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Program
Cập nhật lúc 8:31, 15/12/2015 (GMT+7)
Session: 0-Openning Session
Room: Auditorium
Date/Time: 2015-12-17-09:00 09:30
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Session: 1-Keynote Speaker - Prof. Henrik Cronqvist
Room: Auditorium
Date/Time: 2015-12-17-09:30 10:15
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Session: 2-Corporate Governance and Agency
Room: 1
Date/Time: 2015-12-17-10:30 12:00
Chair: Diganta Saikia - Alliance University (India)
Paper: Tobin's q Does Not Measure Firm Performance: Theory, Empirics, and Alternatives
Authors:
Mitch Warachka - Claremont McKenna College (United States)
Philip Dybvig - Washington University in Saint Louis (United States)
Presenter: Mitch Warachka - Claremont McKenna College (United States)
Discussant: Harald Hau - University of Geneva and SFI (Switzerland)
Paper: Does corporate investment in stakeholder capital create value for shareholders? The importance of long-term investors
Authors:
Ambrus Kecskes - Schulich School of Business at York University (Canada)
Sattar Mansi - Virginia Tech (United States)
Phuong-Anh Nguyen - Virginia Tech (United States)
Presenter: Ambrus Kecskes - York University (Canada)
Discussant: Mieszko Mazur - IESEG (France)
Paper: Defence Industry Corruption Risk: The Role of Culture and Effective Governance
Authors:
Domenico Pensiero - University of Southern Queensland (Australia)
Chandrasekhar Krishnamurti - University of Southern Queensland (Australia)
Eswaran Velayutham - University of Southern Queensland (Australia)
Presenter: Domenico Pensiero - University Of Southern Queensland (USQ) (Australia)
Discussant: John Nofsinger - University of Alaska Anchorage (United States)
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Session: 3-ASSET PRICING
Room: 2
Date/Time: 2015-12-17-10:30 12:00
Chair: Haven Friday - Texas A&M-Corpus Christi (United States)
Paper: What drives the accrual spread? Evidence from a contemporary decomposition approach
Authors:
Viet Cao - Monash University (Australia)
Frankie Chau - Durham University Business School (United Kingdom)
Krishna Paudyal - University of Strathclyde (United Kingdom)
Presenter: Viet Nga Cao - Monash University (Australia)
Discussant: Hitoshi Takehara - Waseda University (Japan)
Paper: Asset Pricing with Regime-Dependent Preferences and Learning
Authors:
Tony Berrada - Universite de Geneve (Switzerland)
Jerome Detemple - Boston University (United States)
Marcel Rindisbacher - Boston University (United States)
Presenter: Jerome Detemple - Boston University (United States)
Discussant: Yair Orgler - Tel Aviv University (Israel)
Paper: Tail dependence between gold and sectorial stocks in China:Insights for portfolio diversification
Authors:
Thi Hong Van HOANG - Montpellier Business School (France)
Joscha Beckmann - University of Duisburg-Essen, (Germany)
Theo Berger - University of Bremen (Germany)
Robert Czudajc - University of Duisburg-Essen (Germany)
Presenter: Thi Hong Van HOANG - Montpellier Business School (France)
Discussant: Simon Stevenson - Henley Business School, University of Reading (United Kingdom)
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Session: 4-Bankruptcy and Financial Distress
Room: 3
Date/Time: 2015-12-17-10:30 12:00
Chair: Grzegorz Trojanowski - University of Exeter Business School (United Kingdom)
Paper: The Degree of Operating, Financial and Total Leverage: A New Analytical Free Cash Flow Paradigm
Authors:
Yoram Kroll - Ono academic College (OAC) Israel (Israel)
David levhary - Hebrew university and Ruppin academic center-Israel (Israel)
Sivan Riff - Ono academic College (OAC)- Israel and Haifa university-Israel (Israel)
Presenter: Yoram Kroll - Ono Academic College (Israel)
Discussant: Jiame Vargas Vives - Pontificia Universidad Javeriana (Colombia)
Paper: Effects of Main Bank Switch on Small Business Bankruptcy
Authors:
Yuta Ogane - Nagoya University (Japan)
Presenter: Yuta Ogane - Nagoya University (Japan)
Discussant: Karin Joeveer - Tallinn University of Technology (Estonia)
Paper: Time-Varying Linkage of Possible Safe Haven Assets: A Cross-Market and Cross-Asset Analysis
Authors:
Phong Nguyen - La Trobe University (Australia)
Wei-han Liu - Alfaisal University (Saudi Arabia)
Presenter: Phong Minh Nguyen - La Trobe University (Australia)
Discussant: Juan Cabrera - Ramapo College of New Jersey (United States)
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Session: 5-Behavioral Investments
Room: 4
Date/Time: 2015-12-17-10:30 12:30
Chair: Hiroshi Morita - Yokohama National University (Japan)
Paper: How Informative are SOX 404 Auditors’ Reports to Investors?
Authors:
Jefim Boritz - University of Waterloo (Canada)
Louise Hayes - University of Guelph (Canada)
Lev Timoshenko - University of Waterloo (Canada)
Presenter: Jefim Boritz - University of Waterloo (Canada)
Discussant: Offer Shapir - Sapir College (Israel)
Paper: Geographic Proximity of Institutional Investors and Payout Policy
Authors:
Nhung Le - La Trobe University (Australia)
Darren Henry - La Trobe University (Australia)
Lily (Huong Giang) Nguyen - La Trobe University (Australia)
Presenter: Nhung Le - La Trobe University (Australia)
Discussant: William Megginson - University of Oklahoma (United States)
Paper: Preferences Regarding Public Pension Characteristics in Japan: An Analysis Using Choice Experiments
Authors:
Tomoki Kitamura - NLI Research Institute and Aoyama Gakuin University (Japan)
Kunio Nakashima - NLI Research Institute (Japan)
Presenter: Tomoki Kitamura - NLI Research Institute and Aoyama Gakuin University (Japan)
Discussant: Syed Shams - University of Southern Queensland (Australia)
Paper: The differences between choice task and matching task in eliciting time preferences
Authors:
Offer Shapir - NYU Shanghai and Sapir College (China)
Tal Shavit - School of Business administration, College of Management (Israel)
Uri Benzion - Open University (Israel)
Presenter: Offer Shapir - Sapir College (Israel)
Discussant: Paulo Regis - Xian Jiaotong-Liverpool University (China)
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Session: 6-Swaps
Room: 5
Date/Time: 2015-12-17-10:30 12:00
Chair: Andrei Semenov - York University (Canada)
Paper: 2007-2009 FINANCIAL CRISIS:CAUSES, POLICY RESPONSES & LESSONS
Authors:
James L. Bicksler - Rutgers University (United States)
Presenter: James Bicksler - Rutgers University (United States)
Discussant: Roy Chandler - Cardiff University (United Kingdom)
Paper: The CDS and the Government Bonds Markets after the Last Financial Crisis
Authors:
Zan Jan Oplotnik - University of Maribor (Slovenia)
France Krizanic - EIPF economic institut Ltd. (Slovenia)
Presenter: Zan Jan Oplotnik - University of Maribor (Slovenia)
Discussant: Katrin Gottschalk - Auckland University of Technology (New Zealand)
Paper: The Co-movement of Credit Default Swap Spreads, Stock Market Returns and Volatilities
Authors:
Katrin Gottschalk - Auckland University of Technology (New Zealand)
Jose Da Fonseca - Auckland University of Technology (New Zealand)
Presenter: Katrin Gottschalk - Auckland University of Technology (New Zealand)
Discussant: Lorne Switzer - Concordia University (Canada)
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Session: 7-Regulation of Depository Institutions
Room: 6
Date/Time: 2015-12-17-10:30 12:00
Chair: Hua Shang - Southwestern University of Finance and Economics (China)
Paper: Deposit Insurance and Risk Shifting in a Strong Regulatory Environment
Authors:
Jan Bartholdy - Aarhus University (Denmark)
Lene Gilje Justesen - Aarhus University (Denmark)
Presenter: Jan Bartholdy - Aarhus University (Denmark)
Discussant: Wolf Wagner - Rotterdam School of Management (Netherlands)
Paper: LTV policy as a macroprudential tool: the case of mortgage loans in Asia
Authors:
Peter J Morgan - Asian DEvelopment Bank Insititute (Japan)
Paulo Jose Regis - Xi'an Jiaotong-Liverpool University (China)
Nimesh Salike - Xi'an Jiaotong-Liverpool University (China)
Presenter: Peter Morgan - Asian Development Bank Institute (Japan)
Discussant: Wafa Sayeh - Universite de Cergy-Pontoise (France)
Paper: AN INSTITUTIONAL HISTORY OF FINANCIAL RISK: BANKING CLUBS, ACTORS’ TACTICS
Authors:
W. Travis Selmier II - Indiana University, Ostrom Workshop (United States)
Presenter: Travis Selmier II - Indiana University (United States)
Discussant: Katarzyna Kochaniak - Cracow University of Economics (Poland)
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Session: 8-CORPORATE FINANCE
Room: 7
Date/Time: 2015-12-17-10:30 12:00
Chair: Andrew Worthington - Griffith University (Australia)
Paper: The Labor-Leverage Relation: New Firm-Level Evidence and a Quasi-Natural Experiment
Authors:
Keegan Woods - The University of Queensland (Australia)
Kelvin Jui Keng Tan - The University of Queensland (Australia)
Robert Faff - The University of Queensland (Australia)
Presenter: Kelvin Jui Keng Tan - The University of Queensland (Australia)
Discussant: Day-Yang Liu - National Taiwan University of Science and Technology (Taiwan)
Paper: Cash Holdings, Liquidity Shock, and Availability of External Finance
Authors:
Hidenori Takahashi - Kobe University (Japan)
Kazuo Yamada - Nagasaki University (Japan)
Presenter: Kazuo Yamada - Faculty of Economics at Nagasaki University (Japan)
Discussant: Tran Thi Hoang Yen - Vietnam National University (Vietnam)
Paper: Open market repurchase program, dividend payment status, information asymmetry, and institutional ownership
Authors:
Viet Hung Pham - La Trobe University (Australia)
Balasingham Balachandran - La Trobe University (Australia)
Darren Henry - La Trobe University (Australia)
Huong Giang (Lily) Nguyen - La Trobe University (Australia)
Presenter: Darren Henry - La Trobe University (Australia)
Discussant: Ronald Bird - Univerity of Technology Sydney (Australia)
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Session: 9-Lunch
Room: Lunch
Date/Time: 2015-12-17-12:15 13:30
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Session: 10-Currency Markets and Exchange Rates
Room: 1
Date/Time: 2015-12-17-13:30 15:00
Chair: Javier Ordonez - University Jaume I (Spain)
Paper: Internationalization of RMB
Authors:
Gunter Dufey - University of Michigan & NTU/NBS Singapore (Singapore)
Presenter: Gunter DUFEY - U of Michigan & NTU/NBS Singapore (Singapore)
Discussant: Thanet Wattanakul - Khon Kaen University, Nong Khai Campus (Thailand)
Paper: Pricing Risks across Currency Denominations
Authors:
Thomas Maurer - Olin Business School, Washington University in St. Louis (United States)
Thuy Duong To - The University of New South Wales, Australia (Australia)
Ngoc Khanh Tran - Olin Business School, Washington University in St. Louis (United States)
Presenter: Thuy Duong To - University of New South Wales (Australia)
Discussant: Maria Elisa Farias - Universidad Diego Portales (Chile)
Paper: Factors of the Term Structure of Sovereign Yield Spreads
Authors:
Stefan Trück - Macquarie University (Australia)
Dennis Wellmann - Macquarie University (Australia)
Presenter: Stefan Trueck - Macquarie University (Australia)
Discussant: Thuy Duong To - University of New South Wales (Australia)
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Session: 11-Market Efficiency and Anomalies
Room: 2
Date/Time: 2015-12-17-13:30 15:00
Chair: Yong Keun Yoo - Korea University (South Korea)
Paper: Can Banks Offer Technological Advance with Less Inequality?
Authors:
Raul Fuentes - Universidad Federico Santa Maria (Chile)
Maria Elisa Farias - Universidad Diego Portales (Chile)
Javier Scavia - Universidad Federico Santa Maria (Chile)
Presenter: Raul Fuentes Zepeda - Universidad Federico Santa Maria (Chile)
Discussant: Ramachandran Natarajan - Tennessee Technological University (United States)
Paper: The Predictability of Individual Stock Returns and Market Capitalization
Authors:
Andrei Semenov - York University (Canada)
Presenter: Andrei Semenov - York University (Canada)
Discussant: Viet Nga Cao - Monash University (Australia)
Paper: Opening the Box on the Stock Selection Skills of US Mutual Funds
Authors:
Ron Bird - UTS (Australia)
Veronica Sherwood-Meares - UTS (Australia)
Danny Yeung - UTS (Australia)
Presenter: Ronald Bird - Univerity of Technology Sydney (Australia)
Discussant: Aboubaker Seddik Meziani - Montclair State University (United States)
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Session: 12-Small Business Finance
Room: 3
Date/Time: 2015-12-17-13:30 15:00
Chair: Viet Dang - Manchester Business School (United Kingdom)
Paper: External corporate credit ratings: is there a split?
Authors:
Wafa SAYEH - University of Cergy-Pontoise (France)
Annie BELLIER - University of Cergy-Pontoise (France)
Presenter: Annie Bellier - CERGY-Pontoise University (France)
Discussant: Wei-han Liu - Alfaisal University (Saudi Arabia)
Paper: The Use of Trade Credit by Public and Private Firms: An Empirical Investigation
Authors:
Yomna Abdulla - Manchester Business School (United Kingdom)
Viet Anh Dang - Manchester Business School (United Kingdom)
Arif Khurshed - Manchester Business School (United Kingdom)
Presenter: Viet Dang - Manchester Business School (United Kingdom)
Discussant: Dimitrios Passchaloudis - Technological Education of Institute of Central Mecedonia (Greece)
Paper: The Influence of National Culture on the Capital Structure of SMEs
Authors:
Gillian Fairbairn - University of Stirling (United Kingdom)
Darren Henry - La Trobe University (Australia)
Ioannis Tsalavoutas - University of Glasgow (United Kingdom)
Presenter: Darren Henry - La Trobe University (Australia)
Discussant: Annie Bellier - CERGY-Pontoise University (France)
Paper: Do Long-Term Investors Improve Corporate Decision Making?
Authors:
Jarrad Harford - University of Washington (United States)
Ambrus Kecskes - Schulich School of Business at York University (Canada)
Sattar Mansi - Virginia Tech (United States)
Presenter: Ambrus Kecskes - York University (Canada)
Discussant: Kazuo Yamada - Faculty of Economics at Nagasaki University (Japan)
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Session: 13-INTERNATIONAL FINANCE
Room: 4
Date/Time: 2015-12-17-13:30 15:30
Chair: Harald Hau - University of Geneva and SFI (Switzerland)
Paper: RESEARCH ON THE IMPACT OF RURAL HOUSEHOLD’S CREDIT ACCESS TO SUSTAINABLE POVERTY REDUCTION IN VIETNAM
Authors:
Tu Tran - VNU University of Economics and Business (Vietnam)
Loi Huu Hoang - VNU University of Economics and Business (Vietnam)
Yen Tran - VNU University of Economics and Business (Vietnam)
Presenter: Tu Tran - VNU University of Economics and Business (Vietnam)
Discussant: Gilbert Nartea - University of Waikato (New Zealand)
Paper: Stock Price Informativeness and Output Growth: Some Evidence from Emerging Economies
Authors:
Fang Chin Cheng - United Nations Industrial Development Organization (Austria)
Ferdinand Akthar GUL - Monash University (Australia)
Presenter: Charles Fang Chin Cheng - University of New South Wales (Australia)
Discussant: Irena Vodenska - Boston University (United States)
Paper: IMPACTS OF CHINESE BANK GLOBALIZATION ON THE INTERNATIONAL FINANCIAL SYSTEM
Authors:
W. Travis Selmier II - Indiana University, Ostrom Workshop (United States)
Presenter: Travis Selmier II - Indiana University (United States)
Discussant: Masaru Konishi - Hitotsubashi University (Japan)
Paper: Make in India and FDI: Challenges Ahead
Authors:
Abhik Datta - Cognigant Technology Solutions (India)
Sukamal Datta - Naba Ballygunge Mahavidyalaya (India)
Presenter: Sukamal Datta - Naba Ballygunge Mahavidyalaya (India)
Discussant: Vasiliki Vrana - Technological Education Institute of Central Macedonia (Greece)
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Session: 14-ISLAMIC FINANCE
Room: 5
Date/Time: 2015-12-17-13:30 15:00
Chair: Ashwini Agrawal - New York University (United States)
Paper: Do profit sharing investment account holders have a market discipline power in Islamic banking system?
Authors:
omar alaeddin - INCEIF ()
Moutaz Abojeib - INCEIF ()
Mohd. Eskandar Shah Mohd. Rasid. - INCEIF (Malaysia)
Presenter: Mohamed Eskandar Rasid - International Centre for Education in Islamic Finance (Malawi)
Discussant: Camille Paldi - FAAIF (United Arab Emirates)
Paper: The Systemic Benefits of Islamic Banking and Finance Practices: A Comparative Study
Authors:
Mehdi Sadeghi - Macquarie university (Australia)
Presenter: Mehdi Sadeghi - Macquarie University (Australia)
Discussant: Peter Morgan - Asian Development Bank Institute (Japan)
Paper: Comparative credit risk in Islamic and conventional banks
Authors:
Kabir Md. Nurul - Griffith University (Australia)
Andrew C. Worthington - Griffith University (Australia)
Rakesh Gupta - Griffith University (Australia)
Presenter: Andrew Worthington - Griffith University (Australia)
Discussant: Mohamed Eskandar Rasid - International Centre for Education in Islamic Finance (Malawi)
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Session: 15-VAR measures and Testing
Room: 6
Date/Time: 2015-12-17-13:30 15:00
Chair: John Lee - University of Auckland (New Zealand)
Paper: Smart Beta Equity Investing Through Calm and Storm
Authors:
Giang Nguyen - Vrije Universiteit Brussel (Belgium)
Kris Boudt - Vrije Universiteit Brussel (Belgium)
Benedict Peeters - Finvex Group (Belgium)
Joakim Darras - Finvex Group (Belgium)
Presenter: Ha Giang Nguyen - Vrije Universiteit Brussel (Belgium)
Discussant: Chanaka Edirisinghe - Rensselaer Polytechnic Institute (United States)
Paper: Oil Returns, Monetary Policy and the Dollar fluctuation from 1987 to 2013
Authors:
Nabil Al Ali - University of Balamand ()
Patrick Mardini - University of Balamand ()
Presenter: Nabil Al Ali - ThyssenKrupp Saudi Arabia (Saudi Arabia)
Discussant: Martine Van Wouwe - University of Antwerp (Belgium)
Paper: Risk Factors, Copula Dependence and Stress Test to a Large Portfolio
Authors:
Catherine Bruneau-Chassefière - University Paris I Pantheon-Sorbonne (France)
Alexis Flageollet - Independent (France)
Zhun Peng - University of Evry (France)
Presenter: Catherine Bruneau-Chassefière - University Pantheon-Sorbonne (France)
Discussant: Adilah Azhari - Universiti Utara Malaysia (Malaysia)
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Session: 16-ASSET PRICING
Room: 7
Date/Time: 2015-12-17-13:30 15:30
Chair: Juan Cabrera - Ramapo College of New Jersey (United States)
Paper: The Interest Rate Determination when Economic Variables are Partially Observable
Authors:
Hiroshi Morita - Yokohama National University (Japan)
Tatsuyoshi Okimoto - Australian National University (Australia)
Presenter: Hiroshi Morita - Yokohama National University (Japan)
Discussant: Jerome Detemple - Boston University (United States)
Paper: Construction of a BRICS index and option price evaluation relative to constituent indexes
Authors:
Coenraad Labuschagne - University of Johannesburg (South Africa)
Sven von Boetticher - University of Johannesburg (South Africa)
Presenter: Coenraad Labuschagne - University of Johannesburg (South Africa)
Discussant: Thi Phuong Lan Nguyen - Multimedia University (Malaysia)
Paper: Risk Attribution Analysis on South East Asian Markets
Authors:
Plamen Patev - Plamen Patev - I-Shou University, Taiwan (Taiwan)
Kaloyan Petkov - Tsenov Academy of Economics (Bulgaria)
Nikola Iliev - Tsenov Academy of Economics (Bulgaria)
Presenter: Plamen Patev - Plamen Patev - I-Shou University (Taiwan)
Discussant: Kozo Omori - Sumitomo Mitsui Trust Bank, Limited (Japan)
Paper: The Joint Services of Money and Credit
Authors:
William Barnett - University of Kansas and Center for Financial Stability, NY City (United States)
Liting Su - University of Kansas (United States)
Presenter: Liting Su - University of Kansas (United States)
Discussant: Jean-Christophe Statnik - ECCS université de lille 2 (France)
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Session: 17-Coffee Break
Room: Coffee Break
Date/Time: 2015-12-17-15:00 15:30
_______________________________________________
Session: 18-BANKING AND FINANCIAL INSTITUTIONS
Room: 1
Date/Time: 2015-12-17-15:30 17:00
Chair: Jan Bartholdy - Aarhus University (Denmark)
Paper: Opacity and Liquidity
Authors:
Andre Stenzel - Mannheim University (Germany)
Wolf Wagner - Tilburg University (Netherlands)
Presenter: Wolf Wagner - Rotterdam School of Management (Netherlands)
Discussant: Shyam Bhati - University of Wollongong (Australia)
Paper: Bank Competition and Leverage Adjustments
Authors:
Fuxiu Jiang - Renmin University of China (China)
Zhan Jiang - Shanghai Jiatong University (China)
Jicheng Huang - Renmin University of China (China)
Kenneth Kim - Renmin University of China (China)
John Nofsinger - University of Alaska Anchorage (United States)
Presenter: John Nofsinger - University of Alaska Anchorage (United States)
Discussant: Viet Dang - Manchester Business School (United Kingdom)
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Session: 19-Corporate Governance and Agency
Room: 2
Date/Time: 2015-12-17-15:30 17:00
Chair: William Megginson - University of Oklahoma (United States)
Paper: Teaming up and quiet intervention: The impact of institutional investors on executive compensation policies
Authors:
Mieszko Mazur - IESEG School of Management (France)
Galla Salganik - Ben Gurion University (Israel)
Presenter: Mieszko Mazur - IESEG (France)
Discussant: Katsuhiko Okada - Kwansei Gakuin University (Japan)
Paper: Why Do Privatized Firms Pay Higher Dividends?
Authors:
Abhinav Goyal - University of Liverpool (United Kingdom)
Shrikant Jategaonkar - Southern Illinois University Edwardsville (United States)
William Megginson - University of Oklahoma (United States)
Cal Muckley - University College Dublin (Ireland)
Presenter: William Megginson - University of Oklahoma (United States)
Discussant: Darren Henry - La Trobe University (Australia)
Paper: CEO Pay Performance Sensitivity for UK Companies
Authors:
Adilah Azhari - Universiti Utara Malaysia (Malaysia)
Presenter: Adilah Azhari - Universiti Utara Malaysia (Malaysia)
Discussant: Grzegorz Trojanowski - University of Exeter Business School (United Kingdom)
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Session: 20-Portfolio Management and Performance evaluation
Room: 3
Date/Time: 2015-12-17-15:30 17:00
Chair: Gilbert Nartea - University of Waikato (New Zealand)
Paper: Optimizing MCSD Portfolios
Authors:
Haim Shalit - Ben Gurion University of the Negev (Israel)
Presenter: Haim Shalit - Ben Gurion University of the Negev (Israel)
Discussant: Thi Hong Van HOANG - Montpellier Business School (France)
Paper: A Combination Rule for Portfolio Selection with Transaction Costs
Authors:
Sangwon Suh - Chung-Ang University (South Korea)
Presenter: Sangwon Suh - Chung-Ang University (South Korea)
Discussant: Nhung Le - La Trobe University (Australia)
_______________________________________________
Session: 21-Market Efficiency and Anomalies
Room: 4
Date/Time: 2015-12-17-15:30 17:30
Chair: Ronald Bird - Univerity of Technology Sydney (Australia)
Paper: Mutual Fund Flows and Seasonalities in Stock Returns
Authors:
John Lee - University of Auckland (New Zealand)
Moritz Wagner - University of Auckland (New Zealand)
Presenter: John Lee - University of Auckland (New Zealand)
Discussant: Charles Fang Chin Cheng - University of New South Wales (Australia)
Paper: Integration of Developing and Developed Stock Markets: Evidence from India, China, U.S. & European Markets.
Authors:
Rajni Kant Rajhans - Amity Business School, Amity University Haryana (India)
Dr. MANTUN KUMAR SINGH - Vinoba Bhave University (India)
Presenter: Rajni Kant Rajhans - Amity University Haryana (India)
Discussant: Nabil Al Ali - ThyssenKrupp Saudi Arabia (Saudi Arabia)
Paper: Analysis of Co-movement for Stock Markets based on a New VAR-MGARCH-BEKK Model with SSAEPD Distribution
Authors:
Xinyue Bei - Nankai University (China)
Liuling Li - Nankai University (China)
Bruce Mizrach - Rutgers University (United States)
Presenter: Xinyue Bei - Nankai University (China)
Discussant: Tu Tran - VNU University of Economics and Business (Vietnam)
Paper: An Empirical Comparison of Asset Pricing Models for the Tokyo Stock Exchange
Authors:
Keiichi Kubota - Chuo University (Japan)
Hitoshi Takehara - Waseda University (Japan)
Presenter: Hitoshi Takehara - Waseda University (Japan)
Discussant: Claudio Morana - Università di Milano-Bicocca (Italy)
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Session: 22-Currency Markets and Exchange Rates
Room: 5
Date/Time: 2015-12-17-15:30 17:00
Chair: Thuy Duong To - University of New South Wales (Australia)
Paper: Using genetic algorithm in dynamic model of speculative attack
Authors:
Bogna Gawronska-Nowak - Lazarski University (Poland)
Wojciech Grabowski - University of Lodz (Poland)
Presenter: Bogna Gawronska-Nowak - Lazarski University (Poland)
Discussant: Javier Ordonez - University Jaume I (Spain)
Paper: Relationships between chemical commodities, the FTSE/JSE Top 40 Index, and the South African Rand
Authors:
Corlise le Roux - University of Johannesburg (South Africa)
Presenter: Corlise le Roux - University of Johannesburg (South Africa)
Discussant: Wolfgang Bessler - Justus Liebig University Giessen (Germany)
Paper: The Taylor Rule, Wealth Effects and the Exchange Rate
Authors:
Javier Ordonez - Universitat Jaume I (Spain)
Bruce Morley - University of Bath (United Kingdom)
Rudang Wang - University of Bath (United Kingdom)
Presenter: Javier Ordonez - University Jaume I (Spain)
Discussant: Bogna Gawronska-Nowak - Lazarski University (Poland)
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Session: 23-Real Estat
Room: 6
Date/Time: 2015-12-17-15:30 17:00
Chair: Jefim Boritz - University of Waterloo (Canada)
Paper: The Interrelationship of Public Real Estate Securities
Authors:
John L. Glascock - University of Connecticut (United States)
Wikrom Prombutr - California State University, Long Beach (United States)
Ying Zhang - Fairfield University (United States)
Tingyu Zhou - Concordia University (Canada)
Presenter: Ying Zhang - Fairfield University (United States)
Discussant: Hoang Huu Loi - Vietnam national University (Vietnam)
Paper: House Price Dynamics and Bank Herding: European Empirical Evidence
Authors:
António Miguel Martins - University of Madeira (Portugal)
Ana Paula Serra - University of Porto (Portugal)
Francisco Victorino Martins - University of Porto (Portugal)
Simon Stevenson - University of Reading (United Kingdom)
Presenter: Simon Stevenson - Henley Business School, University of Reading (United Kingdom)
Discussant: Stefan Trueck - Macquarie University (Australia)
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Session: 24-INVESTMENTS
Room: 7
Date/Time: 2015-12-17-15:30 17:00
Chair: Maria Elisa Farias - Universidad Diego Portales (Chile)
Paper: Macro explanatory factors of Borsa Istanbul Tourism Index
Authors:
Ender Demir - Istanbul Medeniyet University (Turkey)
Chi Keung Marco Lau - Northumbria University (United Kingdom)
Zeynep Asl? Al?c? - Yeditepe University (Turkey)
Presenter: Zeynep Asli Alici - Yeditepe University (Turkey)
Discussant: Nanny Dewi Tanzil - Universitas Padjadjaran (Indonesia)
Paper: Stock Return Distribution in the BRICS
Authors:
George Adu - Kwame Nkrumah University of Science and Technology (Ghana)
Paul Alagidede - University of the Witwatersrand (South Africa)
Amin Karimu - Umeå University (Sweden)
Presenter: Paul Alagidede - University of the Witwatersrand (South Africa)
Discussant: Haven Friday - Texas A&M-Corpus Christi (United States)
Paper: FUND CHARACTERISTICS AND THEIR IMPACTS ON THE PERFORMANCE OF HEDGE FUNDS: AN EMPERICAL EVIDENCE FOR EUROPEAN AND NORTH AMERICAN HEDGE FUND INDUSTRIES
Authors:
Lan T.P. Nguyen - Multimedia University (Malaysia)
Yu M. Cheng - Universiti Tunku Abdul Rahman (Malaysia)
Malick O. Sy - RMIT (Australia)
Presenter: Thi Phuong Lan Nguyen - Multimedia University (Malaysia)
Discussant: Tarvo Vaarmets - Tallinn University of Technology (Estonia)
_______________________________________________
Session: 25-Gala Dinner
Room: Lunch
Date/Time: 2015-12-17-19:00 22:00
_______________________________________________
Session: 26-INTERNATIONAL FINANCE
Room: 1
Date/Time: 2015-12-18-09:00 10:30
Chair: Kevin Daly - University of Westren Sydney (Australia)
Paper: It Ain't Over Till it's Over: Great 4 in the Way it all Began
Authors:
Claudio Morana - Università di Milano-Bicocca (Italy)
Fabio C Bagliano - Università di Torino (Italy)
Presenter: Claudio Morana - Università di Milano-Bicocca (Italy)
Discussant: Till Foerstemann - Deutsche Bundesbank (Germany)
Paper: Do Antidumping Measures Affect Chinese Exporting Firms?
Authors:
Xiuping Huaa - University of Nottingham Ningbo (China)
Ying Jiang - University of Nottingham Ningbo (China)
Qian Sun - Fundam University (China)
Xinyi Xing - Fudan University (China)
Presenter: Qian Sun - Fudan University (China)
Discussant: Niel Oberholzer - University of Johannesburg (South Africa)
Paper: The impact of foreign banks on monetary policy transmission: Evidence from the bank-level panel data in Korea
Authors:
Bang Nam Jeon - Drexel University (United States)
Hosung Lim - The Bank of Korea (South Korea)
Ji Wu - Southwestern University of Finance and Economics (China)
Presenter: Bang Nam Jeon - Drexel Univrsity (United States)
Discussant: Tue Anh Nguyen - University of Greenwich (United Kingdom)
_______________________________________________
Session: 27-Liquidity and Asset Prices
Room: 2
Date/Time: 2015-12-18-09:00 10:30
Chair: Hitoshi Takehara - Waseda University (Japan)
Paper: Market Makers, Limited Attention, and Liquidity Provision
Authors:
Juan Cabrera - Ramapo College of New Jersey (United States)
Presenter: Juan Cabrera - Ramapo College of New Jersey (United States)
Discussant: Rajni Kant Rajhans - Amity University Haryana (India)
Paper: Determinants of liquidity in nationalised banks of India
Authors:
Shyam Bhati - University of Wollongong (Australia)
Anura DeZoysa - University of Wollongong (Australia)
Wissuttorn Jitaree - Chiang Mai University (Thailand)
Presenter: Shyam Bhati - University of Wollongong (Australia)
Discussant: Jin Xu - Hong Kong Polytechnic University (Hong Kong)
Paper: Stock Market Liquidity and Economic Cycles
Authors:
Lorne Switzer - Concordia University (Canada)
Alan Picard - Concordia University (Canada)
Presenter: Lorne Switzer - Concordia University (Canada)
Discussant: Menelaos Karanasos - Brunel University (United Kingdom)
_______________________________________________
Session: 28-CAPM and Portfolio Theory
Room: 3
Date/Time: 2015-12-18-09:00 10:30
Chair: Chanaka Edirisinghe - Rensselaer Polytechnic Institute (United States)
Paper: The relationship between economic cycles and idiosyncratic risk: A study on the Japanese Stock Market
Authors:
Bing Xiao - IUT de Clermont-Ferrand, Université d'Auvergne (France)
Presenter: Bing Xiao - Université Auvergen (France)
Discussant: Phong Minh Nguyen - La Trobe University (Australia)
Paper: The risk parity portfolio and the low risk asset anomaly
Authors:
Kozo Omori - Sumitomo Mitsui Trust Bank, Limited (Japan)
Presenter: Kozo Omori - Sumitomo Mitsui Trust Bank, Limited (Japan)
Discussant: Ying Zhang - Fairfield University (United States)
_______________________________________________
Session: 29-Depository Institutions
Room: 4
Date/Time: 2015-12-18-09:00 10:30
Chair: Artur Raviv - Northwestern University (United States)
Paper: The Availability of Household Deposits in the Euro Area vs. Regulatory Approach to Funding Stability of Credit Institutions
Authors:
Katarzyna Kochaniak - Cracow University of Economics (Poland)
Presenter: Katarzyna Kochaniak - Cracow University of Economics (Poland)
Discussant: Antimo Verde - Università della Tuscia (Italy)
Paper: Bank Ownership, Firm Characteristics, and Banking Relationship in China
Authors:
Wei Yin - School of Economics and Management, Southeast University (China)
Kent Matthews - Cardiff Business School, Cardiff University (United Kingdom)
Presenter: Wei Yin - Southeast University (China)
Discussant: Jean-Christophe Statnik - ECCS université de lille 2 (France)
Paper: How to Reduce Exposure to Financial Crises in Europe?
Authors:
Tom Berglund - Hanken School of Economics (Finland)
Presenter: Tom Berglund - Hanken School of Economics (Finland)
Discussant: Travis Selmier II - Indiana University (United States)
_______________________________________________
Session: 30-Market Efficiency and Anomalies
Room: 5
Date/Time: 2015-12-18-09:00 11:00
Chair: Gunter DUFEY - U of Michigan & NTU/NBS Singapore (Singapore)
Paper: The Merger of Stock Exchanges and Co-movement: The case of NASDAQ and OMX
Authors:
Jens Henriksson - President - NASDAQ OMX Stockholm (Sweden)
João Paulo Vieito - Polytechnic Institute of Viana do Castelo (Portugal)
Wing-Keung Wong - Hong Kong Baptist University (Hong Kong)
Wenjing Xie - Hong Kong Baptist University (Hong Kong)
Presenter: João Paulo Vieito - Polytechnic Institute of Viana do castelo (Portugal)
Discussant: Roger Su - AUT University (New Zealand)
Paper: THE MARKET PRICING OF ANOMALOUS WEATHER: EVIDENCE FROM EMERGING MARKETS
Authors:
SWINT FRIDAY - Texas A&M University Corpus Christi (United States)
Nhieu Bo - Texas A&M University Corpus Christi (United States)
Presenter: Haven Friday - Texas A&M-Corpus Christi (United States)
Discussant: Andrei Semenov - York University (Canada)
Paper: Coupled network approach to predictability of financial market returns and news sentiments
Authors:
Chester Curme - Boston University (United States)
H. Eugene Stanley - Boston University (United States)
Irena Vodenska - Boston University (United States)
Presenter: Irena Vodenska - Boston University (United States)
Discussant: Jan Bartholdy - Aarhus University (Denmark)
Paper: A Comparison of Investors’ and Analysts’ Efficiency in Incorporating Accounting Information
Authors:
Yong Keun Yoo - Korea University (South Korea)
Presenter: Yong Keun Yoo - Korea University (South Korea)
Discussant: Sangwon Suh - Chung-Ang University (South Korea)
_______________________________________________
Session: 31-Futures and Forwards
Room: 6
Date/Time: 2015-12-18-09:00 10:30
Chair: Aboubaker Seddik Meziani - Montclair State University (United States)
Paper: Information Spillover Dynamics of the Energy Futures Market: A Common Factor Approach
Authors:
Duminda Kuruppuarachchi - University of Otago (New Zealand)
I.M. Premachandra - University of Otago (New Zealand)
Presenter: I.M. Premachandra - Otago University (New Zealand)
Discussant: Susan Sharma - Deakin University, Australia (Australia)
Paper: A Time-Varying Error Correction Model of Price Discovery: Implications for Portfolio Construction and Hedging
Authors:
Susan Sharma - Deakin University (Australia)
Presenter: Susan Sharma - Deakin University, Australia (Australia)
Discussant: I.M. Premachandra - Otago University (New Zealand)
Paper: Price efficiency in Commodities Futures Market – A case study of Gold Futures in India
Authors:
Manoj Dalvi - LIU Post (United States)
Golak Nath - (India)
James Refalo - California State University ()
Presenter: Manoj Dalvi - LIu Post (United States)
Discussant: Anh Pham - George Mason University (United States)
_______________________________________________
Session: 32-INVESTMENTS
Room: 7
Date/Time: 2015-12-18-09:00 10:30
Chair: Katsuhiko Okada - Kwansei Gakuin University (Japan)
Paper: The Wang transform as an option pricing model
Authors:
Chadd Hunzinger - University of Johannesburg (South Africa)
Coenraad Labuschagne - University of Johannesburg (South Africa)
Presenter: Coenraad Labuschagne - University of Johannesburg (South Africa)
Discussant: Mihir Dash - Alliance University (India)
Paper: Analysis the Level of Intra-Industry Trade for ASEAN’s Economy
Authors:
Thanet Wattanakul - Khon Kaen University, Nong Khai Campus (Thailand)
Presenter: Thanet Wattanakul - Khon Kaen University, Nong Khai Campus (Thailand)
Discussant: Zeynep Asli Alici - Yeditepe University (Turkey)
Paper: Entrepreneurs’ Oral Pitch Evaluation: Does the Gender Matter? Insights From a Male Dominated Business Angels’ Network
Authors:
Annie BELLIER - University of Cergy-Pontoise (France)
Karim IDI CHEFFOU - EDC Business School (France)
Presenter: Annie Bellier - CERGY-Pontoise University (France)
Discussant: Lora Dimitrova - University of Exeter (United Kingdom)
_______________________________________________
Session: 33-Coffee Break
Room: Coffee Break
Date/Time: 2015-12-18-10:30 11:00
_______________________________________________
Session: 34-Emerging Markets and ADR’s
Room: 1
Date/Time: 2015-12-18-11:00 12:30
Chair: Travis Selmier II - Indiana University (United States)
Paper: Market Concentration And Bank Competition Pre-Post Gfc Across Emerging Asian Countries
Authors:
Kevin Daly - UWS (Australia)
Hanh Thi My Phan - UHCM (Vietnam)
Presenter: Kevin Daly - University of Westren Sydney (Australia)
Discussant: Wei Yin - Southeast University (China)
Paper: Credit Market Development and Firm Innovation: Evidence from China
Authors:
Hua Shang - Southwestern University of Finance and Economics (China)
Quanyun Song - Southwestern University of Finance and Economics (China)
Yu Wu - Southwestern University of Finance and Economics (China)
Presenter: Hua Shang - Southwestern University of Finance and Economics (China)
Discussant: Kent Matthews - Cardiff University (United Kingdom)
Paper: Reassessing the Outlook for Emerging Markets
Authors:
A. Seddik Meziani - Montclair State University (United States)
Presenter: Aboubaker Seddik Meziani - Montclair State University (United States)
Discussant: Hiroshi Morita - Yokohama National University (Japan)
_______________________________________________
Session: 35-Portfolio Management and Performance evaluation
Room: 2
Date/Time: 2015-12-18-11:00 12:30
Chair: Sangwon Suh - Chung-Ang University (South Korea)
Paper: Crashing with Style: The Crash Risks of Style Investing
Authors:
Timothy K. Chue - Hong Kong Polytechnic University (Hong Kong)
Yong Wang - Capital Market Statistics & Monitoring Center (China)
Jin Xu - Hong Kong Polytechnic University (Hong Kong)
Presenter: Jin Xu - Hong Kong Polytechnic University (Hong Kong)
Discussant: Qian Sun - Fudan University (China)
Paper: Extending Mean-Variance Optimal Portfolios to Extending Mean-Variance Optimal Portfolios to
Authors:
Chanaka Edirisinghe - Rensselaer Polytechnic Institute (United States)
Presenter: Chanaka Edirisinghe - Rensselaer Polytechnic Institute (United States)
Discussant: Haim Shalit - Ben Gurion University of the Negev (Israel)
Paper: Dynamic Model of Losses of a Creditor with a Large Mortgage Portfolio
Authors:
Petr Gapko - Charles University in Prague (Czech Republic)
Martin Smid - Academy of Sciences of the Czech Republic (Czech Republic)
Jan Vorisek - Academy of Sciences of the Czech Republic (Czech Republic)
Presenter: Martin Smid - Academy of Sciences of the Czech Republic (Czech Republic)
Discussant: Catherine Bruneau-Chassefière - University Pantheon-Sorbonne (France)
_______________________________________________
Session: 36-BANKING AND FINANCIAL INSTITUTIONS
Room: 3
Date/Time: 2015-12-18-11:00 12:30
Chair: Yair Orgler - Tel Aviv University (Israel)
Paper: The benefits of bank firm relationships when credit is unconstrained: The case of French SMEs
Authors:
jean-christophe statnik - LSMRC university of lille 2 (France)
frédéric lobez - LSMRC university of lille 2 (France)
sebastien dereeper - LSMRC university of lille 2 (France)
Presenter: Jean-Christophe Statnik - ECCS université de lille 2 (France)
Discussant: Andrew Worthington - Griffith University (Australia)
Paper: The Economics of Collateral
Authors:
Ron Anderson - LSE (United Kingdom)
Karin Jõeveer - Tallin University of Technology (Estonia)
Presenter: Karin Joeveer - Tallinn University of Technology (Estonia)
Discussant: Tom Berglund - Hanken School of Economics (Finland)
Paper: There is Nothing New under the Sun: Modern Lessons from Victorian Bank Frauds
Authors:
Roy Chandler - Cardiff University (United Kingdom)
Presenter: Roy Chandler - Cardiff University (United Kingdom)
Discussant: Domenico Pensiero - University Of Southern Queensland (USQ) (Australia)
_______________________________________________
Session: 37-RISK MANAGEMENT
Room: 4
Date/Time: 2015-12-18-11:00 12:30
Chair: Plamen Patev - Plamen Patev - I-Shou University (Taiwan)
Paper: Corporate Credit Ratings: Selection on Size or Productivity?
Authors:
Sasan Bakhtiari - Australian Department of Industry & Science and Australian National University (Australia)
Presenter: Sasan Bakhtiari - Australian Department of Industry and Science (Australia)
Discussant: Zan Jan Oplotnik - University of Maribor (Slovenia)
Paper: Managing Upside Risk as a Strategy for Value Generation
Authors:
Jaime Vargas Vives - Pontificia Universidad Javeriana (Colombia)
Karen Rico - Pontificia Universidad Javeriana (Colombia)
Presenter: Jiame Vargas Vives - Pontificia Universidad Javeriana (Colombia)
Discussant: Plamen Patev - Plamen Patev - I-Shou University (Taiwan)
Paper: AN APPLICATION OF NON-LINEAR CO-INTEGRATION TEST MODEL TO GOLD INFLATION HEDGING ABILITY
Authors:
NGUYEN HO TRAN THAO - VIETNAM NATIONAL UNIVERSITY, HCM CITY (Vietnam)
NHUNG LE HONG - VIETNAM NATIONAL UNIVERSITY, HCM CITY (Vietnam)
QUAN VUONG DUC HOANG - HO CHI MINH CITY INSTITUTE FOR DEVELOPMENT STUDIES (HIDS) (Vietnam)
Presenter: Nguyen Ho Tran Thao - Vietnam National University (Vietnam)
Discussant: Corlise le Roux - University of Johannesburg (South Africa)
_______________________________________________
Session: 38-ASSET PRICING
Room: 5
Date/Time: 2015-12-18-11:00 12:30
Chair: Lorne Switzer - Concordia University (Canada)
Paper: Option pricing in the Piterbarg framework
Authors:
Coenraad Labuschagne - University of Johannesburg (South Africa)
Sven von Boetticher - University of Johannesburg (South Africa)
Presenter: Coenraad Labuschagne - University of Johannesburg (South Africa)
Discussant: Uday Damodaran - XLRI Xavier School of Management (India)
Paper: Do extreme returns matter in emerging markets? Evidence from the Chinese stock market
Authors:
Gilbert Nartea - University of Waikato (New Zealand)
Ji Wu - Xiamen University (China)
Presenter: Gilbert Nartea - University of Waikato (New Zealand)
Discussant: Bing Xiao - Université Auvergen (France)
Paper: Stock Return Forecasts and Portfolio Optimization
Authors:
Wolfgang Bessler - Justus-Liebig-University Giessen (Germany)
Dominik Wolff - Justus-Liebig-University Giessen (Germany)
Presenter: Wolfgang Bessler - Justus Liebig University Giessen (Germany)
Discussant: Coenraad Labuschagne - University of Johannesburg (South Africa)
_______________________________________________
Session: 39-INVESTMENTS
Room: 6
Date/Time: 2015-12-18-11:00 12:30
Chair: Bang Nam Jeon - Drexel Univrsity (United States)
Paper: Culture and Foreign Bias in U.S. Global Fund Investment: A Multilevel Model
Authors:
Farrokh Trevor Rogers - University of Hawaii, Manoa (United States)
Presenter: F. Trevor Rogers - University of Hawaii, Manoa (United States)
Discussant: Jefim Boritz - University of Waterloo (Canada)
Paper: Investment Networks of World Bank in Electric sector in Thailand and Vietnam
Authors:
Tue Anh Nguyen - University of Greenwich (United Kingdom)
Presenter: Tue Anh Nguyen - University of Greenwich (United Kingdom)
Discussant: Bang Nam Jeon - Drexel Univrsity (United States)
Paper: A Temporary Corporate Income Tax Reduction and Its Effects on Investment and Reported Profits: Evidence from Vietnam
Authors:
Anh Pham - University of California San Diego (United States)
Presenter: Anh Pham - George Mason University (United States)
Discussant: John Lee - University of Auckland (New Zealand)
_______________________________________________
Session: 40-Finance & Growth
Room: 7
Date/Time: 2015-12-18-11:00 12:30
Chair: Mohamed Eskandar Rasid - International Centre for Education in Islamic Finance (Malawi)
Paper: MAKE IN INDIA: THE GLOBAL CONTEXT
Authors:
ANIRBAN SARKAR - WEST BENGAL STATE UNIVERSITY (India)
SUKAMAL DATTA - NABA BALLYGUNGE MAHAVIDYALAYA (India)
Presenter: Anirban Sarkar - West Bengal State University (India)
Discussant: Diganta Saikia - Alliance University (India)
Paper: On the time-varying link between ?finance and growth: A smooth transition approach for Brazil, 1890-2003
Authors:
Nauro Campos - Brunel University (United Kingdom)
Menelaos Karanasos - Brunel University (United Kingdom)
Panagiotis Koutroumpis - Brunel University (United Kingdom)
Presenter: Menelaos Karanasos - Brunel University (United Kingdom)
Discussant: Manoj Dalvi - LIu Post (United States)
_______________________________________________
Session: 41-Lunch
Room: Lunch
Date/Time: 2015-12-18-12:30 14:00
_______________________________________________
Session: 42-Keynote Speaker - Prof. Utpal Battacharya
Room: keynote speaker
Date/Time: 2015-12-18-14:00 15:00
_______________________________________________
Session: 43-BANKING AND FINANCIAL INSTITUTIONS
Room: 1
Date/Time: 2015-12-18-15:00 16:30
Chair: Simon Stevenson - Henley Business School, University of Reading (United Kingdom)
Paper: Comparative Performance of Banks in India
Authors:
Ramachandran Natarajan - Tennessee Technological University (United States)
Ravi Kumar Jain - Symbiosis Institute of Business Management (India)
Presenter: Ramachandran Natarajan - Tennessee Technological University (United States)
Discussant: Kevin Daly - University of Westren Sydney (Australia)
Paper: Lethal lapses - how a positive interest rate shock might stress German life insurers.
Authors:
Till Foerstemann - Deutsche Bundesbank (Germany)
Mark Feodoria - University of Kiel (Germany)
Presenter: Till Foerstemann - Deutsche Bundesbank (Germany)
Discussant: Raul Fuentes Zepeda - Universidad Federico Santa Maria (Chile)
Paper: Impact of Banking Competition on Lending Technologies
Authors:
Jean-Christophe statnik - LSMRC University of Lille 2 (France)
Jérémie Bertrand - GRECAT ISA Lille (France)
Presenter: Jean-Christophe Statnik - ECCS université de lille 2 (France)
Discussant: Hua Shang - Southwestern University of Finance and Economics (China)
_______________________________________________
Session: 44-CORPORATE FINANCE
Room: 2
Date/Time: 2015-12-18-15:00 17:00
Chair: Claudio Morana - Università di Milano-Bicocca (Italy)
Paper: Industry Structure, Entry, Exit and Survival Analysis Using Excess Value: Demonstration For Two Indian Industries, 2000-2014
Authors:
Suma Damodaran - XLRI Xavier School of Management (India)
Uday Damodaran - XLRI Xavier School of Management (India)
Presenter: Uday Damodaran - XLRI Xavier School of Management (India)
Discussant: Sasan Bakhtiari - Australian Department of Industry and Science (Australia)
Paper: Takeover Competition and the Market Reactions to Acquisition Announcements
Authors:
Syed Shams - University of Southern Queensland (Australia)
Abeyratna Gunasekarage - Monash University (Australia)
Piyadasa Edirisuriya - Monash University (Australia)
Presenter: Syed Shams - University of Southern Queensland (Australia)
Discussant: Abdoulkarim IDI CHEFFOU - EDC Paris Business School (France)
Paper: Strategic Acquisitions by Corporate Venture Capital Investors
Authors:
Lora Dimitrova - University of Exeter (United Kingdom)
Presenter: Lora Dimitrova - University of Exeter (United Kingdom)
Discussant: Karen Rico - Pontificia Universidad Javeriana (Colombia)
Paper: Financial Crisis Matter? Systematic Risk in the Casino Industry
Authors:
Day-Yang Liu - National Taiwan University of Science and Technology (Taiwan)
Cheng-Hsien Lin - National Taiwan University of Science and Technology (Taiwan)
Presenter: Day-Yang Liu - National Taiwan University of Science and Technology (Taiwan)
Discussant: Yoram Kroll - Ono Academic College (Israel)
_______________________________________________
Session: 45-Behavioral Investments
Room: 3
Date/Time: 2015-12-18-15:00 16:30
Chair: Offer Shapir - Sapir College (Israel)
Paper: Contagion in an Economy with Heterogeneous Beliefs
Authors:
Maria Elisa Farias - Universidad Diego Portales (Chile)
Presenter: Maria Elisa Farias - Universidad Diego Portales (Chile)
Discussant: Tomoki Kitamura - NLI Research Institute and Aoyama Gakuin University (Japan)
Paper: Inattentional Blindness and Post-Earnings-Announcement-Drift
Authors:
Katsuhiko Okada - Kwansei Gakuin University (Japan)
Masao Saeki - Keio University (Japan)
Presenter: Katsuhiko Okada - Kwansei Gakuin University (Japan)
Discussant: F. Trevor Rogers - University of Hawaii, Manoa (United States)
Paper: Mental Abilities, Specialty Choice and Gender Differences among Investors
Authors:
Tarvo Vaarmets - Tallinn University of Technology (Estonia)
Presenter: Tarvo Vaarmets - Tallinn University of Technology (Estonia)
Discussant: Paul Alagidede - University of the Witwatersrand (South Africa)
_______________________________________________
Session: 46-RISK MANAGEMENT
Room: 4
Date/Time: 2015-12-18-15:00 16:30
Chair: Corlise le Roux - University of Johannesburg (South Africa)
Paper: Robustifying the multivariate chain-ladder method: a comparison of two methods
Authors:
Martine Van Wouwe - University of Antwerp (Belgium)
Nattakorn Phewchean - Mahidol University (Thailand)
Presenter: Martine Van Wouwe - University of Antwerp (Belgium)
Discussant: Martin Smid - Academy of Sciences of the Czech Republic (Czech Republic)
Paper: A COMPARATIVE STUDY OF BANK SOUNDNESS METHODS TO MARKET DISCIPLINE AND CORPORATE VALUE
Authors:
Intan Puspa Pradini - Universitas Padjadjaran (Indonesia)
Aldrin Herwany - Universitas Padjadjaran (Indonesia)
Nanny Dewi Tanzil - Universitas Padjadjaran (Indonesia)
Presenter: Nanny Dewi Tanzil - Universitas Padjadjaran (Indonesia)
Discussant: Nguyen Ho Tran Thao - Vietnam National University (Vietnam)
Paper: Model Risk and Validation Challenges behind CCAR Models: Lessons from a US Regulatory Experience
Authors:
Diganta Saikia - Alliance School of Business (India)
Presenter: Diganta Saikia - Alliance University (India)
Discussant: Chadd Hunzinger - University of Johannesburg (South Africa)
_______________________________________________
Session: 47-Corporate Governance and Agency
Room: 5
Date/Time: 2015-12-18-15:00 16:30
Chair: Mitch Warachka - Claremont McKenna College (United States)
Paper: Technological Progress and Ownership Structure
Authors:
Harald Hau - University of Geneva and SFI (Switzerland)
Heng Geng - Hong Kong University (Hong Kong)
Sandy Lai - Hong Kong University (Hong Kong)
Presenter: Harald Hau - University of Geneva and SFI (Switzerland)
Discussant: Mitch Warachka - Claremont McKenna College (United States)
Paper: Private Equity And Workers’ Career Paths: The Role Of Technological Change
Authors:
Ashwini Agrawal - New York University (United States)
Prasanna Tambe - New York University (United States)
Presenter: Ashwini Agrawal - New York University (United States)
Discussant: Kelvin Jui Keng Tan - The University of Queensland (Australia)
Paper: How ‘International orientation’ of Acquirers’ Top Management Teams influences their deal payment modes in cross-border M&As?
Authors:
Suparna Ray - University of Exeter Business School (United Kingdom)
Grzegorz Torojanowski - University of Exeter Business School (United Kingdom)
Presenter: Grzegorz Trojanowski - University of Exeter Business School (United Kingdom)
Discussant: Ha Giang Nguyen - Vrije Universiteit Brussel (Belgium)
_______________________________________________
Session: 48-INVESTMENTS
Room: 6
Date/Time: 2015-12-18-15:00 16:30
Chair: Wolfgang Bessler - Justus Liebig University Giessen (Germany)
Paper: The Unconventional Monetary Policy Measures: Rationale, Consequences And Risk. The Ecb’s Qe And Its Impact.
Authors:
Antimo Verde - (Italy)
Presenter: Antimo Verde - Università della Tuscia (Italy)
Discussant: James Bicksler - Rutgers University (United States)
Paper: Modelling the stock Indices of the CIVETS countries using univariate GARCH models
Authors:
Niël Oberholzer - University of Johannesburg (South Africa)
Pierre Venter - University of Johannesburg (South Africa)
Presenter: Niel Oberholzer - University of Johannesburg (South Africa)
Discussant: Xinyue Bei - Nankai University (China)
_______________________________________________
Session: 49-BANKING AND FINANCIAL INSTITUTIONS II
Room: 7
Date/Time: 2015-12-18-15:00 16:30
Chair: Karin Joeveer - Tallinn University of Technology (Estonia)
Paper: Credit Concentration Risk in the Indian Banking Industry
Authors:
Mihir Dash - Alliance University ()
Bhavna Ranjan Ahuja - Alliance University ()
Presenter: Mihir Dash - Alliance University (India)
Discussant: Mehdi Sadeghi - Macquarie University (Australia)
Paper: Issues and Concerns in the Financial Reporting Of Islamic Banks: Case- Study of Kuwait Finance House
Authors:
Camille Paldi - FAAIF (United Arab Emirates)
Presenter: Camille Paldi - FAAIF (United Arab Emirates)
Discussant: Anirban Sarkar - West Bengal State University (India)
Paper: Impact of socioeconomic characteristics on customers’ Intention to use Internet Banking in Greece
Authors:
Panagiotis Gakis - Technological Education Institute of Central Macedonia (Greece)
Vasiliki Vrana - Technological Education Institute of Central Macedonia (Greece)
Dimitrios Paschaloudis - Technological Education Institute of Central Macedonia (Greece)
Presenter: Dimitrios Passchaloudis - Technological Education of Institute of Central Mecedonia (Greece)
Discussant: Yuta Ogane - Nagoya University (Japan)
Other:
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