Sessions

Wednesday 19th of June 2024

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Session B15: 

Session Chair: Menglong Na

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Investor Over Optimism and ESG Stock Volatility

Menglong Na

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Volatility of Price-Earnings Ratio and Return Predictability

Xiaoquan Jiang, Chen Li

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

Arundhathi KB, Pushpa Trivedi

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Session B16: 

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

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

Cosimo Paccione, Pina Murè, Lucilla Bittucci, Saverio Giorgio

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Stablecoins Volatility Amidst Turbulence: Key Events Analysis and Forecasting Techniques

Saker Sabkha

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Return and volatility spillover among the global private equity markets

Antonio Díaz, Carlos Esparcia, Lars Tegtmeier

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Session B17:  

Session Chair: Joshua Cave

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Deposit Supply and Bank Payout Policy

Joshua Cave

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

Yochanan Shachmurove, Grzegorz Tchorek, Marco Pini, Paweł Gajewski

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Factors affecting the technology business incubator in promoting entrepreneurship and innovation

Mohd Tabrej Alam, Rudra Prakash Pradhan

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Session B18: 

Session Chair: Hilmi Songur

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Does Geopolitical Risk Deter FDI Outflows: Evidence from Türkiye

Hilmi Songur

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

Figen Tombak

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

David Feldman, Jingrui Xu

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

Mehak Khanna, Abhijeet Chandra

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Session B19: 

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

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

Mustafa Kocoglu, Xuan-Hoa Nghiem, Ehsan Nikbakht

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

Sumeyra Gazel

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

Khadija Almaghrabi

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

Meera Vincent, Samaresh Bardhan, Pranab Kumar Das

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Session B20: 

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

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

Anita Mendiratta, Shveta Singh, Surendra Yadav, Arvind Mahajan

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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

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

Yu Jiang

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CFO Characteristics and Investment Decision in Non-Financial Firms

Sara Bassiouny, Cristiana Cerqueira Leal

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Session B21: 

Session Chair: Helen Popper, David Parsley

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Climate Change Salience and International Equity Returns

Helen Popper, David Parsley

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

Karishma Salian, Sapar Narayan Rao, Trupti Mishra

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

Michael Preisel

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Selection Neglect and the Cross-Section of Wine Returns

Robbe Van Tillo, Gertjan Verdickt

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Session B22: Financial Markets

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

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

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

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Learning Effects in Repeated Market-Wide Circuit Breakers

Maryam Alhalboni, Ruangrong Suwankarn, Kenneth Baldwin

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

Joanna Santiago, João Estevão, Carolina Freitas, Justyna Fijalkowska

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Session B23: Systemic Risk

Session Chair: Ruoran Zhao, Wenxuan Hou

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Climate Legacy of Corporate Resilience to Crises

Ruoran Zhao, Wenxuan Hou

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Resolution Regimes, Corporate Structure of Global Banks and Systemic Risk

Michela Altieri, Deyan Radev

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

Tom Aabo, Sara Korsdal Rønnow

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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

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Session B24: Banking

Session Chair: Małgorzata Olszak, Christophe Godlewski, Sylwia Roszkowska

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

Małgorzata Olszak, Christophe Godlewski, Sylwia Roszkowska

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

Silvio Contessi, Hassan Naqvi, Eden Zhang, Han Zhou

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

Priscah Kyalo, Kalu Ojah, Odongo Kodongo

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

Mordechai Ilan, Yevgeny Mugerman

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Session B25: Corporate Finance

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

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

Douglas Cumming, Peigong Li, Feng Zhan, Wanwan Zhu

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Corporate Risk Management around the World

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

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

Biljana Gilevska, Rebel Cole

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

Jana Boeckx, Nico Dewaelheyns, Frederiek Schoubben

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Session B26: Risk

Session Chair: Charly Gräfe

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

Charly Gräfe

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

Kaikai Zhai, Pin Guo, Yue Shen, Stefano Zedda

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Unfair Benchmarks and Excessive Risk Taking of Mutual Funds

Thomas Maurer

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Financial Innovation via Sustainable Lending 

Anya Kleymenova, Xi Li, Yinan Li

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Session B27: Stock Prices

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

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

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

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

Silvio Contessi, Shuya Yang

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

Madhurima Karmakar, Anirudh Singh

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

Jaffe Greenwald

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Session B28: Energy

Session Chair: Anurag Gumber, Bjarne Steffen

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

Anurag Gumber, Bjarne Steffen

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Energy transformation benefits for households from power balancing

Yochanan Shachmurove, Mariusz Przybylik, Pawel Kossecki

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Calendar Spread Options on Energy Commodities 

Carme Frau, Gianluca Fusai, Ioannis Kyriakou

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