Financial Markets

Session Chair: Cristina De Silva, Michele Lertora, Margherita Mietto, Anna Gervasoni

A comprehensive exploration of the knowns and unknowns of Private Equity Secondary Markets

Cristina De Silva, Michele Lertora, Margherita Mietto, Anna Gervasoni

Learning Effects in Repeated Market-Wide Circuit Breakers

Maryam Alhalboni, Ruangrong Suwankarn, Kenneth Baldwin

The New Financial Landscape: Fintech Innovations and Changing Consumer Perspectives in Services

Joanna Santiago, João Estevão, Carolina Freitas, Justyna Fijalkowska

Session B23: Systemic Risk

Session Chair: Ruoran Zhao, Wenxuan Hou

Climate Legacy of Corporate Resilience to Crises

Ruoran Zhao, Wenxuan Hou

Resolution Regimes, Corporate Structure of Global Banks and Systemic Risk

Michela Altieri, Deyan Radev

Female CEOs with a squeeze of narcissism: A perfect cocktail for corporate performance?

Tom Aabo, Sara Korsdal Rønnow

An Analysis of Factors Affecting Smallholder Farmer’s Willingness to Insure in Multiperil Crop Insurance: Evidence from Baghelkhand Region of India

Shifa Shahin, Rudra Prakash Pradhan

Session B24: Banking

Session Chair: Małgorzata Olszak, Christophe Godlewski, Sylwia Roszkowska

Macroprudential policy and cross-country determinants of loan-loss provisions: empirical evidence from European banks

Małgorzata Olszak, Christophe Godlewski, Sylwia Roszkowska

Shifting Paradigms in Bank-Firm Relationships: Post-GFC Dynamics in the Syndicated Loan Market

Silvio Contessi, Hassan Naqvi, Eden Zhang, Han Zhou

Cross-border Banking and its Effects of Financial Development in Africa

Priscah Kyalo, Kalu Ojah, Odongo Kodongo

Poor Choices in Mortgage Decisions: Economically Disadvantaged Populations and The Role of Cognitive Biases

Mordechai Ilan, Yevgeny Mugerman

Session B25: Corporate Finance

Session Chair: Douglas Cumming, Peigong Li, Feng Zhan, Wanwan Zhu

Changes in Bank Profitability Post-CEO Succession: How Outsiders Improve Bank Performance?

Douglas Cumming, Peigong Li, Feng Zhan, Wanwan Zhu

Corporate Risk Management around the World

Peter Ian MacKay, Tim Adam, Chitru Fernando, Sasidaran Gopalan

On-balance sheet securitized assets and banking risks: Implications for the quality of liquid assets

Biljana Gilevska, Rebel Cole

The influence of business group affiliation on downsizing: will coinsurance save the workforce?

Jana Boeckx, Nico Dewaelheyns, Frederiek Schoubben

Session B26: Risk

Session Chair: Charly Gräfe

Same same but different: Evidence for the Gender Risk Gap from the German reunion

Charly Gräfe

FinTech, Interest Margin and Bank Risk Taking: Evidence from China 

Kaikai Zhai, Pin Guo, Yue Shen, Stefano Zedda

Unfair Benchmarks and Excessive Risk Taking of Mutual Funds

Thomas Maurer

Financial Innovation via Sustainable Lending 

Anya Kleymenova, Xi Li, Yinan Li

Session B27: Stock Prices

Session Chair: Guanming He, April Zhichao Li, Ling Yu, Zhanqiang Zhou

Does digitalization promote the effectiveness of commercial reform? Evidence from stock price crash risk

Guanming He, April Zhichao Li, Ling Yu, Zhanqiang Zhou

High-frequency Asymmetric Responses of Housing and Stock Prices to Monetary Policy Surprises

Silvio Contessi, Shuya Yang

Poor Air quality and stock market: Evidence from intra-day returns in India

Madhurima Karmakar, Anirudh Singh

Sorting the sources of economic and statistical significance in asset pricing tests: A GRS decomposition into PCA factors

Jaffe Greenwald

Session B28: Energy

Session Chair: Anurag Gumber, Bjarne Steffen

Lending through the technology lifecycle: Strategies for information search by banks in renewable energy deployment

Anurag Gumber, Bjarne Steffen

Energy transformation benefits for households from power balancing

Yochanan Shachmurove, Mariusz Przybylik, Pawel Kossecki

Calendar Spread Options on Energy Commodities 

Carme Frau, Gianluca Fusai, Ioannis Kyriakou

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