Vietnam Symposium in Banking and Finance 2024

8:00 - 8:30 (30min)

Registration & Coffee break

1st Floor

8:30 - 9:00 (30min)

Welcome and Opening Remarks

Great Hall

Huu Toan Bui; Thi Hoang Anh Pham; Sabri Boubaker; Duc Khuong Nguyen; Hung Do; Viet Dung Tran

9:00 - 10:00 (1h)

Carbon Bubbles and Stranded Assets in Financial Markets

Great Hall

Professor Tom Smith, Macquarie University (Australia)

10:00 - 10:30 (30min)

Coffee break

1st Floor

10:30 - 12:00 (1h30)

A2.1: Finance and Sustainability I

Parallel Room 1

Angelica Gonzalez, University of Edinburgh (United Kingdom)

› Actions after Experiences: CEO Abnormal Climate Exposure and Corporate Carbon Reduction - Angelica Gonzalez, University of Edinburgh 10:30-12:00 (1h30)

› CEOs' Prior Professional Experiences and Bank Risk - Esteban Hernandez, Florida Atlantic University [Boca Raton] 10:30-12:00 (1h30)

› The value of sustainability: How ESG cost investment impact corporate financial performance - Lu He, University of Macau 10:30-12:00 (1h30)

10:30 - 12:00 (1h30)

A2.2: Banking System & Macroeconomics

Parallel Room 2

Vesa Pursiainen, University of St. Gallen & Swiss Finance Institute (Switzerland)

› Bank efficiency and the bond markets: evidence from Asia-Pacific region - Qiongbing Wu, Western Sydney University 10:30-12:00 (1h30)

› Bank heterogeneity and monetary policy response: Evidence from the emerging market economies - Abhay Raghuvanshi, Indian Institute of Technology Kanpur India 10:30-12:00 (1h30)

› Real Consequences of Banking Efficiency - Vesa Pursiainen, University of St.Gallen and Swiss Finance Institute - Hanwen Sun, University of Bath - Guochao Yang, Zhongnan University of Economics and Law [China] 10:30-12:00 (1h30)

10:30 - 12:00 (1h30)

A2.3: Monetary & Financial Macroeconomics I

Parallel Room 3

Kiril Tochkov, Texas Christian University (United States)

› Betting on Dark Horses - Tools from Macroeconomics for Model Trading in hybrid crypto-assets portfolios - Duc PHAM HI, ECE Paris 10:30-12:00 (1h30)

› Inter-regional risk sharing and the effectiveness of monetary policy in China - Kiril Tochkov, Texas Christian University 10:30-12:00 (1h30)

› Unveiling Asymmetries: Savings-Investment Dynamics Across Quantiles - Lukas Fryd, Prague University of Economics and Business - Ondrej Sokol, Prague University of Economics and Business 10:30-12:00 (1h30)

10:30 - 12:00 (1h30)

A2.4: Asset Pricing & Allocation I

Parallel Room 4

Daniel Rabetti, National University of Singapore (Singapore)

› New Score-Driven Scale and Shape Interactions: An Application to International Stock Indices - Szabolcs Blazsek, Mercer 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)

› The Effect of Climate Regulatory Actions on Credit Allocation: Evidence from the Insurance Industry - Victor Wei, Cornell University [Ithaca] - Ali Ozdagli, Federal Reserve Bank of Dallas 10:30-12:00 (1h30)

› Is Love Blind? AI-Powered Trading with Emotional Dividends - Daniel Rabetti, National University of Singapore 10:30-12:00 (1h30)

10:30 - 12:00 (1h30)

A2.5: Corporate Finance & Governance I

Parallel Room 5

Hansol Jang, National University of Singapore (Singapore)

› Capital Structure and the Franchise Decision: A Knightian View - Ariel Viale, Palm Beach Atlantic University 10:30-12:00 (1h30)

› Corporate Communications with Government Executive Officials: Evidence from the STOCK Act - Youan WANG, Xiamen University 10:30-12:00 (1h30)

› The External Governance of Internal Governance: Evidence from Broker-Dealers and Insider Stock Gift Backdating - Hansol Jang, National University of Singapore (Singapore) 10:30-12:00 (1h30)

10:30 - 12:00 (1h30)

A2.6: Monetary & Financial Macroeconomics II

Parallel Room 6

Astrid Loretta Ayala, Mercer University (United States)

› Expectations Hypothesis Revisited - Nilanjana Chakraborty, Independent researcher 10:30-12:00 (1h30)

› The role of financial inclusion on economic uncertainties-growth nexus: Evidence from the dynamic panel threshold - Rafiqa Murdipi, International Islamic University Malaysia 10:30-12:00 (1h30)

› What can Jackson Pollock tell us about the Art Market? - Astrid Ayala, Mercer University 10:30-12:00 (1h30)

12:00 - 13:30 (1h30)

Lunch Break

1st Floor

13:30 - 14:30 (1h)

Beyond the Headlines: The Implicit Implications of Fed Rate Changes on Vietnam's Economy

Great Hall

Policy Roundtable Discussion

14:30 - 15:00 (30min)

Coffee break

1st Floor

15:00 - 16:30 (1h30)

B2.1: Risk Management

Parallel Room 1

Arisa Chantaraboontha, Osaka University (Japan)

› Bitcoin and Ethereum: Commodities or Alternative Assets - an Experimental Approach - Daria Gottwald, University of Bath [Bath] 15:00-16:30 (1h30)

› Measuring the Spillovers of US Unconventional Surprises across Monetary Conditions with Local Projections - Arisa Chantaraboontha, Graduate School of Economics, Osaka University 15:00-16:30 (1h30)

› The Impact of Gender-Diverse Audit Committees on Risk Management Effectiveness in GCC Firms - Pascale BAAKLINI, Pascale BAAKLINI 15:00-16:30 (1h30)

› Influence of Regulatory Quality and Global Power on Convergence of Stock Markets in G20 Economies - Rakesh Gupta, Charles Darwin University [Australia] 15:01-16:30 (1h29)

15:00 - 16:30 (1h30)

B2.2: Behavioral Finance

Parallel Room 2

Paul Gerrans, University of Western Australia (Australia)

› Is Sustainable Investing Driven by Social Preferences? Evidence from Shocks to Philanthropy - Maria Boutchkova, University of Edinburgh 15:00-16:30 (1h30)

› The Impact of Investment Returns on Gambling Consumption - Sung Kwan Lee, Chinese University of Hong Kong, Shenzhen 15:00-16:30 (1h30)

› The important role of intention and financial literacy in pension plan members' retirement savings behaviors during COVID-19 - Paul Gerrans, University of Western Australia 15:00-16:30 (1h30)

15:00 - 16:30 (1h30)

B2.3: Financial Markets, Institutions, & Money I

Parallel Room 3

Candida Ferreira, Universidade De Lisboa (Portugal)

› Efficiency of the European Union Banking Sector: A Panel Data Approach - Candida Ferreira, UNIVERSIDADE DE LISBOA 15:00-16:30 (1h30)

› Impacts of Index Revisions on Weight Reduction Firms: Empirical Evidence in Japan - Thanh NGUYEN, Japan Securities Research Institute 15:00-16:30 (1h30)

› The non-linear association between bank fintech and relationship lending: A panel threshold analysis of Indian banks - Sofia Mathew, Indian Institute of Management Kozhikode 15:00-16:30 (1h30)

15:00 - 16:30 (1h30)

B2.4: Market Behavior and Efficiency

Parallel Room 4

Hamid Yahyaei, Macquarie University (Australia)

› Data Breaches: Impact of Severity, Confounding Events, and Managerial Information Asymmetry - Ruoyu Gao, University College Dublin 15:00-16:30 (1h30)

› Geopolitical Risk and Global Supply Chain Dynamics - Lei Zhuang, The Hong Kong Polytechnic University [Hong Kong] 15:00-16:30 (1h30)

› Ex Ante Bond Returns and Time-Varying Monotonicity - Hamid Yahyaei, Macquarie University 15:00-16:30 (1h30)

15:00 - 16:30 (1h30)

B2.5: Special Session: Professional Report

Parallel Room 5

Giang Phung, ISC Paris School of Business (France)

› Evaluation of Performance of Vietnamese Commercial Joint Stock Banks Under Digital Transformation - Thi My Hoa Phan, National Taipei University of Technology 15:00-16:30 (1h30)

› Evidence on the Impact of Corporate Governance on Bank Performance from Deposit Money Banks in Sub-Saharan Africa (SSA) - Ayotunde Saka, Robert Gordon University, Lagos State University - Xin Zhang, Robert Gordon University 15:00-16:30 (1h30)

› Global Bank Default Risk: A Cross-Regional Analysis of Financial Determinants Using the CAMELS Framework - Giang PHUNG, ISC Paris School of Business 15:00-16:30 (1h30)

15:00 - 16:30 (1h30)

B2.6: Finance and Sustainability II

Parallel Room 6

Dominika Galkiewicz, University of Applied Sciences Kufstein (Uask) (Austria)

› Changes in Sustainability Reporting Dynamics Observed from ESG Measures Provided by Real Estate Companies in 2020 and 2021: Evidence from Germany, Austria and Switzerland - Dominika Galkiewicz, University of Applied Sciences Kufstein (UASK) 15:00-16:30 (1h30)

› The Double-Edged Sword of Firm's Commitment to Net Zero on the Carbon Risk Premium - Wilson Wan, the Hong Kong University of Science and Technology 15:00-16:30 (1h30)

› The importance of cultural dimensions, legal system, corruption, human rights, and gender equality in Corporate Social Responsibility: A systematic literature review - Ana Rita Oliveira, Lisbon School of Economics and Management, Lisbon University 15:00-16:30 (1h30)

› Toward carbon neutrality: Exploring the role of climate risk on corporate carbon emissions - Faten Lakhal, Pôle Universitaire Léonard de Vinci, Research Center, 92916 Paris La Défense (France) - Hamza Nizar, Institut des hautes études commerciales (Carthage, Tunisie) 15:00-16:30 (1h30)

19:00 - 22:00 (3h)

Gala Dinner & Best Paper Awards

LUC THUY RESTAURANT & LOUNGE

	Thu. 24	Fri. 25	Sat. 26
08:00 09:00 10:00 11:00 12:00 13:00 14:00 15:00 16:00 17:00 18:00 19:00 20:00 21:00 22:00	Registration & Coffee break 8:00 - 8:30 (30min) Registration & Coffee break 1st Floor Welcome and Opening Remarks 8:30 - 9:00 (30min) Welcome and Opening Remarks Great Hall Huu Toan Bui; Thi Hoang Anh Pham; Sabri Boubaker; Duc Khuong Nguyen; Hung Do; Viet Dung Tran Carbon Bubbles and Stranded Assets in Financial Markets 9:00 - 10:00 (1h) Carbon Bubbles and Stranded Assets in Financial Markets Great Hall Professor Tom Smith, Macquarie University (Australia) Coffee break 10:00 - 10:30 (30min) Coffee break 1st Floor A2.1: Finance and Sustainability I A2.2: Banking System & Macroeconomics A2.3: Monetary & Financial Macroeconomics I A2.4: Asset Pricing & Allocation I A2.5: Corporate Finance & Governance I A2.6: Monetary & Financial Macroeconomics II 10:30 - 12:00 (1h30) A2.1: Finance and Sustainability I Parallel Room 1 Angelica Gonzalez, University of Edinburgh (United Kingdom) › Actions after Experiences: CEO Abnormal Climate Exposure and Corporate Carbon Reduction - Angelica Gonzalez, University of Edinburgh 10:30-12:00 (1h30) › CEOs' Prior Professional Experiences and Bank Risk - Esteban Hernandez, Florida Atlantic University [Boca Raton] 10:30-12:00 (1h30) › The value of sustainability: How ESG cost investment impact corporate financial performance - Lu He, University of Macau 10:30-12:00 (1h30) 10:30 - 12:00 (1h30) A2.2: Banking System & Macroeconomics Parallel Room 2 Vesa Pursiainen, University of St. Gallen & Swiss Finance Institute (Switzerland) › Bank efficiency and the bond markets: evidence from Asia-Pacific region - Qiongbing Wu, Western Sydney University 10:30-12:00 (1h30) › Bank heterogeneity and monetary policy response: Evidence from the emerging market economies - Abhay Raghuvanshi, Indian Institute of Technology Kanpur India 10:30-12:00 (1h30) › Real Consequences of Banking Efficiency - Vesa Pursiainen, University of St.Gallen and Swiss Finance Institute - Hanwen Sun, University of Bath - Guochao Yang, Zhongnan University of Economics and Law [China] 10:30-12:00 (1h30) 10:30 - 12:00 (1h30) A2.3: Monetary & Financial Macroeconomics I Parallel Room 3 Kiril Tochkov, Texas Christian University (United States) › Betting on Dark Horses - Tools from Macroeconomics for Model Trading in hybrid crypto-assets portfolios - Duc PHAM HI, ECE Paris 10:30-12:00 (1h30) › Inter-regional risk sharing and the effectiveness of monetary policy in China - Kiril Tochkov, Texas Christian University 10:30-12:00 (1h30) › Unveiling Asymmetries: Savings-Investment Dynamics Across Quantiles - Lukas Fryd, Prague University of Economics and Business - Ondrej Sokol, Prague University of Economics and Business 10:30-12:00 (1h30) 10:30 - 12:00 (1h30) A2.4: Asset Pricing & Allocation I Parallel Room 4 Daniel Rabetti, National University of Singapore (Singapore) › New Score-Driven Scale and Shape Interactions: An Application to International Stock Indices - Szabolcs Blazsek, Mercer 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) › The Effect of Climate Regulatory Actions on Credit Allocation: Evidence from the Insurance Industry - Victor Wei, Cornell University [Ithaca] - Ali Ozdagli, Federal Reserve Bank of Dallas 10:30-12:00 (1h30) › Is Love Blind? AI-Powered Trading with Emotional Dividends - Daniel Rabetti, National University of Singapore 10:30-12:00 (1h30) 10:30 - 12:00 (1h30) A2.5: Corporate Finance & Governance I Parallel Room 5 Hansol Jang, National University of Singapore (Singapore) › Capital Structure and the Franchise Decision: A Knightian View - Ariel Viale, Palm Beach Atlantic University 10:30-12:00 (1h30) › Corporate Communications with Government Executive Officials: Evidence from the STOCK Act - Youan WANG, Xiamen University 10:30-12:00 (1h30) › The External Governance of Internal Governance: Evidence from Broker-Dealers and Insider Stock Gift Backdating - Hansol Jang, National University of Singapore (Singapore) 10:30-12:00 (1h30) 10:30 - 12:00 (1h30) A2.6: Monetary & Financial Macroeconomics II Parallel Room 6 Astrid Loretta Ayala, Mercer University (United States) › Expectations Hypothesis Revisited - Nilanjana Chakraborty, Independent researcher 10:30-12:00 (1h30) › The role of financial inclusion on economic uncertainties-growth nexus: Evidence from the dynamic panel threshold - Rafiqa Murdipi, International Islamic University Malaysia 10:30-12:00 (1h30) › What can Jackson Pollock tell us about the Art Market? - Astrid Ayala, Mercer University 10:30-12:00 (1h30) Lunch Break 12:00 - 13:30 (1h30) Lunch Break 1st Floor Beyond the Headlines: The Implicit Implications of Fed Rate Changes on Vietnam's Economy 13:30 - 14:30 (1h) Beyond the Headlines: The Implicit Implications of Fed Rate Changes on Vietnam's Economy Great Hall Policy Roundtable Discussion Coffee break 14:30 - 15:00 (30min) Coffee break 1st Floor B2.1: Risk Management B2.2: Behavioral Finance B2.3: Financial Markets, Institutions, & Money I B2.4: Market Behavior and Efficiency B2.5: Special Session: Professional Report B2.6: Finance and Sustainability II 15:00 - 16:30 (1h30) B2.1: Risk Management Parallel Room 1 Arisa Chantaraboontha, Osaka University (Japan) › Bitcoin and Ethereum: Commodities or Alternative Assets - an Experimental Approach - Daria Gottwald, University of Bath [Bath] 15:00-16:30 (1h30) › Measuring the Spillovers of US Unconventional Surprises across Monetary Conditions with Local Projections - Arisa Chantaraboontha, Graduate School of Economics, Osaka University 15:00-16:30 (1h30) › The Impact of Gender-Diverse Audit Committees on Risk Management Effectiveness in GCC Firms - Pascale BAAKLINI, Pascale BAAKLINI 15:00-16:30 (1h30) › Influence of Regulatory Quality and Global Power on Convergence of Stock Markets in G20 Economies - Rakesh Gupta, Charles Darwin University [Australia] 15:01-16:30 (1h29) 15:00 - 16:30 (1h30) B2.2: Behavioral Finance Parallel Room 2 Paul Gerrans, University of Western Australia (Australia) › Is Sustainable Investing Driven by Social Preferences? Evidence from Shocks to Philanthropy - Maria Boutchkova, University of Edinburgh 15:00-16:30 (1h30) › The Impact of Investment Returns on Gambling Consumption - Sung Kwan Lee, Chinese University of Hong Kong, Shenzhen 15:00-16:30 (1h30) › The important role of intention and financial literacy in pension plan members' retirement savings behaviors during COVID-19 - Paul Gerrans, University of Western Australia 15:00-16:30 (1h30) 15:00 - 16:30 (1h30) B2.3: Financial Markets, Institutions, & Money I Parallel Room 3 Candida Ferreira, Universidade De Lisboa (Portugal) › Efficiency of the European Union Banking Sector: A Panel Data Approach - Candida Ferreira, UNIVERSIDADE DE LISBOA 15:00-16:30 (1h30) › Impacts of Index Revisions on Weight Reduction Firms: Empirical Evidence in Japan - Thanh NGUYEN, Japan Securities Research Institute 15:00-16:30 (1h30) › The non-linear association between bank fintech and relationship lending: A panel threshold analysis of Indian banks - Sofia Mathew, Indian Institute of Management Kozhikode 15:00-16:30 (1h30) 15:00 - 16:30 (1h30) B2.4: Market Behavior and Efficiency Parallel Room 4 Hamid Yahyaei, Macquarie University (Australia) › Data Breaches: Impact of Severity, Confounding Events, and Managerial Information Asymmetry - Ruoyu Gao, University College Dublin 15:00-16:30 (1h30) › Geopolitical Risk and Global Supply Chain Dynamics - Lei Zhuang, The Hong Kong Polytechnic University [Hong Kong] 15:00-16:30 (1h30) › Ex Ante Bond Returns and Time-Varying Monotonicity - Hamid Yahyaei, Macquarie University 15:00-16:30 (1h30) 15:00 - 16:30 (1h30) B2.5: Special Session: Professional Report Parallel Room 5 Giang Phung, ISC Paris School of Business (France) › Evaluation of Performance of Vietnamese Commercial Joint Stock Banks Under Digital Transformation - Thi My Hoa Phan, National Taipei University of Technology 15:00-16:30 (1h30) › Evidence on the Impact of Corporate Governance on Bank Performance from Deposit Money Banks in Sub-Saharan Africa (SSA) - Ayotunde Saka, Robert Gordon University, Lagos State University - Xin Zhang, Robert Gordon University 15:00-16:30 (1h30) › Global Bank Default Risk: A Cross-Regional Analysis of Financial Determinants Using the CAMELS Framework - Giang PHUNG, ISC Paris School of Business 15:00-16:30 (1h30) 15:00 - 16:30 (1h30) B2.6: Finance and Sustainability II Parallel Room 6 Dominika Galkiewicz, University of Applied Sciences Kufstein (Uask) (Austria) › Changes in Sustainability Reporting Dynamics Observed from ESG Measures Provided by Real Estate Companies in 2020 and 2021: Evidence from Germany, Austria and Switzerland - Dominika Galkiewicz, University of Applied Sciences Kufstein (UASK) 15:00-16:30 (1h30) › The Double-Edged Sword of Firm's Commitment to Net Zero on the Carbon Risk Premium - Wilson Wan, the Hong Kong University of Science and Technology 15:00-16:30 (1h30) › The importance of cultural dimensions, legal system, corruption, human rights, and gender equality in Corporate Social Responsibility: A systematic literature review - Ana Rita Oliveira, Lisbon School of Economics and Management, Lisbon University 15:00-16:30 (1h30) › Toward carbon neutrality: Exploring the role of climate risk on corporate carbon emissions - Faten Lakhal, Pôle Universitaire Léonard de Vinci, Research Center, 92916 Paris La Défense (France) - Hamza Nizar, Institut des hautes études commerciales (Carthage, Tunisie) 15:00-16:30 (1h30) Gala Dinner & Best Paper Awards 19:00 - 22:00 (3h) Gala Dinner & Best Paper Awards LUC THUY RESTAURANT & LOUNGE	Registration & Coffee break 8:00 - 8:30 (30min) Registration & Coffee break 1st Floor Global Portfolio Investing: Financial and Economic Integration 8:30 - 9:30 (1h) Global Portfolio Investing: Financial and Economic Integration Great Hall Professor Bruno Solnik, HKUST Business School (Hong Kong SAR) Coffee break 9:30 - 10:00 (30min) Coffee break 1st Floor C2.1: Banking regulations & Financial services C2.2: Asset Pricing & Allocation II C2.3: Corporate Finance I C2.4: Financial Modelling I C2.5: Corporate Governance C2.6: Financial Modelling II 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) Lunch Break 11:30 - 13:00 (1h30) Lunch Break 1st Floor Generative Modeling for Time Series 13:00 - 14:00 (1h) Generative Modeling for Time Series Great Hall Professor Huyen Pham, École Polytechnique (France) Coffee break 14:00 - 14:30 (30min) Coffee break 1st Floor D2.1: Corporate Finance & Governance II D2.2: Financial Markets, Institutions, & Money II D2.3: Finance and Sustainability III D2.4: Finance and Sustainability IV D2.5: Asset Pricing & Financial Modelling 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)	Social Event/Half-day Tour & Lunch 9:00 - 13:00 (4h) Social Event/Half-day Tour & Lunch This is dedicated for the social event and half-day tour in Hanoi. (No additional fee required)