Eighth Annual Finance Conference
Friday, May 8, 2015
8:00am – 9:15am Registration & Breakfast
9:15am – 9:30am Welcome Remarks
Dr. Harry Kavros (Associate Dean, Gabelli School of Business, Fordham University)
Session I 9:30am – 11am
Moderator: Gayané Hovakimian (Gabelli School of Business, Fordham University)
Paper #1: "The Pricing of Corporate Foreign Sales Risk"
Authors: Yakov Amihud, Stern School of Business, New York University,
Eli Bartov, Stern School of Business, New York University,
Baolian Wang, Gabelli School of
Business, Fordham University.
Discussant: Oleg Sokolinskiy, Rutgers Business School
Paper #2: "Hedge Fund's Optimal Exposure to Sentiment Risk"
Authors: Xi
Dong, Baruch College, CUNY,
Emilio Osambela, Carnegie Mellon University.
Discussant: Zhaodong Zhong, Rutgers Business School
11am – 11:15am Coffee Break
Session II 11:15am – 12:45pm
Moderator: N. K. Chidambaran (Gabelli School of Business, Fordham University)
Paper #3: "Democracy and Innovation"
Authors: Iftekhar
Hasan, Gabelli School of Business, Fordham University,
Haitian Lu, Hong Kong Polytechnic University,
Tuomas Takalo, Hanken School of Economics, University of Colorado at
Colorado Springs, Bank of Finland,
Mingming Zhou, New York University.
Discussant: Richard Herron, Baruch College, CUNY
Paper #4: "Unbalanced Regressions and the Predictive Equation"
Authors: Daniela
Osterrieder, Rutgers Business School,
Daniel Ventosa-Santaulària, Centro de Investigacióny Docencia Económicas,
J. Eduardo Vera-Valdés, CREATES and Aarhus University
Discussant: Yi Tang, Gabelli School of Business, Fordham University
12:45am – 2:15pm Keynote Address & Lunch
Prof. Jonathan E. Ingersoll Jr.
Adrian C. Israel Professor of International Trade and Finance
Yale School of Management
2:15pm – 2:30pm Coffee Break
Session III 2:30pm – 4pm
Moderator: Natalia Reisel (Gabelli School of Business, Fordham University)
Paper #5: "Beyond Carry Trade: Prospective Interest Rate Differential and Currency Returns"
Authors: Shingo Goto: Moore School of Business, University of South Carolina,
Kewei Hou: Fisher College of Business, The Ohio State University,
Yan Xu: Faculty of Business and Economics, University of Hong Kong,
Yuzhao Zhang: Rutgers Business
School.
Discussant: Gayle L. Delong, Baruch College, CUNY
Paper #6: "Stock Resiliency and Expected Stock Returns"
Authors: Nazli Sila Alan, Dolan School of Business, Fairfield University,
Jian Hua, Baruch College, CUNY,
Lin Peng, Baruch College, CUNY,
Robert A Schwartz, Baruch College, CUNY.
Discussant: Lin Tong, Gabelli School of Business, Fordham University
4pm – 5:30 pm Closing Remarks and Cocktail Reception