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Finance Parallel Sessions

Session F1: Corporate Governance

Session Chair: Lynnette Purda (Queen’s University)
Time: 10:15-12:00 / Location: DMS 4140

“Business Groups and Employment”
Mara Faccio (Purdue University) and William O’Brien (University of Illinois, Chicago)
Discussant: Bariş Kaymak (University of Montreal)

Risk Management and Agency Problems: Evidence from an Exogenous Governance Change
Sterling Huang (Singapore Management University), Urs Peyer (INSEAD) and Benjamin Segal (Fordham University)
Discussant: Mara Faccio (Purdue University)

“Shadow Pills and Long-Term Firm Value” 
Martijn Cremers (University of Notre Dame), Scott B. Guernsey (University of Oklahoma), Lubomir P. Litov (University of Oklahoma),  and Simone M. Sepe (University of Arizona).
Discussant: Urs Peyer (INSEAD)

Session F2: Financial Markets and International Finance

Session Chair: Vihang Errunza (McGill University)
Time: 10:15-12:00 / Location: DMS 4130

“A Theory of Dissimilarity between Stochastic Discount Factors”
Gurdip Bakshi (University of Maryland), Xiaohui Gao Bakshi (University of Maryland), and George Panayotov (Hong Kong University of Science & Technology)
Discussant: Hugues Langlois (HEC Paris)

“Capital Inflows, Equity Issuance Activity, and Corporate Investment”
Charles W. Calomiris (Columbia University), Mauricio Larrain (Columbia University), and Sergio L. Schmukler (World Bank)
Discussant: Gurdip Bakshi (University of Maryland)

“Socially Responsible Corporate Customers”
Rui Dai (Wharton Research Data Services), Hao Liang (Singapore Management University), and Lilian Ng (York University)
Discussant: Mauricio Larrain (Columbia University)

“Is Liquidity Risk Priced in Partially Segmented Markets?”
Ines Chaieb (University of Geneva and Swiss Finance Institute), Vihang Errunza (McGill University) and Hugues Langlois (HEC Paris)
Discussant: Lilian Ng (York University)

Session F3: Behavioural Finance

Session Chair: Imen Latrous (Université du Québec à Chicoutimi) and Hatem Rjiba (ESSCA School of Management).
Time: 02:30-4:15 / Location: DMS 4140

“Analyst Bias and Mispricing”
Mark Grinblatt (University of California, Los Angeles and NBER), Gergana Jostova (George Washington University), and Alexander Philipov (George Mason University)
Discussant: Hongping Tan (McGill University)

“Conflicts of Interest in Residential Real Estate Transactions: New Evidence”
Marcus T. Allen (Florida Gulf Coast University), Jessica Rutherford (University of South Florida), Ronald Rutherford (University of South Florida), Abdullah Yavas (University of Wisconsin – Madison), and Chad J. Zutter (University of Pittsburgh).
Discussant: TBD

“Momentum, Reversals, and other Puzzles in Fama-MacBeth Cross-Sectional Regressions”
Mark Kamstra (York University)
Discussant: Fabio Moneta (Queen’s University)

Session F4: Market Microstructure

Session Chair: Khaled Guesmi (IPAG Business School)
Time: 02:30-4:15 / Location: DMS 4130

Belief Dispersion in the Equity Options Market
Robert Battalio (University of Notre Dame),  Benjamin Golez (University of Notre Dame), and Ruslan Goyenko (McGill University and University
of Notre Dame)
Discussant: Alessio Saretto (University of Texas at Dallas)

“p-Hacking: Evidence from Two Million Trading Strategies”
Tarun Chordia (Emory University), Amit Goyal (University of Lausanne), and Alessio Saretto (University of Texas at Dallas)
Discussant: Ruslan Goyenko (McGill University and University of Notre Dame)

“Who Supplies Liquidity, and When?”
Xin Wang (University of Illinois, Urbana-Champaign), and Mao Ye (University of Illinois, Urbana-Champaign and NBER)
Discussant: Andriy Shkilko (Wilfrid Laurier University)