AGENDA & PAPER DOWNLOAD

Thursday, October 24, 2024

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08:00 - 08:30 Registration & Coffee break (1st Floor)  
08:30 - 09:00 Welcome and Opening Remarks (Great Hall) - Huu Toan Bui; Thi Hoang Anh Pham; Sabri Boubaker; Duc Khuong Nguyen; Hung Do; Viet Dung Tran  
09:00 - 10:00 Carbon Bubbles and Stranded Assets in Financial Markets (Great Hall) - Professor Tom Smith, Macquarie University (Australia)  
10:00 - 10:30 Coffee break (1st Floor)  
10:30 - 12:00 A2.1: Finance and Sustainability I (Parallel Room 1) - Angelica Gonzalez, University of Edinburgh (United Kingdom) (+)  
10:30 - 12:00 › Actions after Experiences: CEO Abnormal Climate Exposure and Corporate Carbon Reduction - Angelica Gonzalez, University of Edinburgh
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10:30 - 12:00 › CEOs' Prior Professional Experiences and Bank Risk - Esteban Hernandez, Florida Atlantic University [Boca Raton]
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10:30 - 12:00 › The value of sustainability: How ESG cost investment impact corporate financial performance - Lu He, University of Macau
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10:30 - 12:00 A2.2: Banking System & Macroeconomics (Parallel Room 2) - Vesa Pursiainen, University of St. Gallen & Swiss Finance Institute (Switzerland) (+)  
10:30 - 12:00 › Bank efficiency and the bond markets: evidence from Asia-Pacific region - Qiongbing Wu, Western Sydney University
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10:30 - 12:00 › Bank heterogeneity and monetary policy response: Evidence from the emerging market economies - Abhay Raghuvanshi, Indian Institute of Technology Kanpur India
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10:30 - 12:00 › 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]
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10:30 - 12:00 A2.3: Monetary & Financial Macroeconomics I (Parallel Room 3) - Kiril Tochkov, Texas Christian University (United States) (+)  
10:30 - 12:00 › Betting on Dark Horses - Tools from Macroeconomics for Model Trading in hybrid crypto-assets portfolios - Duc PHAM HI, ECE Paris
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10:30 - 12:00 › Inter-regional risk sharing and the effectiveness of monetary policy in China - Kiril Tochkov, Texas Christian University
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10:30 - 12:00 › Unveiling Asymmetries: Savings-Investment Dynamics Across Quantiles - Lukas Fryd, Prague University of Economics and Business - Ondrej Sokol, Prague University of Economics and Business
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10:30 - 12:00 A2.4: Asset Pricing & Allocation I (Parallel Room 4) - Daniel Rabetti, National University of Singapore (Singapore) (+)  
10:30 - 12:00 › New Score-Driven Scale and Shape Interactions: An Application to International Stock Indices - Szabolcs Blazsek, Mercer University
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10:30 - 12:00 › Predicting CDS Spreads and Stock Returns with Weather Risk: A Study Utilizing NLP/LLM and AI Measures - YI ZHOU, San Francisco State University
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10:30 - 12:00 › 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
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10:30 - 12:00 › Is Love Blind? AI-Powered Trading with Emotional Dividends - Daniel Rabetti, National University of Singapore
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10:30 - 12:00 A2.5: Corporate Finance & Governance I (Parallel Room 5) - Hansol Jang, National University of Singapore (Singapore) (+)  
10:30 - 12:00 › Capital Structure and the Franchise Decision: A Knightian View - Ariel Viale, Palm Beach Atlantic University
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10:30 - 12:00 › Corporate Communications with Government Executive Officials: Evidence from the STOCK Act - Youan WANG, Xiamen University
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10:30 - 12:00 › The External Governance of Internal Governance: Evidence from Broker-Dealers and Insider Stock Gift Backdating - Hansol Jang, National University of Singapore (Singapore)
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10:30 - 12:00 A2.6: Monetary & Financial Macroeconomics II (Parallel Room 6) - Astrid Loretta Ayala, Mercer University (United States) (+)  
10:30 - 12:00 › Expectations Hypothesis Revisited - Nilanjana Chakraborty, Independent researcher
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10:30 - 12:00 › The role of financial inclusion on economic uncertainties-growth nexus: Evidence from the dynamic panel threshold - Rafiqa Murdipi, International Islamic University Malaysia
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10:30 - 12:00 › What can Jackson Pollock tell us about the Art Market? - Astrid Ayala, Mercer University
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12:00 - 13:30 Lunch Break (1st Floor)  
13:30 - 14:30 Beyond the Headlines: The Implicit Implications of Fed Rate Changes on Vietnam's Economy (Great Hall) - Policy Roundtable Discussion  
14:30 - 15:00 Coffee break (1st Floor)  
15:00 - 16:30 B2.1: Risk Management (Parallel Room 1) - Arisa Chantaraboontha, Osaka University (Japan) (+)  
15:00 - 16:30 › Bitcoin and Ethereum: Commodities or Alternative Assets - an Experimental Approach - Daria Gottwald, University of Bath [Bath]
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15:00 - 16:30 › Measuring the Spillovers of US Unconventional Surprises across Monetary Conditions with Local Projections - Arisa Chantaraboontha, Graduate School of Economics, Osaka University
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15:00 - 16:30 › The Impact of Gender-Diverse Audit Committees on Risk Management Effectiveness in GCC Firms - Pascale BAAKLINI, Pascale BAAKLINI
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15:01 - 16:30 › Influence of Regulatory Quality and Global Power on Convergence of Stock Markets in G20 Economies - Rakesh Gupta, Charles Darwin University [Australia]
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15:00 - 16:30 B2.2: Behavioral Finance (Parallel Room 2) - Paul Gerrans, University of Western Australia (Australia) (+)  
15:00 - 16:30 › Is Sustainable Investing Driven by Social Preferences? Evidence from Shocks to Philanthropy - Maria Boutchkova, University of Edinburgh
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15:00 - 16:30 › The Impact of Investment Returns on Gambling Consumption - Sung Kwan Lee, Chinese University of Hong Kong, Shenzhen
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15:00 - 16:30 › The important role of intention and financial literacy in pension plan members' retirement savings behaviors during COVID-19 - Paul Gerrans, University of Western Australia
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15:00 - 16:30 B2.3: Financial Markets, Institutions, & Money I (Parallel Room 3) - Candida Ferreira, Universidade De Lisboa (Portugal) (+)  
15:00 - 16:30 › Efficiency of the European Union Banking Sector: A Panel Data Approach - Candida Ferreira, UNIVERSIDADE DE LISBOA
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15:00 - 16:30 › Impacts of Index Revisions on Weight Reduction Firms: Empirical Evidence in Japan - Thanh NGUYEN, Japan Securities Research Institute
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15:00 - 16:30 › The non-linear association between bank fintech and relationship lending: A panel threshold analysis of Indian banks - Sofia Mathew, Indian Institute of Management Kozhikode
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15:00 - 16:30 B2.4: Market Behavior and Efficiency (Parallel Room 4) - Hamid Yahyaei, Macquarie University (Australia) (+)  
15:00 - 16:30 › Data Breaches: Impact of Severity, Confounding Events, and Managerial Information Asymmetry - Ruoyu Gao, University College Dublin
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15:00 - 16:30 › Geopolitical Risk and Global Supply Chain Dynamics - Lei Zhuang, The Hong Kong Polytechnic University [Hong Kong]
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15:00 - 16:30 › Ex Ante Bond Returns and Time-Varying Monotonicity - Hamid Yahyaei, Macquarie University
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15:00 - 16:30 B2.5: Special Session: Professional Report (Parallel Room 5) - Giang Phung, ISC Paris School of Business (France) (+)  
15:00 - 16:30 › Evaluation of Performance of Vietnamese Commercial Joint Stock Banks Under Digital Transformation - Thi My Hoa Phan, National Taipei University of Technology
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15:00 - 16:30 › 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
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15:00 - 16:30 › Global Bank Default Risk: A Cross-Regional Analysis of Financial Determinants Using the CAMELS Framework - Giang PHUNG, ISC Paris School of Business
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15:00 - 16:30 B2.6: Finance and Sustainability II (Parallel Room 6) - Dominika Galkiewicz, University of Applied Sciences Kufstein (Uask) (Austria) (+)  
15:00 - 16:30 › 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)
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15:00 - 16:30 › 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
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15:00 - 16:30 › 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
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15:00 - 16:30 › 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)
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19:00 - 22:00 Gala Dinner & Best Paper Awards (LUC THUY RESTAURANT & LOUNGE )  

Friday, October 25, 2024

Time Event (+)
08:00 - 08:30 Registration & Coffee break (1st Floor)  
08:30 - 09:30 Global Portfolio Investing: Financial and Economic Integration (Great Hall) - Professor Bruno Solnik, HKUST Business School (Hong Kong SAR)  
09:30 - 10:00 Coffee break (1st Floor)  
10:00 - 11:30 C2.1: Banking regulations & Financial services (Parallel Room 1) - Vadim Balashov, Rutgers University - Camden (United States) (+)  
10:00 - 11:30 › Central Bank Digital Currency (CBDC) Diffusion in Asia: Insights from a Conjoint Analysis of the Indonesian Market - Akbar Rabbani, Seoul National University [Seoul]
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10:00 - 11:30 › Changes in liquidity regulation and bank credit growth - Amine Tarazi, Université de Limoges, LAPE, Institut Universitaire de France
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10:00 - 11:30 › Long-Horizon Forecasts - Vadim Balashov, Rutgers University - Camden
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10:00 - 11:30 C2.2: Asset Pricing & Allocation II (Parallel Room 2) - Joseph Chen, University of California - Davis (United States) (+)  
10:00 - 11:30 › Algorithmic Alchemy: Turning Data into Stock Market Gold - Yihe Qian, Guangzhou City University of Technology, University of Macau
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10:00 - 11:30 › Currency Investing Throughout Recent Centuries - Joseph Chen, University of California [Davis]
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10:00 - 11:30 › The vanishing of currency puzzles is a puzzle too - George Panayotov, Hong Kong University of Science and Technology
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10:00 - 11:30 C2.3: Corporate Finance I (Parallel Room 3) - Tram Vu, Monash University (Australia) (+)  
10:00 - 11:30 › Information Sharing Through Common Auditors: Evidence from Lending Syndicates - Tram Vu, Monash university
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10:00 - 11:30 › CEO Inside Debt and the Sell-Off Decision - Eric Brisker, University of Akron
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10:00 - 11:30 › 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
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10:00 - 11:30 C2.4: Financial Modelling I (Parallel Room 4) - Kodjovi Assoe, Université du Québec à Montréal (Canada) (+)  
10:00 - 11:30 › Herding Behavior in African Stock Markets: A State-Space Assessment During Times of Crisis - Kodjovi Assoe, Université du Québec à Montréal
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10:00 - 11:30 › Information Discovery in the Digital Age: Online Search Activity and Earnings Announcements - Saurabh Ahluwalia, The University of New Mexico [Albuquerque]
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10:00 - 11:30 › The Trickle-Down Effect of Government Debt and Social Unrest - Zhengyu Zuo, Shanghai Jiao Tong University, China
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10:00 - 11:30 C2.5: Corporate Governance (Parallel Room 5) - Fumiko Takeda, Keio Business School (Japan) (+)  
10:00 - 11:30 › Investors' reaction to greenwashing: Evidence in corporate ESG bond market - Wilson Wan, the Hong Kong University of Science and Technology
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10:00 - 11:30 › The effects of activist board representation on targets' performance in Japan - Fumiko Takeda, Keio Business School
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10:00 - 11:30 › The optimal investment size in the electricity sector in EU countries - Mathieu Petit, Institute of Economic Studies Faculty of Social Sciences Charles University
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10:00 - 11:30 C2.6: Financial Modelling II (Parallel Room 6) - Quoc Khanh Nguyen, University of Technology, Sydney (Australia) (+)  
10:00 - 11:30 › 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
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10:00 - 11:30 › The role of digital technology in Macro-financial linkages - Malgorzata Pawlowska, Małgorzata Pawłowska, SGH Warsaw School of Economics
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10:00 - 11:30 › Why are cryptocurrencies so volatile? - Nguyen Quoc Khanh, University of Technology Sydney
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11:30 - 13:00 Lunch Break (1st Floor)  
13:00 - 14:00 Generative Modeling for Time Series (Great Hall) - Professor Huyen Pham, École Polytechnique (France)  
14:00 - 14:30 Coffee break (1st Floor)  
14:30 - 16:00 D2.1: Corporate Finance & Governance II (Parallel Room 1) - Yen Ngoc Nguyen, St. Francis Xavier University (Canada) (+)  
14:30 - 16:00 › Does Corporate Social Responsibility Impact the Market for New Issues? - Taylan Mavruk, University of Gothenburg - Russell Wermers, University of Maryland
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14:30 - 16:00 › The Value of Openness - Mitch Warachka, Chapman University
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14:30 - 16:00 › Does Labor Market Flow Help or Hurt Firm Innovation? Evidence from OECD Countries - Yen Ngoc Nguyen, St. Francis Xavier University (CANADA)
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14:30 - 16:00 D2.2: Financial Markets, Institutions, & Money II (Parallel Room 2) - Tram Hong Dang, Université Polytechnique Hauts-de-France (France) (+)  
14:30 - 16:00 › Monetary and prudential policy coordination: impact on bank's risk-taking - Melchisedek Joslem NGAMBOU DJATCHE, Univ Angers - GRANEM
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14:30 - 16:00 › 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
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14:30 - 16:00 › The Market for Bank Branches in the Internet Age - Tram Dang, Université Polytechnique Hauts-de-France
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14:30 - 16:00 D2.3: Finance and Sustainability III (Parallel Room 3) - Linh Tran Dieu, Paris Saclay University (France) (+)  
14:30 - 16:00 › A Legal Origins Perspective on ESG Ratings Disagreement - Barbara Kurbus, Money and Finance Department
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14:30 - 16:00 › DETERMINANTS OF MUTUAL FUNDS' CARBON FOOTPRINT - Linh TRAN DIEU, Paris Saclay University
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14:30 - 16:00 › 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
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14:30 - 16:00 D2.4: Finance and Sustainability IV (Parallel Room 4) - Britta Hachenberg, Technical University of Darmstadt (Germany) (+)  
14:30 - 16:00 › Revising the Connectedness between Oil, Natural Gas and Energy Firms: A Quantile-decomposition Approach - Jorge Muñoz Mendoza, University of Barcelona, University of Concepción
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14:30 - 16:00 › The Sustainium Effect and Step-up Penalties of Sustainability-Linked Bonds - Britta Hachenberg, Technische Hochschule Köln
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14:30 - 16:00 › What do press conferences tell us about central bankers' sentiment? - Renaud Beaupain, IESEG School of Management (LEM-CNRS)
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14:30 - 16:00 D2.5: Asset Pricing & Financial Modelling (Parallel Room 5) - Heni Boubaker, IPAG Business School (France) (+)  
14:30 - 16:00 › An explanation of under-diversification puzzles through ambiguity tastes and beliefs - Somayyeh Lotfi, University of Central Lancashire Cyprus
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14:30 - 16:00 › Short-horizon insiders and stock trades in personal portfolios - Diem Nguyen, Lund University, School of Economics and Management - Shahin Sarwar, University of Gothenburg
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14:30 - 16:00 › Improving Hybrid Approaches in Forecasting with Entropy and Fuzzy Logic - Heni Boubaker, IPAG Business School, IPAG LAB, 184 Boulevard Saint-Germain - Amina Ladhari, IHEC
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14:31 - 16:00 › Three variations of Heads or Tails Game for Bitcoin - Cyril Grunspan, De Vinci Research Center - Ricardo Pérez-Marco, CNRS
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Saturday, October 26, 2024

Time Event (+)
09:00 - 13:00 Social Event/Half-day Tour & Lunch - This is dedicated for the social event and half-day tour in Hanoi. (No additional fee required)  
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