Vietnam Symposium in Banking and Finance 2024

8:00 - 8:30 (30min)

Registration & Coffee break

1st Floor

8:30 - 9:30 (1h)

Global Portfolio Investing: Financial and Economic Integration

Great Hall

Professor Bruno Solnik, HKUST Business School (Hong Kong SAR)

9:30 - 10:00 (30min)

Coffee break

1st Floor

10:00 - 11:30 (1h30)

C2.1: Banking regulations & Financial services

Parallel Room 1

Vadim Balashov, Rutgers University - Camden (United States)

› Central Bank Digital Currency (CBDC) Diffusion in Asia: Insights from a Conjoint Analysis of the Indonesian Market - Akbar Rabbani, Seoul National University [Seoul] 10:00-11:30 (1h30)

› Changes in liquidity regulation and bank credit growth - Amine Tarazi, Université de Limoges, LAPE, Institut Universitaire de France 10:00-11:30 (1h30)

› Long-Horizon Forecasts - Vadim Balashov, Rutgers University - Camden 10:00-11:30 (1h30)

10:00 - 11:30 (1h30)

C2.2: Asset Pricing & Allocation II

Parallel Room 2

Joseph Chen, University of California - Davis (United States)

› Algorithmic Alchemy: Turning Data into Stock Market Gold - Yihe Qian, Guangzhou City University of Technology, University of Macau 10:00-11:30 (1h30)

› Currency Investing Throughout Recent Centuries - Joseph Chen, University of California [Davis] 10:00-11:30 (1h30)

› The vanishing of currency puzzles is a puzzle too - George Panayotov, Hong Kong University of Science and Technology 10:00-11:30 (1h30)

10:00 - 11:30 (1h30)

C2.3: Corporate Finance I

Parallel Room 3

Tram Vu, Monash University (Australia)

› Information Sharing Through Common Auditors: Evidence from Lending Syndicates - Tram Vu, Monash university 10:00-11:30 (1h30)

› CEO Inside Debt and the Sell-Off Decision - Eric Brisker, University of Akron 10:00-11:30 (1h30)

› Climate Risk and Corporate Debt Maturity Profiles - Tuyet Nhung Vu, Loughborough University - Binh Nguyen, RMIT Vietnam - Tam Nguyen, University of Bath - Hong Liu, Loughborough University 10:00-11:30 (1h30)

10:00 - 11:30 (1h30)

C2.4: Financial Modelling I

Parallel Room 4

Kodjovi Assoe, Université du Québec à Montréal (Canada)

› Herding Behavior in African Stock Markets: A State-Space Assessment During Times of Crisis - Kodjovi Assoe, Université du Québec à Montréal 10:00-11:30 (1h30)

› Information Discovery in the Digital Age: Online Search Activity and Earnings Announcements - Saurabh Ahluwalia, The University of New Mexico [Albuquerque] 10:00-11:30 (1h30)

› The Trickle-Down Effect of Government Debt and Social Unrest - Zhengyu Zuo, Shanghai Jiao Tong University, China 10:00-11:30 (1h30)

10:00 - 11:30 (1h30)

C2.5: Corporate Governance

Parallel Room 5

Fumiko Takeda, Keio Business School (Japan)

› Investors' reaction to greenwashing: Evidence in corporate ESG bond market - Wilson Wan, the Hong Kong University of Science and Technology 10:00-11:30 (1h30)

› The effects of activist board representation on targets' performance in Japan - Fumiko Takeda, Keio Business School 10:00-11:30 (1h30)

› The optimal investment size in the electricity sector in EU countries - Mathieu Petit, Institute of Economic Studies Faculty of Social Sciences Charles University 10:00-11:30 (1h30)

10:00 - 11:30 (1h30)

C2.6: Financial Modelling II

Parallel Room 6

Quoc Khanh Nguyen, University of Technology, Sydney (Australia)

› The Influence of the COVID-19 Pandemic on Depositors in the Eurozone: A Comprehensive Analysis - Veton Zeqiraj, University of Prishtina, Central Bank of the Republic of Kosovo 10:00-11:30 (1h30)

› The role of digital technology in Macro-financial linkages - Malgorzata Pawlowska, Małgorzata Pawłowska, SGH Warsaw School of Economics 10:00-11:30 (1h30)

› Why are cryptocurrencies so volatile? - Nguyen Quoc Khanh, University of Technology Sydney 10:00-11:30 (1h30)

11:30 - 13:00 (1h30)

Lunch Break

1st Floor

13:00 - 14:00 (1h)

Generative Modeling for Time Series

Great Hall

Professor Huyen Pham, École Polytechnique (France)

14:00 - 14:30 (30min)

Coffee break

1st Floor

14:30 - 16:00 (1h30)

D2.1: Corporate Finance & Governance II

Parallel Room 1

Yen Ngoc Nguyen, St. Francis Xavier University (Canada)

› Does Corporate Social Responsibility Impact the Market for New Issues? - Taylan Mavruk, University of Gothenburg - Russell Wermers, University of Maryland 14:30-16:00 (1h30)

› The Value of Openness - Mitch Warachka, Chapman University 14:30-16:00 (1h30)

› Does Labor Market Flow Help or Hurt Firm Innovation? Evidence from OECD Countries - Yen Ngoc Nguyen, St. Francis Xavier University (CANADA) 14:30-16:00 (1h30)

14:30 - 16:00 (1h30)

D2.2: Financial Markets, Institutions, & Money II

Parallel Room 2

Tram Hong Dang, Université Polytechnique Hauts-de-France (France)

› Monetary and prudential policy coordination: impact on bank's risk-taking - Melchisedek Joslem NGAMBOU DJATCHE, Univ Angers - GRANEM 14:30-16:00 (1h30)

› The Interplay of Monetary Policy and FDI in Shaping Green Finance - Nguyen-Quynh-Nhu Ngo, Faculty of Finance and Banking, Ton Duc Thang University, Ho Chi Minh City, Faculty of Finance and Banking, Open University, Ho Chi Minh City 14:30-16:00 (1h30)

› The Market for Bank Branches in the Internet Age - Tram Dang, Université Polytechnique Hauts-de-France 14:30-16:00 (1h30)

14:30 - 16:00 (1h30)

D2.3: Finance and Sustainability III

Parallel Room 3

Linh Tran Dieu, Paris Saclay University (France)

› A Legal Origins Perspective on ESG Ratings Disagreement - Barbara Kurbus, Money and Finance Department 14:30-16:00 (1h30)

› DETERMINANTS OF MUTUAL FUNDS' CARBON FOOTPRINT - Linh TRAN DIEU, Paris Saclay University 14:30-16:00 (1h30)

› Does Board Compensation Influence Corporate Social Responsibility Investment? - Ankur Paliwal, IFMR Graduate School of Business, Krea University - Chandrasekaran Nagarajan, IFMR Graduate School of Business, Krea University 14:30-16:00 (1h30)

14:30 - 16:00 (1h30)

D2.4: Finance and Sustainability IV

Parallel Room 4

Britta Hachenberg, Technical University of Darmstadt (Germany)

› Revising the Connectedness between Oil, Natural Gas and Energy Firms: A Quantile-decomposition Approach - Jorge Muñoz Mendoza, University of Barcelona, University of Concepción 14:30-16:00 (1h30)

› The Sustainium Effect and Step-up Penalties of Sustainability-Linked Bonds - Britta Hachenberg, Technische Hochschule Köln 14:30-16:00 (1h30)

› What do press conferences tell us about central bankers' sentiment? - Renaud Beaupain, IESEG School of Management (LEM-CNRS) 14:30-16:00 (1h30)

14:30 - 16:00 (1h30)

D2.5: Asset Pricing & Financial Modelling

Parallel Room 5

Heni Boubaker, IPAG Business School (France)

› An explanation of under-diversification puzzles through ambiguity tastes and beliefs - Somayyeh Lotfi, University of Central Lancashire Cyprus 14:30-16:00 (1h30)

› Short-horizon insiders and stock trades in personal portfolios - Diem Nguyen, Lund University, School of Economics and Management - Shahin Sarwar, University of Gothenburg 14:30-16:00 (1h30)

› Improving Hybrid Approaches in Forecasting with Entropy and Fuzzy Logic - Heni Boubaker, IPAG Business School, IPAG LAB, 184 Boulevard Saint-Germain - Amina Ladhari, IHEC 14:30-16:00 (1h30)

› Three variations of Heads or Tails Game for Bitcoin - Cyril Grunspan, De Vinci Research Center - Ricardo Pérez-Marco, CNRS 14:31-16:00 (1h29)