Program

Conference sessions at a glance

Note: All conference times are listed in Melbourne Australian Eastern Daylight Time (AEDT).
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Downloadable pdf version of  the full program.

Friday, March 4, 2022: 8:55am - 9:00am AEDT | Opening  Remarks
Federico Nardari, The University of Melbourne
Friday, March 4, 2022: 9:00am - 10:15am AEDT | Parallel Sessions I
Asset  Pricing ICorporate Finance IBehavioural Finance
Factor Demand and  Factor Returns
Chen Wang, University of Notre Dame

Exploring Risk Premia, Pricing Kernels, and No-Arbitrage Restrictions in Option Pricing Models
Hyung Joo Kim, University of Houston 

Details 
The Determinants of ESG Ratings: Rater Ownership Matters
Dragon Yongjun Tang, The University of Hong Kong

Bargaining with Private  Equity: Implications for Hospital Prices and  Patient Welfare  
Tong Liu, University of Pennsylvania

Details 
Should Retail Investors Listen
to Social Media Analysts? Evidence from Text-Implied Beliefs
Chukwuma Dim, Frankfurt School of Finance and Management

Retail Derivatives and Sentiment: A Sentiment Measure Constructed from Issuances of Retail Structured Equity Products
Neil Pearson, University of Illinois Urbana-Champaign and Canadian Derivatives Institute

Details 
Friday, March 4, 2022: 10:30am - 11:30am AEDT | Keynote Speech
Sergio Rebelo, Northwestern University
Friday, March 4, 2022: 11:45am - 1:00pm AEDT | Parallel Sessions II
Asset  Pricing IICorporate Finance IIMicrostructure
The Bond, Equity, and Real Estate Term Structures
Andrei Gonçalves, The University of North Carolina

The Risks of Safe Assets
Yang Liu, The University of Hong Kong 

Details
Depositing Corporate Payout
Leming Lin, University of Pittsburgh

Political Attitudes, Partisanship, and Merger Activity
Tarun Patel, Southern Methodist University 

Details
Increasing Corporate Bond Liquidity Premium and Post-Crisis Regulations
Botao Wu, New York University

Coexisting Exchange Platforms: Limit Order Books and Automated Market Makers
Jun Aoyagi, The Hong Kong University of Science and Technology 

Details 
Friday, March 4, 2022: 1:15pm - 2:30pm AEDT | Parallel Sessions III
BankingCorporate Finance IIIMutual Funds
Rise of the Machines: The Impact of Automated Underwriting
Amin Shams, The Ohio State University

Banking on Carbon: Corporate Lending and Cap-and-Trade Policy
Mathias Kruttli, Federal Reserve Board 

Details
CEO Pet Projects
Denis Sosyura, Arizona State University

Smokestacks and the Swamp
Arkodipta Sarkar, The Hong Kong University of Science and Technology 

Details
Activism, Stock Selection, and Indexing in Equilibrium
Michael Gallmeyer, University of Virginia 

Capital Allocation and the Market for Mutual Funds: Inspecting the Mechanism
Jeong-Ho Kim, Emory University

Details 
Saturday, March 5, 2022: 9:30am - 10:30am AEDT | Keynote Speech
Xavier Gabaix, Harvard University
Saturday, March 5, 2022: 10:45am - 12:30pm AEDT | Plenary Session
Plenary Session
Disagreement and Control Rights: Implications for Debt Policy and Aggregate Dynamics
Steven BakerUniversity of Virginia

Nature as a Defense from Disasters: Natural Capital and Municipal Bond Yields
Claudio Rizzi, University of Miami

Tax Evasion and Managerial Incentives: Evidence from the FATCA and Offshore Mutual Funds
Si Cheng, The Chinese University of Hong Kong

Details
Saturday, March 5, 2022: 12:30pm - 12:45pm AEDT | Concluding Remarks