› Trade Size and the Changing Nature of Price Formation - Ahmad Al-Haji, Télé-université du Québec
10:30-12:00 (1h30)
› An Integral Equation Approach for the Valuation of Finite-maturity Margin Call Stock Loans - DUC THI LUU, Department of Economics, Kiel University, Fulbright University (Email: tanle@fulbright.edu.vn) - Nhat Tan Le, Fulbright University, Vietnam
10:30-12:00 (1h30)
› Identifying Factor Importance in Empirical Asset Pricing by Interpretable Machine Learning - Sampan Nettayanun, Faculty of Business, Economics and Communications, Naresuan University - Siriyos Chuthanondha, Research Department, The Stock Exchange of Thailand
10:31-12:00 (1h29)
10:30 - 12:00 (1h30)
A2.2: Behavioral and experimental finance
Room 28602
Richard Ottoo
› Investor attention and Bitcoin futures market - Zih-Ying Lin, The Department of Finance and International Busines, Fu Jen Catholic University
10:30-12:00 (1h30)
› CEO Narcissism, Board Gender Diversity, and Investment Behaviour - Adam Arian, Australian Catholic University
10:30-12:00 (1h30)
› Human Capital, Behavioral Risk, and Corporate Valuation - Richard Ottoo, Dr. Richard Ebil Ottoo, Global Association of Risk Professionals
10:30-12:00 (1h30)
› Return Seasonalities and Mispricing: Evidence from a Retail Investors Trading Dominated Market - Weifeng Hung, Feng Chia University
10:30-12:00 (1h30)
10:30 - 12:00 (1h30)
A2.3: Central banking and monetary policy
Room 28701
Frankie Chau
› Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK - Katalin Julianna Varga, Central Bank of Hungary/ Magyar Nemzeti Bank
10:30-12:00 (1h30)
› The impact of banking crises on industrial growth: lessons from the last 40 years - Carlos Madeira, Bank for International Settlements (BIS) and Central Bank of Chile
10:30-12:00 (1h30)
› Does Fed communication affect uncertainty and risk aversion? - Frankie Chau, Durham University Business School - Raja Shaikh, Sukkur IBA University
10:30-12:00 (1h30)
10:30 - 12:00 (1h30)
A2.4: Corporate finance and governance
Room 28702
Cheng Lee-Young
› The marriage of Fintech and ESG in investment banks. Did Covid matchmake them? - Thuy Linh Vu, ESADE Business School
10:30-12:00 (1h30)
› Cross-Border Regulatory Cooperation and Firm Cross-Listing Decisions - Bin Yang, Jinan University [Guangzhou]
10:30-12:00 (1h30)
› Insider Investment Horizon and M&A Performance - Lee-Young Cheng, National Chung Cheng University
10:30-12:00 (1h30)
10:30 - 12:00 (1h30)
A2.5: Sustainable finance, ethics, and CSR
Room 28705
Paul Momtaz
› Low-carbon Transformation and Enterprise Risk Transfer: Evidence from Listed Firms' Subsidiaries - Xiaoran Ni, Xiamen University
10:30-12:00 (1h30)
› EMNCs and Their Internationalization Dynamics: Role of Nonmarket Strategies - Muhammad Saad Baloch, University of Southampton
10:30-12:00 (1h30)
› The Green Side of Debt Heterogeneity: Evidence from Facility-Level Toxic Releases - Mohsen Saad, American University of Sharjah
10:30-12:00 (1h30)
› Cybercrime on the Ethereum Blockchain - Paul Momtaz, TUM
10:30-12:00 (1h30)
10:30 - 12:00 (1h30)
A2.6: Financial engineering and derivatives
Room 28706
Yu-Min Lian
› The price formation of GCC country iShares: the role of unsynchronized trading days between the US and the GCC markets - Nassar Al-Nassar, Qassim University [Kingdom of Saudi Arabia]
10:30-12:00 (1h30)
› Influence of Minimum Support Price on price discovery in Agricultural Futures Markets - Neeti Jain, Indian Institute of Foreign Trade
10:30-12:00 (1h30)
› Option pricing in the presence of cojumps and credit risks under regime switching - Yu-Min Lian, Fu Jen Catholic University
10:30-12:00 (1h30)
10:30 - 12:00 (1h30)
A2.7: Commodity markets
Online (Zoom)
Shanglin Lu
› Implementation of a Commodity Trading Game in Introductory Economics Courses - Serkan Karadas, University of Illinois Springfield
10:30-12:00 (1h30)
› Unveiling the linkages among mineral and renewable commodities and regional stock sectors and their portfolio implications during health and military crises - Dr. Rima Assaf, American University in Dubai
10:30-12:00 (1h30)
› Intraday Cross-sectional Momentum in Commodity Futures - Shanglin Lu, University of International Business and Economics [Beijing, China]
10:30-12:00 (1h30)
› De-risking Strategies of Defined Benefits Plans and Economic Outcome: Empirical Evidence from U.S. Firms - Jeffrey Chen, North Dakota State University
10:30-12:00 (1h30)
› Negative interest rates and shadow banking - Zixuan Dai, University of South Australia [Adelaide]
10:30-12:00 (1h30)
› Bridging the Gap - How Neo-banking as FinTech Innovation is Driving Inclusive Finance? - Morshadul Hasan, Murdoch Business School, Murdoch University, Australia
10:31-12:00 (1h29)
10:30 - 12:00 (1h30)
A2.9: Sustainable finance, ethics, and CSR
Online (Zoom)
Kwasi Boateng
› ESG investing: Systematic literature review using ADO and TCCM framework - Suzan Dsouza, American University of the Middle East
10:30-12:00 (1h30)
› Energy efficiency governance in China: An index based comprehensive evaluation - Yishuai Ren, Hunan University
10:30-12:00 (1h30)
› Socially Responsible Investment Funds: A Robust Test of Efficiency - Kwasi Boateng, University of Tasmania
10:30-12:00 (1h30)
› Impact of Market State on Momentum Portfolio Risk and Performance: A Risk-based Explanation - Yi Liu, University of North Texas
13:30-15:00 (1h30)
› Salient theory and the cross-section of stock returns: The role of recency effects - Daniel Chai, RMIT University
13:30-15:00 (1h30)
› Contracting Firm Pollution - Jerome Detemple, Boston University - Questrom School of Business
13:30-15:00 (1h30)
13:30 - 15:00 (1h30)
B1.2: Corporate finance and governance
Room 28602
Viet Anh Dang
› Whistleblowing and Financial Statement Readability - Abu Amin, Central Michigan University
13:30-15:00 (1h30)
› Customer Concentration and Suppliers' Innovation Investment, Do Common Institutional Investors play a role? - Bowen Wang, Massey University
13:30-15:00 (1h30)
› Extreme weather events and the timeliness of payment in supply chains: Evidence from Hurricane Katrina - Viet Dang, University of Manchester
13:30-15:00 (1h30)
› Barriers to the expansion of community off-grid solar systems: Evidence from rural India - Keyur Thaker, Indian Institute of Management Indore - , University of Canberra - Himanshu Pota, UNSW Canberra
13:30-15:00 (1h30)
› Does good fund performance lead to divergence among investors' beliefs of the manager's skill ? - Zhan Yaosong, Sun Yat-Sen University
13:30-15:00 (1h30)
› Liquidity Shock and Bank Risk - Amine Tarazi, Université de Limoges, LAPE, Institut Universitaire de France
13:30-15:00 (1h30)
13:30 - 15:00 (1h30)
B1.4: Corporate finance and governance
Room 28702
Eric Brisker
› How do languages react to CDS spreads? - , Department of Business Administration, Soochow University
13:30-15:00 (1h30)
› Digital Technologies and their Differential Impact on Sustainable Innovations: Determining from Operational and Governance Perspective - YiYao Miao, Hangzhou City University - , University of Waikato [Hamilton] - ChengMing Huang, Hangzhou City University - ChengWei Zhang, John Hopkins University
13:30-15:00 (1h30)
› CEO Inside Debt and the Sell-Off Decision - Eric Brisker, University of Akron
13:30-15:00 (1h30)
13:30 - 15:00 (1h30)
B1.5: Sustainable finance, ethics, and CSR
Room 28705
Ahmed Imran Hunjra
› Unmasking Greenwashing: ESG's Impact on Chinese Stock Returns - Zhang Min, University College of Dublin
13:30-15:00 (1h30)
› Russia-Ukraine war and Corporate social responsibility: Evidence from the largest oil importers and exporters - Yishuai Ren, Hunan University
13:30-15:00 (1h30)
› Role of Energy transition and Inclusive Governance in Energy and Climate Uncertainty - Ahmed Imran Hunjra, Rabat Business School, International University of Rabat
13:30-15:00 (1h30)
13:30 - 15:00 (1h30)
B1.6: Corporate finance and governance
Online (Zoom)
Manel Allaya
› Does Business Strategy Make Firms More Resilient during COVID‒19 pandemic period? - Riadh MANITA, Associate professor, BOUbaker, Ahsana, Gull
13:30-15:00 (1h30)
› R&D background of the top management team and corporate social responsibility: Evidence from Chinese family-listed enterprises - NAJOUA ELOMMAL, ISTEC Paris
13:30-15:00 (1h30)
13:30 - 15:00 (1h30)
B1.7: Financial markets and commodity markets
Online (Zoom)
Rui-Xiang Zhai
› Heterogeneous Stock Market Impact of Russia - Ukraine War for the World's Largest Oil and Gas Companies - António Martins, Universidade da Madeira
13:30-15:00 (1h30)
› Climate policy uncertainty and the U.S. stock markets: the predictability using Particle Swarm Optimization with eXtreme Gradient Boosting - Caihao Lu, Lincoln University
13:30-15:00 (1h30)
› Financialization Effect on Dynamics of the Commodity Futures Markets across Trader Types during Market Crises - Rui-Xiang Zhai, National Kaohsiung University of Science and Technology
13:30-15:00 (1h30)
13:30 - 15:00 (1h30)
B1.8: International finance and capital markets
Online (Zoom)
Fan Shi
› Exchange rate flexibilization and macroeconomic determinants: Evidence from MENA region - Nouhaila MOUTAIB, The Higher Institute of Commerce and Business Administration
13:30-15:00 (1h30)
› Shocks of International Financial Risks and Fluctuations in China's Economic Cycles - Fan Shi, Zhejiang Shuren University
13:30-15:00 (1h30)
13:30 - 15:00 (1h30)
B1.9: Quantitative finance
Online (Zoom)
Georgios Kouretas
› The Idiosyncratic Volatility Puzzle in China: A Spatial Econometric Perspective - Bo Li, Beijing International Studies University - Fengping Ma, Beijing International Studies University
13:30-15:00 (1h30)
› Operational Risk Measurement: A Novel Approach Incorporating Reputational Risk Losses - Xuting Mao, School of Economics and Management, University of Chinese Academy of Sciences - Xiaoqian Zhu, School of Economics and Management, University of Chinese Academy of Sciences
13:30-15:00 (1h30)
› Assessing Global Spillovers of Climate Risks on Stock Market Volatility - Georgios Kouretas, Athens University of Economics and Business-Dept. of Business Administration, IPAG Business School, Athens University of Economics and Business
13:30-15:00 (1h30)
› Data-driven Sparse Index-tracking under Leverage Control - Chanaka Edirisinghe, Rensselaer Polytechnic Institute
15:30-17:00 (1h30)
› Geopolitical Risks and Oil Production in the Middle East and Africa: Connectedness and Predictability using Machine Learning - Anh Le, Lincoln University - Caihao Lu, Lincoln University
15:30-17:00 (1h30)
› The Double-Edged Sword of Firm's Commitment to Net Zero on the Carbon Risk Premium - Keith Jun Deng CHan, the Hong Kong University of Science and Technology
15:30-17:00 (1h30)
15:30 - 17:00 (1h30)
B2.2: Small businesses and entrepreneurship
Room 28602
In Gyun Baek
› Fueling Innovation Capabilities through Equity Financing: Does SME Trust in Venture Capitalists Matter? - Saqib Aziz, Rennes School of Business, Rennes
15:30-17:00 (1h30)
› Syndication Patterns of Venture Capital Investments - Maia Gejadze, Assistant Professor of Finance
15:30-17:00 (1h30)
› Old and New: How Do Incumbent Financial Institutions Influence Fintech Outcomes? - Wasim Ahmad, Economic Sciences
15:30-17:00 (1h30)
› Reducing Small Entities' Information Disadvantages and Patent Abandonment with Online Accessibility - In Gyun Baek, National University of Singapore
15:31-17:00 (1h29)
15:30 - 17:00 (1h30)
B2.3: Real estate finance
Room 28701
Abdullah Yavas
› Inflation Hedging: A Comparative Wavelet Quantile Correlation Analysis of Real Estate and Alternative Assets - essafi yasmine, Métis lab, EM Normandie Business School - Aya Nasreddine, University Paris-Nanterre
15:30-17:00 (1h30)
› Not all REITs are alike: Modelling the dynamic connectedness of sectoral REITs and the US yield curve - Zaghum Umar, Zayed University
15:30-17:00 (1h30)
› Understanding the Unique Regulatory Landscape of Israeli Mortgages: A Comparative Analysis with OECD Countries, Emphasizing the Risks of Variable Interest Rates for Borrowers - Yehudith Kahn, HADASSAH ACADEMIC COLLEGE
15:30-17:00 (1h30)
› Price Impact of Climate Risk on Commercial Real Estate - Abdullah Yavas, University of Wisconsin-Madison
15:30-17:00 (1h30)
15:30 - 17:00 (1h30)
B2.4: Corporate finance and governance
Room 28702
Sampan Nettayanun
› Investing in a Bigger World: the Effects of Digital Transformation - Xuankai Zhao, Central University of Finance and Economics [Beijing]
15:30-17:00 (1h30)
› Strategic Reinsurance and Explainable AI - Sampan Nettayanun, Naresuan University, Faculty of Business, Economics and Communications - Eric Brisker, The University of Akron, College of Business, Department of Finance
15:30-17:00 (1h30)
› Does the type's financial constraint affect the firm's behavior in managing its earnings? - Pradip Banerjee, Indian Institute of Management Indore
15:30-17:00 (1h30)
› Do R&D and free cash flows increase value relevance in efficient-investment firms? Study on listed companies on the Swiss Stock Exchange - Felizia Rudiawarni, Universitas Surabaya, Indonesia
15:31-17:00 (1h29)
15:30 - 17:00 (1h30)
B2.5: Sustainable finance, ethics, and CSR
Room 28705
Yuwei Liao
› Women Directors and CSR Report Assurance: An International Examination - Asad Ali Rind, South Champagne Business School
15:30-17:00 (1h30)
› Self-Determination, Competence, and Relatedness and Their Impact on Green Performance: A Theoretical Modeling Study - Chou-Kang Chiu, Chou-Kang Chiu
15:30-17:00 (1h30)
› Decarbonization Record and Green Bond Premium - Yuwei LIAO, the Hong Kong University of Science and Technology
15:30-17:00 (1h30)
15:30 - 17:00 (1h30)
B2.6: Corporate finance and governance
Online (Zoom)
Hisham Farag
› National culture and capital structure dynamics - Marco Botta, Università Cattolica del Sacro Cuore
15:30-17:00 (1h30)
› Investor Overconfidence and Corporate Leasing - Zan Ye, The University of Queensland
15:30-17:00 (1h30)
› Protecting the Vulnerable Workers: Digital Finance and Firm Employment during the COVID-19 Pandemic - Zijun Cai, School of Management, Northwestern Polytechnical University
15:30-17:00 (1h30)
› Reform or Friction? ESG disclosure regulation around the world and - Hisham Farag, University of Birmingham
15:31-17:00 (1h29)
› Banks Stock Market Reaction to the Italian and Spanish Windfall Tax Announcement: An Event Study - António Martins, Universidade da Madeira
15:30-17:00 (1h30)
› Regulating Zombie Mortgages - Huyen Nguyen, Halle Institute for Economic Research
15:30-17:00 (1h30)
› Social capital, institutions, and financing constraints around the world - ASMA HOUCINE, Excelia Business School, France
15:30-17:00 (1h30)
15:30 - 17:00 (1h30)
B2.8: Corporate finance and governance
Online (Zoom)
Khaled Hussainey
› Does policy board independence influence ESG performance? - Md Akhtaruzzaman, Australian Catholic University - Sohel Mehedi, Australian Catholic University
15:30-17:00 (1h30)
› Effects of Corporate Governance Code on corporate governance practices and firm performance - Thai Hanh Minh, Hanoi University of Science and Technology
15:31-17:00 (1h29)
› Carbon risk and trade credit - Hamdi Ben-Nasr, Qatar University
15:32-17:00 (1h28)
› The Impact of Brexit Disclosure on Trade Credit - Khaled Hussainey, Bangor University
15:33-17:00 (1h27)
15:30 - 17:00 (1h30)
B2.9: Special Track: Fintech
Online (Zoom)
Mustafa Nourallah
› Digital finance and birth rates: Evidence from China - Junshi Chen, Massey University
15:30-17:00 (1h30)
› Corporate Governance, Bank Stability and Risk Taking in the MENA Banks - Hassan Obeid, Paris business school
15:30-17:00 (1h30)
› Winners and losers of IPO lotteries in India - Raghupathy Madhavan Balakrishnan, Shiv Nadar University - Surya Majumdar, Shiv Nadar University
10:30-12:00 (1h30)
› Herding in Investment Trusts. New Evidence Using Tick-by-Tick Data - Karthik Natashekara, Indian Institute of Management Kozhikode [Inde]
10:30-12:00 (1h30)
› Cryptocurrency ownership and cognitive biases in perceived financial literacy - Santiago Carbo-Valverde, Universitat de València, FUNCAS
10:30-12:00 (1h30)
› Volatility Transmission of Alternative Energy to U.S. financial system: A study of systemic stress and high inflation period - Syed Shams, University of Southern Queensland
10:30-12:00 (1h30)
› The Impact of Green Banking Practices and Climate Change Mitigation On Banking Sector Performance - Ramsha Noor, Lahore School of Economics
10:30-12:00 (1h30)
› Blockchain Banks and the Global Systematically Important Protocol (G-SIP) Framework - Kanis Saengchote, Chulalongkorn University [Bangkok]
10:30-12:00 (1h30)
10:30 - 12:00 (1h30)
C2.3: Central banking and monetary policy
Room 28701
Aristeidis Samitas
› The RMB/USD exchange rate : evidence from SETAR analysis - Jinzhao Chen, ESC Clermont BS, ClerMA
10:30-12:00 (1h30)
› Estimating the natural rate of interest and the risk appetite in the US: An accelerating score-driven state space model - Tibor Pal, University of Salerno
10:30-12:00 (1h30)
› Machine Learning Analysis of Banking Stability: Leveraging the CAMELS Framework for Global Predictions - ARISTEIDIS SAMITAS, National and Kapodistrian University of Athens
10:30-12:00 (1h30)
10:30 - 12:00 (1h30)
C2.4: Corporate finance and governance
Room 28702
Natdanai Aleenajitpong
› Distributional implications of corporate financing - Haris Khan, Information Technology University
10:30-12:00 (1h30)
› The determinants of audit opinion in resilient firms before and after covid pandemic: the case study of Tunisian banks publishing CSR information - WISSAL BEN LETAIFA, Wissal BEN LETAIFA, essec, University of tunis - Lotfi Taleb, University of tunis
10:30-12:00 (1h30)
› Initiating Electric Vehicle price index and its factors during COVID19 pandemic: Evidence from the stock exchange of Thailand - Natdanai Aleenajitpong, Kasetsart University [Bangkok, Thailand]
10:30-12:00 (1h30)
10:30 - 12:00 (1h30)
C2.5: Sustainable finance, ethics, and CSR
Room 28705
Faten Moussa
› The Impact of ESG on firm's performance in Malaysian non-financial listed firms: the role of board gender diversity - SHAYUTI MOHAMED ADNAN, Universiti Malaysia Terengganu, Universiti Malaysia Terengganu
10:30-12:00 (1h30)
› Does the presence of foreign Institutional investors impact ESG reporting? - ARCHANA PATRO, Indian Institute of Management BodhGaya
10:30-12:00 (1h30)
› Understanding CO2 Emissions Patterns, Drivers, and Policy Implications Across Sectors in the MENA Region - Faten Moussa, MSB- South Mediterranean University
10:30-12:00 (1h30)
10:30 - 12:00 (1h30)
C2.6: Asset pricing, allocation, and valuation
Online (Zoom)
Ting Zhang
› Evaluating Hit and Runs: Resolution of Uncertainty and Investment Goals - Robinson Reyes Pena, Florida International University
10:30-12:00 (1h30)
› Predicting CDS Spreads and Stock Returns with Weather Risk: A Study Utilizing NLP/LLM and AI Measures - YI ZHOU, San Francisco State University
10:30-12:00 (1h30)
› Do pensions have real teeth? Evidence from the state government borrowing costs - Ting Zhang, Ting Zhang, University of Dayton
10:30-12:00 (1h30)
10:30 - 12:00 (1h30)
C2.7: ESG and Corporate Governance
Online (Zoom)
Sheng Dachen
› ESG Fund Flows Under Shocks: Are They More Resilient Against Macro-Financial Shocks? - Yanchen WANG, Hong Kong Monetary Authority
10:30-12:00 (1h30)
› Does corporate internationalization affect green innovation? Evidence from China - Xiaoyi Qu, School of Business, Guangxi University
10:30-12:00 (1h30)
› The ethical issue of knowing in advance: Information asymmetry in corporate governance - Dachen Sheng, Yamanashi Gakuin University
10:30-12:00 (1h30)
10:30 - 12:00 (1h30)
C2.8: Sustainable finance, ethics, and CSR
Online (Zoom)
Nadia Doytch
› Oil price uncertainty and firm green innovation disclosure - Kai Huang, Kai Huang, Massey University
10:30-12:00 (1h30)
› Contributions of scientific research and financial development on greenhouse gas emissions in ANZUS countries - Khosrul Alam, Australian Catholic University - Md Akhtaruzzaman, Australian Catholic University
10:30-12:00 (1h30)
› Do Structural Transformation and ICT Development Reduce the Ecological Footprints of Nations? - Nadia Doytch, CUNY-Brooklyn College and the Graduate Center, Ateneo de Manila University School of Government, University of Economics Ho Chi Ming City
10:30-12:00 (1h30)
› Board Co-option and Audit Quality: Evidence from US - asif saeed, University of Waikato
13:30-15:00 (1h30)
› Board Governance, ESG, and Firm Value: The Mediating Effect of Short Term Financial Performance - Allan Hodgson, UQ Business School, The University of Queensland - Pornprom Prompes, Faculty of Management Sciences, Kasetsart University
13:30-15:00 (1h30)
› Financial Surplus and Capital Structure Dynamics: Evidence from Indian Firms - Ajay Mishra, Vinod Gupta School of Management, IIT Kharagpur, Kharagpur WB India
13:30-15:00 (1h30)
13:30 - 15:00 (1h30)
D1.2: Financial markets and market microstructure
Room 28602
Gaurav Kumar
› Market reaction to Hindenburg reports: Exploring impacts and bolsters - Dharen Pandey, Magadh University
13:30-15:00 (1h30)
› Understanding Risk Absorption in the Banking System: Fresh Evidence from an Emerging Market - SHIV TIWARI, PhD Scholar, Indian Institute of Technology Kanpur
13:30-15:00 (1h30)
› Tokenized Bonds for Emerging Countries - MOHAMMED MUHSIN, University of Hyderabad
13:30-15:00 (1h30)
13:30 - 15:00 (1h30)
D1.3: Mergers and acquisitions
Room 28701
Hao Li
› Are firms favored by analysts more popular to acquirers? Evidence from China - Shan Lu, Sun Yat-Sen University
13:30-15:00 (1h30)
› How Sustainability Drives Wealth in Cross-Border M&A – Evidence from BRIC - Neha Gupta, Department of Management Studies, IIT Delhi
13:30-15:00 (1h30)
› The Impact of Climate Risk and Stakeholder Orientation on the Payment Method in Cross-border Mergers and Acquisitions - Hao Li, Cardiff University
13:30-15:00 (1h30)
13:30 - 15:00 (1h30)
D1.4: Corporate finance and governance
Room 28702
Jeffrey Chen
› Share Pledging, Firm value and Business groups - Aaishwarya Narayanan, Birla Institute of Technology and Science, Pilani, Hyderabad campus - Nivedita Sinha, Birla Institute of Technology and Science, Pilani, Hyderabad campus - Nimish Prabhune, Birla Institute of Technology and Science, Pilani, Hyderabad campus
13:30-15:00 (1h30)
› Institutional Investor Trading on Yankee Bond Pricing - Jeffrey Chen, North Dakota State University
13:31-15:00 (1h29)
› Dividends and Earnings in the Absence of Market Frictions - Khamis Al-Yahyaee, Department of Economics and Finance, College of Economics and Political Science, Sultan Qaboos University, Muscat University
13:32-15:00 (1h28)
13:30 - 15:00 (1h30)
D1.5: Sustainable Finance, Ethics and CSR
Room 28705
Waleed Alahdal
› Sustainable finance and ethical considerations: The role of Islamic finance and Corporate Social Responsibility in addressing poverty and inequality. - Ayodele Akande, Qatar Foundation -Hamad Bin Khalifa University - Dalal Aassouli, Qatar Foundation -Hamad Bin Khalifa University
13:31-15:00 (1h29)
› Towards the achievement of sustainable development goals: can companies achieve SDGs through the synergistic effect of ESG and audit committee expertise across 34 OECD countries. - Waleed Alahdal, Universiti Malaysia Terengganu (UMT)
13:32-15:00 (1h28)
13:30 - 15:00 (1h30)
D1.6: Asset pricing, allocation, and valuation
Online (Zoom)
Christian Pohl
› Portfolio strategy returns and macroeconomic risk factors: an empirical analysis across the world and asset classes - , Università degli Studi Roma Tre
13:30-15:00 (1h30)
› Beyond the Quill: Mutual Fund Manager's Cognitive Uniqueness Drives Fund Performance - Zhuo Chen, Tianjin University
13:30-15:00 (1h30)
› Is There Value Generation by Sustainability-Linked Bonds Issuances? - Christian Pohl, Technical University of Darmstadt
13:30-15:00 (1h30)
› Modeling PD-LGD Dependencies in Stress Testing: Implications for Capital Requirements under Adverse Scenarios - Edouard Pineau, Ethifinance Analytics - Phuong LE, Ethifinance Analytics
13:30-15:00 (1h30)
› State Capitalism and Political Uncertainty in Banking: Empirical Evidence from Sovereign Wealth Funds - Jocelyn Grira, Athabasca University
13:32-15:00 (1h28)
13:30 - 15:00 (1h30)
D1.8: Corporate finance and governance
Online (Zoom)
Linh Tu Ho
› How do Mandatory Climate-Related Disclosures Affect Energy and Agriculture Markets? - Linh Tu Ho, Department of Financial and Business Systems, Faculty of Agribusiness & Commerce, Lincoln University, Christchurch 7647, New Zealand, Lincoln University Centre of Excellence in Transformative Agribusiness, Christchurch 7647, New Zealand
13:30-15:00 (1h30)
› Boardroom Wisdom or Stagnation? Examining Board Age and Firm Performance in French Companies - Mehwish Yousaf, Université de Montpellier - Pascal Nguyen, Université de Montpellier
13:30-15:00 (1h30)
› CEO Power, Regulatory Quality, and Investment-Cash flow Sensitivity - Noor ul Qayyum, Montpellier Research in Management - Pascal Nguyen, Mémoires - Montpellier Management (MOMA)
13:30-15:00 (1h30)
13:30 - 15:00 (1h30)
D1.9: Sustainable finance, ethics, and CSR
Online (Zoom)
Malgorzata Iwanicz-Drozdowska
› How executives treat target CSR commitment during M&A deals? - Mohamed Firas THRAYA, IDRAC
13:30-15:00 (1h30)
› ESG performance and economic growth in Europe - Malgorzata Iwanicz-Drozdowska, SGH Warsaw School of Economics, SGH Warsaw School of Economics
13:30-15:00 (1h30)
› Sustainability-forward-looking disclosure and stock liquidity - imen derouiche, University of Luxembourg
13:30-15:00 (1h30)
› The Impact of Digital Transformation on Financial Constraints:Do cost leadership strategy and managerial ownership matter? - Xin Liu, Hebei University of Technology School of Economics and Management
15:30-17:00 (1h30)
› Does VAT amplify the impact of oil price risk on corporate cash holdings? Evidence from the UAE market - Mohammad Al-Shboul, University of Sharjah - Ghada Almaazmi, University of Sharjah
15:31-17:00 (1h29)
› CEO General Ability and the Takeover Market - A. Can Inci, Bryant University
15:32-17:00 (1h28)
15:30 - 17:00 (1h30)
D2.2: Cryptocurrency and NFTs
Room 28602
Barbara Będowska-Sójka
› Asymmetric time-frequency relationship between climate risk and real estate tokens - Tiwari Aviral Kumar, Indian Institute of Management Bodh Gaya, Bodh Gaya, India - Kyophilavong Phouphet, National University of Laos
15:30-17:00 (1h30)
› Asymmetric Impact of Cryptocurrencies Price Shocks on Stock Markets in GCC Countries: An Evidence from Nonlinear Autoregressive Distributed Lag Model - Al-Anzi Fawaz, Computer Engineering Department, Kuwait University - Sarah Al-Anzi, Abdullah Al Salem University
15:30-17:00 (1h30)
› Interaction Effects in the Cross-Section of Cryptocurrency Returns - Barbara Będowska-Sójka, Poznań University of Economics and Business
15:30-17:00 (1h30)
15:30 - 17:00 (1h30)
D2.3: Special Track: Fintech
Room 28701
Peter Öhman
› E-Rupee Dynamics - Design and Macro Implications on the Indian Payment Ecosystems: An Overview - Sanjogita R, SP Jain Institute of Management and Research - Vidhu Shekhar, SP Jain Institute of Management and Research
15:30-17:00 (1h30)
› Financial well-being and stress: What to do and what not to do Evidence from Sweden - Mustafa Nourallah, Centre for research on Economic Relations, Mid-Sweden University - Peter Öhman, Centre for research on Economic Relations, Mid-Sweden University
15:30-17:00 (1h30)
› Long-term Forecasting in Asset Pricing: Machine Learning Models' Sensitivity to Macroeconomic Shifts and Firm-Specific Factors - Yihe Qian, Guangzhou City University of Technology, University of Macau
15:30-17:00 (1h30)
15:30 - 17:00 (1h30)
D2.4: Corporate Finance and Governance
Room 28702
Pattarake Sarajoti
› Sustainable Finance for SMEs in Developing Economies: What Kind of International Capital Risk Mobilization? - Philippe Regnier, University of Applied Sciences and Arts Northwestern Switzerland
15:30-17:00 (1h30)
› Unlocking Synergies: Sufficiency Economy Philosophy for Sustainability - Sirimon Treepongkaruna, The University of Western Australia, Sasin School of Management, Chulalongkorn University - Pattarake Sarajoti, Sasin School of Management, Chulalongkorn University - Veerawin Korphaibool, Sasin School of Management, Chulalongkorn University
15:30-17:00 (1h30)
› Does the owner's human capital matter for corporate financing? Evidence from small and micro enterprises in China - Haizheng Li, Georgia Institute of Technology
15:30-17:00 (1h30)
15:30 - 17:00 (1h30)
D2.5: Behavioral and experimental finance
Room 28705
Ayobolawole Ogundipe
› Economic Surprises and Institutional Herding: Evidence from Taiwan - Min-Rui Choo, Department of Finance, School of Management, Ming Chuan University
15:30-17:00 (1h30)
› Composite Leading Indicator and Cryptocurrency Returns: A Three-Factor Model - Peng Sanshao, Sanshao Peng
15:30-17:00 (1h30)
› Managerial overconfidence and corporate environmental, social, and governance (ESG) performance around the world - Ayobolawole Ogundipe, University of Tasmania [Hobart, Australia]
15:30-17:00 (1h30)
15:30 - 17:00 (1h30)
D2.6: Corporate Finance and Governance
Online (Zoom)
Jun Zhou
› Investments Transformation and Stock Price Behavior - JUN ZHOU, Tokyo International University
15:30-17:00 (1h30)
› Firm-level Political Risk and Bankruptcy Emergence Chapter 11 - Miftah Zikri, University of Southern Queensland
15:30-17:00 (1h30)
› Does Sovereign ESG Performance Shape Corporate Cash Management in Emerging Markets? - ABDULLAH AL JUGHAIMAN, King Faisal University
15:30-17:00 (1h30)
15:30 - 17:00 (1h30)
D2.7: Sustainable finance, ethics, and CSR
Online (Zoom)
Marc Kouzez
› The carbon emission reduction effects of corporate green investments: Empirical evidence from Chinese listed enterprises - Meng Wang, Nanjing University of Aeronautics and Astronautics [Nanjing]
15:30-17:00 (1h30)
› Stock market reaction to COVID-19 outbreak: Evidence from ESG firms in emerging economies - Mona ElBannan, German University in Cairo
15:30-17:00 (1h30)
› Climate Governance and Green Innovation in Europe: New Perspective - Mahmoud HASSAN, Borddeaux School of Economics
15:30-17:00 (1h30)
15:30 - 17:00 (1h30)
D2.8: Corporate finance and governance
Online (Zoom)
Atta Mark Nyamekye
› Corporate diversification and accounting conservatism: evidence from Japan. - Mark Nyamekye Atta, Yokohama National University
15:30-17:00 (1h30)
› Russo-Ukrainian Geopolitical Tensions: An Empirical Analysis of Corporate Investment in Europe - Shan Jin, Faculty of Agribusiness and Commerce, Lincoln University - Khanh Hoang, Faculty of Agribusiness and Commerce, Lincoln University
15:30-17:00 (1h30)
› Analysts' Earnings Forecast Adjustment to Firm Guidance in light of CEO Powers - Sagi Akron, The School of Business Administration, The Faculty of Social Sciences, University of Haifa
15:30-17:00 (1h30)
15:30 - 17:00 (1h30)
D2.9: Sustainability and investments
Online (Zoom)
Takeda Fumiko & Yoshitaka Kubota
› The effect of IFRS adoption on foreign investment in Japanese equity market - Fumiko Takeda, Keio Business School
15:30-17:00 (1h30)
› CSR performance and family-foundation control - Diem Nguyen, Lund University, School of Economics and Management
15:30-17:00 (1h30)
› Green Investments by Institutional Investors : Evidence of the Role of Governments and Markets - Chee Yoong Liew, UCSI University Malaysia
15:31-17:00 (1h29)