AFA 2019 ATLANTA MEETINGS SEVENTY‐NINTH ANNUAL MEETING AMERICAN FINANCE ASSOCIATION Atlanta, Georgia

• Published date: 01 December 2018
• DOI: http://doi.org/10.1111/jofi.12576
• Date: 01 December 2018

January 4–6, 2019 AMERICAN FINANCE ASSOCIATION Atlanta, Georgia

AFA 2019 ATLANTA MEETINGS

SEVENTY-NINTH ANNUAL MEETING

AMERICAN FINANCE ASSOCIATION

Atlanta, Georgia

January 4, 2019 – 7:30 AM

Hilton Atlanta, Grand Ballroom Pre-Function North

AFA Ph.D. Poster Session

A High Frequency Analysis of the Information Content of Trading Volume

Gbenga Ibikunle; University of Edinburgh

Khaladdin Rzayev, The University of Edinburgh

A Rationale for the Clientele Effect in Money Management

Qiaozhi Hu; Boston University

Marcel Rindisbacher; Boston University

A Theory on the Market Response to Macroeconomic News under Bounded

Rationality

Yu Wang; Boston College

Acquisitions, Common Ownership, and the Cournot Merger Paradox

Miguel Anton; IESE Business School

Jose Azar; IESE Business School

Mireia Gine; University of Navarra & Wharton WRDS

Luca Xianran Lin; IESE Business School

Aggregating Information for Optimal Portfolio Weights

Xiao Li; University of Arizona

Allocation Incentives of Marketplace Lending Platforms during the IPO of

Debt Securities

Li Ting Chiu; University at Buffalo-SUNY

Brian Wolfe; University at Buffalo-SUNY

Woongsun Yoo; Saginaw Valley State University

An Alternative Behavioral Explanation for the MAX Effect

Maren Baars; University of Muenster

Hannes Mohrschladt; University of Muenster

January 4–6, 2019 AMERICAN FINANCE ASSOCIATION Atlanta, Georgia

An Economic Model of Blockchain Based Cryptocurrencies

Engin Iyidogan; Imperial College Business School

Are Financial Information Technologies Making the Rich Richer?

Roxana Mihet; New York University

Are Government Policies to Reduce Non-Performing Loans Effective?

Bank- Level Evidence

Alexander Plekhanov; European Bank for Reconstruction and Development

Marta Skrzypinska; University of Bristol

Avoiding the Fall into the Loop: Isolating Bank-to-Sovereign Risk

Transmissions in the Euro Area and their Drivers

Hannes Boehm; Halle Institute for Economic Research

Stefan Eichler; Technische Universitaet Dresden

Bank Leverage, Capital Requirements and Bank’s Implied Cost of (Equity)

Capital

Christian Schmidt; University of Mannheim

Bank Liquidity Supply and Corporate Investment in the 2008–2009 Financial

Crisis

Wei Zhang; University of Minnesota

Beta Ambiguity and Security Return Characteristics

Zhe Geng; Shanghai Jiao Tong University

Tan Wang; Shanghai Jiao Tong University

Beyond Distress Risk

Altan Pazarbasi; Frankfurt School of Finance and Management

Bond Mutual Fund Winners and Losers: an Examination of Manager

Risk- Shifting

Matthew Faulkner; Florida Atlantic University

But Wait, There’s More. . . Debt: The Effects of Pension Overhang on

Corporate Policies

Emmanuel Alanis; Texas State University

Sudheer Chava; Georgia Institute of Technology

Peter Simasek; Georgia Institute of Technology

Capital Adjustment Costs And The Value Premium: A General Equilibrium

Perspective

Hengjie Ai; University of Minnesota

Anmol Bhandari; University of Minnesota

Jincheng Tong; University of Minnesota

Chao Ying; University of Minnesota

Capital Structure under Uncertainty in Foreign Competition

Rachel Szymanski; Carnegie Mellon University

January 4–6, 2019 AMERICAN FINANCE ASSOCIATION Atlanta, Georgia

CDS Central Counterparty Clearing Liquidation: Road to Recovery or

Invitation to Predation?

Magdalena Tywoniuk; University of Geneva

Clustered IPOs as a Commitment Device

Matthias Lassak; Frankfurt School of Finance and Management

Collateral and Asymmetric Information in Lending Markets

Vasso Ioannidou; Lancaster University

Nicola Pavanini; Tilburg University

Yushi Peng; University of Z¨

urich

Collateral Value and Strategic Default: Evidence from Auto Loans

Dimuthu Ratnadiwakara; University of Houston

Countercyclical Risks and Portfolio Choice over the Life Cycle: Evidence and

Theory

Jialu Shen; Imperial College Business School

Credit-Induced Moral Hazard in Insurance

Francis Annan; Columbia University

Currency Carry, Momentum, and US Monetary Policy Uncertainty

Ming Zeng; Singapore Management University

Debt Holder Monitoring and Implicit Guarantees: Did the BRRD Improve

Market Discipline?

Jannic Alexander Cutura; Goethe University

Depositors Disciplining Banks: The Impact of Scandals

Mikael Homanen; Cass Business School

Disaster Risk and International Capital Flows

Mihir Gandhi; University of Chicago

Does Loose Monetary Policy Encourage Zombie Lending in Germany?

Talina Sondershaus; Halle Institute for Economic Research

Does Public News Mitigate The Markets’ Underreaction to Liquidity Shocks

Mengming Dong; Rice University

Effectiveness and (In)Efficiencies of Compensation Regulation: Evidence from

the EU Banker Bonus Cap

Stefano Colonnello; Halle Institute for Economic Research

Michael Koetter; Halle Institute for Economic Research

Konstantin Wagner; Halle Institute for Economic Research

Explaining the Pre-Announcement Drift

Paula Cocoma; INSEAD

Flight to “Futures” During the Financial Crisis: Deliverability Through

Central Counterparties

Takahiro Hattori; Hitotsubashi University