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Krakow Sightseeing Tour Sunday, September 13 | 15:00–17:30 For conference participants who registered for the sightseeing tour in advance. Meeting point details will be provided to registered participants. |
Conference Overview
Following the success of the second edition of the conference, we are pleased to invite finance researchers, academics, and practitioners to the 3rd Modern Finance Conference (MFC), to be held at the Krakow University of Economics, Poland, on 14-16 September 2026. The event aims to provide a platform for the dissemination of cutting-edge research, innovative ideas, and novel approaches across all areas of finance. The conference will be held in a hybrid format, combining in-person and online sessions.
15:00 - 17:30
Krakow tour and sightseeing learn more
17:30 - 21:00
Early Registration and Welcome Drink learn more
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Early Registration and Welcome Drink Sunday, September 13 | 17:30–21:00 For conference participants who registered for the Welcome Drink in advance. Early conference registration will be available at the venue. |
08:00 - 08:30
Welcome coffee learn more
Room:
Building S, Ground Floor Foyer
08:30 - 09:00
Opening remarks learn more
Opening remarks
Online access: https://us06web.zoom.us/j/81897100542
Chair:
Adam Zaremba (MBS, PUEB)
Welcome remarks by Prof. Bernard Ziębicki, Rector of Krakow University of Economics, and Dr. Jan Szczygielski, representing the Modern Finance Institute, organizer of the conference.
09:00 - 10:30
Parallel sessions learn more
Empirical Asset Pricing: Robustness and Inference
Room:
Building F, Room 111 / Z-Room A
Online access: https://us06web.zoom.us/j/89971431762
Chair:
Loïc Maréchal (HES-SO Valais-Wallis, University of Applied Sciences)
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(In)appropriate Significance Levels
Presenters:
Michael Michaelides (Cyprus University of Technology)
Authors:
Michael Michaelides (Cyprus University of Technology)
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Specification Sensitivity and Non-Standard Errors in the Idiosyncratic Volatility Effect: Evidence from CEE Equity Markets
Presenters:
Izabela Pruchnicka-Grabias (SGH Warsaw School of Economics: Szkola Glowna Handlowa w Warszawie)
Authors:
Ahmad Tanveer (Tallinn University of Technology), Izabela Pruchnicka-Grabias (SGH Warsaw School of Economics: Szkola Glowna Handlowa w Warszawie), Jörg Prokop (Carl von Ossietzky Universität Oldenburg)
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Reassessing the market impact of cyber incidents: A bias-adjusted event study approach
Presenters:
Loïc Maréchal (HES-SO Valais-Wallis, University of Applied Sciences)
Authors:
Loïc Maréchal (HES-SO Valais-Wallis, University of Applied Sciences)
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Sovereign Risk & Government Bond Markets
Room:
Building F, Room 104 / Z-Room B
Online access: https://us06web.zoom.us/j/86091796637
Chair:
José Alves (UECE - Research Unit on Complexity and Economics)
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Fiscal Sustainability and Sovereign Risk Pricing:
Evidence from Time-Varying Fiscal Reaction
Authors:
Benjamin Owusu (Bielefeld University)
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From Bonds to Arms? Capital Rotation Between Government Bonds and Defense Equities During Geopolitical Shocks, 1990–2025
Presenters:
Diogo Oliveira (Polytechnic Institute of Cávado and Ave), Joseph Abodakpi (Krakow University of Economics)
Authors:
Diogo Oliveira (Polytechnic Institute of Cávado and Ave), Joseph Abodakpi (Krakow University of Economics)
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Too Much in One Basket? Debt Concentration and Sovereign Yields
Authors:
José Alves (ISEG - Lisbon School of Economics and Management)
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Firms, Political Risk and Institutional Incentives
Room:
Building F, Room 106 / Z-Room C
Online access: https://us06web.zoom.us/j/86864465919
Chair:
Agnieszka Trzeciakiewicz (University of York)
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Trade-offs of Mne Subsidiaries’ Engagement in Profit Shifting
Presenters:
Milena Sitkiewicz (Uniwersytet Warszawski)
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The Political Economy of Asset Ownership: evidence from the global power sector
Authors:
Philip Fliegel (Humboldt University Berlin)
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The social cost of firm response to political risk: Evidence from wage theft
Presenters:
Agnieszka Trzeciakiewicz (University of York)
Authors:
Agnieszka Trzeciakiewicz (University of York), Monika Tarsalewska (University of Exeter), Justin Chircop (Lancaster University), Douglas Cumming (Stevens Institute of Technology - School of Business)
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Environmental Performance and Corporate Decisions
Room:
Building F, Room 107 / Z-Room D
Online access: https://us06web.zoom.us/j/85721022840
Chair:
Apostolos Dasilas (University of Macedonia)
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The Impact of Environment on Firm Performance: The Moderating role of Mandatory Energy Efficiency Scheme
Authors:
Karishma Salian (Indian Institute of Technology, Bombay), Sapar Rao (Indian Institute of Technology, Bombay), Trupti Mishra (Indian Institute of Technology, Bombay)
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Financial Performance and Green Innovation in European Region Firms: The Moderating Roles of ESG and Circular Economy Practices
Presenters:
Phool Hussain (Prague University of Economics and Business)
Authors:
Phool Hussain (Prague University of Economics and Business), Věra Králová (Prague University of Economics and Business), Jiri Dvorak (Prague University of Economics and Business)
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The relationship between ESG and financial performance. Evidence from China
Authors:
Apostolos Dasilas (University of Macedonia)
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Market Participation, Liquidity, and Price Discovery
Room:
Building F, Room 109 / Z-Room E
Online access: https://us06web.zoom.us/j/89282775948
Chair:
Jianfeng Hu (Singapore Management University)
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Price Discovery Overnight: Evidence from Pre- and After-Market Trading
Presenters:
Thomas Perreten (University of Fribourg)
Authors:
Thomas Perreten (University of Fribourg)
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Determinants of Market Capitalization in Central and Eastern European Countries: Dynamic Panel Evidence from 2014–2023
Presenters:
Ivica Klinac (University of Applied Sciences Baltazar Zapresic)
Authors:
Ivica Klinac (University of Applied Sciences Baltazar Zapresic)
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Why Does Equity Trading Activity Vary Across the World? An Empirical Investigation
Presenters:
Jianfeng Hu (Singapore Management University)
Authors:
Jianfeng Hu (Singapore Management University), Sahn-Wook Huh (SUNY at Buffalo), Xiyuan Ma (Singapore Management University), Avanidhar Subrahmanyam (UCLA), Hong Zhang (Singapore Management University)
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Elevator Pitch Session 1
Room:
Building F, Room 102 / Z-Room F
Online access: https://us06web.zoom.us/j/81830454123
Chair:
Adam Zaremba (MBS, PUEB)
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Can dynamic Bayesian networks improve daily expected shortfall forecasts? Evidence from the S&P 500 index
Presenters:
Eden Gross (University of the Witwatersrand, Johannesburg)
Authors:
Eden Gross (University of the Witwatersrand, Johannesburg), Ryan Kruger (University of Cape Town), Francois Toerien (Unviersity of Cape Town)
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Complementary Stakeholder Protection: Sustainability Disclosure Quality and Accounting Conservatism in Indian Chemical Industry
Authors:
Bhavna Thawani (Birla Institute of Management Technology), Dr. Meena Bhatia (IIM, Sambalpur)
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Dual Peer Effects Around the World: Cross-Stock Predictability in Global Equity Markets
Presenters:
Jan Stosik (Poznan University of Economics and Business)
Authors:
Jan Stosik (Poznan University of Economics and Business)
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Long-term Stock Market and Operating Performance of Buyback Firms in India
Presenters:
Sapar Rao (IIT Bombay)
Authors:
Sapar Rao (IIT Bombay)
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Exchange-Traded Funds and Exchange-Traded Notes – Sustainable Investing Applications
Authors:
Adam Marszk (Gdańsk University of Technology)
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Forecasting the variance of housing prices
Presenters:
Vasilios Plakandaras (Democritus University of Thrace)
Authors:
Vasilios Plakandaras (Democritus University of Thrace)
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Firm-specific factors and leverage: Is there a managerial behavioral effect?
Presenters:
Dinis Pedro Maculuve (University of Western Cape)
Authors:
Dinis Pedro Maculuve (University of Western Cape), Adefemi Obalade (University of the Western Cape)
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10:30 - 11:00
Coffee break learn more
Room:
Building S, Ground Floor Foyer
10:30 - 15:00
Poster session learn more
Poster session
Room:
Building S, Ground Floor Foyer
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From ESG Narratives to Explainable Risk Signals: An AI-Driven Frame Analysis Framework for Sustainable Finance
Presenters:
Nadiia Novytska (University of Luxembourg)
Authors:
Timur Erkimbaiev (University of Luxembourg), Alex Panican (Luxembourg House of Financial Technology ), Esli Spahiu (Luxembourg House of Financial Technology ), Ilias Sviatko (University of Luxembourg), Jorge Augusto Meira (University of Luxembourg), Radu State (University of Luxembourg)
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Country-level ESG performance and credit risk in high-emitting sectors: evidence from European banks
Presenters:
Karolina Siwiec (Univeristy of Warsaw)
Authors:
Karolina Siwiec (Univeristy of Warsaw)
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11:00 - 12:30
Parallel sessions learn more
Asset Pricing, Factors, and Return Predictability
Room:
Building F, Room 111 / Z-Room A
Online access: https://us06web.zoom.us/j/89971431762
Chair:
Christian Fieberg (Hochschule Bremen)
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The Golden CAPM
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Global News Networks and Market Returns
Authors:
Amar Soebhag (Erasmus University Rotterdam), Ali Moin (Erasmus University Rotterdam), Alberto Quaini (Erasmus University Rotterdam), Gustavo Freire (Nova SBE)
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A Cross-Asset Trend Factor for Corporate Bond Returns
Presenters:
Christian Fieberg (Hochschule Bremen)
Authors:
Christian Fieberg (Hochschule Bremen), Adam Zaremba (Montpellier Business School), Gerrit Liedtke (University of Bremen), Christian Schlag (Goethe University)
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Monetary Policy, Expectations and Interest-Rate Risk
Room:
Building F, Room 104 / Z-Room B
Online access: https://us06web.zoom.us/j/86091796637
Chair:
Boris Fisera (Slovak Academy of Sciences & Charles University)
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Preferences Observed in Japanese Government Bonds for Individual Investors (Retail Jobs): From Unprecedented Monetary Easing to Normalization
Presenters:
Koichi Miyazaki (Saitama Gakuen University)
Authors:
Koichi Miyazaki (Saitama Gakuen University)
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Short-Term Inflation Expectations in V4 Countries: Dynamics and Anchoring
Presenters:
Laura Elekova (Institute of Economic Research SAS, Slovak Academy of Sciences)
Authors:
Laura Elekova (Institute of Economic Research SAS, Slovak Academy of Sciences)
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How do interest rate levels affect credit loss rates? A rule of thumb approach
Presenters:
Boris Fisera (Slovak Academy of Sciences & Charles University)
Authors:
Boris Fisera (Slovak Academy of Sciences & Charles University), Maximilian Fandl (Joint Vienna Institute), Adam Gersl (Charles University), Christian Schmieder (Bank for International Settlements)
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Financial Intermediation, Funding, and Corporate Financing
Room:
Building F, Room 106 / Z-Room C
Online access: https://us06web.zoom.us/j/86864465919
Chair:
Małgorzata Olszak (University of Warsaw)
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What do Banks do? Distinguishing right from the left
Presenters:
Dionisis Philippas (ESSCA School of Management)
Authors:
Dionisis Philippas (ESSCA School of Management), Costas Siriopoulos (College of Business, Zayed University)
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Constrained Horizons: How Macroprudential Policy Channels Geopolitical Risk into Corporate Maturity Mismatch
Presenters:
Małgorzata Olszak (University of Warsaw)
Authors:
Katarzyna Byrka-Kita (University of Szczecin), Małgorzata Olszak (University of Warsaw), Szymon Stereńczak (Poznań University of Economics and Business)
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Issuer Certification in Money Markets
Presenters:
Aleksandra Rzeznik (York University)
Authors:
Aleksandra Rzeznik (York University), Sven Klingler (Frankfurt School of Management), Olav Syrstad (BI Oslo)
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Green Fixed Income and Transition Finance
Room:
Building F, Room 107 / Z-Room D
Online access: https://us06web.zoom.us/j/85721022840
Chair:
Wook Sohn (KDI School)
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The Pricing and Persistence of Green Bond Design: Evidence from U.S. Municipal Bonds.
Presenters:
Fabian Leonardo Romeo (University Institute Schaffhausen)
Authors:
Gregor Dorfleitner (University of Regensburg), Florian Follert (Seeburg Castle University), Fabian Leonardo Romeo (University Institute Schaffhausen)
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Green Finance and the Decarbonization Premium: Evaluating the Impact of Green Bonds on Decarbonizing the Transport Sector in European Countries.
Presenters:
Hesan Zahid (Faculty of Management, Prague University of Economics and Business, Czech Republic)
Authors:
Hesan Zahid (Faculty of Management, Prague University of Economics and Business, Czech Republic), Mojmír Sabolovič (Faculty of Management, Prague University of Economics and Business, Czech Republic)
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Carbon Risks and Sovereign Bond Risk Premiums
Presenters:
inji Heo (Bank of Korea), Wook Sohn (KDI School)
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Financial Literacy, Inclusion, and Financial Engagement
Room:
Building F, Room 109 / Z-Room E
Online access: https://us06web.zoom.us/j/89282775948
Chair:
Ramona Rupeika-Apoga (University of Latvia)
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Determinants of Financial Engagement: The Role of Intrinsic Motivation, Gender, and Early Financial Socialization
Presenters:
Sharon Garyn-Tal (Emek Yezreel College)
Authors:
Sharon Garyn-Tal (Emek Yezreel College)
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Layered Inequalities in Voluntary Pension Engagement in the Baltic States
Presenters:
Ramona Rupeika-Apoga (University of Latvia)
Authors:
Ramona Rupeika-Apoga (University of Latvia), Clinton Watkins (Akita International University), Alessandro Danovi (University of Bergamo)
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Measuring Financial Literacy in the age of generative AI and the Digital Economy
Authors:
Benjamin Tabak (Getulio Vargas Foundation), Bernardo Buta (FGV EPPG), Deivison Lima (FGV EPPG)
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Elevator Pitch Session 2
Room:
Building F, Room 102 / Z-Room F
Online access: https://us06web.zoom.us/j/81830454123
Chair:
Jan Szczygielski (Kozminski University)
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Institutional Exit Threat and Dividend Payouts: A Difference‑in‑Differences Approach
Presenters:
Aleksander Freitag (Poznań University of Economics and Business)
Authors:
Aleksander Freitag (Poznań University of Economics and Business)
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Firm-specific factors and share price: Is there a managerial behavioral effect?
Authors:
Dinis Pedro Maculuve (University of Western Cape), Adefemi Obalade (University of the Western Cape)
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Preconditions for Domestic Individual Investment in Post-War Commercial Real Estate in Ukraine: Learning from Poland
Presenters:
Oleksiy Poburko (Lviv Polytechnic National University)
Authors:
Oleksiy Poburko (Lviv Polytechnic National University)
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The Augmented Behavioural Capacity Model: Large Language Model Assistance and Calibrated Retail-Investor Decision-Making
Authors:
Dmitrii Gimmelberg (RISEBA University )
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In Search of a Better-Fitting Model for the Dynamics of Intraday Volume in Equity Markets: An In-Sample Comparison of Fourier-Mem Models
Presenters:
Roman Huptas (Krakow University of Economics)
Authors:
Roman Huptas (Krakow University of Economics)
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Aggregate Perceived Risk - A unified Asset Pricing Framework
Authors:
Syed Naved Abdali (dQuant Capital Management Inc.)
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Recent Trend of Size Premium: A Meta Analysis
Presenters:
Humaira Mustafiz (University of Greenwich)
Authors:
Humaira Mustafiz (University of Greenwich)
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Analysing ESG Impact: Performance of NYSE and Nasdaq Stock Portfolios at Varying ESG Levels
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12:30 - 13:30
Lunch learn more
Room:
Building S, Ground Floor Foyer
13:30 - 14:40
Keynote Address learn more
Keynote Address by Professor Marcin Kacperczyk: What’s the Carbon Premium a Premium On?
Online access: https://us06web.zoom.us/j/81897100542
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Marcin Kacperczyk is Professor of Finance at Imperial College London Business School and a Research Fellow at the Centre for Economic Policy Research. He is Managing Editor of the Review of Finance, Associate Editor of the Journal of Financial and Quantitative Analysis, and a former President of the European Finance Association. His research focuses on climate finance, financial markets, financial intermediation, and asset management. His work has been published in leading journals including Econometrica, Journal of Finance, Journal of Financial Economics, Quarterly Journal of Economics, Review of Economic Studies, and Review of Financial Studies, and has been featured in major international media. Previously, Professor Kacperczyk held appointments at the University of British Columbia and NYU Stern. He earned his Ph.D. in Finance from the University of Michigan and has taught at Imperial since 2013. |
15:00 - 16:30
Parallel sessions learn more
Global Markets, Sentiment, and Investment Strategies
Room:
Building F, Room 111 / Z-Room A
Online access: https://us06web.zoom.us/j/89971431762
Chair:
Jan Szczygielski (Kozminski University)
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Portfolio Construction Strategies in Emerging Markets: A Machine Learning Comparison Using BRICS Data
Presenters:
Alexandre SILVA DE OLIVEIRA (Federal University of Pampa)
Authors:
Alexandre SILVA DE OLIVEIRA (Federal University of Pampa), Peter ALBRECHT (Mendel University in Brno), Paulo Sergio CERETTA (Federal University of Santa Maria)
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Investor Sentiment and Market Volatility Nexus around the Globe: Term-structure, Transmission Networks, and Market Hierarchies
Presenters:
Jitender Soni (Indian Institute of Technology Madras)
Authors:
Jitender Soni (Indian Institute of Technology Madras), Pramod Kumar Naik (Indian Institute of Technology Madras)
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Fear or Fortune? How Global Equity Markets Price Artificial Intelligence
Authors:
Jan Szczygielski (Kozminski University/University of Pretoria), Ailie Charteris (University of Cape Town), Lidia Obojska (Kozminski University), Janusz Brzeszczyński (Edinburgh Napier University)
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Geopolitical and Trade Policy Shocks in Equity Markets
Room:
Building F, Room 104 / Z-Room B
Online access: https://us06web.zoom.us/j/86091796637
Chair:
Guy Kaplanski (Bar Ilan University)
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Market Efficiency and Geopolitical Policies: An Event Study of the Semiconductor Industry
Authors:
Fatjon Kaja (University of Amsterdam), Pelle Brits (University of Amsterdam), Kevin Foster (City College of New York - CUNY)
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Between Scylla and Charybdis: U.S. Trade Policy Uncertainty and the Equity Risk Premium Across Sectors
Presenters:
Małgorzata Snarska (Cracow University of Economics)
Authors:
Małgorzata Snarska (Cracow University of Economics)
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Market Learning from Sequential Geopolitical Escalations:
Evidence from Airline Stocks
Authors:
Guy Kaplanski (Bar Ilan University)
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Executive Incentives, Boards and Corporate Outcomes
Room:
Building F, Room 106 / Z-Room C
Online access: https://us06web.zoom.us/j/86864465919
Chair:
Katarzyna Cieslak (Department of Business Studies, Uppsala University)
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CFO Incentives in the Age of Artificial Intelligence
Authors:
Shuhui Wang (University of Surrey)
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Executive–Employee Pay Disparity and Investment Efficiency: Evidence from an Emerging Market
Presenters:
Gowtham Chinnasamy (Indian Institute of Management Lucknow), Sowmya Subramaniam (Indian Institute of Management Lucknow)
Authors:
Gowtham Chinnasamy (Indian Institute of Management Lucknow), Sowmya Subramaniam (Indian Institute of Management Lucknow)
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Board multiple directorships in controlled firms and stock price crash risk
Presenters:
Katarzyna Cieslak (Department of Business Studies, Uppsala University)
Authors:
Katarzyna Cieslak (Department of Business Studies, Uppsala University)
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Sustainability Signals and Equity Repricing
Room:
Building F, Room 107 / Z-Room D
Online access: https://us06web.zoom.us/j/85721022840
Chair:
Gabor Neszveda (Magyar Nemzeti Bank, Hungary)
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Who Responds to ECB Green Speeches? Green–Brown Stock Repricing across Institutional Ownership Groups
Presenters:
Ajeng Kartina (University College London)
Authors:
Ajeng Kartina (University College London), Gabor Neszveda (Magyar Nemzeti Bank, Hungary), Henrik Singmann (University College London), Adam Harris (University College London)
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Carbon Neutrality Committments Announcements and Subsequent Stock Returns
Presenters:
Michal Vyletelka (University of Economics, Prague)
Authors:
Michal Vyletelka (University of Economics, Prague)
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Spillover effects of green IPOs
Presenters:
Mirko Gabbiadini (University of Bergamo)
Authors:
Mirko Gabbiadini (University of Bergamo), Silvio Vismara (University of Bergamo), Michele Meoli (University of Bergamo)
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Fund Management, Incentives, and Active–Passive Allocation
Room:
Building F, Room 109 / Z-Room E
Online access: https://us06web.zoom.us/j/89282775948
Chair:
Katarzyna Perez (Poznan University of Economics and Business)
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News Trading and Fund Management
Authors:
Haojun Hu (Department of Business Studies, Uppsala University), Yufan Chen (Booth School of Business, University of Chicago), Martin Abrahamson (Department of Business Studies, Uppsala University), Katarzyna Cieslak (Department of Business Studies, Uppsala University), Fredrik Nilsson (Department of Business Studies, Uppsala University)
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Incentive Fees and Opportunistic Risk-Shifting: An Empirical Analysis of Managerial Discretion in Collective Investment
Presenters:
Pavla Vaverková (Prague University of Economics and Business, Faculty of Management)
Authors:
Pavla Vaverková (Prague University of Economics and Business, Faculty of Management)
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Do Passive ETFs Replace Active Open-Ended Funds? Association Rule Mining Evidence from the European Fund Market
Presenters:
Katarzyna Perez (Poznan University of Economics and Business)
Authors:
Katarzyna Perez (Poznan University of Economics and Business)
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Editors' Fast Track 1
Room:
Building F, Room 102 / Z-Room F
Online access: https://us06web.zoom.us/j/81830454123
Chair:
Oskar Kowalewski (IESEG School of Management)
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ESG and earnings quality: pillar decomposition and greenwashing stability
Presenters:
João Fragoso (Universidade Europeia)
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Foreign Institutional Investors and Digital Lending Regulation:
Evidence from India’s Guidelines on Digital Lending
Presenters:
Ankur Mehra (Shiv Nadar Institution of Eminence Delhi NCR)
Authors:
Ankur Mehra (Shiv Nadar Institution of Eminence Delhi NCR)
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Generative AI for Central Bank Statements: Large Language Models as Monetary Policy Forecasters
Authors:
Alon Raviv (Bar Ilan University), Yevgeny Mugerman (Bar Ilan University), Jens Hilscher (UC Davis )
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Verbal Communication with Corporate Insiders
Presenters:
Kotaro Miwa (Kyushu University)
Authors:
Kotaro Miwa (Kyushu University)
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19:30 - 22:30
Conference Dinner learn more
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Conference Dinner Monday, September 14 | 19:30 For conference participants who registered for the Gala Dinner in advance. The winner of the MFC 2026 Best Paper Award will be announced during the dinner. |
08:00 - 08:30
Welcome coffee learn more
Room:
Building S, Ground Floor Foyer
08:30 - 10:00
Parallel sessions learn more
Portfolio Choice and Optimization
Room:
Building F, Room 111 / Z-Room A
Online access: https://us06web.zoom.us/j/89971431762
Chair:
Anna Rutkowska-Miczka (University of Warmia and Mazury in Olsztyn)
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Portfolio Selection under Ambiguity in Volatility
Presenters:
Prince Osei (Bielefeld University)
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Mean-Semivariance Optimization Under Transaction Costs
Presenters:
Andrea Rigamonti (Masaryk University)
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Three-Criteria Portfolio Selection Model Incorporating Semi-variance and Market Multiples
Presenters:
Anna Rutkowska-Miczka (University of Warmia and Mazury in Olsztyn)
Authors:
Anna Rutkowska-Miczka (University of Warmia and Mazury in Olsztyn), Paweł Kliber (Poznań University of Economics and Business), Konrad Szydłowski (University of Warmia and Mazury in Olsztyn), Mehmet Umutlu (Edinburgh Napier University)
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Bank Risk and Macro-Financial Transmission
Room:
Building F, Room 104 / Z-Room B
Online access: https://us06web.zoom.us/j/86091796637
Chair:
Jaku Janus (Krakow University of Economics)
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Exchange Rates and Banking Sector Risk in Emerging Economies: The Role of Vulnerabilities and Policy Buffers
Presenters:
Mateusz Racławski (Kraków University of Economics)
Authors:
Jakub Janus (Kraków University of Economics), Mateusz Racławski (Kraków University of Economics)
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Latent Drivers of Rates-at-Risk in the Baltic Lending and Deposit Markets: Integrating Factor Analysis and Quantile Regression
Authors:
Vija Micune (University of Latvia)
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Bank-level news sentiment and the transmission of monetary policy shocks to bank equity risk
Presenters:
Garima Gupta (Indian Institute of Technology Roorkee)
Authors:
Garima Gupta (Indian Institute of Technology Roorkee), Rishman Jot Kaur Chahal (Indian Institute of Technology Roorkee)
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Ownership and Corporate Monitoring
Room:
Building F, Room 106 / Z-Room C
Online access: https://us06web.zoom.us/j/86864465919
Chair:
Tomasz Jewartowski (Uniwersytet Ekonomiczny w Poznaniu)
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Extending your team: Motivated institutional investors and sell-side analysts’ activities
Authors:
Michał Kałdoński (Uniwersytet Ekonomiczny w Poznaniu), Tomasz Jewartowski (Uniwersytet Ekonomiczny w Poznaniu)
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Does ESG Disclosure Facilitate Corporate Financing? Evidence from Equity Issuance and Debt Markets
Authors:
Anna Doś (Krakow University of Economics), Marcin Czupryna (Krakow University of Economics)
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Determinants of foreign institutional ownership in CEE public companies
Presenters:
Tomasz Jewartowski (Uniwersytet Ekonomiczny w Poznaniu)
Authors:
Agnieszka Stróżyńska-Szajek (Uniwersytet Ekonomiczny w Poznaniu), Bartosz Kabaciński (Uniwersytet Ekonomiczny w Poznaniu)
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Climate Disclosure, Regulation, and Bank Lending
Room:
Building F, Room 107 / Z-Room D
Online access: https://us06web.zoom.us/j/85721022840
Chair:
David Rakowski (University of Texas at Arlington)
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Climate disclosures and market valuation- A banking sector perspective
Authors:
Vidya Mahadevan (Indian Institute of Management, Lucknow), Sowmya Subramaniam (Indian Institute of Management, Lucknow), Vikas Srivastava (Indian Institute of Management, Lucknow)
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Bank Climate-Disclosure Mandates and Cross-Border Credit: Evidence from U.S. Corporate
Loan Contracts
Authors:
João Estevão (CEGIST, Instituto Superior Tecnico, Universidade de Lisboa), José Alves (UECE, ISEG, Universidade de Lisboa)
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The unintended consequences of climate policy:
Carbon taxes, regulatory arbitrage, and competition in lending
Presenters:
David Rakowski (University of Texas at Arlington)
Authors:
Zinat Alam (University of North Texas), Amirhossein Fard (University of North Texas), David Rakowski (University of Texas at Arlington)
|
Household Finance, Life-Cycle Decisions & Capital Formation
Room:
Building F, Room 109 / Z-Room E
Online access: https://us06web.zoom.us/j/89282775948
Chair:
Jan Szczygielski (Kozminski University)
|
The Impact of Current Work-Life Balance on the Future Balance Between Financial Pension and Happiness Pension
Presenters:
Arie Sherman (Ruppin Academic Center)
|
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Parental Money Attitudes and Children’s Capital Formation in Israel: The Asymmetry of Fear as a Mechanism for Reproducing Inequality
Presenters:
Igor Lupinskiy (HERE IS THE MONEY LTD)
Authors:
Igor Lupinskiy (HERE IS THE MONEY LTD)
|
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Leverage Cycles over the Household Life Cycle: A Quantitative Model
of Endogenous Leverage and Default
Presenters:
Yi Ping (European Research University)
Authors:
Yi Ping (European Research University)
|
Editors' Fast Track 2
Room:
Building F, Room 102 / Z-Room F
Online access: https://us06web.zoom.us/j/81830454123
Chair:
Oskar Kowalewski (IESEG School of Management)
|
Interpretable Natural Language Concept Bottleneck Models for Default Risk estimation
Presenters:
Andrea Conti (Sapienza University of Rome)
|
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U.S. Monetary Policy Spillovers and the Secular Decline in Emerging Market Long-Term Yields
Presenters:
Gabor Neszveda (Magyar Nemzeti Bank, Hungary)
|
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Walking the Factor Zoo in Poland: A double-selection test of marginal SDF contribution
Presenters:
Andrzej Gryko (SGH Warsaw School of Economics), Filip Lysiak (Quercus TFI)
Authors:
Andrzej Gryko (SGH Warsaw School of Economics), Filip Lysiak (Quercus TFI), Tomasz Berent (SGH Warsaw School of Economics)
|
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Bonds for all? Minimum trading units, market quality, and investor participation
Authors:
Meni Abudy (Bar-Ilan University), Dan Amiram (Tel-Aviv University), Efrat Shust (Open University of Israel)
|
10:00 - 10:30
Coffee break learn more
Room:
Building S, Ground Floor Foyer
10:30 - 11:30
Keynote address learn more
Keynote Address by Professor Douglas Cumming: Publishing in Finance
Room:
Building S, Room 9
Online access: https://us06web.zoom.us/j/81897100542
 |
Douglas J. Cumming, J.D., Ph.D., CFA is Professor of Finance and the Steven Shulman ’62 Endowed Chair for Business Leadership at the Stevens Institute of Technology School of Business. He previously held distinguished professorships at Florida Atlantic University and York University. His research focuses on venture capital, private equity, crowdfunding, entrepreneurship, market misconduct, and law and finance. He has published more than 250 articles in leading academic journals and authored 23 books, with his work cited more than 32,000 times. Professor Cumming is Managing Editor-in-Chief of the Journal of Alternative Investments and Founding Managing Editor-in-Chief of the Review of Corporate Finance. He previously served as Managing Editor-in-Chief of the British Journal of Management and the Journal of Corporate Finance. He holds degrees from McGill University, Queen’s University, and the University of Toronto, where he earned both a Ph.D. in Economics and a J.D. in Law. |
11:30 - 12:30
Meet the Editors panel learn more
Meet the Editors Panel
Room:
Building S, Room 9
Online access: https://us06web.zoom.us/j/81897100542
Oskar Kowalewski Professor of Finance Editor-in-Chief of the |
Sabri Boubaker Professor of Finance Editor-in-Chief of the |
Ilan Alon Professor at Ariel University and Editor-in-Chief of the |
Douglas Cumming Professor of Finance Editor-in-Chief of the Review of Corporate Finance and the |
12:30 - 13:30
Lunch learn more
Room:
Building S, Ground Floor Foyer
13:30 - 15:00
Parallel sessions learn more
Option-Implied Risk and Volatility Forecasting
Room:
Building F, Room 111 / Z-Room A
Online access: https://us06web.zoom.us/j/89971431762
Chair:
Tomáš Plíhal (Masaryk University, Faculty of Economics and Administration)
|
Variance Forecasting from Forced Flow: Liquidations, the Variance Risk Premium, and Crypto Volatility
Presenters:
Joachim Oliver Mampouya (Masaryk University)
|
|
Option-implied Forecasts of Exchange Rate Dependence
Presenters:
Leo Tsiaras (Aston University)
Authors:
Leo Tsiaras (Aston University)
|
|
Do Option-Implied Signals Improve Forecasts of Realized Correlation?
Presenters:
Tomáš Plíhal (Masaryk University, Faculty of Economics and Administration)
Authors:
Tomáš Plíhal (Masaryk University, Faculty of Economics and Administration), Joachim Oliver Mampouya (Masaryk University, Faculty of Economics and Administration)
|
Systemic Risk and Financial Resilience
Room:
Building F, Room 104 / Z-Room B
Online access: https://us06web.zoom.us/j/86091796637
Chair:
Shengwu Du (Federal Reserve Board)
|
Cross-Border Bank Flows in Major Reserve Currencies
and Banking Systemic Risk
Authors:
Md Junayed Hossain (Universty of Huddersfield)
|
|
Opacity, Concentration, and Systemic Resilience in Central
Clearing: Assessing the ‘Black Box’ via Public Disclosures
Authors:
Shengwu Du (federal reserve board)
|
|
Technology High-Yield Debt and Banking Fragility: Regime-Dependent Contagion, Tail Risk, and Stress-Test Miscalibration
Presenters:
Małgorzata Snarska (Cracow University of Economics)
Authors:
Małgorzata Snarska (Cracow University of Economics)
|
Financial Reporting, Opacity, and Earnings Management
Room:
Building F, Room 106 / Z-Room C
Online access: https://us06web.zoom.us/j/86864465919
Chair:
Khaled Abdou (Penn State University- Berks)
|
Private Equity Ownership and Earnings Management: Evidence from Portugal
Presenters:
João Caldeira (ISCAL - IPL)
|
|
Stakeholder Orientation and Bank Earnings Opacity: Evidence from a Quasi-Natural Experiment
Authors:
Alessio Bongiovanni (University of Leeds)
|
|
Financial Restatements and Earnings Management: Blockchain and AI Solution
Presenters:
Khaled Abdou (Penn State University- Berks)
Authors:
Khaled Abdou (Penn State University- Berks)
|
Sustainable Investment and Capital Allocation
Room:
Building F, Room 107 / Z-Room D
Online access: https://us06web.zoom.us/j/85721022840
Chair:
Anatoly Schmidt (NYU Tandon School)
|
ESG & investment advice: What drives
investment advisors’ recommendations?
Presenters:
Jan Niklas Terhalle (Universität Duisburg-Essen)
Authors:
Jan Niklas Terhalle (Universität Duisburg-Essen)
|
|
Using Net-Zero Alignment Measures for Sustainable Portfolio Choice
Presenters:
Anatoly Schmidt (NYU Tandon School)
Authors:
Anatoly Schmidt (NYU Tandon School), Budha Bhattacharya (Lombard Odier Asset Management), Maxime Kirgo (Lombard Odier Asset Management)
|
|
Mis-measuring Externalities: Carbon Accounting and Equilibrium Capital Allocation
Presenters:
Rémi Montagu (ESCP Business School)
Authors:
Rémi Montagu (ESCP Business School)
|
Digital Investment Advice and Investor Attention
Room:
Building F, Room 109 / Z-Room E
Online access: https://us06web.zoom.us/j/89282775948
Chair:
Matthias Mattusch (TU Dresden)
|
Visual Presentation, Investor Attention, and Market Reactions to Financial YouTube Content
Presenters:
David Rakowski (University of Texas at Arlington)
Authors:
Yanli Dong (University of Texas at Arlington), David Rakowski (University of Texas at Arlington)
|
|
Diversification via concentration
Presenters:
Tomasz Napiórkowski (SGH Warsaw School of Economics)
|
|
Finfluencers and the Consumification of Stock Investment
Presenters:
Lars Hornuf (TU Dresden)
|
15:00 - 15:30
Coffee break learn more
Room:
Building S, Ground Floor Foyer
15:30 - 17:00
Parallel sessions learn more
Commodity Markets and Relative Valuation
Room:
Building F, Room 111 / Z-Room A
Online access: https://us06web.zoom.us/j/89971431762
Chair:
Štefan Lyócsa (Institute of Economic Research)
|
Decomposing Gold Returns: a Returns-Based Style Analysis
Authors:
Stephanos Papadamou (Aristotle University of Thessaloniki), Athanasios Fassas (University of Thessaly)
|
|
Explaining Energy Price Bubbles in the European Union: Common External Shocks or National Energy Mix?
Presenters:
Piotr Stanek (Krakow University of Economics)
Authors:
Piotr Stanek (Krakow University of Economics), Agnieszka Pach-Gurgul (Krakow University of Economics), Marta Ulbrych (Krakow University of Economics)
|
|
Relative Valuation in Precious Metals Markets
Presenters:
Štefan Lyócsa (Institute of Economic Research)
Authors:
Neda Todorova (Department of Accounting, Finance and Economics, Griffith Business School,Griffith University, Nathan, Queensland,Australia), Yingke Zhu (Department of Finance, Masaryk University, Lipova 41a, 602 00 Brno, Czech Republic), Štefan Lyócsa (Institute of Economic Research)
|
Macroprudential Policy and Risk Transmission
Room:
Building F, Room 104 / Z-Room B
Online access: https://us06web.zoom.us/j/86091796637
Chair:
Szymon Stereńczak (Poznań University of Economics and Business)
|
Macroprudential regulation and investment dynamics under imperfect banking competition
Presenters:
Eleni Dalla (Democritus University of Thrace)
Authors:
Eleni Dalla (Democritus University of Thrace)
|
|
On the Inefficiency of Deposit Insurance Caps
Presenters:
Nurlan Turdaliev (University of Windsor)
|
|
Shield or Shackle? Macroprudential Policy and the Transmission of Geopolitical Risk to Stock Market Liquidity
Presenters:
Szymon Stereńczak (Poznań University of Economics and Business)
Authors:
Małgorzata Olszak (University of Warsaw), Szymon Stereńczak (Poznań University of Economics and Business), Katarzyna Byrka-Kita (University of Szczecin)
|
Crowdfunding, and Alternative Corporate Finance
Room:
Building F, Room 106 / Z-Room C
Online access: https://us06web.zoom.us/j/86864465919
Chair:
Jörg Prokop (Carl von Ossietzky Universität Oldenburg)
|
Platform Skin in the Game: Financial Interest as a Contextual Signal in Equity Crowdfunding
Presenters:
Burze Yaşar (TED University)
|
|
Do family businesses act as financial intermediaries?
Presenters:
Anna Białek-Jaworska (Uniwersytet Warszawski, Wydział Nauk Ekonomicznych)
Authors:
Anna Białek-Jaworska (Uniwersytet Warszawski, Wydział Nauk Ekonomicznych), Aneta Dzik-Walczak (Uniwersytet Warszawski, Wydział Nauk Ekonomicznych), Natalia Ciecierska (Uniwersytet Warszawski, Wydział Nauk Ekonomicznych)
|
|
Do Birds of a Feather Crowdfund Together? The Role of Regional Socioeconomic Similarity in Equity Crowdfunding
Presenters:
Jörg Prokop (Carl von Ossietzky Universität Oldenburg)
Authors:
Dandan Wang (School of Economics, Guangzhou College of Commerce), Jörg Prokop (Carl von Ossietzky Universität Oldenburg)
|
Climate Risk, Credit, and Firm Resilience
Room:
Building F, Room 107 / Z-Room D
Online access: https://us06web.zoom.us/j/85721022840
Chair:
Benjamin Tabak (Getulio Vargas Foundation)
|
The impact of firm-level climate change risk on investment inefficiency: Does country-level climate resilience matter?
Presenters:
Mahbouba Nasraoui (Université Bourgogne Europe, Dijon, France and University of Sousse, Tunisia)
Authors:
Mahbouba Nasraoui (Université Bourgogne Europe, Dijon, France and University of Sousse, Tunisia), Aymen Ajina (Université de Sousse, Sousse, Tunisia), Fabrice Hervé (Université Bourgogne Europe, France)
|
|
Green revenues and credit risk
Presenters:
Oleg Deev (Masaryk University)
|
|
Climate Shocks: Inter-Firm Payments
Presenters:
Benjamin Tabak (Getulio Vargas Foundation)
Authors:
Benjamin Tabak (Getulio Vargas Foundation), Thiago Silva (BCB), Paulo Wilhelm (FGV EPPG), Solange Guerra (BCB)
|
Cryptocurrency Markets, Adoption and Stability
Room:
Building F, Room 109 / Z-Room E
Online access: https://us06web.zoom.us/j/89282775948
Chair:
Fahad Ali (Zhejiang University of Finance and Economics)
|
A Segmented Framework for Cryptocurrency Adoption
Authors:
Bentzion Szrajber (Ariel University), Zeev Shtudiner (Ariel University), Shalom Levi (Ariel University), ilan Alon (Ariel University, University of Agder)
|
|
Channels of Stablecoin Depegs: Intraday Evidence on Reserve Exposure, Venue Fragmentation, and the Speed of Re-Pegging
Presenters:
Oscar Melo-Vega-Angeles (Institute of Finance and Technology - University College London)
Authors:
Oscar Melo-Vega-Angeles (Institute of Finance and Technology - University College London), Maurizio Fiaschetti (University College London)
|
|
Shock transmission between equity CFDs and cryptocurrencies: International evidence from around‑the‑clock high‑frequency data
Presenters:
Fahad Ali (Zhejiang University of Finance and Economics)
Authors:
Fahad Ali (Zhejiang University of Finance and Economics), Anna Min Du (Edinburgh Napier University, United Kingdom )
|
08:30 - 10:30
Virtual sessions learn more
Corporate Sustainability, Green Innovation and Financing
Room:
Building F, Room 111 / Z-Room A
Online access: https://us06web.zoom.us/j/89971431762
Chair:
Nikolaos Papanikolaou (Newcastle University)
|
Climate Change Risks, Capital Structure Dynamics, and ESG-Driven Financial Flexibility: International Evidence from Top Emerging Economies
Presenters:
Hai Hong Trinh (VinUniversity, Vietnam)
Authors:
Hai Hong Trinh (VinUniversity, Vietnam)
|
|
Which Signals Attract Venture Capital? A Firm-Level Analysis of Cleantech Financing in India
Authors:
Priyanka Manethiya (Atal Bihari Vajpayee School of Management and Entrepreneurship, Jawaharlal Nehru University, Delhi, India), Sakshi Sharma (Atal Bihari Vajpayee School of Management and Entrepreneurship, Jawaharlal Nehru University, Delhi, India), Kunjana Malik (S.P. Jain Institute of Management & Research, Mumbai, Maharashtra, India)
|
|
A bird's-eye view: firm biodiversity footprints and earnings expectations
Authors:
Atreya Dey (University of Cambridge Judge Business School)
|
|
Institutional Investor Distraction and Corporate Green Innovation
Presenters:
Nikolaos Papanikolaou (Newcastle University)
Authors:
Nikolaos Papanikolaou (Newcastle University), Jose Liu (Newcastle University), Congjing Song (Newcastle University)
|
AI, Machine Learning and Financial Information
Room:
Building F, Room 104 / Z-Room B
Online access: https://us06web.zoom.us/j/86091796637
Chair:
Aleksander Mercik (Wroclaw University of Economics)
|
Can Artificial Intelligence Identify the Main Themes of Financial Literacy Literature? Evidence from Türkiye
Presenters:
Hakan Acer (Independent Accountant and Financial Advisor)
Authors:
Hakan Acer (Independent Accountant and Financial Advisor), Alper Tunga Alkan (Selçuk University)
|
|
A study on Borrower Financial Stress and Its Implications for Retail Credit Risk- An Integration of artificial intelligence in behavioural finance
Presenters:
Dr Vani Kamath (SIES School of Business Studies)
Authors:
Dr Vani Kamath (SIES School of Business Studies), Dr Asha Prasuna (SIES School of Business Studies)
|
|
AI Policy Shocks and Firm Pricing Power: A Quasi-Experimental Evaluation from the Involution Perspective
Presenters:
Ziqi Wang (Jiangsu Provincial Academy of Social Sciences)
Authors:
Ziqi Wang (Jiangsu Provincial Academy of Social Sciences)
|
|
Can Machines Remember Markets? Long Memory, Market Efficiency, and Neural Forecasting in International Equity Markets
Authors:
Małgorzata Snarska (Cracow University of Economics), Dominik Owczarek (Cracow University of Economics)
|
Banking, Funding and Financial Resilience
Room:
Building F, Room 106 / Z-Room C
Online access: https://us06web.zoom.us/j/86864465919
Chair:
Paweł Smaga (SGH)
|
Safe Asset Issuance of Limited Commitment with an Information-Acquiring Demand Side
Authors:
Rongyu Wang (Qilu Institute of Technology)
|
|
Multidimensional Analysis of Competitiveness of Systemically Important European Banks: An Original Synthetic Measure Integrating Intellectual Capital and Financial Stability (2019–2024)
|
|
From Asset Encumbrance to Programmable Collateral: Covered Bonds, Tokenised Market Infrastructure and Bank Funding Resilience in Europe
Presenters:
Wojciech Zdunkiewicz (Quant_kit Sp. z o.o.)
Authors:
Wojciech Zdunkiewicz (Quant_kit Sp. z o.o.)
|
|
Does bank’s financial standing influence the risk of a cyberattack?
Presenters:
Paweł Smaga (SGH Warsaw School of Economics)
Authors:
Paweł Smaga (SGH Warsaw School of Economics), Łukasz Kurowski (SGH Warsaw School of Economics)
|
|
Bridging the Supervisory Gap: How Banking
Supervision Shapes Organizational Behavior
under the SREP
Authors:
Marcel Horn (Germany)
|
International Markets and Shock Transmission
Room:
Building F, Room 107 / Z-Room D
Online access: https://us06web.zoom.us/j/85721022840
Chair:
Nikolaos A. Kyriazis (University of Thessaly)
|
Stylized Facts of Informal Foreign Exchange Markets
Authors:
Carla Coburger (University of Duisburg-Essen), Alejandro García-Figal (University of Havana), Alejandro Lage Castellanos (University of Havana), Niklas Hohmann (HAWK University)
|
|
Fragmentation Dynamics in Equity Markets During Global
Crises
Presenters:
Laura Molero González (University of Almería)
Authors:
Laura Molero González (University of Almería), Antonio M. Puertas López (University of Almería), Juan E. Trinidad Segovia (University of Almería), Miguel A. Sánchez Granero (University of Almería)
|
|
FOMC Announcements and European Index Futures: Monetary Policy vs. Central Bank Information Shocks in the Overnight Session
Presenters:
Özcan Ceylan (Özyeğin University)
Authors:
Özcan Ceylan (Özyeğin University)
|
|
The impact of geopolitical risk on firm value: Evidence from the aerospace and defense industry
Presenters:
Nikolaos A. Kyriazis (University of Thessaly)
Authors:
Michail Nerantzidis (University of Thessaly), Nikolaos Panagiotou (University of Thessaly), Stergios Leventis (International Hellenic University), Antonios Alexandridis (University of Macedonia), Nikolaos A. Kyriazis (University of Thessaly)
|
11:00 - 13:00
Virtual sessions learn more
Energy, Commodity and Climate-Aware Markets
Room:
Building F, Room 111 / Z-Room A
Online access: https://us06web.zoom.us/j/89971431762
Chair:
Adam Zaremba (PUEB, MBS)
|
Climate-Aware Renewable Energy Portfolio Optimisation under Quantile Connectedness: Evidence from Energy and Financial Markets
Presenters:
chiraz Hmercha (University of Claude Bernard Lyon 1)
Authors:
chiraz Hmercha (University of Claude Bernard Lyon 1)
|
|
Structural Asymmetry in Transatlantic Gas Markets: A Regime-Switching Analysis of Imported Volatility
Presenters:
Hamidreza Abshenasan (Universidad Autónoma de Madrid (UAM))
Authors:
Hamidreza Abshenasan (Universidad Autónoma de Madrid (UAM)), Prosper Lamothe Fernandez (Universidad Autónoma de Madrid (UAM)), Fernando Gallardo Olmedo (Universidad Autónoma de Madrid (UAM))
|
|
Commodity Exchange-Traded Commodities and Euro Area Inflation Nowcasting: A MIDAS Approach
Presenters:
Francesca Paesano (University of Cassino and Southern Lazio)
Authors:
Francesca Paesano (University of Cassino and Southern Lazio)
|
Blockchain, DeFi and Digital-Asset Regulation
Room:
Building F, Room 104 / Z-Room B
Online access: https://us06web.zoom.us/j/86091796637
Chair:
Marco Botta (EU Business School)
|
An empirical analysis of just-in-time liquidity provision in Uniswap v3
Authors:
Martin Rauch (University of Graz)
|
|
Privacy Stablecoins and KYC/AML Compliance
Authors:
Michele Manna (UIF-Banca d'Italia)
|
|
Cryptocurrency-Related Risks in Banking Under Unregulated or Weakly Regulated Environments: A Systematic Literature Review
Presenters:
Ayoub El Idrissi (Sidi Mohamed Ben Abdellah University)
Authors:
Ayoub El Idrissi (Sidi Mohamed Ben Abdellah University), Imane Chaouni Benabdellah (Mundiapolis University; IAE Nice), Katia Lobre ( Mundiapolis University; IAE Nice), Laila Aligod (Sidi Mohamed Ben Abdellah University)
|
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Blockchain technology as an alternative to the centralized financial transaction settlement model
Presenters:
Marco Botta (EU Business School)
Authors:
Marco Botta (EU Business School)
|
Policy, Credit and Corporate Financing
Room:
Building F, Room 106 / Z-Room C
Online access: https://us06web.zoom.us/j/86864465919
Chair:
Anna Sznajderska (SGH Warsaw School of Economics)
|
SME Financing Resilience in Times of Global Crises: Lessons from COVID-19 in OECD Countries
Presenters:
Filipe Cangombe (Universidade Katyavala Bwila; NECE - Research Center for Business Sciences), António Cambungo (Universidade Katyavala Bwila; NECE - Research Center for Business Sciences), Stover Ezequias (Laboratory of Applied Research in Communication and Media.)
Authors:
Filipe Cangombe (Universidade Katyavala Bwila; NECE - Research Center for Business Sciences), António Cambungo (Universidade Katyavala Bwila; NECE - Research Center for Business Sciences), Stover Ezequias (Laboratory of Applied Research in Communication and Media.)
|
|
Bank Lending Practices and Nonlinearity of Firms’ Investment
Presenters:
Ghasan Asbool (Department of Economics, The University of Warwick)
Authors:
Ghasan Asbool (Department of Economics, The University of Warwick), Damiano Turchet (Department of Economics, The University of Warwick)
|
|
Business Cycles and Fiscal Policy in the US
Presenters:
Anna Sznajderska (SGH Warsaw School of Economics)
Authors:
Anna Sznajderska (SGH Warsaw School of Economics)
|
|
Security for Insecurity: Evidence on Reverse Termination Fees in Acquisitions
Presenters:
Samarth Navin Kumar (Indian Institute of Management Bangalore)
Authors:
Samarth Navin Kumar (Indian Institute of Management Bangalore), Varun Jindal (Indian Institute of Management Bangalore)
|
Investment Funds, Portfolio Strategies and Real Assets
Room:
Building F, Room 107 / Z-Room D
Online access: https://us06web.zoom.us/j/85721022840
Chair:
Tomasz Miziolek (University of Lodz)
|
Deconstructing Performance Persistence- Benchmark- and Peer-Adjusted Mutual Fund Evaluation
Presenters:
Cesario Mateus (Aalborg Universitet)
Authors:
Irina Mateus (Catolica Porto Business School), Natasa Todorovic (Bayes Business School), Cesario Mateus (Aalborg Universitet)
|
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Rethinking Systematic Risk. Drawdown-Based Risk Measures and the Low-Beta Anomaly
Presenters:
Piotr Szczepocki (University of Lodz)
Authors:
Piotr Szczepocki (University of Lodz), Ewa Feder-Sempach (University of Lodz), Stanislav Uryasev (Stony Brook University)
|
|
Portfolio strategy effects on leveraged safe havens and cryptocurrencies
Presenters:
Dr. Konstantinos A. Dimitriadis (American University of Cyprus), Nikolaos A. Kyriazis (University of Thessaly, Greece)
Authors:
Dr. Konstantinos A. Dimitriadis (American University of Cyprus), Keith Pilbeam (City St George’s, University of London, United Kingdom), Nikolaos A. Kyriazis (University of Thessaly, Greece), Shaen Corbet (Dublin City University, Ireland and University of Waikato, New Zealand), Imran Yousaf (Prince Sultan University, Saudi Arabia)
|
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How Shared Investment Expectations Emerge in Commercial Real Estate: Towards a Theory-Building Framework of Collective Investment Behaviour
Authors:
Joanna Lewandowska (Independent Researcher )
|
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Beyond Traditional Beta: Evaluating Drawdown Betas in U.S. Mutual Funds snd ETFs 2019–2025
Authors:
Ewa Feder-Sempach (University of Lodz), Piotr Szczepocki (University of Lodz), Tomasz Miziołek (University of Lodz)
|
14:00 - 16:00
Virtual sessions learn more
Sustainable Valuation, Policy and Investor Response
Room:
Building F, Room 111 / Z-Room A
Online access: https://us06web.zoom.us/j/89971431762
Chair:
Poojan Patel (Bryant University)
|
Green Q: Measuring and Valuing Green and Brown Capital
Authors:
Ilan Cooper (University of Haifa)
|
|
Climate Policy Uncertainty Regimes and Quantile Spillover Transmission
across Green-Related Markets
Presenters:
Amin Shakourloo (Cyprus International University)
Authors:
Amin Shakourloo (Cyprus International University), Asil Azimli (Cyprus International University)
|
|
When More Means Less: Economic Policy Uncertainty and the Informational Quality of Forward-Looking Disclosure
Presenters:
Poojan Patel (Bryant University)
Authors:
Uchenna Onuoha (California State University Long Beach), Ekene Aguegboh (Auburn University), Poojan Patel (Bryant University)
|
|
Behavioral drivers of sustainable investment choices: assessing retail investor understanding in the EU’s sustainable finance regime framework
|
Cryptocurrency and Energy Markets: Risk and Forecasting
Room:
Building F, Room 104 / Z-Room B
Online access: https://us06web.zoom.us/j/86091796637
Chair:
Sami Al-Kharusi (Sultan Qaboos University)
|
Predicting Intraday Equity Returns with Bitcoin Overnight Information
Authors:
Paul Handro (West University of Timisoara)
|
|
Silent Model Failure: Unstable GARCH Value-at-Risk Estimation for Short-History Cryptocurrency Assets
Presenters:
Al Jaber (CUNY The City College of New York)
Authors:
Al Jaber (CUNY The City College of New York), Yeasin Riyad (CUNY The City College of New York)
|
|
Risk-controlled Bitcoin allocation with Machine-Learning views
Presenters:
Federico Cini (Sapienza University of Rome)
Authors:
Rosella Castellano (University of Rome UnitelmaSapienza), Federico Cini (Sapienza University of Rome), Annalisa Ferrari (University of Rome UnitelmaSapienza)
|
|
Cryptocurrency Market Connectedness Across Time and Frequency: New Evidence
Presenters:
Sami Al-Kharusi (Sultan Qaboos University)
Authors:
Sami Al-Kharusi (Sultan Qaboos University)
|
|
Forecasting Capacity Price in CA Power Market (CAISO)
Authors:
Ritesh Kumar (NRG Energy)
|
Behavioral Finance, Retail Investors and FinTech Adoption
Room:
Building F, Room 106 / Z-Room C
Online access: https://us06web.zoom.us/j/86864465919
Chair:
William Bazley (The University of Kansas)
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The Fear of Missing Out and Investment Decisions: A Bibliometric Analysis
Authors:
Nicolas Epelbaum (Toronto Metropolitan University), Patricia Farrell (Huron University College, Western University)
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Pathways Linking Mobile Trading to High-Risk Investments: Evidence from U.S. Retail Investors
Presenters:
Ahmet Akin (Oglethorpe University)
Authors:
Ahmet Akin (Oglethorpe University)
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Consumer Preferences for FinTech Solutions - Results of a Mixed-Method Study
Authors:
Jens K. Perret (International School of Management), Jason Weber (International School of Management), Kamile Taujanskaite (Vilnius Gediminas Technical University)
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Skeptical but Swayed: AI, Experts, and Household Economic Expectations
Presenters:
William Bazley (University of Kansas)
Authors:
William Bazley (University of Kansas), Yosef Bonaparte (University of Colorado at Denver), Ryan Clark (University of Nebraska--Lincoln), Carina Cuculiza (University of Kansas)
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Corporate Finance, Credit and Capital Markets
Room:
Building F, Room 107 / Z-Room D
Online access: https://us06web.zoom.us/j/85721022840
Chair:
Ryan Clark (University of Nebraska--Lincoln)
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Initial public offering (IPO) as an instrument for private equity fund divestment on the Warsaw Stock Exchange
Presenters:
Szymon Okoń (Szkoła Główna Handlowa w Warszawie)
Authors:
Szymon Okoń (Szkoła Główna Handlowa w Warszawie)
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Rethinking Initial Public Offerings: Sustainability Across the IPO Lifecycle
Authors:
Salvatore La Barbera (University of Naples “Parthenope”)
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Restriction, Not Prevention: Firm-Policies and Informed Trading
Presenters:
Ryan Clark (University of Nebraska-Lincoln)
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When Credit Expansion Backfires: The Unequal Impact of Loan Cap Relaxation on Kuwait’s Housing
Authors:
Khaled Alsabah (Kuwait University), Shamlan Albahar (Kuwait University), Sulaiman Albader (Kuwait University)
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