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